# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001410368-26-031810
**Filing Date:** 2026-3
**Character Count:** 3889903
**Document Hash:** 4092e2be73a7a1157bdea88b42bd3cab
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-031810.hdr.sgml**: 20260326

**ACCESSION NUMBER**: 0001410368-26-031810

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260326

**DATE AS OF CHANGE**: 20260326

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09729
- **FILM NUMBER:** 26795997

**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 1-5 Year USD Bond ETF (Series ID: S000038926)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000119711 | iShares Core 1-5 Year USD Bond ETF | ISTB            |

## Nport-Ex

Schedule of Investments (unaudited)

January 31, 2026

**iShares® Core 1-5 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** |
| &nbsp;&nbsp;&nbsp; Ally Auto Receivables Trust 2025-1, 3.96%, <br> 03/15/30<br>| &nbsp;&nbsp;&nbsp; $1500 | $1503977 |
| American Express Credit Account Master Trust |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/16/30 | &nbsp;&nbsp;&nbsp; 1000 | 1032593 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/15/29 | &nbsp;&nbsp;&nbsp; 1110 | 1124299 |
| &nbsp;&nbsp;&nbsp; 4.51%, 04/15/32 | &nbsp;&nbsp;&nbsp; 300 | 305708 |
| &nbsp;&nbsp;&nbsp; 4.28%, 04/15/30 | &nbsp;&nbsp;&nbsp; 700 | 707277 |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/15/30 | &nbsp;&nbsp;&nbsp; 3000 | 3035868 |
| &nbsp;&nbsp;&nbsp; American Express Credit Account Master Trust <br> Series, 4.51%, 07/15/32<br>| &nbsp;&nbsp;&nbsp; 500 | 509687 |
| BA Credit Card Trust, 4.93%, 05/15/29 | &nbsp;&nbsp;&nbsp; 1450 | 1472141 |
| BMW Vehicle Lease Trust, 3.97%, 09/25/28 | &nbsp;&nbsp;&nbsp; 750 | 751218 |
| BMW Vehicle Owner Trust, 4.66%, 12/27/32 | &nbsp;&nbsp;&nbsp; 270 | 274783 |
| &nbsp;&nbsp;&nbsp; Capital One Prime Auto Receivables Trust, 4.62%, <br> 07/16/29<br>| &nbsp;&nbsp;&nbsp; 500 | 504419 |
| Carmax Auto Owner Trust, 3.97%, 12/16/30 | &nbsp;&nbsp;&nbsp; 1000 | 1001818 |
| CarMax Auto Owner Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.48%, 03/15/30 | &nbsp;&nbsp;&nbsp; 2000 | 2003104 |
| &nbsp;&nbsp;&nbsp; 4.47%, 01/15/31 | &nbsp;&nbsp;&nbsp; 400 | 404791 |
| Chase Issuance Trust, 5.08%, 09/15/30 | &nbsp;&nbsp;&nbsp; 1000 | 1031861 |
| &nbsp;&nbsp;&nbsp; Citibank Credit Card Issuance Trust, 4.49%, <br> 06/21/32<br>| &nbsp;&nbsp;&nbsp; 500 | 508472 |
| Drive Auto Receivables Trust, 4.94%, 05/17/32 | &nbsp;&nbsp;&nbsp; 80 | 80309 |
| Exeter Automobile Receivables Trust |  |  |
| &nbsp;&nbsp;&nbsp; 5.92%, 02/15/30 | &nbsp;&nbsp;&nbsp; 1000 | 1020630 |
| &nbsp;&nbsp;&nbsp; 5.74%, 05/15/29 | &nbsp;&nbsp;&nbsp; 2000 | 2008886 |
| &nbsp;&nbsp;&nbsp; 4.68%, 03/15/32 | &nbsp;&nbsp;&nbsp; 200 | 200686 |
| &nbsp;&nbsp;&nbsp; 5.16%, 03/15/32 | &nbsp;&nbsp;&nbsp; 250 | 251350 |
| Ford Credit Auto Owner Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/15/30 | &nbsp;&nbsp;&nbsp; 500 | 509729 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/15/30 | &nbsp;&nbsp;&nbsp; 1000 | 1000373 |
| &nbsp;&nbsp;&nbsp; Ford Credit Floorplan Master Owner Trust A, 4.63%, <br> 04/15/30<br>| &nbsp;&nbsp;&nbsp; 500 | 507383 |
| &nbsp;&nbsp;&nbsp; GM Financial Automobile Leasing Trust, 4.17%, <br> 08/21/28<br>| &nbsp;&nbsp;&nbsp; 500 | 502347 |
| &nbsp;&nbsp;&nbsp; Honda Auto Receivables Owner Trust, 3.98%, <br> 06/17/30<br>| &nbsp;&nbsp;&nbsp; 500 | 502026 |
| Hyundai Auto Receivables Trust, 4.41%, 05/15/29 | &nbsp;&nbsp;&nbsp; 1535 | 1545506 |
| John Deere Owner Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.96%, 11/15/28 | &nbsp;&nbsp;&nbsp; 300 | 302025 |
| &nbsp;&nbsp;&nbsp; 4.06%, 06/15/29 | &nbsp;&nbsp;&nbsp; 1430 | 1434559 |
| Mercedes-Benz Auto Lease Trust, 4.69%, 02/18/31 | &nbsp;&nbsp;&nbsp; 500 | 507929 |
| &nbsp;&nbsp;&nbsp; Mercedes-Benz Auto Receivables Trust, 4.78%, <br> 12/17/29<br>| &nbsp;&nbsp;&nbsp; 1000 | 1012335 |
| PSNH Funding LLC 3, 3.81%, 02/01/35 | &nbsp;&nbsp;&nbsp; 500 | 491346 |
| Santander Drive Auto Receivables Trust |  |  |
| &nbsp;&nbsp;&nbsp; 5.23%, 12/15/28 | &nbsp;&nbsp;&nbsp; 430 | 431735 |
| &nbsp;&nbsp;&nbsp; 4.87%, 05/15/31 | &nbsp;&nbsp;&nbsp; 500 | 506431 |
| &nbsp;&nbsp;&nbsp; 5.32%, 12/15/31 | &nbsp;&nbsp;&nbsp; 250 | 253370 |
| &nbsp;&nbsp;&nbsp; 4.67%, 08/15/29 | &nbsp;&nbsp;&nbsp; 500 | 503316 |
| &nbsp;&nbsp;&nbsp; 4.27%, 01/15/32 | &nbsp;&nbsp;&nbsp; 500 | 501185 |
| Synchrony Card Funding LLC, 4.49%, 05/15/31 | &nbsp;&nbsp;&nbsp; 1000 | 1011021 |
| Toyota Auto Receivables Owner Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/15/29 | &nbsp;&nbsp;&nbsp; 1000 | 1006653 |
| &nbsp;&nbsp;&nbsp; 4.34%, 11/15/29 | &nbsp;&nbsp;&nbsp; 100 | 100808 |
| &nbsp;&nbsp;&nbsp; 4.11%, 03/15/30 | &nbsp;&nbsp;&nbsp; 650 | 653582 |
| &nbsp;&nbsp;&nbsp; 4.19%, 01/15/31 | &nbsp;&nbsp;&nbsp; 750 | 755301 |
| Verizon Master Trust |  |  |
| &nbsp;&nbsp;&nbsp; 5.16%, 06/20/29 | &nbsp;&nbsp;&nbsp; 800 | 803778 |
| &nbsp;&nbsp;&nbsp; 4.17%, 08/20/30 | &nbsp;&nbsp;&nbsp; 1000 | 1005171 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| Volkswagen Auto Lease Trust, 4.50%, 06/20/28 | &nbsp;&nbsp;&nbsp; $500 | $504506 |
| WF Card Issuance Trust, 4.29%, 10/15/29 | &nbsp;&nbsp;&nbsp; 300 | 302462 |
| **Total Asset-Backed Securities — 0.8%** <br>**(Cost: $36,161,920)** | **Total Asset-Backed Securities — 0.8%** <br>**(Cost: $36,161,920)** | 36388754 |
| **Collateralized Mortgage Obligations** | **Collateralized Mortgage Obligations** | **Collateralized Mortgage Obligations** |
| **Mortgage-Backed Securities — 1.7%** | **Mortgage-Backed Securities — 1.7%** | **Mortgage-Backed Securities — 1.7%** |
| Bank, 3.46%, 04/15/52 | &nbsp;&nbsp;&nbsp; 342 | 335616 |
| Bank5 |  |  |
| &nbsp;&nbsp;&nbsp; 5.61%, 08/15/57 | &nbsp;&nbsp;&nbsp; 1500 | 1561249 |
| &nbsp;&nbsp;&nbsp; 5.65%, 04/15/58 | &nbsp;&nbsp;&nbsp; 1500 | 1570365 |
| &nbsp;&nbsp;&nbsp; 5.88%, 08/15/57 | &nbsp;&nbsp;&nbsp; 500 | 523250 |
| &nbsp;&nbsp;&nbsp; 6.50%, 12/15/56 | &nbsp;&nbsp;&nbsp; 433 | 455133 |
| BBCMS Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 12/15/51 | &nbsp;&nbsp;&nbsp; 500 | 498135 |
| &nbsp;&nbsp;&nbsp; 5.02%, 09/15/58 | &nbsp;&nbsp;&nbsp; 1269 | 1297194 |
| &nbsp;&nbsp;&nbsp; 5.14%, 12/15/57 | &nbsp;&nbsp;&nbsp; 1000 | 1024150 |
| &nbsp;&nbsp;&nbsp; 5.48%, 11/15/58 | &nbsp;&nbsp;&nbsp; 500 | 513641 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/15/57 | &nbsp;&nbsp;&nbsp; 300 | 308751 |
| &nbsp;&nbsp;&nbsp; 5.89%, 09/15/57 | &nbsp;&nbsp;&nbsp; 1000 | 1037856 |
| &nbsp;&nbsp;&nbsp; 6.64%, 03/15/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 250 | 257877 |
| &nbsp;&nbsp;&nbsp; Series 2018-C2, Class A5, 4.31%, 12/15/51 | &nbsp;&nbsp;&nbsp; 800 | 801374 |
| BBCMS Trust, 2.27%, 07/15/54 | &nbsp;&nbsp;&nbsp; 500 | 474219 |
| Benchmark Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; 2.93%, 12/15/72 | &nbsp;&nbsp;&nbsp; 500 | 473055 |
| &nbsp;&nbsp;&nbsp; 5.18%, 04/15/57 | &nbsp;&nbsp;&nbsp; 250 | 256649 |
| &nbsp;&nbsp;&nbsp; 5.18%, 10/15/58 | &nbsp;&nbsp;&nbsp; 400 | 412278 |
| &nbsp;&nbsp;&nbsp; 5.36%, 05/15/55 | &nbsp;&nbsp;&nbsp; 300 | 305950 |
| &nbsp;&nbsp;&nbsp; 5.60%, 08/15/57 | &nbsp;&nbsp;&nbsp; 500 | 520257 |
| &nbsp;&nbsp;&nbsp; 5.93%, 03/15/57 | &nbsp;&nbsp;&nbsp; 1000 | 1045378 |
| &nbsp;&nbsp;&nbsp; 6.06%, 01/10/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 500 | 513059 |
| &nbsp;&nbsp;&nbsp; 6.06%, 08/15/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 500 | 519875 |
| &nbsp;&nbsp;&nbsp; 6.79%, 03/15/57 | &nbsp;&nbsp;&nbsp; 500 | 524097 |
| &nbsp;&nbsp;&nbsp; 6.95%, 07/15/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 140 | 148985 |
| &nbsp;&nbsp;&nbsp; Series 2018-B21, Class A2, 1.74%, 12/17/53 | &nbsp;&nbsp;&nbsp; 203 | 196135 |
| &nbsp;&nbsp;&nbsp; Series 2023-B38, Class A2, 5.63%, 04/15/56 | &nbsp;&nbsp;&nbsp; 7000 | 7177910 |
| BMARK, 7.46%, 11/15/56<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 250 | 265425 |
| BMO Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; 5.32%, 09/15/57 | &nbsp;&nbsp;&nbsp; 200 | 205894 |
| &nbsp;&nbsp;&nbsp; 5.58%, 05/15/58 | &nbsp;&nbsp;&nbsp; 450 | 468484 |
| &nbsp;&nbsp;&nbsp; 5.63%, 12/15/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 700 | 729296 |
| &nbsp;&nbsp;&nbsp; 5.74%, 12/15/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 500 | 489142 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/15/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 500 | 511948 |
| &nbsp;&nbsp;&nbsp; 5.78%, 04/15/58<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 500 | 523554 |
| &nbsp;&nbsp;&nbsp; 5.86%, 02/15/57 | &nbsp;&nbsp;&nbsp; 650 | 679180 |
| &nbsp;&nbsp;&nbsp; 5.88%, 09/15/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 198432 |
| &nbsp;&nbsp;&nbsp; 5.89%, 11/15/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 400 | 411663 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/15/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 900 | 937583 |
| &nbsp;&nbsp;&nbsp; Cantor Commercial Real Estate Lending, 2.87%, <br> 11/15/52<br>| &nbsp;&nbsp;&nbsp; 500 | 475657 |
| CD Mortgage Trust, 3.91%, 11/13/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 192295 |
| Citigroup Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; 3.92%, 12/15/72<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 183421 |
| &nbsp;&nbsp;&nbsp; Series 2018-B2, Class A4, 4.01%, 03/10/51 | &nbsp;&nbsp;&nbsp; 1000 | 996197 |
| &nbsp;&nbsp;&nbsp; Series 2019-C7, Class A4, 3.10%, 12/15/72 | &nbsp;&nbsp;&nbsp; 1000 | 955540 |
| &nbsp;&nbsp;&nbsp; Series 2019-GC41, Class A5, 2.87%, 08/10/56 | &nbsp;&nbsp;&nbsp; 2000 | 1902611 |
| CSAIL Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; 3.91%, 12/15/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 100 | 90198 |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/15/52 | &nbsp;&nbsp;&nbsp; 520 | 515385 |
| &nbsp;&nbsp;&nbsp; 4.45%, 04/15/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 400 | 390202 |
| &nbsp;&nbsp;&nbsp; Series 2019-C18, Class A4, 2.97%, 12/15/52 | &nbsp;&nbsp;&nbsp; 710 | 678934 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
| DBJPM Mortgage Trust, 3.56%, 06/10/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $1000 | $972578 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp., 4.33%, <br> 06/25/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 5000 | 5057536 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily <br> Structured Pass-Through Certificates<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/25/29 | &nbsp;&nbsp;&nbsp; 2000 | 1942618 |
| &nbsp;&nbsp;&nbsp; 3.78%, 01/25/32 | &nbsp;&nbsp;&nbsp; 1408 | 1404352 |
| &nbsp;&nbsp;&nbsp; 4.46%, 08/25/31 | &nbsp;&nbsp;&nbsp; 2000 | 2028340 |
| &nbsp;&nbsp;&nbsp; 4.57%, 12/25/28 | &nbsp;&nbsp;&nbsp; 1000 | 1016444 |
| &nbsp;&nbsp;&nbsp; 4.74%, 08/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10000 | 10194373 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/25/31 | &nbsp;&nbsp;&nbsp; 3110 | 3258558 |
| &nbsp;&nbsp;&nbsp; 5.36%, 01/25/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2720 | 2824604 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/25/29 | &nbsp;&nbsp;&nbsp; 1726 | 1792064 |
| &nbsp;&nbsp;&nbsp; Federal National Mortgage Association-ACES, <br> 1.32%, 05/25/30<br>| &nbsp;&nbsp;&nbsp; 486 | 441354 |
| GS Mortgage Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp; 2.12%, 05/12/53 | &nbsp;&nbsp;&nbsp; 1000 | 938589 |
| &nbsp;&nbsp;&nbsp; Series 2017-GS7, Class AAB, 3.20%, 08/10/50 | &nbsp;&nbsp;&nbsp; 1030 | 1023512 |
| Morgan Stanley BAML Trust, 5.64%, 03/15/58 | &nbsp;&nbsp;&nbsp; 200 | 209049 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley Bank of America Merrill Lynch Trust, <br> 5.11%, 11/15/58<br>| &nbsp;&nbsp;&nbsp; 225 | 231194 |
| Morgan Stanley Capital I Trust |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/15/53 | &nbsp;&nbsp;&nbsp; 490 | 456888 |
| &nbsp;&nbsp;&nbsp; 3.63%, 11/15/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 125 | 114624 |
| &nbsp;&nbsp;&nbsp; Series 2019-L3, Class AS, 3.49%, 11/15/52 | &nbsp;&nbsp;&nbsp; 970 | 924195 |
| &nbsp;&nbsp;&nbsp; UBS Commercial Mortgage Trust, Series 2018-C14, <br> Class ASB, 4.39%, 12/15/51<br>| &nbsp;&nbsp;&nbsp; 2142 | 2151958 |
| Wells Fargo Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 500 | 495589 |
| &nbsp;&nbsp;&nbsp; 4.67%, 09/15/61<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 994805 |
| &nbsp;&nbsp;&nbsp; 5.93%, 07/15/57 | &nbsp;&nbsp;&nbsp; 2000 | 2095083 |
| &nbsp;&nbsp;&nbsp; 6.23%, 01/15/58<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 500 | 512814 |
| &nbsp;&nbsp;&nbsp; 6.39%, 01/15/58<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 500 | 529137 |
| &nbsp;&nbsp;&nbsp; Series 2017-C39, Class A5, 3.42%, 09/15/50 | &nbsp;&nbsp;&nbsp; 5000 | 4919469 |
|  |  | 81083206 |
| **Total Collateralized Mortgage Obligations — 1.7%** <br>**(Cost: $79,980,895)** | **Total Collateralized Mortgage Obligations — 1.7%** <br>**(Cost: $79,980,895)** | 81083206 |
| **Corporate Bonds & Notes** | **Corporate Bonds & Notes** | **Corporate Bonds & Notes** |
| **Advertising — 0.1%** | **Advertising — 0.1%** | **Advertising — 0.1%** |
| &nbsp;&nbsp;&nbsp; Advantage Sales & Marketing, Inc., 6.50%, <br> 11/15/28<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 170 | 144189 |
| Clear Channel Outdoor Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 7.50%, 06/01/29<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 310 | 306973 |
| &nbsp;&nbsp;&nbsp; 7.75%, 04/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 305 | 305559 |
| &nbsp;&nbsp;&nbsp; 7.88%, 04/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 263086 |
| CMG Media Corp., 8.88%, 06/18/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 195 | 168891 |
| Lamar Media Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 01/15/31 | &nbsp;&nbsp;&nbsp; 150 | 141591 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/15/28 | &nbsp;&nbsp;&nbsp; 235 | 230688 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/15/30 | &nbsp;&nbsp;&nbsp; 175 | 169231 |
| &nbsp;&nbsp;&nbsp; 4.88%, 01/15/29 | &nbsp;&nbsp;&nbsp; 130 | 129986 |
| Neptune Bidco U.S., Inc., 9.29%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 805 | 826681 |
| Omnicom Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 04/30/30 | &nbsp;&nbsp;&nbsp; 180 | 166758 |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/01/30 | &nbsp;&nbsp;&nbsp; 35 | 34780 |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/01/28 | &nbsp;&nbsp;&nbsp; 100 | 100884 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/30/30 | &nbsp;&nbsp;&nbsp; 200 | 201910 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Advertising (continued)** | **Advertising (continued)** | **Advertising (continued)** |
| &nbsp;&nbsp;&nbsp; Outfront Media Capital LLC/Outfront Media <br> Capital Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $175 | $170831 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/15/30<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 170 | 166029 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 210 | 210005 |
| Stagwell Global LLC, 5.63%, 08/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 370 | 359772 |
|  |  | 4097844 |
| **Aerospace & Defense — 0.4%** | **Aerospace & Defense — 0.4%** | **Aerospace & Defense — 0.4%** |
| AAR Escrow Issuer LLC, 6.75%, 03/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 207035 |
| Airbus SE, 3.15%, 04/10/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 260 | 257839 |
| ATI, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/01/29 | &nbsp;&nbsp;&nbsp; 100 | 99854 |
| &nbsp;&nbsp;&nbsp; 5.88%, 12/01/27 | &nbsp;&nbsp;&nbsp; 130 | 130202 |
| &nbsp;&nbsp;&nbsp; 7.25%, 08/15/30 | &nbsp;&nbsp;&nbsp; 5 | 5241 |
| BAE Systems Finance, Inc., 7.50%, 07/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 115 | 120577 |
| BAE Systems PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 04/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 405 | 391264 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/26/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 205 | 207391 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/26/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 380 | 391250 |
| Boeing Co.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 02/01/27 | &nbsp;&nbsp;&nbsp; 355 | 350644 |
| &nbsp;&nbsp;&nbsp; 2.80%, 03/01/27 | &nbsp;&nbsp;&nbsp; 130 | 128408 |
| &nbsp;&nbsp;&nbsp; 2.95%, 02/01/30 | &nbsp;&nbsp;&nbsp; 225 | 213482 |
| &nbsp;&nbsp;&nbsp; 3.20%, 03/01/29 | &nbsp;&nbsp;&nbsp; 295 | 286612 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/01/28 | &nbsp;&nbsp;&nbsp; 395 | 389140 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/01/28 | &nbsp;&nbsp;&nbsp; 65 | 64020 |
| &nbsp;&nbsp;&nbsp; 3.45%, 11/01/28 | &nbsp;&nbsp;&nbsp; 35 | 34394 |
| &nbsp;&nbsp;&nbsp; 5.04%, 05/01/27 | &nbsp;&nbsp;&nbsp; 625 | 631557 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/01/30 | &nbsp;&nbsp;&nbsp; 1380 | 1418082 |
| &nbsp;&nbsp;&nbsp; 6.26%, 05/01/27 | &nbsp;&nbsp;&nbsp; 345 | 353821 |
| &nbsp;&nbsp;&nbsp; 6.30%, 05/01/29 | &nbsp;&nbsp;&nbsp; 465 | 493932 |
| Bombardier, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 250326 |
| &nbsp;&nbsp;&nbsp; 7.50%, 02/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 255 | 264978 |
| &nbsp;&nbsp;&nbsp; 8.75%, 11/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 230 | 246371 |
| Czechoslovak Group A/S, 6.50%, 01/10/31<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 417366 |
| General Dynamics Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 11/15/27 | &nbsp;&nbsp;&nbsp; 10 | 9828 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/27 | &nbsp;&nbsp;&nbsp; 375 | 374312 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/01/30 | &nbsp;&nbsp;&nbsp; 300 | 294458 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/15/28 | &nbsp;&nbsp;&nbsp; 300 | 300479 |
| General Electric Co., 4.30%, 07/29/30 | &nbsp;&nbsp;&nbsp; 295 | 297072 |
| HEICO Corp., 5.25%, 08/01/28 | &nbsp;&nbsp;&nbsp; 130 | 133614 |
| Hexcel Corp., 4.20%, 02/15/27 | &nbsp;&nbsp;&nbsp; 178 | 177647 |
| Howmet Aerospace, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/29 | &nbsp;&nbsp;&nbsp; 185 | 179897 |
| &nbsp;&nbsp;&nbsp; 6.75%, 01/15/28 | &nbsp;&nbsp;&nbsp; 170 | 178827 |
| Incora Top Holdco LLC, 6.00%, 01/31/33<sup>(e)(f)(g)</sup> | &nbsp;&nbsp;&nbsp; 139 | 32969 |
| L3Harris Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/15/29 | &nbsp;&nbsp;&nbsp; 205 | 195759 |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/15/28 | &nbsp;&nbsp;&nbsp; 650 | 654824 |
| &nbsp;&nbsp;&nbsp; 5.05%, 06/01/29 | &nbsp;&nbsp;&nbsp; 155 | 159255 |
| Lockheed Martin Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.85%, 06/15/30 | &nbsp;&nbsp;&nbsp; 105 | 95423 |
| &nbsp;&nbsp;&nbsp; 4.15%, 08/15/28 | &nbsp;&nbsp;&nbsp; 155 | 156181 |
| &nbsp;&nbsp;&nbsp; 4.40%, 08/15/30 | &nbsp;&nbsp;&nbsp; 180 | 181836 |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/15/28 | &nbsp;&nbsp;&nbsp; 220 | 222795 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/29 | &nbsp;&nbsp;&nbsp; 220 | 223677 |
| &nbsp;&nbsp;&nbsp; 5.10%, 11/15/27 | &nbsp;&nbsp;&nbsp; 450 | 460758 |
| Moog, Inc., 4.25%, 12/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 185 | 184064 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Aerospace & Defense (continued)** | **Aerospace & Defense (continued)** | **Aerospace & Defense (continued)** |
| Northrop Grumman Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 02/01/27 | &nbsp;&nbsp;&nbsp; $90 | $89497 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/28 | &nbsp;&nbsp;&nbsp; 710 | 701377 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/01/30 | &nbsp;&nbsp;&nbsp; 20 | 20146 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/01/29 | &nbsp;&nbsp;&nbsp; 185 | 188007 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/15/30 | &nbsp;&nbsp;&nbsp; 235 | 238896 |
| Rolls-Royce PLC, 5.75%, 10/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 330 | 337899 |
| RTX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 07/01/30 | &nbsp;&nbsp;&nbsp; 275 | 253683 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/04/27 | &nbsp;&nbsp;&nbsp; 360 | 356656 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/15/27 | &nbsp;&nbsp;&nbsp; 386 | 384231 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/16/28 | &nbsp;&nbsp;&nbsp; 905 | 909132 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/29 | &nbsp;&nbsp;&nbsp; 222 | 232672 |
| &nbsp;&nbsp;&nbsp; 7.20%, 08/15/27 | &nbsp;&nbsp;&nbsp; 178 | 186647 |
| &nbsp;&nbsp;&nbsp; 7.50%, 09/15/29 | &nbsp;&nbsp;&nbsp; 170 | 189169 |
| Spirit AeroSystems, Inc., 4.60%, 06/15/28 | &nbsp;&nbsp;&nbsp; 250 | 251724 |
| ST Engineering RHQ Ltd., 4.25%, 05/08/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201130 |
| TransDigm, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/15/29 | &nbsp;&nbsp;&nbsp; 380 | 377945 |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/01/29 | &nbsp;&nbsp;&nbsp; 230 | 229454 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 800 | 823028 |
| &nbsp;&nbsp;&nbsp; 6.75%, 08/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1050 | 1068597 |
| &nbsp;&nbsp;&nbsp; 6.88%, 12/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 450 | 468523 |
|  |  | 19375874 |
| **Agriculture — 0.3%** | **Agriculture — 0.3%** | **Agriculture — 0.3%** |
| Altria Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 05/06/30 | &nbsp;&nbsp;&nbsp; 245 | 236205 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/06/30 | &nbsp;&nbsp;&nbsp; 140 | 140974 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/14/29 | &nbsp;&nbsp;&nbsp; 620 | 630820 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/04/28 | &nbsp;&nbsp;&nbsp; 155 | 157771 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/01/28 | &nbsp;&nbsp;&nbsp; 210 | 221284 |
| &nbsp;&nbsp;&nbsp; Amaggi Luxembourg International SARL, 5.25%, <br> 01/28/28<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 199669 |
| Archer-Daniels-Midland Co., 3.25%, 03/27/30 | &nbsp;&nbsp;&nbsp; 330 | 318653 |
| BAT Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.26%, 03/25/28 | &nbsp;&nbsp;&nbsp; 635 | 612151 |
| &nbsp;&nbsp;&nbsp; 3.46%, 09/06/29 | &nbsp;&nbsp;&nbsp; 100 | 97506 |
| &nbsp;&nbsp;&nbsp; 3.56%, 08/15/27 | &nbsp;&nbsp;&nbsp; 616 | 612156 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/02/27 | &nbsp;&nbsp;&nbsp; 292 | 294057 |
| &nbsp;&nbsp;&nbsp; 4.91%, 04/02/30 | &nbsp;&nbsp;&nbsp; 305 | 311172 |
| &nbsp;&nbsp;&nbsp; 6.34%, 08/02/30 | &nbsp;&nbsp;&nbsp; 300 | 324192 |
| BAT International Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/16/28 | &nbsp;&nbsp;&nbsp; 295 | 297366 |
| &nbsp;&nbsp;&nbsp; 5.93%, 02/02/29 | &nbsp;&nbsp;&nbsp; 330 | 346370 |
| Bunge Ltd. Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/25/27 | &nbsp;&nbsp;&nbsp; 140 | 139581 |
| &nbsp;&nbsp;&nbsp; 4.10%, 01/07/28 | &nbsp;&nbsp;&nbsp; 270 | 270605 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/17/29 | &nbsp;&nbsp;&nbsp; 265 | 265216 |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/04/30 | &nbsp;&nbsp;&nbsp; 100 | 100732 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/21/27 | &nbsp;&nbsp;&nbsp; 210 | 212187 |
| Cargill, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 04/23/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 215 | 197529 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/23/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 146218 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/22/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 295 | 294148 |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/23/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 149098 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/11/28<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 100 | 101483 |
| Darling Ingredients, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 160 | 160049 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 300 | 304025 |
| Imperial Brands Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/26/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 285 | 280522 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Agriculture (continued)** | **Agriculture (continued)** | **Agriculture (continued)** |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/30/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $200 | $201780 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 395 | 409746 |
| &nbsp;&nbsp;&nbsp; 6.13%, 07/27/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 375 | 385554 |
| Japan Tobacco, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 05/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 254755 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 258300 |
| &nbsp;&nbsp;&nbsp; JT International Financial Services BV, 3.88%, <br> 09/28/28<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 198605 |
| Philip Morris International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.10%, 05/01/30 | &nbsp;&nbsp;&nbsp; 230 | 210899 |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/17/27 | &nbsp;&nbsp;&nbsp; 90 | 89079 |
| &nbsp;&nbsp;&nbsp; 3.13%, 03/02/28 | &nbsp;&nbsp;&nbsp; 160 | 157592 |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/15/29 | &nbsp;&nbsp;&nbsp; 320 | 312603 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/27/28 | &nbsp;&nbsp;&nbsp; 150 | 149803 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/29/30 | &nbsp;&nbsp;&nbsp; 250 | 247228 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/28/28 | &nbsp;&nbsp;&nbsp; 190 | 190883 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/01/27 | &nbsp;&nbsp;&nbsp; 315 | 317990 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/30/30 | &nbsp;&nbsp;&nbsp; 380 | 382161 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/01/29 | &nbsp;&nbsp;&nbsp; 200 | 203387 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/12/27 | &nbsp;&nbsp;&nbsp; 270 | 272609 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/15/28 | &nbsp;&nbsp;&nbsp; 474 | 482709 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/13/29 | &nbsp;&nbsp;&nbsp; 330 | 337807 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/17/27 | &nbsp;&nbsp;&nbsp; 608 | 620702 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/15/30 | &nbsp;&nbsp;&nbsp; 620 | 640089 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/07/28 | &nbsp;&nbsp;&nbsp; 115 | 118613 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/07/30 | &nbsp;&nbsp;&nbsp; 230 | 241485 |
| &nbsp;&nbsp;&nbsp; 5.63%, 11/17/29 | &nbsp;&nbsp;&nbsp; 455 | 478144 |
|  |  | 14584262 |
| **Airlines — 0.2%** | **Airlines — 0.2%** | **Airlines — 0.2%** |
| &nbsp;&nbsp;&nbsp; Air Canada Pass Through Trust, Series 2015-1, <br> Class A, 3.60%, 09/15/28<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; 111 | 109250 |
| &nbsp;&nbsp;&nbsp; Alaska Airlines Pass Through Trust, Series 2020-1, <br> 4.80%, 02/15/29<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; 328 | 329589 |
| Allegiant Travel Co., 7.25%, 08/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 143 | 144569 |
| American Airlines Pass-Through Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2015-1, Class A, 3.38%, 11/01/28 | &nbsp;&nbsp;&nbsp; 187 | 184410 |
| &nbsp;&nbsp;&nbsp; Series 2015-2, Class AA, 3.60%, 03/22/29<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 102 | 100488 |
| &nbsp;&nbsp;&nbsp; Series 2016-1, Class AA, 3.58%, 07/15/29 | &nbsp;&nbsp;&nbsp; 82 | 81021 |
| &nbsp;&nbsp;&nbsp; Series 2016-2, Class AA, 3.20%, 12/15/29 | &nbsp;&nbsp;&nbsp; 146 | 142704 |
| &nbsp;&nbsp;&nbsp; Series 2016-3, Class AA, 3.00%, 04/15/30 | &nbsp;&nbsp;&nbsp; 78 | 75529 |
| &nbsp;&nbsp;&nbsp; Series 2017-1, Class AA, 3.65%, 02/15/29 | &nbsp;&nbsp;&nbsp; 112 | 110255 |
| &nbsp;&nbsp;&nbsp; Series 2017-2, Class AA, 3.35%, 04/15/31 | &nbsp;&nbsp;&nbsp; 125 | 120914 |
| American Airlines, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 7.25%, 02/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 240 | 244437 |
| &nbsp;&nbsp;&nbsp; 8.50%, 05/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 300 | 312943 |
| &nbsp;&nbsp;&nbsp; American Airlines, Inc./AAdvantage Loyalty IP Ltd., <br> 5.75%, 04/20/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 900 | 909408 |
| AS Mileage Plan IP Ltd., 5.02%, 10/20/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 235 | 237712 |
| Avianca Midco 2 PLC |  |  |
| &nbsp;&nbsp;&nbsp; 9.00%, 12/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 202 | 205929 |
| &nbsp;&nbsp;&nbsp; 9.50%, 01/28/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203852 |
| &nbsp;&nbsp;&nbsp; 9.63%, 02/14/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 400 | 409848 |
| &nbsp;&nbsp;&nbsp; Delta Air Lines Pass-Through Trust, Series 2020, <br> Class AA, 2.00%, 12/10/29<br>| &nbsp;&nbsp;&nbsp; 161 | 155475 |
| Delta Air Lines, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 10/28/29 | &nbsp;&nbsp;&nbsp; 160 | 156536 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/19/28 | &nbsp;&nbsp;&nbsp; 180 | 180450 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/10/28 | &nbsp;&nbsp;&nbsp; 160 | 162747 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/10/30 | &nbsp;&nbsp;&nbsp; 320 | 327803 |
| &nbsp;&nbsp;&nbsp; Delta Air Lines, Inc./SkyMiles IP Ltd., 4.75%, <br> 10/20/28<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 972 | 978831 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Airlines (continued)** | **Airlines (continued)** | **Airlines (continued)** |
| Gol Finance, Inc., 14.38%, 06/06/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; $700 | $723060 |
| Grupo Aeromexico SAB de CV, 8.25%, 11/15/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 206082 |
| Latam Airlines Group SA |  |  |
| &nbsp;&nbsp;&nbsp; 7.63%, 01/07/31<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 209788 |
| &nbsp;&nbsp;&nbsp; 7.88%, 04/15/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 419535 |
| OneSky Flight LLC, 8.88%, 12/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 165 | 176414 |
| Southwest Airlines Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 02/10/30 | &nbsp;&nbsp;&nbsp; 170 | 158192 |
| &nbsp;&nbsp;&nbsp; 3.45%, 11/16/27 | &nbsp;&nbsp;&nbsp; 25 | 24705 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/28 | &nbsp;&nbsp;&nbsp; 225 | 226227 |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/15/27 | &nbsp;&nbsp;&nbsp; 645 | 652821 |
| United Airlines Holdings, Inc., 5.38%, 03/01/31 | &nbsp;&nbsp;&nbsp; 90 | 90913 |
| United Airlines Pass-Through Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2016-1, Class AA, 3.10%, 01/07/30 | &nbsp;&nbsp;&nbsp; 14 | 13435 |
| &nbsp;&nbsp;&nbsp; Series 2016-2, Class AA, 2.88%, 04/07/30 | &nbsp;&nbsp;&nbsp; 187 | 180068 |
| &nbsp;&nbsp;&nbsp; Series 2018-1, Class AA, 3.50%, 09/01/31 | &nbsp;&nbsp;&nbsp; 81 | 79745 |
| &nbsp;&nbsp;&nbsp; Series 2020-1, 5.88%, 04/15/29 | &nbsp;&nbsp;&nbsp; 366 | 374509 |
| United Airlines, Inc., 4.63%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 635 | 634377 |
| &nbsp;&nbsp;&nbsp; VistaJet Malta Finance PLC/Vista Management <br> Holding, Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 02/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 285 | 269020 |
| &nbsp;&nbsp;&nbsp; 7.88%, 05/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 165 | 165283 |
| &nbsp;&nbsp;&nbsp; 9.50%, 06/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 180 | 185682 |
|  |  | 10674556 |
| **Apparel — 0.1%** | **Apparel — 0.1%** | **Apparel — 0.1%** |
| Crocs, Inc., 4.25%, 03/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 96440 |
| Gildan Activewear, Inc., 4.70%, 10/07/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 175 | 174463 |
| Kontoor Brands, Inc., 4.13%, 11/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 135 | 128063 |
| NIKE, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/27/27 | &nbsp;&nbsp;&nbsp; 390 | 385790 |
| &nbsp;&nbsp;&nbsp; 2.85%, 03/27/30 | &nbsp;&nbsp;&nbsp; 440 | 419614 |
| PVH Corp., 5.50%, 06/13/30 | &nbsp;&nbsp;&nbsp; 100 | 101666 |
| Ralph Lauren Corp., 2.95%, 06/15/30 | &nbsp;&nbsp;&nbsp; 205 | 194531 |
| Tapestry, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/15/27 | &nbsp;&nbsp;&nbsp; 37 | 37014 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/11/30 | &nbsp;&nbsp;&nbsp; 255 | 261382 |
| Under Armour, Inc., 7.25%, 07/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 80 | 81937 |
| VF Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 04/23/27 | &nbsp;&nbsp;&nbsp; 130 | 126859 |
| &nbsp;&nbsp;&nbsp; 2.95%, 04/23/30 | &nbsp;&nbsp;&nbsp; 235 | 214048 |
| Wolverine World Wide, Inc., 4.00%, 08/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 190 | 177366 |
|  |  | 2399173 |
| **Auto Manufacturers — 1.3%** | **Auto Manufacturers — 1.3%** | **Auto Manufacturers — 1.3%** |
| Allison Transmission, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/30/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 300 | 282714 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 145 | 145003 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 151897 |
| American Honda Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.80%, 01/13/31 | &nbsp;&nbsp;&nbsp; 200 | 176539 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/24/28 | &nbsp;&nbsp;&nbsp; 270 | 259178 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/12/29 | &nbsp;&nbsp;&nbsp; 300 | 285023 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/28 | &nbsp;&nbsp;&nbsp; 180 | 178466 |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/08/29 | &nbsp;&nbsp;&nbsp; 150 | 150346 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/01/28 | &nbsp;&nbsp;&nbsp; 190 | 191140 |
| &nbsp;&nbsp;&nbsp; 4.40%, 09/05/29 | &nbsp;&nbsp;&nbsp; 250 | 252238 |
| &nbsp;&nbsp;&nbsp; 4.45%, 10/22/27 | &nbsp;&nbsp;&nbsp; 245 | 247198 |
| &nbsp;&nbsp;&nbsp; 4.45%, 01/08/31 | &nbsp;&nbsp;&nbsp; 150 | 149916 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/04/30 | &nbsp;&nbsp;&nbsp; 200 | 200714 |
| &nbsp;&nbsp;&nbsp; 4.55%, 07/09/27 | &nbsp;&nbsp;&nbsp; 100 | 100932 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/03/28 | &nbsp;&nbsp;&nbsp; 135 | 136538 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Auto Manufacturers (continued)** | **Auto Manufacturers (continued)** | **Auto Manufacturers (continued)** |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/17/30 | &nbsp;&nbsp;&nbsp; $200 | $201970 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/12/28 | &nbsp;&nbsp;&nbsp; 160 | 162337 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/05/30 | &nbsp;&nbsp;&nbsp; 125 | 127482 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/12/27 | &nbsp;&nbsp;&nbsp; 150 | 151683 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/09/27 | &nbsp;&nbsp;&nbsp; 200 | 202857 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/13/29 | &nbsp;&nbsp;&nbsp; 245 | 250461 |
| &nbsp;&nbsp;&nbsp; 5.13%, 07/07/28 | &nbsp;&nbsp;&nbsp; 365 | 374406 |
| &nbsp;&nbsp;&nbsp; 5.65%, 11/15/28 | &nbsp;&nbsp;&nbsp; 160 | 166790 |
| &nbsp;&nbsp;&nbsp; 5.85%, 10/04/30 | &nbsp;&nbsp;&nbsp; 195 | 206701 |
| &nbsp;&nbsp;&nbsp; Aston Martin Capital Holdings Ltd., 10.00%, <br> 03/31/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 325 | 290307 |
| BMW Finance NV, 2.85%, 08/14/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 190791 |
| BMW U.S. Capital LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 04/06/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 257 | 255321 |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 242 | 240824 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/18/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 255 | 250739 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/12/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 135 | 134290 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/14/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 320 | 319008 |
| &nbsp;&nbsp;&nbsp; 4.15%, 08/11/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 50179 |
| &nbsp;&nbsp;&nbsp; 4.15%, 04/09/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 295 | 292679 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/11/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 315 | 316045 |
| &nbsp;&nbsp;&nbsp; 4.60%, 08/13/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 235 | 237315 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/19/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 126044 |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/13/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 120 | 121582 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/21/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 110 | 111673 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/02/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202315 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/02/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 270 | 275505 |
| &nbsp;&nbsp;&nbsp; 5.05%, 08/11/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 415 | 424842 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/21/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 380 | 389845 |
| Cummins, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/01/30 | &nbsp;&nbsp;&nbsp; 300 | 267977 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/09/28 | &nbsp;&nbsp;&nbsp; 75 | 75714 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/20/29 | &nbsp;&nbsp;&nbsp; 105 | 107918 |
| Daimler Truck Finance North America LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 12/14/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 245 | 233611 |
| &nbsp;&nbsp;&nbsp; 3.65%, 04/07/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 249056 |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/12/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 149955 |
| &nbsp;&nbsp;&nbsp; 4.30%, 08/12/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 150720 |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/12/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 151011 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/13/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 65 | 66023 |
| &nbsp;&nbsp;&nbsp; 5.13%, 09/25/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203294 |
| &nbsp;&nbsp;&nbsp; 5.13%, 01/19/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 350 | 356825 |
| &nbsp;&nbsp;&nbsp; 5.13%, 09/25/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205491 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/13/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 325 | 334663 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/20/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 215 | 221774 |
| Ford Motor Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 10/01/28 | &nbsp;&nbsp;&nbsp; 140 | 147919 |
| &nbsp;&nbsp;&nbsp; 9.63%, 04/22/30 | &nbsp;&nbsp;&nbsp; 200 | 232639 |
| Ford Motor Credit Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 02/16/28 | &nbsp;&nbsp;&nbsp; 235 | 227424 |
| &nbsp;&nbsp;&nbsp; 2.90%, 02/10/29 | &nbsp;&nbsp;&nbsp; 250 | 236921 |
| &nbsp;&nbsp;&nbsp; 3.82%, 11/02/27 | &nbsp;&nbsp;&nbsp; 300 | 296845 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/13/30 | &nbsp;&nbsp;&nbsp; 450 | 427924 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/17/27 | &nbsp;&nbsp;&nbsp; 425 | 422954 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/28/27 | &nbsp;&nbsp;&nbsp; 510 | 512916 |
| &nbsp;&nbsp;&nbsp; 4.97%, 04/06/29 | &nbsp;&nbsp;&nbsp; 400 | 402097 |
| &nbsp;&nbsp;&nbsp; 5.11%, 05/03/29 | &nbsp;&nbsp;&nbsp; 410 | 413196 |
| &nbsp;&nbsp;&nbsp; 5.30%, 09/06/29 | &nbsp;&nbsp;&nbsp; 250 | 253358 |
| &nbsp;&nbsp;&nbsp; 5.73%, 09/05/30 | &nbsp;&nbsp;&nbsp; 425 | 434915 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/05/27 | &nbsp;&nbsp;&nbsp; 450 | 456278 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/08/29 | &nbsp;&nbsp;&nbsp; 485 | 498451 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Auto Manufacturers (continued)** | **Auto Manufacturers (continued)** | **Auto Manufacturers (continued)** |
| &nbsp;&nbsp;&nbsp; 5.85%, 05/17/27 | &nbsp;&nbsp;&nbsp; $255 | $259209 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/07/29 | &nbsp;&nbsp;&nbsp; 405 | 417588 |
| &nbsp;&nbsp;&nbsp; 5.92%, 03/20/28 | &nbsp;&nbsp;&nbsp; 260 | 266640 |
| &nbsp;&nbsp;&nbsp; 6.80%, 05/12/28 | &nbsp;&nbsp;&nbsp; 440 | 460319 |
| &nbsp;&nbsp;&nbsp; 6.80%, 11/07/28 | &nbsp;&nbsp;&nbsp; 435 | 457981 |
| &nbsp;&nbsp;&nbsp; 7.20%, 06/10/30 | &nbsp;&nbsp;&nbsp; 200 | 215138 |
| &nbsp;&nbsp;&nbsp; 7.35%, 11/04/27 | &nbsp;&nbsp;&nbsp; 485 | 506519 |
| &nbsp;&nbsp;&nbsp; 7.35%, 03/06/30 | &nbsp;&nbsp;&nbsp; 360 | 388491 |
| Ford Otomotiv Sanayi AS, 7.13%, 04/25/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 206624 |
| General Motors Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/01/27 | &nbsp;&nbsp;&nbsp; 115 | 115201 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/01/28 | &nbsp;&nbsp;&nbsp; 110 | 112130 |
| &nbsp;&nbsp;&nbsp; 5.35%, 04/15/28 | &nbsp;&nbsp;&nbsp; 40 | 41004 |
| &nbsp;&nbsp;&nbsp; 5.40%, 10/15/29 | &nbsp;&nbsp;&nbsp; 325 | 336838 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/15/30 | &nbsp;&nbsp;&nbsp; 210 | 218755 |
| &nbsp;&nbsp;&nbsp; 6.80%, 10/01/27 | &nbsp;&nbsp;&nbsp; 560 | 582065 |
| General Motors Financial Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.35%, 02/26/27 | &nbsp;&nbsp;&nbsp; 415 | 407741 |
| &nbsp;&nbsp;&nbsp; 2.35%, 01/08/31 | &nbsp;&nbsp;&nbsp; 350 | 315519 |
| &nbsp;&nbsp;&nbsp; 2.40%, 04/10/28 | &nbsp;&nbsp;&nbsp; 385 | 371465 |
| &nbsp;&nbsp;&nbsp; 2.40%, 10/15/28 | &nbsp;&nbsp;&nbsp; 325 | 310790 |
| &nbsp;&nbsp;&nbsp; 2.70%, 08/20/27 | &nbsp;&nbsp;&nbsp; 216 | 211574 |
| &nbsp;&nbsp;&nbsp; 3.60%, 06/21/30 | &nbsp;&nbsp;&nbsp; 395 | 381192 |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/27/28 | &nbsp;&nbsp;&nbsp; 195 | 195502 |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/06/29 | &nbsp;&nbsp;&nbsp; 375 | 375482 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/08/31 | &nbsp;&nbsp;&nbsp; 270 | 269987 |
| &nbsp;&nbsp;&nbsp; 4.90%, 10/06/29 | &nbsp;&nbsp;&nbsp; 340 | 345686 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/09/27 | &nbsp;&nbsp;&nbsp; 514 | 519043 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/27 | &nbsp;&nbsp;&nbsp; 200 | 202594 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/04/28 | &nbsp;&nbsp;&nbsp; 560 | 570946 |
| &nbsp;&nbsp;&nbsp; 5.35%, 07/15/27 | &nbsp;&nbsp;&nbsp; 215 | 218774 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/07/30 | &nbsp;&nbsp;&nbsp; 380 | 392550 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/08/27 | &nbsp;&nbsp;&nbsp; 280 | 284530 |
| &nbsp;&nbsp;&nbsp; 5.45%, 07/15/30 | &nbsp;&nbsp;&nbsp; 220 | 228634 |
| &nbsp;&nbsp;&nbsp; 5.55%, 07/15/29 | &nbsp;&nbsp;&nbsp; 355 | 368616 |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/17/29 | &nbsp;&nbsp;&nbsp; 251 | 260066 |
| &nbsp;&nbsp;&nbsp; 5.80%, 06/23/28 | &nbsp;&nbsp;&nbsp; 470 | 486918 |
| &nbsp;&nbsp;&nbsp; 5.80%, 01/07/29 | &nbsp;&nbsp;&nbsp; 475 | 495352 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/06/30 | &nbsp;&nbsp;&nbsp; 300 | 315200 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/09/28 | &nbsp;&nbsp;&nbsp; 485 | 501312 |
| Honda Motor Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.53%, 03/10/27 | &nbsp;&nbsp;&nbsp; 512 | 504663 |
| &nbsp;&nbsp;&nbsp; 4.44%, 07/08/28 | &nbsp;&nbsp;&nbsp; 300 | 302811 |
| &nbsp;&nbsp;&nbsp; 4.69%, 07/08/30 | &nbsp;&nbsp;&nbsp; 370 | 374026 |
| Hyundai Capital America |  |  |
| &nbsp;&nbsp;&nbsp; 1.80%, 01/10/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 340 | 325327 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 295 | 280441 |
| &nbsp;&nbsp;&nbsp; 2.10%, 09/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 365 | 346123 |
| &nbsp;&nbsp;&nbsp; 2.38%, 10/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 345 | 335367 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/18/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200199 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/08/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 110 | 110101 |
| &nbsp;&nbsp;&nbsp; 4.30%, 09/24/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 195 | 195538 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/18/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 120 | 119994 |
| &nbsp;&nbsp;&nbsp; 4.55%, 09/26/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 251817 |
| &nbsp;&nbsp;&nbsp; 4.55%, 01/08/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 150109 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/25/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 160 | 161365 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/23/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 85 | 85888 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202601 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/23/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 152501 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/07/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 370 | 376000 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/24/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 190 | 194533 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Auto Manufacturers (continued)** | **Auto Manufacturers (continued)** | **Auto Manufacturers (continued)** |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/27/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $200 | $205069 |
| &nbsp;&nbsp;&nbsp; 5.28%, 06/24/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203189 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/19/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 205 | 207733 |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/08/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 160 | 164543 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/24/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 215 | 221656 |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/08/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 275 | 283481 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/19/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 185 | 190654 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/08/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 207240 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/30/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 327 | 336249 |
| &nbsp;&nbsp;&nbsp; 5.68%, 06/26/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 570 | 588514 |
| &nbsp;&nbsp;&nbsp; 5.70%, 06/26/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 175 | 183082 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 165 | 172877 |
| &nbsp;&nbsp;&nbsp; 6.10%, 09/21/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 315 | 329246 |
| &nbsp;&nbsp;&nbsp; 6.20%, 09/21/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 190 | 202725 |
| &nbsp;&nbsp;&nbsp; 6.38%, 04/08/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 213577 |
| &nbsp;&nbsp;&nbsp; 6.50%, 01/16/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 295 | 312796 |
| Hyundai Capital Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 08/29/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 198322 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/05/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201803 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/05/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 204556 |
| Jaguar Land Rover Automotive PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 155 | 153676 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 160 | 160110 |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 175 | 174941 |
| Kia Corp., 2.75%, 02/14/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 197137 |
| Mercedes-Benz Finance North America LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 03/10/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 140191 |
| &nbsp;&nbsp;&nbsp; 3.10%, 08/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 245 | 235922 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/22/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 350 | 348631 |
| &nbsp;&nbsp;&nbsp; 4.30%, 02/22/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 210 | 210859 |
| &nbsp;&nbsp;&nbsp; 4.65%, 04/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 151371 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 190 | 192393 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/31/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 152219 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/30/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 360 | 365749 |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 254811 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/11/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 195 | 198758 |
| &nbsp;&nbsp;&nbsp; 4.90%, 11/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 175 | 177981 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 35796 |
| &nbsp;&nbsp;&nbsp; 5.10%, 08/03/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 425 | 435729 |
| &nbsp;&nbsp;&nbsp; 5.10%, 11/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 154423 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/29/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 240 | 245592 |
| &nbsp;&nbsp;&nbsp; 8.50%, 01/18/31 | &nbsp;&nbsp;&nbsp; 500 | 590566 |
| New Flyer Holdings, Inc., 9.25%, 07/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 175 | 188297 |
| Nissan Motor Acceptance Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 09/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 120 | 111281 |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/09/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 205 | 194933 |
| &nbsp;&nbsp;&nbsp; 5.30%, 09/13/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 125320 |
| &nbsp;&nbsp;&nbsp; 5.55%, 09/13/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 155 | 154038 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/29/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 270 | 270915 |
| &nbsp;&nbsp;&nbsp; 6.13%, 09/30/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 370 | 368985 |
| &nbsp;&nbsp;&nbsp; 7.05%, 09/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 240 | 248798 |
| Nissan Motor Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 09/17/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 720 | 710916 |
| &nbsp;&nbsp;&nbsp; 4.81%, 09/17/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 800 | 754736 |
| &nbsp;&nbsp;&nbsp; 7.50%, 07/17/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 209988 |
| PACCAR Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/04/27 | &nbsp;&nbsp;&nbsp; 225 | 221311 |
| &nbsp;&nbsp;&nbsp; 3.90%, 02/05/29 | &nbsp;&nbsp;&nbsp; 100 | 100127 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/08/28 | &nbsp;&nbsp;&nbsp; 95 | 95474 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/26/29 | &nbsp;&nbsp;&nbsp; 150 | 150300 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/23/27 | &nbsp;&nbsp;&nbsp; 125 | 126002 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Auto Manufacturers (continued)** | **Auto Manufacturers (continued)** | **Auto Manufacturers (continued)** |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/06/27 | &nbsp;&nbsp;&nbsp; $155 | $156693 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/03/28 | &nbsp;&nbsp;&nbsp; 190 | 193036 |
| &nbsp;&nbsp;&nbsp; 4.55%, 05/08/30 | &nbsp;&nbsp;&nbsp; 100 | 101780 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/10/28 | &nbsp;&nbsp;&nbsp; 225 | 229009 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/31/29 | &nbsp;&nbsp;&nbsp; 180 | 183691 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/10/28 | &nbsp;&nbsp;&nbsp; 50 | 51291 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/13/27 | &nbsp;&nbsp;&nbsp; 160 | 162647 |
| &nbsp;&nbsp;&nbsp; Series R, 4.00%, 11/07/28 | &nbsp;&nbsp;&nbsp; 100 | 100515 |
| PM General Purchaser LLC, 9.50%, 10/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 184888 |
| Stellantis Finance U.S., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 01/12/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 204566 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/18/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 300 | 309260 |
| Toyota Motor Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.76%, 07/02/29 | &nbsp;&nbsp;&nbsp; 180 | 172778 |
| &nbsp;&nbsp;&nbsp; 3.67%, 07/20/28 | &nbsp;&nbsp;&nbsp; 80 | 79758 |
| &nbsp;&nbsp;&nbsp; 4.19%, 06/30/27 | &nbsp;&nbsp;&nbsp; 170 | 170990 |
| &nbsp;&nbsp;&nbsp; 4.45%, 06/30/30 | &nbsp;&nbsp;&nbsp; 180 | 181834 |
| &nbsp;&nbsp;&nbsp; 5.12%, 07/13/28 | &nbsp;&nbsp;&nbsp; 205 | 211002 |
| Toyota Motor Credit Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.15%, 08/13/27 | &nbsp;&nbsp;&nbsp; 120 | 115482 |
| &nbsp;&nbsp;&nbsp; 1.90%, 04/06/28 | &nbsp;&nbsp;&nbsp; 202 | 194182 |
| &nbsp;&nbsp;&nbsp; 2.15%, 02/13/30 | &nbsp;&nbsp;&nbsp; 250 | 232043 |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/22/27 | &nbsp;&nbsp;&nbsp; 570 | 565733 |
| &nbsp;&nbsp;&nbsp; 3.05%, 01/11/28 | &nbsp;&nbsp;&nbsp; 245 | 241884 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/01/30 | &nbsp;&nbsp;&nbsp; 320 | 310920 |
| &nbsp;&nbsp;&nbsp; 3.65%, 01/08/29 | &nbsp;&nbsp;&nbsp; 190 | 188810 |
| &nbsp;&nbsp;&nbsp; 4.05%, 09/05/28 | &nbsp;&nbsp;&nbsp; 200 | 201041 |
| &nbsp;&nbsp;&nbsp; 4.35%, 10/08/27 | &nbsp;&nbsp;&nbsp; 510 | 514988 |
| &nbsp;&nbsp;&nbsp; 4.45%, 06/29/29 | &nbsp;&nbsp;&nbsp; 295 | 298941 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/14/27 | &nbsp;&nbsp;&nbsp; 250 | 252435 |
| &nbsp;&nbsp;&nbsp; 4.55%, 09/20/27 | &nbsp;&nbsp;&nbsp; 370 | 374645 |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/09/29 | &nbsp;&nbsp;&nbsp; 330 | 335656 |
| &nbsp;&nbsp;&nbsp; 4.55%, 05/17/30 | &nbsp;&nbsp;&nbsp; 210 | 213377 |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/12/28 | &nbsp;&nbsp;&nbsp; 400 | 406378 |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/05/29 | &nbsp;&nbsp;&nbsp; 240 | 244765 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/30 | &nbsp;&nbsp;&nbsp; 275 | 281537 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/09/30 | &nbsp;&nbsp;&nbsp; 230 | 236867 |
| &nbsp;&nbsp;&nbsp; 5.05%, 05/16/29 | &nbsp;&nbsp;&nbsp; 280 | 288837 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/11/28 | &nbsp;&nbsp;&nbsp; 170 | 175799 |
| &nbsp;&nbsp;&nbsp; 5.45%, 11/10/27 | &nbsp;&nbsp;&nbsp; 305 | 313748 |
| &nbsp;&nbsp;&nbsp; 5.55%, 11/20/30 | &nbsp;&nbsp;&nbsp; 480 | 507320 |
| &nbsp;&nbsp;&nbsp; Series B, 3.75%, 01/12/28 | &nbsp;&nbsp;&nbsp; 200 | 200123 |
| &nbsp;&nbsp;&nbsp; Series B, 4.20%, 01/10/31 | &nbsp;&nbsp;&nbsp; 225 | 224497 |
| &nbsp;&nbsp;&nbsp; Series B, 5.00%, 03/19/27 | &nbsp;&nbsp;&nbsp; 250 | 253524 |
| Volkswagen Group of America Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 11/24/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 65 | 62120 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/13/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 205 | 198160 |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/08/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 575 | 576127 |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/08/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 185 | 185549 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/13/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 375 | 379151 |
| &nbsp;&nbsp;&nbsp; 4.85%, 08/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201904 |
| &nbsp;&nbsp;&nbsp; 4.85%, 09/11/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 300 | 302572 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/25/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201703 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 253837 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/27/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 215 | 218236 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/22/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 365 | 373497 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/22/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 210 | 212575 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/27/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 190 | 195158 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/12/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 205 | 211490 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/16/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 209714 |
| &nbsp;&nbsp;&nbsp; 6.45%, 11/16/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 290 | 310759 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Auto Manufacturers (continued)** | **Auto Manufacturers (continued)** | **Auto Manufacturers (continued)** |
| Wabash National Corp., 4.50%, 10/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $140 | $130199 |
|  |  | 61328690 |
| **Auto Parts & Equipment — 0.2%** | **Auto Parts & Equipment — 0.2%** | **Auto Parts & Equipment — 0.2%** |
| Adient Global Holdings Ltd., 7.00%, 04/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 190 | 194356 |
| American Axle & Manufacturing, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/01/29 | &nbsp;&nbsp;&nbsp; 195 | 190372 |
| &nbsp;&nbsp;&nbsp; 6.88%, 07/01/28 | &nbsp;&nbsp;&nbsp; 118 | 118144 |
| Aptiv Swiss Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/13/29 | &nbsp;&nbsp;&nbsp; 205 | 209280 |
| &nbsp;&nbsp;&nbsp; 6.88%, 12/15/54, (5-year CMT + 3.39%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 125 | 130554 |
| BorgWarner, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 07/01/27 | &nbsp;&nbsp;&nbsp; 460 | 451417 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/29 | &nbsp;&nbsp;&nbsp; 80 | 81815 |
| Clarios Global LP/Clarios U.S. Finance Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 05/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 260 | 266208 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 225 | 235376 |
| &nbsp;&nbsp;&nbsp; Cooper-Standard Automotive, Inc., 5.63%, 05/15/27, <br> (5.63% PIK)<sup>(b)(c)(h)</sup><br>| &nbsp;&nbsp;&nbsp; 137 | 134336 |
| Denso Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.28%, 09/17/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 190 | 189794 |
| &nbsp;&nbsp;&nbsp; 4.42%, 09/11/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 185 | 186326 |
| &nbsp;&nbsp;&nbsp; Dornoch Debt Merger Sub, Inc., 6.63%, <br> 10/15/29<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; 210 | 187067 |
| Forvia SE, 8.00%, 06/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 160028 |
| Goodyear Tire & Rubber Co.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/15/27 | &nbsp;&nbsp;&nbsp; 235 | 234932 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/29 | &nbsp;&nbsp;&nbsp; 250 | 244968 |
| &nbsp;&nbsp;&nbsp; 6.63%, 07/15/30 | &nbsp;&nbsp;&nbsp; 145 | 148286 |
| &nbsp;&nbsp;&nbsp; 7.00%, 03/15/28 | &nbsp;&nbsp;&nbsp; 56 | 57999 |
| IHO Verwaltungs GmbH |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 05/15/29, (6.38% Cash or 7.13% <br> PIK)<sup>(b)(h)</sup><br>| &nbsp;&nbsp;&nbsp; 140 | 141692 |
| &nbsp;&nbsp;&nbsp; 7.75%, 11/15/30, (7.75 % Cash)<sup>(b)(h)</sup> | &nbsp;&nbsp;&nbsp; 200 | 210524 |
| Lear Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 09/15/27 | &nbsp;&nbsp;&nbsp; 45 | 44803 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/29 | &nbsp;&nbsp;&nbsp; 185 | 184461 |
| LG Energy Solution Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/02/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203646 |
| &nbsp;&nbsp;&nbsp; 5.38%, 07/02/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202982 |
| &nbsp;&nbsp;&nbsp; 5.38%, 07/02/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 206269 |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/02/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205960 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/25/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 206833 |
| Magna International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 06/15/30 | &nbsp;&nbsp;&nbsp; 205 | 190151 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/14/29 | &nbsp;&nbsp;&nbsp; 125 | 128148 |
| Phinia, Inc., 6.75%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 190 | 196702 |
| Real Hero Merger Sub 2, Inc., 6.25%, 02/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 220 | 106661 |
| &nbsp;&nbsp;&nbsp; SMRC Automotive Holdings Netherlands BV, 5.63%, <br> 07/11/29<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 204657 |
| Tenneco, Inc., 8.00%, 11/17/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 605 | 608357 |
| Titan International, Inc., 7.00%, 04/30/28 | &nbsp;&nbsp;&nbsp; 130 | 130508 |
| Toyota Industries Corp., 3.57%, 03/16/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 197358 |
| ZF North America Capital, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/23/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 250551 |
| &nbsp;&nbsp;&nbsp; 6.88%, 04/14/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 180 | 185685 |
| &nbsp;&nbsp;&nbsp; 7.13%, 04/14/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 180 | 183864 |
|  |  | 7411070 |
| **Banks — 8.5%** | **Banks — 8.5%** | **Banks — 8.5%** |
| ABN AMRO Bank NV |  |  |
| &nbsp;&nbsp;&nbsp; 2.47%, 12/13/29, (1-year CMT + 1.10%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 210 | 200254 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 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)** |
| &nbsp;&nbsp;&nbsp; 4.20%, 07/07/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $200 | $201275 |
| &nbsp;&nbsp;&nbsp; 4.99%, 12/03/28, (1-year CMT + 0.78%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 210 | 213476 |
| ABQ Finance Ltd., 4.95%, 03/25/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203206 |
| Abu Dhabi Commercial Bank PJSC |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/31/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 198451 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/14/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201058 |
| &nbsp;&nbsp;&nbsp; 4.71%, 06/10/30, (1-day SOFR + 1.00%)<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201021 |
| &nbsp;&nbsp;&nbsp; 4.81%, 02/26/30, (1-day SOFR + 1.05%)<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201505 |
| &nbsp;&nbsp;&nbsp; 5.36%, 03/10/35, (5-year CMT + 1.68%)<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203000 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/12/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 206902 |
| Adib Sukuk Co. II Ltd., 5.70%, 11/15/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 206960 |
| Agricultural Bank of China Ltd./Hong Kong |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 03/01/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 196497 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.18%, 04/25/28, (1-day SOFR Index + <br> 0.52%)<sup>(a)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 400 | 400861 |
| AIB Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.32%, 05/15/31, (1-day SOFR + 1.65%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 206586 |
| &nbsp;&nbsp;&nbsp; 6.61%, 09/13/29, (1-day SOFR + 2.33%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 215 | 227989 |
| Ajman Senior Sukuk Ltd., 5.13%, 04/30/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201245 |
| &nbsp;&nbsp;&nbsp; Akbank TAS, 7.88%, 09/04/35, (5-year CMT + <br> 3.73%)<sup>(a)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 204976 |
| Al Rajhi Sukuk Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/05/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 402562 |
| &nbsp;&nbsp;&nbsp; 4.87%, 05/19/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202021 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/12/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202875 |
| Alinma Sukuk Ltd., 4.94%, 07/15/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202647 |
| ANZ Bank New Zealand Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/11/32, (5-year CMT + 2.70%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203651 |
| &nbsp;&nbsp;&nbsp; 5.90%, 07/10/34, (5-year CMT + 1.50%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 190 | 197519 |
| ANZ New Zealand International Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 02/13/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 270 | 253236 |
| &nbsp;&nbsp;&nbsp; 3.45%, 07/17/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 45 | 44731 |
| &nbsp;&nbsp;&nbsp; 3.45%, 01/21/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 198211 |
| &nbsp;&nbsp;&nbsp; 5.36%, 08/14/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 270 | 279273 |
| Armor Holdco, Inc., 8.50%, 11/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 105 | 105680 |
| ASB Bank Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.16%, 10/29/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 199064 |
| &nbsp;&nbsp;&nbsp; 5.28%, 06/17/32, (5-year CMT + 2.25%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 205 | 207460 |
| &nbsp;&nbsp;&nbsp; 5.40%, 11/29/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 215 | 220588 |
| &nbsp;&nbsp;&nbsp; Associated BanCorp, 6.46%, 08/29/30, (1-day <br> SOFR + 3.03%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 75 | 78099 |
| Australia & New Zealand Banking Group Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.57%, 11/25/35, (5-year CMT + 1.70%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 400 | 361432 |
| &nbsp;&nbsp;&nbsp; 5.73%, 09/18/34, (5-year CMT + 1.62%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 255 | 264123 |
| &nbsp;&nbsp;&nbsp; Australia & New Zealand Banking Group <br> Ltd./New York<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.92%, 09/30/27 | &nbsp;&nbsp;&nbsp; 250 | 250902 |
| &nbsp;&nbsp;&nbsp; 4.62%, 12/16/29 | &nbsp;&nbsp;&nbsp; 325 | 331830 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/16/27 | &nbsp;&nbsp;&nbsp; 260 | 264160 |
| &nbsp;&nbsp;&nbsp; Series A, 3.92%, 12/08/28 | &nbsp;&nbsp;&nbsp; 250 | 250332 |
| &nbsp;&nbsp;&nbsp; Series A, 4.36%, 06/18/28 | &nbsp;&nbsp;&nbsp; 225 | 227598 |
| Banco Bilbao Vizcaya Argentaria SA |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/13/29 | &nbsp;&nbsp;&nbsp; 220 | 228047 |
| &nbsp;&nbsp;&nbsp; 6.14%, 09/14/28, (1-year CMT + 2.70%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 206772 |
| Banco Bradesco SA |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/18/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 199871 |
| &nbsp;&nbsp;&nbsp; 6.50%, 01/22/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 419769 |
| Banco de Credito del Peru SA |  |  |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/10/35, (5-year CMT + 2.24%)<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203270 |
| &nbsp;&nbsp;&nbsp; 6.45%, 07/30/35, (5-year CMT + 2.49%)<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 417188 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; Banco de Credito e Inversiones SA, 3.50%, <br> 10/12/27<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; $200 | $197927 |
| Banco do Brasil SA |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 01/11/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 199450 |
| &nbsp;&nbsp;&nbsp; 6.25%, 04/18/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 207430 |
| Banco General SA, 4.13%, 08/07/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 198993 |
| &nbsp;&nbsp;&nbsp; Banco Inbursa SA Institucion De Banca Multiple <br> Grupo Financiero Inbursa, 4.38%, 04/11/27<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 150 | 150127 |
| Banco Macro SA, 8.00%, 06/23/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203772 |
| &nbsp;&nbsp;&nbsp; Banco Nacional de Comercio Exterior SNC/Cayman <br> Islands, 5.88%, 05/07/30<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 206964 |
| Banco Nacional de Panama, 2.50%, 08/11/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 177391 |
| Banco Santander Chile, 4.55%, 11/20/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200204 |
| &nbsp;&nbsp;&nbsp; Banco Santander Mexico SA Institucion de Banca <br> Multiple Grupo Financiero Santand, 5.62%, <br> 12/10/29<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 207108 |
| Banco Santander SA |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/03/30 | &nbsp;&nbsp;&nbsp; 400 | 364645 |
| &nbsp;&nbsp;&nbsp; 3.31%, 06/27/29 | &nbsp;&nbsp;&nbsp; 280 | 272476 |
| &nbsp;&nbsp;&nbsp; 3.49%, 05/28/30 | &nbsp;&nbsp;&nbsp; 360 | 347201 |
| &nbsp;&nbsp;&nbsp; 3.80%, 02/23/28 | &nbsp;&nbsp;&nbsp; 350 | 347901 |
| &nbsp;&nbsp;&nbsp; 4.18%, 03/24/28, (1-year CMT + 2.00%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 655 | 655329 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/11/27 | &nbsp;&nbsp;&nbsp; 210 | 210371 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/12/28 | &nbsp;&nbsp;&nbsp; 600 | 603583 |
| &nbsp;&nbsp;&nbsp; 4.55%, 11/06/30 | &nbsp;&nbsp;&nbsp; 200 | 200129 |
| &nbsp;&nbsp;&nbsp; 5.29%, 08/18/27 | &nbsp;&nbsp;&nbsp; 515 | 524189 |
| &nbsp;&nbsp;&nbsp; 5.37%, 07/15/28, (1-year CMT + 0.95%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 405 | 412356 |
| &nbsp;&nbsp;&nbsp; 5.54%, 03/14/30, (1-year CMT + 1.45%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 480 | 497161 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/14/28, (1-year CMT + 1.25%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 210 | 213246 |
| &nbsp;&nbsp;&nbsp; 5.57%, 01/17/30 | &nbsp;&nbsp;&nbsp; 325 | 338290 |
| &nbsp;&nbsp;&nbsp; 5.59%, 08/08/28 | &nbsp;&nbsp;&nbsp; 590 | 611583 |
| &nbsp;&nbsp;&nbsp; 6.61%, 11/07/28 | &nbsp;&nbsp;&nbsp; 205 | 218588 |
| &nbsp;&nbsp;&nbsp; Banco Votorantim SA/Luxembourg, 5.88%, <br> 04/08/28<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 203428 |
| Bangkok Bank PCL/Hong Kong |  |  |
| &nbsp;&nbsp;&nbsp; 3.73%, 09/25/34, (5-year CMT + 1.90%)<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 381802 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/15/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200163 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/19/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201251 |
| &nbsp;&nbsp;&nbsp; 4.51%, 11/26/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200031 |
| &nbsp;&nbsp;&nbsp; 5.30%, 09/21/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205207 |
| &nbsp;&nbsp;&nbsp; 9.03%, 03/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 112180 |
| Bank Leumi Le-Israel BM, 5.13%, 07/27/27<sup>(b)(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201330 |
| Bank Mandiri Persero Tbk PT, 4.90%, 03/24/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202223 |
| Bank Muscat SAOG, 4.85%, 10/01/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 199584 |
| Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 07/23/31, (1-day SOFR + 1.53%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 875 | 787401 |
| &nbsp;&nbsp;&nbsp; 1.92%, 10/24/31, (1-day SOFR + 1.37%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 795 | 711154 |
| &nbsp;&nbsp;&nbsp; 2.09%, 06/14/29, (1-day SOFR + 1.06%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 985 | 940986 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/13/31, (3-mo. CME Term SOFR + <br> 1.25%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 1160 | 1081048 |
| &nbsp;&nbsp;&nbsp; 2.55%, 02/04/28, (1-day SOFR + 1.05%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 830 | 818185 |
| &nbsp;&nbsp;&nbsp; 2.59%, 04/29/31, (1-day SOFR + 2.15%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 955 | 890211 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 10/22/30, (3-mo. CME Term SOFR + <br> 1.45%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 675 | 643520 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.19%, 07/23/30, (3-mo. CME Term SOFR + <br> 1.44%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 855 | 826843 |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/21/27 | &nbsp;&nbsp;&nbsp; 410 | 406653 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.42%, 12/20/28, (3-mo. CME Term SOFR <br> +1.30%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 1945 | 1923798 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.59%, 07/21/28, (3-mo. CME Term SOFR <br> +1.63%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 685 | 680802 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 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)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.71%, 04/24/28, (3-mo. CME Term SOFR <br> +1.77%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; $820 | $816876 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.97%, 03/05/29, (3-mo. CME Term SOFR <br> +1.33%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 765 | 763586 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.97%, 02/07/30, (3-mo. CME Term SOFR + <br> 1.47%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 915 | 910585 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.27%, 07/23/29, (3-mo. CME Term SOFR <br> +1.57%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 965 | 969155 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/27/28, (1-day SOFR + 1.58%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 650 | 652758 |
| &nbsp;&nbsp;&nbsp; 4.62%, 05/09/29, (1-day SOFR + 1.11%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 860 | 871344 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/22/28, (1-day SOFR + 2.04%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1080 | 1094903 |
| &nbsp;&nbsp;&nbsp; 4.98%, 01/24/29, (1-day SOFR + 0.83%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1040 | 1059226 |
| &nbsp;&nbsp;&nbsp; 5.16%, 01/24/31, (1-day SOFR + 1.00%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1060 | 1092927 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/25/29, (1-day SOFR + 1.63%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1310 | 1341604 |
| &nbsp;&nbsp;&nbsp; 5.82%, 09/15/29, (1-day SOFR + 1.57%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 960 | 1000943 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/10/28, (1-day SOFR + 1.99%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 655 | 679513 |
| &nbsp;&nbsp;&nbsp; Series L, 4.18%, 11/25/27 | &nbsp;&nbsp;&nbsp; 370 | 370501 |
| Bank of China Ltd., 3.50%, 04/20/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 199075 |
| &nbsp;&nbsp;&nbsp; Bank of China Ltd./Panama, 4.18%, 03/19/28, <br> (1-day SOFR Index + 0.50%)<sup>(a)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 200327 |
| Bank of China Ltd./Sydney |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.19%, 06/14/27, (1-day SOFR Index + <br> 0.50%)<sup>(a)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 400 | 400372 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.24%, 03/04/28, (1-day SOFR Index + <br> 0.50%)<sup>(a)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 200329 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.26%, 09/30/27, (1-day SOFR Index + <br> 0.59%)<sup>(a)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 400 | 401253 |
| &nbsp;&nbsp;&nbsp; Bank of China Ltd/Luxembourg, 4.18%, 03/24/28, <br> (1-day SOFR Index + 0.50%)<sup>(a)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 200412 |
| &nbsp;&nbsp;&nbsp; Bank of China Ltd/Sydney, 4.31%, 11/10/30, (1-day <br> SOFR Index + 0.49%)<sup>(a)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 200550 |
| &nbsp;&nbsp;&nbsp; Bank of Communications Co. Ltd./Hong Kong, <br> 4.21%, 08/01/27, (1-day SOFR Index + <br> 0.55%)<sup>(a)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 400 | 400852 |
| Bank of East Asia Ltd.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/22/32, (5-year CMT + 2.30%)<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; 250 | 250031 |
| &nbsp;&nbsp;&nbsp; 6.75%, 06/27/34, (5-year CMT + 2.55%)<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; 250 | 263615 |
| &nbsp;&nbsp;&nbsp; Bank of Ireland Group PLC, 5.60%, 03/20/30, (1-day <br> SOFR + 1.62%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 230 | 239048 |
| Bank of Montreal |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 03/08/27 | &nbsp;&nbsp;&nbsp; 495 | 488848 |
| &nbsp;&nbsp;&nbsp; 3.80%, 12/15/32, (5-year USD Swap + 1.43%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 430 | 425574 |
| &nbsp;&nbsp;&nbsp; 4.06%, 09/22/28, (1-day SOFR Index + 0.75%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 270 | 270417 |
| &nbsp;&nbsp;&nbsp; 4.35%, 09/22/31, (1-day SOFR Index + 1.80%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 680 | 678561 |
| &nbsp;&nbsp;&nbsp; 4.64%, 09/10/30, (1-day SOFR + 1.25%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 245 | 248360 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/27/29, (1-day SOFR Index + 0.67%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 190 | 193521 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/01/28 | &nbsp;&nbsp;&nbsp; 484 | 495807 |
| &nbsp;&nbsp;&nbsp; 5.37%, 06/04/27 | &nbsp;&nbsp;&nbsp; 340 | 346625 |
| &nbsp;&nbsp;&nbsp; 5.72%, 09/25/28 | &nbsp;&nbsp;&nbsp; 310 | 323104 |
| &nbsp;&nbsp;&nbsp; Series H, 4.70%, 09/14/27 | &nbsp;&nbsp;&nbsp; 305 | 308798 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series J, 4.44%, 01/14/32, (1-day SOFR + <br> 0.97%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 199554 |
| Bank of New York Mellon Corp.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 07/14/28 | &nbsp;&nbsp;&nbsp; 190 | 180970 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/30/28 | &nbsp;&nbsp;&nbsp; 68 | 66350 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/16/27 | &nbsp;&nbsp;&nbsp; 180 | 179167 |
| &nbsp;&nbsp;&nbsp; 3.30%, 08/23/29 | &nbsp;&nbsp;&nbsp; 225 | 218969 |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/29/28 | &nbsp;&nbsp;&nbsp; 260 | 258218 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.44%, 02/07/28, (3-mo. CME Term SOFR <br> +1.33%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 375 | 373452 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/28/28 | &nbsp;&nbsp;&nbsp; 275 | 275707 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/26/29 | &nbsp;&nbsp;&nbsp; $155 | $155063 |
| &nbsp;&nbsp;&nbsp; 3.99%, 06/13/28, (1-day SOFR + 1.15%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 355 | 355427 |
| &nbsp;&nbsp;&nbsp; 4.03%, 01/22/30, (1-day SOFR + 0.63%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 165 | 164806 |
| &nbsp;&nbsp;&nbsp; 4.44%, 06/09/28, (1-day SOFR + 0.68%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 75 | 75556 |
| &nbsp;&nbsp;&nbsp; 4.54%, 02/01/29, (1-day SOFR + 1.17%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 355 | 359128 |
| &nbsp;&nbsp;&nbsp; 4.60%, 07/26/30, (1-day SOFR + 1.76%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 215 | 218765 |
| &nbsp;&nbsp;&nbsp; 4.73%, 04/20/29, (1-day SOFR + 1.14%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 480 | 488058 |
| &nbsp;&nbsp;&nbsp; 4.89%, 07/21/28, (1-day SOFR + 0.84%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 380 | 385767 |
| &nbsp;&nbsp;&nbsp; 4.94%, 02/11/31, (1-day SOFR + 0.89%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 395 | 405778 |
| &nbsp;&nbsp;&nbsp; 4.98%, 03/14/30, (1-day SOFR + 1.09%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 400 | 411194 |
| &nbsp;&nbsp;&nbsp; 5.80%, 10/25/28, (1-day SOFR Index + 1.80%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 375 | 386989 |
| &nbsp;&nbsp;&nbsp; 6.32%, 10/25/29, (1-day SOFR + 1.60%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 335 | 354736 |
| &nbsp;&nbsp;&nbsp; Series J, 1.90%, 01/25/29 | &nbsp;&nbsp;&nbsp; 5 | 4719 |
| Bank of New Zealand |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/07/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 270 | 274671 |
| &nbsp;&nbsp;&nbsp; 5.08%, 01/30/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 230 | 236432 |
| Bank of Nova Scotia(The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 02/02/27 | &nbsp;&nbsp;&nbsp; 304 | 298555 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/11/27 | &nbsp;&nbsp;&nbsp; 245 | 242717 |
| &nbsp;&nbsp;&nbsp; 4.04%, 09/15/28, (1-day SOFR + 0.76%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 175 | 175054 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/02/30, (1-day SOFR + 0.73%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 250 | 250462 |
| &nbsp;&nbsp;&nbsp; 4.34%, 09/15/31, (1-day SOFR + 1.09%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 350 | 348511 |
| &nbsp;&nbsp;&nbsp; 4.40%, 09/08/28, (1-day SOFR + 1.00%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 275 | 276657 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/01/30 | &nbsp;&nbsp;&nbsp; 370 | 378070 |
| &nbsp;&nbsp;&nbsp; 4.93%, 02/14/29, (1-day SOFR + 0.89%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 400 | 407460 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/14/31, (1-day SOFR + 1.07%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 300 | 308602 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/12/28 | &nbsp;&nbsp;&nbsp; 205 | 211147 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/04/27 | &nbsp;&nbsp;&nbsp; 250 | 254951 |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/01/29 | &nbsp;&nbsp;&nbsp; 200 | 208336 |
| Bank of the Philippine Islands |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/07/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205305 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/26/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 206133 |
| BankUnited, Inc., 5.13%, 06/11/30 | &nbsp;&nbsp;&nbsp; 15 | 15053 |
| Banque Federative du Credit Mutuel SA |  |  |
| &nbsp;&nbsp;&nbsp; 4.54%, 01/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 400 | 399205 |
| &nbsp;&nbsp;&nbsp; 4.59%, 10/16/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 225 | 227485 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/13/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 280 | 283043 |
| &nbsp;&nbsp;&nbsp; 5.19%, 02/16/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 285 | 291496 |
| &nbsp;&nbsp;&nbsp; 5.54%, 01/22/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 259905 |
| &nbsp;&nbsp;&nbsp; 5.79%, 07/13/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 275 | 285578 |
| Barclays PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 06/24/31, (1-year CMT + 1.90%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 545 | 505365 |
| &nbsp;&nbsp;&nbsp; 3.56%, 09/23/35, (5-year CMT + 2.90%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 189147 |
| &nbsp;&nbsp;&nbsp; 4.34%, 01/10/28 | &nbsp;&nbsp;&nbsp; 455 | 456238 |
| &nbsp;&nbsp;&nbsp; 4.48%, 11/11/29, (1-day SOFR + 1.08%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 425 | 427487 |
| &nbsp;&nbsp;&nbsp; 4.84%, 05/09/28 | &nbsp;&nbsp;&nbsp; 550 | 554167 |
| &nbsp;&nbsp;&nbsp; 4.84%, 09/10/28, (1-day SOFR + 1.34%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 250 | 252867 |
| &nbsp;&nbsp;&nbsp; 4.94%, 09/10/30, (1-day SOFR + 1.56%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 420 | 427764 |
| &nbsp;&nbsp;&nbsp; 4.97%, 05/16/29, (3-mo. SOFR US + 2.16%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 475 | 483117 |
| &nbsp;&nbsp;&nbsp; 5.09%, 02/25/29, (1-day SOFR + 0.96%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 400 | 407520 |
| &nbsp;&nbsp;&nbsp; 5.09%, 06/20/30, (3-mo. SOFR US + 3.31%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 415 | 422573 |
| &nbsp;&nbsp;&nbsp; 5.37%, 02/25/31, (1-day SOFR + 1.23%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 650 | 670776 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/09/28, (1-year CMT + 2.65%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 680 | 694251 |
| &nbsp;&nbsp;&nbsp; 5.67%, 03/12/28, (1-day SOFR + 1.50%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 400 | 406769 |
| &nbsp;&nbsp;&nbsp; 5.69%, 03/12/30, (1-day SOFR + 1.74%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 735 | 765156 |
| &nbsp;&nbsp;&nbsp; 6.49%, 09/13/29, (1-day SOFR + 2.22%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 400 | 422215 |
| &nbsp;&nbsp;&nbsp; 7.39%, 11/02/28, (1-year CMT + 3.30%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 480 | 506391 |
| BBG Sukuk Ltd., 4.56%, 10/09/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200979 |
| BBK BSC, 6.88%, 06/06/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205863 |
| BBVA Bancomer SA/Texas, 5.25%, 09/10/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205255 |
| Blackstone Reg Finance Co. LLC, 4.30%, 11/03/30 | &nbsp;&nbsp;&nbsp; 135 | 134558 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 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)** |
| BNP Paribas SA |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 09/30/28, (1-day SOFR + 1.61%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; $340 | $327795 |
| &nbsp;&nbsp;&nbsp; 2.16%, 09/15/29, (1-day SOFR + 1.22%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 445 | 421658 |
| &nbsp;&nbsp;&nbsp; 2.59%, 08/12/35, (5-year CMT + 2.05%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 310 | 280994 |
| &nbsp;&nbsp;&nbsp; 3.05%, 01/13/31, (1-day SOFR + 1.51%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 700 | 662701 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/16/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 565 | 559429 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/01/33, (5-year USD Swap + <br> 1.48%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 445 | 442467 |
| &nbsp;&nbsp;&nbsp; 4.40%, 08/14/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 610 | 612826 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/13/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 475 | 477757 |
| &nbsp;&nbsp;&nbsp; 4.79%, 05/09/29, (1-day SOFR + 1.45%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 101120 |
| &nbsp;&nbsp;&nbsp; 5.09%, 05/09/31, (1-day SOFR + 1.68%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 480 | 490104 |
| &nbsp;&nbsp;&nbsp; 5.13%, 01/13/29, (1-year CMT + 1.45%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 575 | 585552 |
| &nbsp;&nbsp;&nbsp; 5.18%, 01/09/30, (1-day SOFR + 1.52%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 570 | 584301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 01/10/30, (3-mo. CME Term SOFR <br> +2.83%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 320 | 327521 |
| &nbsp;&nbsp;&nbsp; 5.28%, 11/19/30, (1-day SOFR + 1.28%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 795 | 818425 |
| &nbsp;&nbsp;&nbsp; 5.34%, 06/12/29, (1-year CMT + 1.50%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 545 | 558803 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/20/30, (1-day SOFR + 1.59%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 405 | 419070 |
| BOS Funding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/12/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 198852 |
| &nbsp;&nbsp;&nbsp; 7.00%, 03/14/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 415583 |
| Boubyan Sukuk Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.39%, 03/29/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 197764 |
| &nbsp;&nbsp;&nbsp; 4.97%, 06/04/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203880 |
| BPCE SA |  |  |
| &nbsp;&nbsp;&nbsp; 2.28%, 01/20/32, (1-day SOFR + 1.31%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 400 | 356112 |
| &nbsp;&nbsp;&nbsp; 2.70%, 10/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 310 | 293097 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/23/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 475 | 470358 |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/12/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 252434 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/19/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 295 | 298246 |
| &nbsp;&nbsp;&nbsp; 4.76%, 01/13/32, (1-day SOFR + 1.26%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 249807 |
| &nbsp;&nbsp;&nbsp; 5.13%, 01/18/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 220 | 224581 |
| &nbsp;&nbsp;&nbsp; 5.28%, 05/30/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 335 | 345067 |
| &nbsp;&nbsp;&nbsp; 5.39%, 05/28/31, (1-day SOFR + 1.58%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 275 | 282638 |
| &nbsp;&nbsp;&nbsp; 5.72%, 01/18/30, (1-year CMT + 1.96%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 280 | 290121 |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/14/31, (1-day SOFR + 1.68%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 425 | 443669 |
| &nbsp;&nbsp;&nbsp; 6.71%, 10/19/29, (1-day SOFR + 2.27%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 370 | 391968 |
| BSF Finance |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/23/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203624 |
| &nbsp;&nbsp;&nbsp; 5.76%, 09/03/35, (5-year CMT + 2.00%)<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 398649 |
| BSF Sukuk Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/31/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 401880 |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/21/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205009 |
| BSF Sukuk Ltd., 5.00%, 01/25/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202210 |
| Caixa Economica Federal, 5.63%, 05/13/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203066 |
| CaixaBank SA |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 07/03/29, (1-day SOFR + 1.14%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202086 |
| &nbsp;&nbsp;&nbsp; 4.89%, 07/03/31, (1-day SOFR + 1.36%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 360 | 365127 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.67%, 03/15/30, (1-day SOFR Index + <br> 1.78%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 245 | 254488 |
| &nbsp;&nbsp;&nbsp; 6.21%, 01/18/29, (1-day SOFR + 2.70%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 380 | 394392 |
| Canadian Imperial Bank of Commerce |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/07/27 | &nbsp;&nbsp;&nbsp; 400 | 398398 |
| &nbsp;&nbsp;&nbsp; 4.24%, 09/08/28, (1-day SOFR Index + 0.60%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 105 | 105379 |
| &nbsp;&nbsp;&nbsp; 4.28%, 01/29/30, (1-day SOFR Index + 0.79%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 275 | 275757 |
| &nbsp;&nbsp;&nbsp; 4.58%, 09/08/31, (1-day SOFR Index + 1.17%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 250 | 251781 |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/11/30, (1-day SOFR + 1.34%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 345 | 349601 |
| &nbsp;&nbsp;&nbsp; 4.86%, 03/30/29, (1-day SOFR + 1.03%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 450 | 457261 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/28/28 | &nbsp;&nbsp;&nbsp; 335 | 342248 |
| &nbsp;&nbsp;&nbsp; 5.24%, 06/28/27 | &nbsp;&nbsp;&nbsp; 485 | 494014 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/13/31, (1-day SOFR + 1.11%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $265 | $273443 |
| &nbsp;&nbsp;&nbsp; 5.26%, 04/08/29 | &nbsp;&nbsp;&nbsp; 315 | 325936 |
| &nbsp;&nbsp;&nbsp; 5.99%, 10/03/28 | &nbsp;&nbsp;&nbsp; 195 | 204392 |
| Capital One NA |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 02/06/30 | &nbsp;&nbsp;&nbsp; 220 | 207113 |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/13/28 | &nbsp;&nbsp;&nbsp; 265 | 268599 |
| CBQ Finance Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/10/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200007 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/28/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205718 |
| &nbsp;&nbsp;&nbsp; China CITIC Bank International Ltd., 6.00%, <br> 12/05/33, (5-year CMT + 1.65%)<sup>(a)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 250 | 261417 |
| China Construction Bank Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 01/21/32, (5-year CMT + 1.40%)<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 987415 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 09/11/28, (1-day SOFR Index + <br> 0.50%)<sup>(a)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 200396 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.28%, 09/11/30, (1-day SOFR Index + <br> 0.58%)<sup>(a)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 200677 |
| China Construction Bank Corp/Hong Kong |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.21%, 07/16/27, (1-day SOFR Index + <br> 0.55%)<sup>(a)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 400 | 400585 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.28%, 05/28/28, (1-day SOFR Index + <br> 0.52%)<sup>(a)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 400 | 401159 |
| &nbsp;&nbsp;&nbsp; China Everbright Bank Co Ltd./Hong Kong, 4.32%, <br> 05/14/27, (1-day SOFR Index + 0.52%)<sup>(a)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 200112 |
| CIMB Bank Bhd, 2.13%, 07/20/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 194661 |
| Citibank N.A. |  |  |
| &nbsp;&nbsp;&nbsp; 4.58%, 05/29/27 | &nbsp;&nbsp;&nbsp; 990 | 999039 |
| &nbsp;&nbsp;&nbsp; 4.84%, 08/06/29 | &nbsp;&nbsp;&nbsp; 545 | 557464 |
| &nbsp;&nbsp;&nbsp; 4.91%, 05/29/30 | &nbsp;&nbsp;&nbsp; 770 | 790032 |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/29/28 | &nbsp;&nbsp;&nbsp; 850 | 889807 |
| Citigroup, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.57%, 06/03/31, (1-day SOFR + 2.11%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1160 | 1074920 |
| &nbsp;&nbsp;&nbsp; 2.67%, 01/29/31, (1-day SOFR + 1.15%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 770 | 721285 |
| &nbsp;&nbsp;&nbsp; 2.98%, 11/05/30, (1-day SOFR + 1.42%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 805 | 767330 |
| &nbsp;&nbsp;&nbsp; 3.07%, 02/24/28, (1-day SOFR + 1.28%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 920 | 910968 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.52%, 10/27/28, (3-mo. CME Term SOFR <br> +1.41%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 915 | 907622 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.67%, 07/24/28, (3-mo. CME Term SOFR <br> +1.65%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 1030 | 1024760 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.98%, 03/20/30, (3-mo. CME Term SOFR + <br> 1.60%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 925 | 917608 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.08%, 04/23/29, (3-mo. CME Term SOFR <br> +1.45%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 825 | 825050 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/25/28 | &nbsp;&nbsp;&nbsp; 270 | 270230 |
| &nbsp;&nbsp;&nbsp; 4.41%, 03/31/31, (1-day SOFR + 3.91%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1300 | 1299497 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/29/27 | &nbsp;&nbsp;&nbsp; 1265 | 1273398 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/11/31, (1-day SOFR + 1.17%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 960 | 960759 |
| &nbsp;&nbsp;&nbsp; 4.54%, 09/19/30, (1-day SOFR + 1.34%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1025 | 1033723 |
| &nbsp;&nbsp;&nbsp; 4.64%, 05/07/28, (1-day SOFR + 1.14%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 805 | 811145 |
| &nbsp;&nbsp;&nbsp; 4.66%, 05/24/28, (1-day SOFR + 1.89%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 620 | 625062 |
| &nbsp;&nbsp;&nbsp; 4.79%, 03/04/29, (1-day SOFR + 0.87%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 740 | 750543 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/07/31, (1-day SOFR + 1.46%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 645 | 657844 |
| &nbsp;&nbsp;&nbsp; 5.17%, 02/13/30, (1-day SOFR + 1.36%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1040 | 1068511 |
| &nbsp;&nbsp;&nbsp; 5.59%, 11/19/34, (5-year CMT + 1.28%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 380 | 390958 |
| &nbsp;&nbsp;&nbsp; 6.63%, 01/15/28 | &nbsp;&nbsp;&nbsp; 385 | 405013 |
| &nbsp;&nbsp;&nbsp; Citizens Bank NA, 4.58%, 08/09/28, (1-day SOFR + <br> 2.00%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 320 | 322326 |
| Citizens Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/06/30 | &nbsp;&nbsp;&nbsp; 115 | 107196 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/30/30 | &nbsp;&nbsp;&nbsp; 240 | 229370 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/05/31, (1-day SOFR + 1.26%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 225 | 230675 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 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)** |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/29/36, (5-year CMT + 1.45%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $30 | $30142 |
| &nbsp;&nbsp;&nbsp; 5.84%, 01/23/30, (1-day SOFR + 2.01%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 465 | 485099 |
| Comerica, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/29 | &nbsp;&nbsp;&nbsp; 230 | 228706 |
| &nbsp;&nbsp;&nbsp; 5.98%, 01/30/30, (1-day SOFR + 2.16%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 320 | 334479 |
| Commercial Bank of Dubai PSC |  |  |
| &nbsp;&nbsp;&nbsp; 4.86%, 10/10/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 404954 |
| &nbsp;&nbsp;&nbsp; 5.32%, 06/14/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203685 |
| Commonwealth Bank of Australia |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 03/14/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 315 | 310785 |
| &nbsp;&nbsp;&nbsp; 3.15%, 09/19/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 240 | 237634 |
| &nbsp;&nbsp;&nbsp; 3.61%, 09/12/34, (5-year CMT + 2.05%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 310 | 299648 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/16/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 205 | 205229 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/01/30 | &nbsp;&nbsp;&nbsp; 250 | 249709 |
| &nbsp;&nbsp;&nbsp; 4.61%, 03/14/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 360 | 366827 |
| &nbsp;&nbsp;&nbsp; Commonwealth Bank of Australia/New York, 4.42%, <br> 03/14/28<br>| &nbsp;&nbsp;&nbsp; 250 | 253191 |
| Cooperatieve Rabobank UA |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 04/06/28, (1-year CMT + 1.22%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 405 | 403318 |
| &nbsp;&nbsp;&nbsp; 4.66%, 08/22/28, (1-year CMT + 1.75%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 535 | 539906 |
| &nbsp;&nbsp;&nbsp; 4.99%, 05/27/31, (1-year CMT + 0.92%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 102109 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/05/30, (1-year CMT + 1.12%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 255 | 263532 |
| &nbsp;&nbsp;&nbsp; 5.56%, 02/28/29, (1-year CMT + 1.40%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 340 | 349523 |
| Cooperatieve Rabobank UA/New York |  |  |
| &nbsp;&nbsp;&nbsp; 3.96%, 10/17/28 | &nbsp;&nbsp;&nbsp; 250 | 250943 |
| &nbsp;&nbsp;&nbsp; 4.37%, 05/27/27 | &nbsp;&nbsp;&nbsp; 250 | 251944 |
| &nbsp;&nbsp;&nbsp; 4.49%, 10/17/29 | &nbsp;&nbsp;&nbsp; 240 | 244257 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/09/29 | &nbsp;&nbsp;&nbsp; 195 | 199609 |
| &nbsp;&nbsp;&nbsp; 4.88%, 01/21/28 | &nbsp;&nbsp;&nbsp; 250 | 255417 |
| &nbsp;&nbsp;&nbsp; 5.04%, 03/05/27 | &nbsp;&nbsp;&nbsp; 250 | 253311 |
| Credit Agricole SA |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/14/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 300 | 285943 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 01/10/33, (5-year USD Swap + <br> 1.64%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 450 | 445727 |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/11/28, (1-day SOFR + 1.21%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 380 | 382871 |
| &nbsp;&nbsp;&nbsp; 4.66%, 01/12/32, (1-day SOFR + 1.17%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 525 | 525264 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/11/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 253268 |
| &nbsp;&nbsp;&nbsp; 5.22%, 05/27/31, (1-day SOFR + 1.46%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 500 | 513207 |
| &nbsp;&nbsp;&nbsp; 5.23%, 01/09/29, (1-day SOFR + 1.13%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 300 | 305972 |
| &nbsp;&nbsp;&nbsp; 5.30%, 07/12/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 280 | 288120 |
| &nbsp;&nbsp;&nbsp; 5.34%, 01/10/30, (1-day SOFR + 1.69%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 257177 |
| &nbsp;&nbsp;&nbsp; 6.32%, 10/03/29, (1-day SOFR + 1.86%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 500 | 526144 |
| Danske Bank A/S |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/01/28, (1-year CMT + 1.75%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 440 | 441078 |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/12/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 280 | 281705 |
| &nbsp;&nbsp;&nbsp; 4.42%, 09/12/31, (1-year CMT + 0.85%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 198856 |
| &nbsp;&nbsp;&nbsp; 4.61%, 10/02/30, (1-year CMT + 1.10%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 245 | 246778 |
| &nbsp;&nbsp;&nbsp; 5.02%, 03/04/31, (1-year CMT + 0.93%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 230 | 234377 |
| &nbsp;&nbsp;&nbsp; 5.43%, 03/01/28, (1-year CMT + 0.95%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202932 |
| &nbsp;&nbsp;&nbsp; 5.71%, 03/01/30, (1-year CMT + 1.40%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 360 | 374150 |
| DBS Group Holdings Ltd., 4.40%, 03/21/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202466 |
| Deutsche Bank AG, 5.52%, 09/01/28 | &nbsp;&nbsp;&nbsp; 300 | 309167 |
| Deutsche Bank AG/New York NY |  |  |
| &nbsp;&nbsp;&nbsp; 3.55%, 09/18/31, (1-day SOFR + 3.04%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 550 | 523492 |
| &nbsp;&nbsp;&nbsp; 3.73%, 01/14/32, (1-day SOFR + 2.76%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 300 | 284360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 12/01/32, (5-year USD ICE Swap + <br> 2.55%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 305 | 306253 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/04/31, (1-day SOFR + 1.30%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 670 | 677924 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/11/30, (1-day SOFR + 1.70%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 400 | 406809 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/09/31, (1-day SOFR + 1.72%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 525 | 537670 |
| &nbsp;&nbsp;&nbsp; 5.37%, 09/09/27 | &nbsp;&nbsp;&nbsp; 225 | 230635 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; 5.37%, 01/10/29, (1-day SOFR + 1.21%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $300 | $306384 |
| &nbsp;&nbsp;&nbsp; 5.41%, 05/10/29 | &nbsp;&nbsp;&nbsp; 200 | 207898 |
| &nbsp;&nbsp;&nbsp; 5.71%, 02/08/28, (1-day SOFR + 1.59%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 305 | 309773 |
| &nbsp;&nbsp;&nbsp; 6.72%, 01/18/29, (1-day SOFR + 3.18%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 470 | 492200 |
| &nbsp;&nbsp;&nbsp; 6.82%, 11/20/29, (1-day SOFR + 2.51%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 475 | 506150 |
| &nbsp;&nbsp;&nbsp; Development Bank of Kazakhstan JSC, 5.50%, <br> 04/15/27<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 202264 |
| DIB Sukuk Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.74%, 02/16/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 394271 |
| &nbsp;&nbsp;&nbsp; 4.57%, 11/19/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 199360 |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/16/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 404236 |
| &nbsp;&nbsp;&nbsp; 5.24%, 03/04/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 204182 |
| &nbsp;&nbsp;&nbsp; 5.49%, 11/30/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 204119 |
| DNB Bank ASA |  |  |
| &nbsp;&nbsp;&nbsp; 1.61%, 03/30/28, (1-year CMT + 0.68%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 19453 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/04/31, (1-day SOFR + 1.05%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 198999 |
| &nbsp;&nbsp;&nbsp; 4.85%, 11/05/30, (1-day SOFR + 1.05%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 265 | 270795 |
| Doha Finance Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/12/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203311 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/05/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203549 |
| EI Sukuk Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.06%, 03/25/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203616 |
| &nbsp;&nbsp;&nbsp; 5.43%, 05/28/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205357 |
| Emirates NBD Bank PJSC |  |  |
| &nbsp;&nbsp;&nbsp; 4.76%, 01/22/30, (1-day SOFR + 1.10%)<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201740 |
| &nbsp;&nbsp;&nbsp; 5.06%, 01/31/29, (1-day SOFR + 1.40%)<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203056 |
| &nbsp;&nbsp;&nbsp; 5.14%, 11/26/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205886 |
| &nbsp;&nbsp;&nbsp; 5.63%, 10/21/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 204978 |
| &nbsp;&nbsp;&nbsp; 5.88%, 10/11/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 208752 |
| Fab Sukuk Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.58%, 01/17/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201734 |
| &nbsp;&nbsp;&nbsp; 4.78%, 01/23/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203043 |
| &nbsp;&nbsp;&nbsp; 5.15%, 01/16/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 412734 |
| Federation des Caisses Desjardins du Quebec |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/23/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 210 | 212060 |
| &nbsp;&nbsp;&nbsp; 4.57%, 08/26/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201079 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/26/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 290 | 299247 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/14/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 355 | 366976 |
| Fifth Third Bancorp |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 05/05/27 | &nbsp;&nbsp;&nbsp; 100 | 98284 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/14/28 | &nbsp;&nbsp;&nbsp; 265 | 264803 |
| &nbsp;&nbsp;&nbsp; 4.06%, 04/25/28, (1-day SOFR + 1.36%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 240 | 239829 |
| &nbsp;&nbsp;&nbsp; 4.77%, 07/28/30, (1-day SOFR Index + 2.13%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 325 | 329169 |
| &nbsp;&nbsp;&nbsp; 4.90%, 09/06/30, (1-day SOFR + 1.49%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 225 | 228757 |
| &nbsp;&nbsp;&nbsp; 5.63%, 01/29/32, (1-day SOFR + 1.84%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15714 |
| &nbsp;&nbsp;&nbsp; 6.34%, 07/27/29, (1-day SOFR + 2.34%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 410 | 430785 |
| &nbsp;&nbsp;&nbsp; 6.36%, 10/27/28, (1-day SOFR Index + 2.19%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 272 | 282423 |
| Fifth Third Bank N.A., 2.25%, 02/01/27 | &nbsp;&nbsp;&nbsp; 250 | 246111 |
| First Abu Dhabi Bank PJSC |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/24/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200861 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/10/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200708 |
| &nbsp;&nbsp;&nbsp; 4.66%, 01/22/30, (5-year CMT + 2.40%)<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201688 |
| &nbsp;&nbsp;&nbsp; 4.71%, 07/22/29, (1-day SOFR + 1.05%)<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202079 |
| &nbsp;&nbsp;&nbsp; 4.73%, 05/27/30, (1-day SOFR + 0.97%)<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201546 |
| &nbsp;&nbsp;&nbsp; 4.77%, 06/06/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202989 |
| &nbsp;&nbsp;&nbsp; 4.86%, 01/29/29, (1-day SOFR + 1.20%)<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202527 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/28/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 204841 |
| &nbsp;&nbsp;&nbsp; 5.13%, 10/13/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203385 |
| &nbsp;&nbsp;&nbsp; 5.80%, 01/16/35, (5-year CMT + 1.55%)<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 206040 |
| &nbsp;&nbsp;&nbsp; 6.32%, 04/04/34, (5-year CMT + 1.70%)<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 415260 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 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)** |
| &nbsp;&nbsp;&nbsp; First Citizens BancShares, Inc./NC, 5.23%, <br> 03/12/31, (1-day SOFR + 1.41%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; $225 | $228182 |
| &nbsp;&nbsp;&nbsp; First Horizon Corp., 5.51%, 03/07/31, (1-day SOFR <br> + 1.77%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 125 | 128718 |
| First-Citizens Bank & Trust Co., 6.13%, 03/09/28 | &nbsp;&nbsp;&nbsp; 45 | 46564 |
| &nbsp;&nbsp;&nbsp; FNB Corp./PA, 5.72%, 12/11/30, (1-day SOFR Index <br> + 1.93%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 160 | 163649 |
| Freedom Mortgage Corp., 12.25%, 10/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 165088 |
| GFH Senior Sukuk Ltd., 7.50%, 11/06/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202790 |
| Goldman Sachs Group, Inc.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 02/07/30 | &nbsp;&nbsp;&nbsp; 1005 | 943591 |
| &nbsp;&nbsp;&nbsp; 2.64%, 02/24/28, (1-day SOFR + 1.11%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1013 | 998640 |
| &nbsp;&nbsp;&nbsp; 3.62%, 03/15/28, (1-day SOFR + 1.85%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 960 | 955612 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.69%, 06/05/28, (3-mo. CME Term SOFR <br> +1.77%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 760 | 756674 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/15/30 | &nbsp;&nbsp;&nbsp; 920 | 906048 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.81%, 04/23/29, (3-mo. CME Term SOFR <br> +1.42%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 825 | 819868 |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/21/29, (1-day SOFR + 0.71%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1800 | 1801282 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/21/29, (1-day SOFR + 0.90%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 750 | 749446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.22%, 05/01/29, (3-mo. CME Term SOFR <br> +1.56%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 1235 | 1237563 |
| &nbsp;&nbsp;&nbsp; 4.37%, 10/21/31, (1-day SOFR + 1.06%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 855 | 850431 |
| &nbsp;&nbsp;&nbsp; 4.48%, 08/23/28, (1-day SOFR + 1.73%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 950 | 955744 |
| &nbsp;&nbsp;&nbsp; 4.52%, 01/21/32, (1-day SOFR + 0.96%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1800 | 1798787 |
| &nbsp;&nbsp;&nbsp; 4.69%, 10/23/30, (1-day SOFR + 1.14%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 955 | 968135 |
| &nbsp;&nbsp;&nbsp; 4.94%, 04/23/28, (1-day SOFR + 1.32%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 260 | 262765 |
| &nbsp;&nbsp;&nbsp; 5.05%, 07/23/30, (1-day SOFR + 1.21%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 970 | 993483 |
| &nbsp;&nbsp;&nbsp; 5.21%, 01/28/31, (1-day SOFR + 1.08%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 930 | 958683 |
| &nbsp;&nbsp;&nbsp; 5.22%, 04/23/31, (1-day SOFR + 1.58%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1050 | 1081285 |
| &nbsp;&nbsp;&nbsp; 5.73%, 04/25/30, (1-day SOFR + 0.27%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 760 | 793480 |
| &nbsp;&nbsp;&nbsp; 6.48%, 10/24/29, (1-day SOFR + 1.77%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 845 | 894556 |
| Grupo Aval Ltd., 4.38%, 02/04/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 187655 |
| Gulf International Bank BSC, 5.75%, 06/05/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 207427 |
| HDFC Bank Ltd., 5.18%, 02/15/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 204621 |
| HSBC Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.01%, 09/22/28, (1-day SOFR + 1.73%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 620 | 599557 |
| &nbsp;&nbsp;&nbsp; 2.21%, 08/17/29, (1-day SOFR + 1.29%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 635 | 604606 |
| &nbsp;&nbsp;&nbsp; 2.36%, 08/18/31, (1-day SOFR + 1.95%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 590 | 537688 |
| &nbsp;&nbsp;&nbsp; 2.85%, 06/04/31, (1-day SOFR + 2.39%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 465 | 435101 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.97%, 05/22/30, (3-mo. CME Term SOFR + <br> 1.87%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 1050 | 1039045 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.04%, 03/13/28, (3-mo. CME Term SOFR <br> +1.81%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 840 | 839915 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.58%, 06/19/29, (3-mo. CME Term SOFR <br> +1.80%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 885 | 893161 |
| &nbsp;&nbsp;&nbsp; 4.62%, 11/06/31, (1-day SOFR + 1.19%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 450 | 451647 |
| &nbsp;&nbsp;&nbsp; 4.76%, 06/09/28, (1-day SOFR + 2.11%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 755 | 761721 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/03/29, (1-day SOFR + 1.03%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 540 | 547829 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/31/30 | &nbsp;&nbsp;&nbsp; 840 | 860011 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/19/28, (1-day SOFR + 1.04%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 525 | 534408 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/03/31, (1-day SOFR + 1.29%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 650 | 666187 |
| &nbsp;&nbsp;&nbsp; 5.21%, 08/11/28, (1-day SOFR + 2.61%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 795 | 808160 |
| &nbsp;&nbsp;&nbsp; 5.24%, 05/13/31, (1-day SOFR + 1.57%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 700 | 720394 |
| &nbsp;&nbsp;&nbsp; 5.29%, 11/19/30, (1-day SOFR + 1.29%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 745 | 769277 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/04/30, (1-day SOFR + 1.46%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 420 | 435274 |
| &nbsp;&nbsp;&nbsp; 5.60%, 05/17/28, (1-day SOFR + 1.06%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 550 | 560385 |
| &nbsp;&nbsp;&nbsp; 6.16%, 03/09/29, (1-day SOFR + 1.97%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 690 | 717106 |
| &nbsp;&nbsp;&nbsp; 7.39%, 11/03/28, (1-day SOFR + 3.35%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 760 | 802023 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| HSBC USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 06/03/28 | &nbsp;&nbsp;&nbsp; $200 | $203111 |
| &nbsp;&nbsp;&nbsp; 5.29%, 03/04/27 | &nbsp;&nbsp;&nbsp; 250 | 253731 |
| Huntington Bancshares, Inc./Ohio |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 02/04/30 | &nbsp;&nbsp;&nbsp; 265 | 247220 |
| &nbsp;&nbsp;&nbsp; 4.44%, 08/04/28, (1-day SOFR + 1.97%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 295 | 296714 |
| &nbsp;&nbsp;&nbsp; 4.62%, 01/28/32, (1-day SOFR + 0.99%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 300 | 300459 |
| &nbsp;&nbsp;&nbsp; 5.27%, 01/15/31, (1-day SOFR + 1.28%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 375 | 385820 |
| &nbsp;&nbsp;&nbsp; 6.21%, 08/21/29, (1-day SOFR + 2.02%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 355 | 372038 |
| Huntington National Bank(The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 05/17/28, (1-day SOFR Index + 1.65%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 275 | 276574 |
| &nbsp;&nbsp;&nbsp; 4.87%, 04/12/28, (1-day SOFR + 0.72%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 250 | 252135 |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/10/30 | &nbsp;&nbsp;&nbsp; 250 | 261515 |
| ICICI Bank Ltd./Dubai, 3.80%, 12/14/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 198209 |
| &nbsp;&nbsp;&nbsp; Industrial & Commercial Bank of China <br> Ltd./Hong Kong<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/23/27, (1-day SOFR Index + <br> 0.48%)<sup>(a)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 200209 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.30%, 05/21/28, (1-day SOFR Index + <br> 0.52%)<sup>(a)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 400 | 400893 |
| &nbsp;&nbsp;&nbsp; Industrial & Commercial Bank of China Ltd./New <br> York, 3.54%, 11/08/27<br>| &nbsp;&nbsp;&nbsp; 250 | 248344 |
| &nbsp;&nbsp;&nbsp; Industrial Bank Co. Ltd./Hong Kong, 4.36%, <br> 08/14/27, (1-day SOFR Index + 0.56%)<sup>(a)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 200061 |
| ING Groep NV |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/29/27 | &nbsp;&nbsp;&nbsp; 460 | 460272 |
| &nbsp;&nbsp;&nbsp; 4.02%, 03/28/28, (1-day SOFR + 1.83%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 425 | 425167 |
| &nbsp;&nbsp;&nbsp; 4.05%, 04/09/29 | &nbsp;&nbsp;&nbsp; 455 | 453789 |
| &nbsp;&nbsp;&nbsp; 4.55%, 10/02/28 | &nbsp;&nbsp;&nbsp; 355 | 359384 |
| &nbsp;&nbsp;&nbsp; 4.86%, 03/25/29, (1-day SOFR + 1.01%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203146 |
| &nbsp;&nbsp;&nbsp; 5.07%, 03/25/31, (1-day SOFR Index + 1.23%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 385 | 394218 |
| &nbsp;&nbsp;&nbsp; 5.34%, 03/19/30, (1-day SOFR + 1.44%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 385 | 397105 |
| Intesa Sanpaolo SpA |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/14/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 29945 |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/12/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 180 | 178860 |
| &nbsp;&nbsp;&nbsp; Series XR, 4.00%, 09/23/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 210 | 207858 |
| Israel Discount Bank Ltd., 5.38%, 01/26/28<sup>(b)(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201899 |
| &nbsp;&nbsp;&nbsp; Itau Unibanco Holding SA/Cayman Island, 6.00%, <br> 02/27/30<sup>(c)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 400 | 415003 |
| JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.76%, 11/19/31, (3-mo. CME Term SOFR + <br> 1.11%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 150 | 133272 |
| &nbsp;&nbsp;&nbsp; 2.07%, 06/01/29, (1-day SOFR + 1.02%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 760 | 726686 |
| &nbsp;&nbsp;&nbsp; 2.18%, 06/01/28, (1-day SOFR + 1.89%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 490 | 478664 |
| &nbsp;&nbsp;&nbsp; 2.52%, 04/22/31, (1-day SOFR + 2.04%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1115 | 1038327 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.74%, 10/15/30, (3-mo. CME Term SOFR + <br> 1.51%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 1205 | 1145177 |
| &nbsp;&nbsp;&nbsp; 2.95%, 02/24/28, (1-day SOFR + 1.17%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 590 | 583674 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.96%, 05/13/31, (3-mo. CME Term SOFR <br> +2.52%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 900 | 847833 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.51%, 01/23/29, (3-mo. CME Term SOFR <br> +1.21%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 830 | 821940 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.54%, 05/01/28, (3-mo. CME Term SOFR <br> +1.64%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 767 | 762896 |
| &nbsp;&nbsp;&nbsp; 3.63%, 12/01/27 | &nbsp;&nbsp;&nbsp; 355 | 353400 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 05/06/30, (3-mo. CME Term SOFR + <br> 1.42%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 823 | 811343 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.78%, 02/01/28, (3-mo. CME Term SOFR <br> +1.60%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 915 | 913179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.01%, 04/23/29, (3-mo. CME Term SOFR <br> +1.38%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 765 | 764346 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 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)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 07/23/29, (3-mo. CME Term SOFR <br> +1.52%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; $795 | $797754 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/01/27 | &nbsp;&nbsp;&nbsp; 265 | 266892 |
| &nbsp;&nbsp;&nbsp; 4.26%, 10/22/31, (1-day SOFR + 0.93%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 680 | 676259 |
| &nbsp;&nbsp;&nbsp; 4.32%, 04/26/28, (1-day SOFR + 1.56%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 951 | 954872 |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/22/32, (1-day SOFR + 0.84%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 505 | 503821 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 12/05/29, (3-mo. CME Term SOFR + <br> 1.59%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 815 | 822754 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.49%, 03/24/31, (3-mo. CME Term SOFR + <br> 3.79%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 975 | 982281 |
| &nbsp;&nbsp;&nbsp; 4.51%, 10/22/28, (1-day SOFR + 0.86%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 725 | 731568 |
| &nbsp;&nbsp;&nbsp; 4.57%, 06/14/30, (1-day SOFR + 1.75%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 710 | 718431 |
| &nbsp;&nbsp;&nbsp; 4.60%, 10/22/30, (1-day SOFR + 1.04%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 860 | 871917 |
| &nbsp;&nbsp;&nbsp; 4.85%, 07/25/28, (1-day SOFR + 1.99%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1050 | 1062883 |
| &nbsp;&nbsp;&nbsp; 4.92%, 01/24/29, (1-day SOFR + 0.80%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 690 | 702400 |
| &nbsp;&nbsp;&nbsp; 4.98%, 07/22/28, (1-day SOFR + 0.93%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 810 | 821458 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/22/30, (1-day SOFR + 1.13%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 845 | 867118 |
| &nbsp;&nbsp;&nbsp; 5.01%, 01/23/30, (1-day SOFR + 1.31%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 855 | 876651 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/22/31, (1-day SOFR + 1.44%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 795 | 819368 |
| &nbsp;&nbsp;&nbsp; 5.14%, 01/24/31, (1-day SOFR + 1.01%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 875 | 902483 |
| &nbsp;&nbsp;&nbsp; 5.30%, 07/24/29, (1-day SOFR + 1.45%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 795 | 818114 |
| &nbsp;&nbsp;&nbsp; 5.57%, 04/22/28, (1-day SOFR + 0.93%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 815 | 830366 |
| &nbsp;&nbsp;&nbsp; 5.58%, 04/22/30, (1-day SOFR + 1.16%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 925 | 963697 |
| &nbsp;&nbsp;&nbsp; 6.09%, 10/23/29, (1-day SOFR + 1.57%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 765 | 803927 |
| &nbsp;&nbsp;&nbsp; 8.00%, 04/29/27 | &nbsp;&nbsp;&nbsp; 270 | 283663 |
| &nbsp;&nbsp;&nbsp; 8.75%, 09/01/30 | &nbsp;&nbsp;&nbsp; 35 | 41225 |
| Kasikornbank PCL, 5.46%, 03/07/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 204797 |
| KBC Group NV |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/23/31, (1-year CMT + 0.85%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 199302 |
| &nbsp;&nbsp;&nbsp; 4.93%, 10/16/30, (1-year CMT + 1.07%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 295 | 300811 |
| &nbsp;&nbsp;&nbsp; 5.80%, 01/19/29, (1-year CMT + 2.10%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 305 | 314836 |
| KEB Hana Bank |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/30/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 198448 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/21/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 198932 |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/24/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 209083 |
| Keybank National Association |  |  |
| &nbsp;&nbsp;&nbsp; 4.39%, 12/14/27 | &nbsp;&nbsp;&nbsp; 270 | 271664 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/15/27 | &nbsp;&nbsp;&nbsp; 415 | 427550 |
| KeyCorp |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 04/06/27 | &nbsp;&nbsp;&nbsp; 235 | 230229 |
| &nbsp;&nbsp;&nbsp; 2.55%, 10/01/29 | &nbsp;&nbsp;&nbsp; 220 | 208177 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/30/28 | &nbsp;&nbsp;&nbsp; 275 | 275406 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.12%, 04/04/31, (1-day SOFR Index + <br> 1.22%)<sup>(a)(c)</sup><br>| &nbsp;&nbsp;&nbsp; 225 | 230430 |
| KFH Sukuk Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.01%, 01/17/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202878 |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/14/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 412245 |
| Kookmin Bank |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/08/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201726 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/01/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200680 |
| &nbsp;&nbsp;&nbsp; 4.63%, 04/21/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202780 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/08/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 207372 |
| Korea Development Bank (The), 2.25%, 02/24/27 | &nbsp;&nbsp;&nbsp; 200 | 196853 |
| Kreditanstalt fuer Wiederaufbau |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/14/29 | &nbsp;&nbsp;&nbsp; 45 | 42086 |
| &nbsp;&nbsp;&nbsp; 2.88%, 04/03/28 | &nbsp;&nbsp;&nbsp; 550 | 542046 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/20/27 | &nbsp;&nbsp;&nbsp; 1575 | 1563298 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/27/27 | &nbsp;&nbsp;&nbsp; 1170 | 1168683 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/09/28 | &nbsp;&nbsp;&nbsp; 30 | 29940 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/15/28 | &nbsp;&nbsp;&nbsp; 2120 | 2127297 |
| &nbsp;&nbsp;&nbsp; 3.75%, 07/15/30 | &nbsp;&nbsp;&nbsp; 1185 | 1183073 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/15/28 | &nbsp;&nbsp;&nbsp; $3211 | $3232499 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/28/27 | &nbsp;&nbsp;&nbsp; 175 | 176023 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/29 | &nbsp;&nbsp;&nbsp; 2577 | 2605167 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/31/28 | &nbsp;&nbsp;&nbsp; 240 | 242350 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/01/27 | &nbsp;&nbsp;&nbsp; 1340 | 1350999 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/18/30 | &nbsp;&nbsp;&nbsp; 3105 | 3209918 |
| &nbsp;&nbsp;&nbsp; Series GLOB, 3.88%, 05/15/28 | &nbsp;&nbsp;&nbsp; 110 | 110712 |
| &nbsp;&nbsp;&nbsp; Landeskreditbank <br> Baden-Wuerttemberg Foerderbank<br>|  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 10/12/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 540 | 507749 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/15/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 70 | 70912 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/13/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 170 | 174690 |
| Landwirtschaftliche Rentenbank |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 02/25/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 230 | 218067 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/21/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 505 | 494013 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/28/27 | &nbsp;&nbsp;&nbsp; 192 | 192708 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/14/28 | &nbsp;&nbsp;&nbsp; 1350 | 1357367 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/28/30 | &nbsp;&nbsp;&nbsp; 1125 | 1140535 |
| &nbsp;&nbsp;&nbsp; 4.63%, 04/17/29 | &nbsp;&nbsp;&nbsp; 206 | 211761 |
| &nbsp;&nbsp;&nbsp; Series 37, 2.50%, 11/15/27 | &nbsp;&nbsp;&nbsp; 382 | 374519 |
| LG Electronics, Inc., 5.63%, 04/24/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203400 |
| Lloyds Banking Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.57%, 11/07/28, (3-mo. SOFR US + 1.47%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 490 | 486157 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/18/28, (1-year CMT + 1.80%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 460 | 458675 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/22/28 | &nbsp;&nbsp;&nbsp; 505 | 508533 |
| &nbsp;&nbsp;&nbsp; 4.43%, 11/04/31, (1-year CMT + 0.82%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 425 | 423478 |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/16/28 | &nbsp;&nbsp;&nbsp; 435 | 440570 |
| &nbsp;&nbsp;&nbsp; 4.82%, 06/13/29, (1-year CMT + 0.83%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 400 | 406320 |
| &nbsp;&nbsp;&nbsp; 5.09%, 11/26/28, (1-year CMT + 0.85%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 425 | 432631 |
| &nbsp;&nbsp;&nbsp; 5.72%, 06/05/30, (1-year CMT + 1.07%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 405 | 423779 |
| &nbsp;&nbsp;&nbsp; 5.87%, 03/06/29, (1-year CMT + 1.70%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 410 | 424825 |
| M&T Bank Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/16/28, (1-day SOFR Index + 1.78%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 135 | 135914 |
| &nbsp;&nbsp;&nbsp; 4.83%, 01/16/29, (1-day SOFR + 0.93%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 120 | 121879 |
| &nbsp;&nbsp;&nbsp; 5.18%, 07/08/31, (1-day SOFR + 1.40%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 320 | 328114 |
| &nbsp;&nbsp;&nbsp; 5.40%, 07/30/35, (5-year CMT + 1.43%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 175 | 176758 |
| &nbsp;&nbsp;&nbsp; 7.41%, 10/30/29, (1-day SOFR + 2.80%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 235 | 254627 |
| Macquarie Bank Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.62%, 06/03/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 191223 |
| &nbsp;&nbsp;&nbsp; 3.92%, 02/03/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 185 | 185381 |
| &nbsp;&nbsp;&nbsp; 4.33%, 06/12/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 270 | 272418 |
| &nbsp;&nbsp;&nbsp; 5.27%, 07/02/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 255054 |
| Macquarie Group Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 1.94%, 04/14/28, (1-day SOFR + 0.99%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 295 | 287293 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.76%, 11/28/28, (3-mo. CME Term SOFR <br> +1.63%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 390 | 387247 |
| &nbsp;&nbsp;&nbsp; 4.10%, 06/21/28, (1-day SOFR + 2.13%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 180 | 179790 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 03/27/29, (3-mo. CME Term SOFR <br> +1.99%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; 160 | 161323 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.03%, 01/15/30, (3-mo. CME Term SOFR <br> +2.01%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 265 | 270134 |
| Manufacturers & Traders Trust Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/27/28 | &nbsp;&nbsp;&nbsp; 465 | 471509 |
| &nbsp;&nbsp;&nbsp; 4.76%, 07/06/28, (1-day SOFR + 0.95%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 270 | 272513 |
| MAR Finance LLC, 4.88%, 05/29/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203742 |
| &nbsp;&nbsp;&nbsp; Mashreq AL Islami Sukuk Co. Ltd., 5.03%, <br> 04/22/30<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 204017 |
| Metropolitan Bank & Trust Co., 5.38%, 03/06/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205829 |
| Mitsubishi UFJ Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.05%, 07/17/30 | &nbsp;&nbsp;&nbsp; 360 | 327358 |
| &nbsp;&nbsp;&nbsp; 2.56%, 02/25/30 | &nbsp;&nbsp;&nbsp; 350 | 327426 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 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)** |
| &nbsp;&nbsp;&nbsp; 3.20%, 07/18/29 | &nbsp;&nbsp;&nbsp; $500 | $484834 |
| &nbsp;&nbsp;&nbsp; 3.29%, 07/25/27 | &nbsp;&nbsp;&nbsp; 205 | 203379 |
| &nbsp;&nbsp;&nbsp; 3.68%, 02/22/27 | &nbsp;&nbsp;&nbsp; 430 | 429336 |
| &nbsp;&nbsp;&nbsp; 3.74%, 03/07/29 | &nbsp;&nbsp;&nbsp; 475 | 471437 |
| &nbsp;&nbsp;&nbsp; 3.96%, 03/02/28 | &nbsp;&nbsp;&nbsp; 490 | 490496 |
| &nbsp;&nbsp;&nbsp; 4.05%, 09/11/28 | &nbsp;&nbsp;&nbsp; 305 | 305891 |
| &nbsp;&nbsp;&nbsp; 4.08%, 04/19/28, (1-year CMT + 1.30%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 320 | 320319 |
| &nbsp;&nbsp;&nbsp; 4.51%, 01/14/32, (1-year CMT + 0.80%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 225 | 225397 |
| &nbsp;&nbsp;&nbsp; 4.53%, 09/12/31, (1-year CMT + 0.80%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 585 | 587192 |
| &nbsp;&nbsp;&nbsp; 5.02%, 07/20/28, (1-year CMT + 1.95%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 510 | 517062 |
| &nbsp;&nbsp;&nbsp; 5.16%, 04/24/31, (1-year CMT + 1.17%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 300 | 308576 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/16/31, (1-year CMT + 0.78%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 330 | 339584 |
| &nbsp;&nbsp;&nbsp; 5.24%, 04/19/29, (1-year CMT + 1.70%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205022 |
| &nbsp;&nbsp;&nbsp; 5.26%, 04/17/30, (1-year CMT + 0.82%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 210 | 216458 |
| &nbsp;&nbsp;&nbsp; 5.35%, 09/13/28, (1-year CMT + 1.90%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 390 | 398224 |
| &nbsp;&nbsp;&nbsp; 5.42%, 02/22/29, (1-year CMT + 1.38%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 345 | 354262 |
| &nbsp;&nbsp;&nbsp; 5.48%, 02/22/31, (1-year CMT + 1.53%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 207911 |
| Mizrahi Tefahot Bank Ltd., 5.05%, 01/28/31<sup>(b)(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 199678 |
| Mizuho Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.98%, 09/08/31, (3-mo. CME Term SOFR + <br> 1.53%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 385 | 345382 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 07/10/31, (3-mo. CME Term SOFR + <br> 1.77%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 320 | 291481 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.87%, 09/13/30, (3-mo. CME Term SOFR <br> +1.57%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 250 | 237925 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 07/16/30, (3-mo. CME Term SOFR + <br> 1.39%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 265 | 255339 |
| &nbsp;&nbsp;&nbsp; 3.17%, 09/11/27 | &nbsp;&nbsp;&nbsp; 300 | 296705 |
| &nbsp;&nbsp;&nbsp; 3.26%, 05/22/30, (1-year CMT + 1.25%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 190 | 184161 |
| &nbsp;&nbsp;&nbsp; 3.66%, 02/28/27 | &nbsp;&nbsp;&nbsp; 205 | 204604 |
| &nbsp;&nbsp;&nbsp; 4.02%, 03/05/28 | &nbsp;&nbsp;&nbsp; 455 | 456129 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/11/29, (3-mo. CME Term SOFR <br> +1.53%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 310 | 310838 |
| &nbsp;&nbsp;&nbsp; 4.71%, 07/08/31, (1-year CMT + 0.92%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 400 | 404378 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/13/31, (1-year CMT + 0.82%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 250 | 256410 |
| &nbsp;&nbsp;&nbsp; 5.38%, 05/26/30, (1-year CMT + 1.12%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 205 | 212098 |
| &nbsp;&nbsp;&nbsp; 5.38%, 07/10/30, (1-year CMT + 1.08%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 365 | 377565 |
| &nbsp;&nbsp;&nbsp; 5.41%, 09/13/28, (1-year CMT + 2.05%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 300 | 306645 |
| &nbsp;&nbsp;&nbsp; 5.67%, 05/27/29, (1-year CMT + 1.50%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 205 | 212130 |
| &nbsp;&nbsp;&nbsp; 5.74%, 05/27/31, (1-year CMT + 1.65%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 250 | 262489 |
| &nbsp;&nbsp;&nbsp; 5.78%, 07/06/29, (1-year CMT + 1.65%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 430 | 446619 |
| Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 01/22/31, (1-day SOFR + 1.14%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1270 | 1191902 |
| &nbsp;&nbsp;&nbsp; 3.59%, 07/22/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1025 | 1018311 |
| &nbsp;&nbsp;&nbsp; 3.62%, 04/01/31, (1-day SOFR + 3.12%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1085 | 1053245 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.77%, 01/24/29, (3-mo. CME Term SOFR <br> +1.40%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 1050 | 1044299 |
| &nbsp;&nbsp;&nbsp; 3.95%, 04/23/27 | &nbsp;&nbsp;&nbsp; 729 | 728757 |
| &nbsp;&nbsp;&nbsp; 4.21%, 04/20/28, (1-day SOFR + 1.61%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 910 | 912018 |
| &nbsp;&nbsp;&nbsp; 4.24%, 01/09/30, (1-day SOFR + 0.80%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 610 | 611924 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.43%, 01/23/30, (3-mo. CME Term SOFR + <br> 1.89%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 985 | 991594 |
| &nbsp;&nbsp;&nbsp; 4.49%, 01/16/32, (1-day SOFR + 0.95%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 760 | 759402 |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/18/30, (1-day SOFR + 1.10%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 950 | 961634 |
| &nbsp;&nbsp;&nbsp; 4.99%, 04/12/29, (1-day SOFR + 1.38%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 535 | 544724 |
| &nbsp;&nbsp;&nbsp; 5.04%, 07/19/30, (1-day SOFR + 1.22%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 775 | 793612 |
| &nbsp;&nbsp;&nbsp; 5.12%, 02/01/29, (1-day SOFR + 1.73%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 867 | 884156 |
| &nbsp;&nbsp;&nbsp; 5.16%, 04/20/29, (1-day SOFR + 1.59%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 1021742 |
| &nbsp;&nbsp;&nbsp; 5.17%, 01/16/30, (1-day SOFR + 1.45%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 770 | 790650 |
| &nbsp;&nbsp;&nbsp; 5.19%, 04/17/31, (1-day SOFR + 1.51%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1005 | 1034836 |
| &nbsp;&nbsp;&nbsp; 5.23%, 01/15/31, (1-day SOFR + 1.11%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 910 | 936522 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; 5.45%, 07/20/29, (1-day SOFR + 1.63%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $750 | $773071 |
| &nbsp;&nbsp;&nbsp; 5.65%, 04/13/28, (1-day SOFR +1.01%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 520 | 529721 |
| &nbsp;&nbsp;&nbsp; 5.66%, 04/18/30, (1-day SOFR + 1.26%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 745 | 775978 |
| &nbsp;&nbsp;&nbsp; 6.30%, 10/18/28, (1-day SOFR + 2.24%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 596 | 618159 |
| &nbsp;&nbsp;&nbsp; 6.41%, 11/01/29, (1-day SOFR + 1.83%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 640 | 676962 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series I, 4.13%, 10/18/29, (1-day SOFR + <br> 0.91%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 350 | 349613 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series I, 4.36%, 10/22/31, (1-day SOFR + <br> 1.07%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 900 | 894847 |
| Morgan Stanley Bank N.A. |  |  |
| &nbsp;&nbsp;&nbsp; 4.97%, 07/14/28, (1-day SOFR + 0.93%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 500 | 506925 |
| &nbsp;&nbsp;&nbsp; 5.02%, 01/12/29, (1-day SOFR + 0.91%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 700 | 713200 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/26/28, (1-day SOFR + 0.87%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 515 | 524858 |
| Morgan Stanley Private Bank N.A. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/17/28, (1-day SOFR +0.78%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 695 | 696962 |
| &nbsp;&nbsp;&nbsp; 4.47%, 07/06/28, (1-day SOFR + 0.77%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 715 | 719526 |
| &nbsp;&nbsp;&nbsp; 4.47%, 11/19/31, (1-day SOFR + 1.02%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 1000365 |
| &nbsp;&nbsp;&nbsp; 4.73%, 07/18/31, (1-day SOFR + 1.08%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 935 | 947171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series ., 4.21%, 02/08/30, (1-day SOFR + <br> 0.76%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 750 | 749768 |
| Movida Europe SA, 7.85%, 04/11/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 192885 |
| &nbsp;&nbsp;&nbsp; Nanyang Commercial Bank Ltd., 6.00%, 08/06/34, <br> (5-year CMT + 2.10%)<sup>(a)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 250 | 259205 |
| National Australia Bank Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.33%, 08/21/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 226719 |
| &nbsp;&nbsp;&nbsp; 3.93%, 08/02/34, (5-year CMT + 1.88%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 410 | 400490 |
| National Australia Bank Ltd./New York |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 12/13/28 | &nbsp;&nbsp;&nbsp; 250 | 249815 |
| &nbsp;&nbsp;&nbsp; 3.91%, 06/09/27 | &nbsp;&nbsp;&nbsp; 430 | 430960 |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/13/31 | &nbsp;&nbsp;&nbsp; 250 | 249764 |
| &nbsp;&nbsp;&nbsp; 4.31%, 06/13/28 | &nbsp;&nbsp;&nbsp; 250 | 252550 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/26/27 | &nbsp;&nbsp;&nbsp; 315 | 318791 |
| &nbsp;&nbsp;&nbsp; 4.53%, 06/13/30 | &nbsp;&nbsp;&nbsp; 620 | 629692 |
| &nbsp;&nbsp;&nbsp; 4.79%, 01/10/29 | &nbsp;&nbsp;&nbsp; 515 | 527362 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/13/28 | &nbsp;&nbsp;&nbsp; 340 | 348121 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/14/30 | &nbsp;&nbsp;&nbsp; 240 | 246917 |
| &nbsp;&nbsp;&nbsp; 4.94%, 01/12/28 | &nbsp;&nbsp;&nbsp; 310 | 316534 |
| &nbsp;&nbsp;&nbsp; 5.09%, 06/11/27 | &nbsp;&nbsp;&nbsp; 250 | 254300 |
| National Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp; 4.17%, 01/20/29, (1-day SOFR Index + 0.76%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 250 | 250522 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/10/29 | &nbsp;&nbsp;&nbsp; 310 | 313486 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/01/28, (1-day SOFR + 0.80%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 270 | 272387 |
| &nbsp;&nbsp;&nbsp; 5.60%, 12/18/28 | &nbsp;&nbsp;&nbsp; 260 | 271118 |
| &nbsp;&nbsp;&nbsp; National Bank of Ras Al-Khaimah PSC, 5.38%, <br> 07/25/29<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 205363 |
| National Securities Clearing Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/20/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 210 | 214181 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/26/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 275 | 282079 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/30/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 280 | 286364 |
| &nbsp;&nbsp;&nbsp; 5.10%, 11/21/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 290 | 296442 |
| NatWest Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.03%, 11/28/35, (5-year CMT + 2.35%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 184929 |
| &nbsp;&nbsp;&nbsp; 3.07%, 05/22/28, (1-year CMT + 2.55%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 300 | 296459 |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/08/30, (3-mo. SOFR US + 2.13%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 425 | 426857 |
| &nbsp;&nbsp;&nbsp; 4.89%, 05/18/29, (3-mo. SOFR US + 2.01%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 545 | 554257 |
| &nbsp;&nbsp;&nbsp; 4.96%, 08/15/30, (1-year CMT + 1.22%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 395 | 403214 |
| &nbsp;&nbsp;&nbsp; 5.08%, 01/27/30, (3-mo. SOFR US + 2.17%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 540 | 553067 |
| &nbsp;&nbsp;&nbsp; 5.12%, 05/23/31, (1-year CMT + 1.05%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 400 | 410153 |
| &nbsp;&nbsp;&nbsp; 5.52%, 09/30/28, (1-year CMT + 2.27%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 335 | 342914 |
| &nbsp;&nbsp;&nbsp; 5.58%, 03/01/28, (1-year CMT + 1.10%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 210 | 213463 |
| &nbsp;&nbsp;&nbsp; 5.81%, 09/13/29, (1-year CMT + 1.95%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 390 | 406001 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 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)** |
| &nbsp;&nbsp;&nbsp; 6.48%, 06/01/34, (5-year CMT + 2.20%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $305 | $320906 |
| NatWest Markets PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.17%, 11/06/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200474 |
| &nbsp;&nbsp;&nbsp; 4.41%, 11/06/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 225 | 224707 |
| &nbsp;&nbsp;&nbsp; 4.79%, 03/21/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 235 | 238718 |
| &nbsp;&nbsp;&nbsp; 5.02%, 03/21/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 520 | 533078 |
| &nbsp;&nbsp;&nbsp; 5.41%, 05/17/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 235 | 243784 |
| &nbsp;&nbsp;&nbsp; 5.42%, 05/17/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 270 | 275322 |
| &nbsp;&nbsp;&nbsp; NBK SPC Ltd., 5.50%, 06/06/30, (1-day SOFR + <br> 1.16%)<sup>(a)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 206313 |
| NongHyup Bank |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 07/06/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200849 |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/03/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 408427 |
| Nordea Bank Abp |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/28/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200030 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/17/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 60 | 60548 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/10/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 205 | 206796 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 09/13/33, (5-year USD Swap + <br> 1.69%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 75 | 75077 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/19/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 210 | 212756 |
| &nbsp;&nbsp;&nbsp; 5.38%, 09/22/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 410 | 419221 |
| Norinchukin Bank(The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.67%, 09/09/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5027 |
| &nbsp;&nbsp;&nbsp; 4.87%, 09/14/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 230 | 232323 |
| &nbsp;&nbsp;&nbsp; 5.09%, 10/16/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 290 | 296375 |
| &nbsp;&nbsp;&nbsp; 5.43%, 03/09/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 204530 |
| Northern Trust Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 05/01/30 | &nbsp;&nbsp;&nbsp; 320 | 293100 |
| &nbsp;&nbsp;&nbsp; 3.15%, 05/03/29 | &nbsp;&nbsp;&nbsp; 125 | 121881 |
| &nbsp;&nbsp;&nbsp; 3.38%, 05/08/32, (3-mo. SOFR US + 1.39%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 107 | 105581 |
| &nbsp;&nbsp;&nbsp; 3.65%, 08/03/28 | &nbsp;&nbsp;&nbsp; 50 | 49893 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/10/27 | &nbsp;&nbsp;&nbsp; 460 | 461385 |
| &nbsp;&nbsp;&nbsp; 4.15%, 11/19/30 | &nbsp;&nbsp;&nbsp; 75 | 74987 |
| NRW Bank |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/08/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 500 | 502117 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/24/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 204 | 206956 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/08/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 462 | 466034 |
| Oesterreichische Kontrollbank AG |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/09/27 | &nbsp;&nbsp;&nbsp; 265 | 264992 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/05/29 | &nbsp;&nbsp;&nbsp; 316 | 316011 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/28/28 | &nbsp;&nbsp;&nbsp; 20 | 20161 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/18/29 | &nbsp;&nbsp;&nbsp; 625 | 632510 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/01/28 | &nbsp;&nbsp;&nbsp; 380 | 384696 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/24/30 | &nbsp;&nbsp;&nbsp; 385 | 394892 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/21/27 | &nbsp;&nbsp;&nbsp; 700 | 709912 |
| OTP Bank Nyrt |  |  |
| &nbsp;&nbsp;&nbsp; 7.30%, 07/30/35, (5-year CMT + 2.86%)<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 210132 |
| &nbsp;&nbsp;&nbsp; 8.75%, 05/15/33, (5-year CMT + 5.06%)<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 212925 |
| Oversea-Chinese Banking Corp. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/15/32, (5-year CMT + 1.58%)<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 401505 |
| &nbsp;&nbsp;&nbsp; 5.52%, 05/21/34, (5-year CMT + 1.03%)<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 206869 |
| Pinnacle Bank/Nashville TN |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/15/28 | &nbsp;&nbsp;&nbsp; 260 | 265601 |
| &nbsp;&nbsp;&nbsp; 5.96%, 01/15/36, (5-year CMT + 2.30%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 250 | 251848 |
| &nbsp;&nbsp;&nbsp; Pinnacle Financial Partners, Inc., 6.17%, 11/01/30, <br> (1-day SOFR + 2.35%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 160 | 166721 |
| PNC Bank N.A. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 10/22/29 | &nbsp;&nbsp;&nbsp; 250 | 236514 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/22/28 | &nbsp;&nbsp;&nbsp; 330 | 326557 |
| &nbsp;&nbsp;&nbsp; 4.05%, 07/26/28 | &nbsp;&nbsp;&nbsp; 370 | 370041 |
| &nbsp;&nbsp;&nbsp; 4.43%, 07/21/28, (1-day SOFR + 0.73%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 250 | 251737 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| PNC Financial Services Group, Inc.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 01/22/30 | &nbsp;&nbsp;&nbsp; $690 | $649382 |
| &nbsp;&nbsp;&nbsp; 3.15%, 05/19/27 | &nbsp;&nbsp;&nbsp; 325 | 322096 |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/23/29 | &nbsp;&nbsp;&nbsp; 520 | 512398 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/13/31, (1-day SOFR + 1.33%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 485 | 495134 |
| &nbsp;&nbsp;&nbsp; 5.22%, 01/29/31, (1-day SOFR + 1.07%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 365 | 376861 |
| &nbsp;&nbsp;&nbsp; 5.35%, 12/02/28, (1-day SOFR + 1.62%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 446 | 457008 |
| &nbsp;&nbsp;&nbsp; 5.49%, 05/14/30, (1-day SOFR + 1.20%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 540 | 561890 |
| &nbsp;&nbsp;&nbsp; 5.58%, 06/12/29, (1-day SOFR + 1.84%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 837 | 866318 |
| QIB Sukuk Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.49%, 09/17/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200989 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/12/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203100 |
| &nbsp;&nbsp;&nbsp; 5.58%, 11/22/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 413455 |
| QIIB Senior Oryx Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/13/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200692 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/24/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205072 |
| QNB Bank AS, 7.25%, 05/21/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 210088 |
| QNB Finance Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/12/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 197377 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/24/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 402587 |
| &nbsp;&nbsp;&nbsp; 4.78%, 03/04/30, (1-day SOFR + 1.05%)<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201616 |
| &nbsp;&nbsp;&nbsp; 4.88%, 01/30/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 405365 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/02/29, (1-day SOFR + 1.20%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 400 | 404905 |
| Regions Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.80%, 08/12/28 | &nbsp;&nbsp;&nbsp; 130 | 123087 |
| &nbsp;&nbsp;&nbsp; 5.72%, 06/06/30, (1-day SOFR +1.49%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 230 | 239976 |
| &nbsp;&nbsp;&nbsp; Riyad Sukuk Ltd., 6.21%, 07/14/35, (5-year CMT + <br> 2.25%)<sup>(a)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 400 | 406377 |
| &nbsp;&nbsp;&nbsp; Rizal Commercial Banking Corp., 5.50%, <br> 01/18/29<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 206308 |
| Royal Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/04/27 | &nbsp;&nbsp;&nbsp; 420 | 419402 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/03/28, (1-day SOFR + 0.70%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 300 | 300139 |
| &nbsp;&nbsp;&nbsp; 4.24%, 08/03/27 | &nbsp;&nbsp;&nbsp; 445 | 447830 |
| &nbsp;&nbsp;&nbsp; 4.31%, 11/03/31, (1-day SOFR + 0.98%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 315 | 313874 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/06/29, (1-day SOFR + 0.89%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 405 | 409205 |
| &nbsp;&nbsp;&nbsp; 4.52%, 10/18/28, (1-day SOFR Index + 0.86%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 265 | 267566 |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/18/30, (1-day SOFR Index + 1.08%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 680 | 690256 |
| &nbsp;&nbsp;&nbsp; 4.70%, 08/06/31, (1-day SOFR + 1.06%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 330 | 334084 |
| &nbsp;&nbsp;&nbsp; 4.72%, 03/27/28, (1-day SOFR Index + 0.81%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 350 | 353018 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/12/28 | &nbsp;&nbsp;&nbsp; 314 | 320363 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/01/29 | &nbsp;&nbsp;&nbsp; 225 | 231159 |
| &nbsp;&nbsp;&nbsp; 4.97%, 01/24/29, (1-day SOFR + 0.83%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 600 | 611623 |
| &nbsp;&nbsp;&nbsp; 4.97%, 08/02/30, (1-day SOFR + 1.10%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 420 | 430048 |
| &nbsp;&nbsp;&nbsp; 4.97%, 05/02/31, (1-day SOFR Index + 1.30%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 315 | 322506 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/04/31, (1-day SOFR + 1.03%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 555 | 571580 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/01/28 | &nbsp;&nbsp;&nbsp; 345 | 355560 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/01/27 | &nbsp;&nbsp;&nbsp; 483 | 500481 |
| Santander Holdings USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/13/27 | &nbsp;&nbsp;&nbsp; 375 | 376427 |
| &nbsp;&nbsp;&nbsp; 5.35%, 09/06/30, (1-day SOFR + 1.94%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 330 | 338300 |
| &nbsp;&nbsp;&nbsp; 5.47%, 03/20/29, (1-day SOFR + 1.61%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 250 | 255668 |
| &nbsp;&nbsp;&nbsp; 5.74%, 03/20/31, (1-day SOFR + 1.88%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 185 | 191812 |
| &nbsp;&nbsp;&nbsp; 6.17%, 01/09/30, (1-day SOFR + 2.50%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 320 | 334231 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/09/29, (1-day SOFR + 2.36%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 410 | 427629 |
| &nbsp;&nbsp;&nbsp; 6.57%, 06/12/29, (1-day SOFR + 2.70%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 240 | 250910 |
| Santander U.K. Group Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.82%, 11/03/28, (3-mo. SOFR US + 1.66%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 280 | 278567 |
| &nbsp;&nbsp;&nbsp; 4.32%, 09/22/29, (1-day SOFR Index + 1.70%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 400 | 400509 |
| &nbsp;&nbsp;&nbsp; 4.86%, 09/11/30, (1-day SOFR Index + 1.55%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 295 | 298615 |
| &nbsp;&nbsp;&nbsp; 5.69%, 04/15/31, (1-day SOFR Index + 1.52%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 300 | 312753 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 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)** |
| &nbsp;&nbsp;&nbsp; 6.53%, 01/10/29, (1-day SOFR + 2.60%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $470 | $490621 |
| &nbsp;&nbsp;&nbsp; Saudi Awwal Bank, 5.95%, 09/04/35, (5-year CMT + <br> 2.20%)<sup>(a)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 400 | 404075 |
| &nbsp;&nbsp;&nbsp; Scotiabank Peru SAA, 6.10%, 10/01/35, (1-year <br> CMT + 2.31%)<sup>(a)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 207165 |
| Security Bank Corp., 5.50%, 05/14/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 207821 |
| &nbsp;&nbsp;&nbsp; Shanghai Commercial Bank Ltd., 6.38%, 02/28/33, <br> (5-year CMT + 2.40%)<sup>(a)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 250 | 257170 |
| Shinhan Bank Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/20/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 198397 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/23/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 197926 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/26/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 401804 |
| Shinhan Financial Group Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/30/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200532 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/24/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203943 |
| &nbsp;&nbsp;&nbsp; Siam Commercial Bank PCL/Cayman Islands, <br> 4.40%, 02/11/29<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 200178 |
| SIB Sukuk Co. III Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 11/12/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 197654 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/26/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203691 |
| Skandinaviska Enskilda Banken AB |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/03/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200913 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/05/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 195 | 197743 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/05/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 225 | 232617 |
| SNB Funding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.87%, 07/11/29, (1-day SOFR + 1.20%)<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200999 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/24/35, (5-year CMT + 2.00%)<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 409597 |
| SNB Sukuk Ltd., 5.13%, 02/27/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203850 |
| Societe Generale SA |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/22/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 385 | 362832 |
| &nbsp;&nbsp;&nbsp; 4.45%, 04/12/30, (1-day SOFR + 1.09%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 300 | 300183 |
| &nbsp;&nbsp;&nbsp; 4.68%, 06/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 410 | 413758 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/14/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 555 | 561419 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/19/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 300 | 303527 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/22/29, (1-day SOFR + 1.42%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 360 | 367211 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/13/29, (1-year CMT + 1.20%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 300 | 307372 |
| &nbsp;&nbsp;&nbsp; 5.51%, 05/22/31, (1-day SOFR + 1.65%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 465 | 480303 |
| &nbsp;&nbsp;&nbsp; 5.63%, 01/19/30, (1-year CMT + 1.75%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 206875 |
| &nbsp;&nbsp;&nbsp; 6.45%, 01/10/29, (1-year CMT + 2.55%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 485 | 504281 |
| &nbsp;&nbsp;&nbsp; Standard Chartered Bank/New York, 4.85%, <br> 12/03/27<br>| &nbsp;&nbsp;&nbsp; 250 | 255035 |
| Standard Chartered PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 02/19/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 199988 |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/13/30, (1-year CMT + 0.77%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 199848 |
| &nbsp;&nbsp;&nbsp; 4.31%, 05/21/30, (3-mo. SOFR US + 2.17%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 240 | 239355 |
| &nbsp;&nbsp;&nbsp; 4.64%, 04/01/31, (1-year CMT + 3.85%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 615 | 620045 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.87%, 03/15/33, (5-year USD ICE Swap + <br> 1.97%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 100 | 100535 |
| &nbsp;&nbsp;&nbsp; 5.01%, 10/15/30, (1-year CMT + 1.15%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 510 | 520552 |
| &nbsp;&nbsp;&nbsp; 5.24%, 05/13/31, (1-year CMT + 1.35%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 360 | 370140 |
| &nbsp;&nbsp;&nbsp; 5.55%, 01/21/29, (1-year CMT + 1.05%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 230 | 235846 |
| &nbsp;&nbsp;&nbsp; 5.69%, 05/14/28, (1-year CMT + 1.05%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 295 | 300671 |
| &nbsp;&nbsp;&nbsp; 6.30%, 01/09/29, (1-year CMT + 2.45%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 585 | 607754 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/08/28, (1-year CMT + 1.85%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205188 |
| &nbsp;&nbsp;&nbsp; 7.02%, 02/08/30, (1-year CMT + 2.20%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 215009 |
| &nbsp;&nbsp;&nbsp; 7.77%, 11/16/28, (1-year CMT + 3.45%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 235 | 249506 |
| State Bank of India/London |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/09/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 199996 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/17/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 407323 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/25/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205084 |
| State Street Bank & Trust Co., 4.78%, 11/23/29 | &nbsp;&nbsp;&nbsp; 255 | 262261 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| State Street Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 02/07/28, (1-day SOFR + 0.73%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $235 | $230969 |
| &nbsp;&nbsp;&nbsp; 2.40%, 01/24/30 | &nbsp;&nbsp;&nbsp; 330 | 311356 |
| &nbsp;&nbsp;&nbsp; 3.03%, 11/01/34, (1-day SOFR + 1.49%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 185 | 175581 |
| &nbsp;&nbsp;&nbsp; 3.15%, 03/30/31, (1-day SOFR + 2.65%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 235 | 226351 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.14%, 12/03/29, (3-mo. CME Term SOFR <br> +1.29%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 155 | 155838 |
| &nbsp;&nbsp;&nbsp; 4.33%, 10/22/27 | &nbsp;&nbsp;&nbsp; 385 | 388550 |
| &nbsp;&nbsp;&nbsp; 4.53%, 02/20/29, (1-day SOFR + 1.02%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 350 | 353947 |
| &nbsp;&nbsp;&nbsp; 4.54%, 02/28/28 | &nbsp;&nbsp;&nbsp; 335 | 339688 |
| &nbsp;&nbsp;&nbsp; 4.54%, 04/24/28, (1-day SOFR + 0.95%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 155 | 156284 |
| &nbsp;&nbsp;&nbsp; 4.73%, 02/28/30 | &nbsp;&nbsp;&nbsp; 225 | 230231 |
| &nbsp;&nbsp;&nbsp; 4.83%, 04/24/30 | &nbsp;&nbsp;&nbsp; 305 | 313428 |
| &nbsp;&nbsp;&nbsp; 4.99%, 03/18/27 | &nbsp;&nbsp;&nbsp; 335 | 339185 |
| &nbsp;&nbsp;&nbsp; 5.68%, 11/21/29, (1-day SOFR + 1.48%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 300 | 313525 |
| &nbsp;&nbsp;&nbsp; 5.82%, 11/04/28, (1-day SOFR + 1.72%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 195 | 201369 |
| Sumitomo Mitsui Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 09/17/28 | &nbsp;&nbsp;&nbsp; 620 | 586822 |
| &nbsp;&nbsp;&nbsp; 2.13%, 07/08/30 | &nbsp;&nbsp;&nbsp; 600 | 546603 |
| &nbsp;&nbsp;&nbsp; 2.47%, 01/14/29 | &nbsp;&nbsp;&nbsp; 200 | 190824 |
| &nbsp;&nbsp;&nbsp; 2.72%, 09/27/29 | &nbsp;&nbsp;&nbsp; 205 | 194360 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/15/30 | &nbsp;&nbsp;&nbsp; 520 | 490630 |
| &nbsp;&nbsp;&nbsp; 3.04%, 07/16/29 | &nbsp;&nbsp;&nbsp; 740 | 712467 |
| &nbsp;&nbsp;&nbsp; 3.35%, 10/18/27 | &nbsp;&nbsp;&nbsp; 312 | 309381 |
| &nbsp;&nbsp;&nbsp; 3.36%, 07/12/27 | &nbsp;&nbsp;&nbsp; 665 | 660473 |
| &nbsp;&nbsp;&nbsp; 3.54%, 01/17/28 | &nbsp;&nbsp;&nbsp; 240 | 238248 |
| &nbsp;&nbsp;&nbsp; 3.94%, 07/19/28 | &nbsp;&nbsp;&nbsp; 200 | 200053 |
| &nbsp;&nbsp;&nbsp; 4.11%, 01/15/29 | &nbsp;&nbsp;&nbsp; 200 | 200017 |
| &nbsp;&nbsp;&nbsp; 4.31%, 10/16/28 | &nbsp;&nbsp;&nbsp; 255 | 256989 |
| &nbsp;&nbsp;&nbsp; 4.49%, 01/15/32, (1-day SOFR + 1.02%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200476 |
| &nbsp;&nbsp;&nbsp; 4.66%, 07/08/31, (1-day SOFR + 1.19%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 250 | 252291 |
| &nbsp;&nbsp;&nbsp; 5.24%, 04/15/30 | &nbsp;&nbsp;&nbsp; 260 | 268940 |
| &nbsp;&nbsp;&nbsp; 5.32%, 07/09/29 | &nbsp;&nbsp;&nbsp; 200 | 206999 |
| &nbsp;&nbsp;&nbsp; 5.52%, 01/13/28 | &nbsp;&nbsp;&nbsp; 680 | 700178 |
| &nbsp;&nbsp;&nbsp; 5.71%, 01/13/30 | &nbsp;&nbsp;&nbsp; 440 | 462132 |
| &nbsp;&nbsp;&nbsp; 5.72%, 09/14/28 | &nbsp;&nbsp;&nbsp; 390 | 405801 |
| &nbsp;&nbsp;&nbsp; 5.80%, 07/13/28 | &nbsp;&nbsp;&nbsp; 200 | 208220 |
| &nbsp;&nbsp;&nbsp; 5.85%, 07/13/30 | &nbsp;&nbsp;&nbsp; 300 | 317762 |
| Sumitomo Mitsui Trust Bank Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 03/10/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 195 | 192693 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/10/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 205 | 206728 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/13/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 185 | 186786 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/10/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 205 | 207020 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/13/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 570 | 579176 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 210 | 213252 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/07/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 230 | 233138 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/07/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205934 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/09/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 185 | 190584 |
| &nbsp;&nbsp;&nbsp; 5.55%, 09/14/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 170 | 176338 |
| Svenska Handelsbanken AB |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 06/10/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 265 | 265481 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/23/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 252726 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/28/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 254248 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 330 | 340868 |
| Swedbank AB |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/20/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 220 | 227005 |
| &nbsp;&nbsp;&nbsp; 5.08%, 05/21/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205892 |
| &nbsp;&nbsp;&nbsp; 5.34%, 09/20/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 300 | 306575 |
| &nbsp;&nbsp;&nbsp; 5.41%, 03/14/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 270 | 279679 |
| Synchrony Bank, 5.63%, 08/23/27 | &nbsp;&nbsp;&nbsp; 280 | 285272 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 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)** |
| TC Ziraat Bankasi AS |  |  |
| &nbsp;&nbsp;&nbsp; 7.25%, 02/04/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; $200 | $207280 |
| &nbsp;&nbsp;&nbsp; 8.00%, 01/16/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 212276 |
| &nbsp;&nbsp;&nbsp; 8.99%, 08/02/34, (5-year CMT + 4.33%)<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 211609 |
| Toronto-Dominion Bank(The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 03/10/27 | &nbsp;&nbsp;&nbsp; 404 | 399426 |
| &nbsp;&nbsp;&nbsp; 3.91%, 01/13/28 | &nbsp;&nbsp;&nbsp; 75 | 75020 |
| &nbsp;&nbsp;&nbsp; 4.11%, 06/08/27 | &nbsp;&nbsp;&nbsp; 535 | 536464 |
| &nbsp;&nbsp;&nbsp; 4.11%, 10/13/28 | &nbsp;&nbsp;&nbsp; 210 | 210428 |
| &nbsp;&nbsp;&nbsp; 4.41%, 01/13/31 | &nbsp;&nbsp;&nbsp; 100 | 100277 |
| &nbsp;&nbsp;&nbsp; 4.57%, 06/02/28 | &nbsp;&nbsp;&nbsp; 200 | 202578 |
| &nbsp;&nbsp;&nbsp; 4.69%, 09/15/27 | &nbsp;&nbsp;&nbsp; 535 | 541512 |
| &nbsp;&nbsp;&nbsp; 4.78%, 12/17/29 | &nbsp;&nbsp;&nbsp; 330 | 337981 |
| &nbsp;&nbsp;&nbsp; 4.81%, 06/03/30 | &nbsp;&nbsp;&nbsp; 390 | 397946 |
| &nbsp;&nbsp;&nbsp; 4.86%, 01/31/28 | &nbsp;&nbsp;&nbsp; 390 | 396573 |
| &nbsp;&nbsp;&nbsp; 4.98%, 04/05/27 | &nbsp;&nbsp;&nbsp; 250 | 253150 |
| &nbsp;&nbsp;&nbsp; 4.99%, 04/05/29 | &nbsp;&nbsp;&nbsp; 355 | 364383 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/10/34, (5-year CMT + 1.50%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 300 | 305114 |
| &nbsp;&nbsp;&nbsp; 5.16%, 01/10/28 | &nbsp;&nbsp;&nbsp; 475 | 485759 |
| &nbsp;&nbsp;&nbsp; 5.52%, 07/17/28 | &nbsp;&nbsp;&nbsp; 350 | 362585 |
| Truist Bank |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 03/11/30 | &nbsp;&nbsp;&nbsp; 355 | 324997 |
| &nbsp;&nbsp;&nbsp; 4.14%, 10/23/29, (1-day SOFR + 0.91%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 250 | 249788 |
| &nbsp;&nbsp;&nbsp; 4.42%, 07/24/28, (1-day SOFR + 0.77%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 250 | 251378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series I, 4.14%, 01/27/29, (1-day SOFR + <br> 0.66%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 250 | 250272 |
| Truist Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 08/03/27 | &nbsp;&nbsp;&nbsp; 250 | 240028 |
| &nbsp;&nbsp;&nbsp; 1.89%, 06/07/29, (1-day SOFR + 0.86%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 315 | 299718 |
| &nbsp;&nbsp;&nbsp; 1.95%, 06/05/30 | &nbsp;&nbsp;&nbsp; 230 | 209109 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/19/29 | &nbsp;&nbsp;&nbsp; 180 | 178197 |
| &nbsp;&nbsp;&nbsp; 4.12%, 06/06/28, (1-day SOFR + 1.37%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 390 | 390864 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/27/32, (1-day SOFR + 0.96%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200519 |
| &nbsp;&nbsp;&nbsp; 4.87%, 01/26/29, (1-day SOFR + 1.44%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 545 | 553449 |
| &nbsp;&nbsp;&nbsp; 5.07%, 05/20/31, (1-day SOFR + 1.31%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 420 | 430422 |
| &nbsp;&nbsp;&nbsp; 5.44%, 01/24/30, (1-day SOFR + 1.62%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 600 | 621009 |
| &nbsp;&nbsp;&nbsp; 7.16%, 10/30/29, (1-day SOFR + 2.45%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 495 | 532810 |
| Turkiye Garanti Bankasi AS |  |  |
| &nbsp;&nbsp;&nbsp; 8.13%, 01/03/35, (5-year CMT + 3.84%)<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 413521 |
| &nbsp;&nbsp;&nbsp; 8.38%, 02/28/34, (5-year CMT + 4.09%)<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 208039 |
| Turkiye Is Bankasi AS, 7.75%, 06/12/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 210662 |
| Turkiye Vakiflar Bankasi TAO |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 01/07/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 204211 |
| &nbsp;&nbsp;&nbsp; 7.25%, 07/31/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 206075 |
| &nbsp;&nbsp;&nbsp; 8.99%, 10/05/34, (5-year CMT + 4.67%)<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 211581 |
| &nbsp;&nbsp;&nbsp; 9.00%, 10/12/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 217026 |
| U.S. Bancorp |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 07/22/30 | &nbsp;&nbsp;&nbsp; 430 | 380600 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/30/29 | &nbsp;&nbsp;&nbsp; 305 | 294009 |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/26/28 | &nbsp;&nbsp;&nbsp; 85 | 85146 |
| &nbsp;&nbsp;&nbsp; 4.48%, 01/26/32, (1-day SOFR + 0.86%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 275 | 275519 |
| &nbsp;&nbsp;&nbsp; 4.55%, 07/22/28, (1-day SOFR + 1.66%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 825 | 831643 |
| &nbsp;&nbsp;&nbsp; 4.65%, 02/01/29, (1-day SOFR + 1.23%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 575 | 581885 |
| &nbsp;&nbsp;&nbsp; 5.05%, 02/12/31, (1-day SOFR + 1.06%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 425 | 436219 |
| &nbsp;&nbsp;&nbsp; 5.08%, 05/15/31, (1-day SOFR + 1.30%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 400 | 411223 |
| &nbsp;&nbsp;&nbsp; 5.10%, 07/23/30, (1-day SOFR + 1.25%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 415 | 427172 |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/23/30, (1-day SOFR + 1.56%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 435 | 450087 |
| &nbsp;&nbsp;&nbsp; 5.78%, 06/12/29, (1-day SOFR + 2.02%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 660 | 685075 |
| &nbsp;&nbsp;&nbsp; Series X, 3.15%, 04/27/27 | &nbsp;&nbsp;&nbsp; 390 | 387239 |
| UBS AG/London, 5.65%, 09/11/28 | &nbsp;&nbsp;&nbsp; 275 | 286847 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| UBS Group AG |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/13/30, (3-mo. SOFR US + 1.73%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; $545 | $523584 |
| &nbsp;&nbsp;&nbsp; 3.87%, 01/12/29, (3-mo. SOFR US + 1.67%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 715 | 711347 |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/23/29, (1-day SOFR + 0.84%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 199746 |
| &nbsp;&nbsp;&nbsp; 4.19%, 04/01/31, (1-day SOFR + 3.73%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 1050 | 1039604 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/23/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 565 | 566103 |
| &nbsp;&nbsp;&nbsp; 4.28%, 01/09/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 760 | 761659 |
| &nbsp;&nbsp;&nbsp; 4.40%, 09/23/31, (1-day SOFR + 1.06%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 405 | 402807 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/12/28, (1-year CMT + 1.75%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 380 | 382992 |
| &nbsp;&nbsp;&nbsp; 5.43%, 02/08/30, (1-year CMT + 1.52%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 850 | 878223 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.62%, 09/13/30, (1-year USD ICE Swap + <br> 1.34%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 465 | 485788 |
| &nbsp;&nbsp;&nbsp; 6.25%, 09/22/29, (1-year CMT + 1.80%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 475 | 499382 |
| &nbsp;&nbsp;&nbsp; 6.44%, 08/11/28, (1-day SOFR + 3.70%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 515 | 532411 |
| UniCredit SpA |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 04/12/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 70 | 70436 |
| &nbsp;&nbsp;&nbsp; 5.46%, 06/30/35, (5-year CMT + 4.75%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 520 | 530815 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.86%, 06/19/32, (5-year USD ICE Swap + <br> 3.70%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 330 | 335456 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.30%, 04/02/34, (5-year USD ICE Swap + <br> 4.91%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 350 | 375199 |
| United Overseas Bank Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.86%, 10/07/32, (5-year CMT + 1.45%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 205 | 203480 |
| &nbsp;&nbsp;&nbsp; 4.40%, 04/02/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202321 |
| Warba Sukuk Ltd., 5.35%, 07/10/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205155 |
| Webster Financial Corp., 4.10%, 03/25/29 | &nbsp;&nbsp;&nbsp; 100 | 99095 |
| Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.39%, 06/02/28, (1-day SOFR + 2.10%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1160 | 1135702 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.57%, 02/11/31, (3-mo. CME Term SOFR + <br> 1.26%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 1040 | 971429 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 10/30/30, (3-mo. CME Term SOFR + <br> 1.43%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 1140 | 1085644 |
| &nbsp;&nbsp;&nbsp; 3.53%, 03/24/28, (1-day SOFR + 1.51%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1305 | 1297940 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.58%, 05/22/28, (3-mo. CME Term SOFR <br> +1.57%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 985 | 979578 |
| &nbsp;&nbsp;&nbsp; 4.08%, 09/15/29, (1-day SOFR + 0.88%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 815 | 813977 |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/24/29 | &nbsp;&nbsp;&nbsp; 945 | 949114 |
| &nbsp;&nbsp;&nbsp; 4.18%, 01/23/30, (1-day SOFR + 0.74%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 570 | 570367 |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/22/27 | &nbsp;&nbsp;&nbsp; 780 | 783609 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.48%, 04/04/31, (3-mo. CME Term SOFR + <br> 4.03%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 950 | 954153 |
| &nbsp;&nbsp;&nbsp; 4.81%, 07/25/28, (1-day SOFR + 1.98%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1019 | 1030542 |
| &nbsp;&nbsp;&nbsp; 4.97%, 04/23/29, (1-day SOFR + 1.37%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 895 | 911803 |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/23/31, (1-day SOFR + 1.50%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1360 | 1400528 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/23/30, (1-day SOFR + 1.50%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 885 | 911327 |
| &nbsp;&nbsp;&nbsp; 5.24%, 01/24/31, (1-day SOFR + 1.11%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1160 | 1198141 |
| &nbsp;&nbsp;&nbsp; 5.57%, 07/25/29, (1-day SOFR + 1.74%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1475 | 1526183 |
| &nbsp;&nbsp;&nbsp; 5.71%, 04/22/28, (1-day SOFR + 0.07%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 990 | 1009930 |
| &nbsp;&nbsp;&nbsp; 6.30%, 10/23/29, (1-day SOFR + 1.79%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 970 | 1024156 |
| &nbsp;&nbsp;&nbsp; Series B, 7.95%, 11/15/29 | &nbsp;&nbsp;&nbsp; 105 | 118245 |
| &nbsp;&nbsp;&nbsp; Western Alliance Bank, 6.54%, 11/15/35, (5-year <br> CMT + 2.85%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 150 | 151704 |
| Westpac Banking Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 11/20/28 | &nbsp;&nbsp;&nbsp; 415 | 394638 |
| &nbsp;&nbsp;&nbsp; 2.65%, 01/16/30 | &nbsp;&nbsp;&nbsp; 245 | 232323 |
| &nbsp;&nbsp;&nbsp; 2.67%, 11/15/35, (5-year CMT + 1.75%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 250 | 226905 |
| &nbsp;&nbsp;&nbsp; 3.35%, 03/08/27 | &nbsp;&nbsp;&nbsp; 330 | 328602 |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/25/28 | &nbsp;&nbsp;&nbsp; 385 | 382270 |
| &nbsp;&nbsp;&nbsp; 4.04%, 08/26/27 | &nbsp;&nbsp;&nbsp; 430 | 432217 |
| &nbsp;&nbsp;&nbsp; 4.11%, 07/24/34, (5-year CMT + 2.00%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 350 | 344899 |
| &nbsp;&nbsp;&nbsp; 4.35%, 07/01/30 | &nbsp;&nbsp;&nbsp; 255 | 256937 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 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)** |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/16/29 | &nbsp;&nbsp;&nbsp; $255 | $263800 |
| &nbsp;&nbsp;&nbsp; 5.46%, 11/18/27 | &nbsp;&nbsp;&nbsp; 387 | 398227 |
| &nbsp;&nbsp;&nbsp; 5.54%, 11/17/28 | &nbsp;&nbsp;&nbsp; 325 | 339321 |
| Westpac New Zealand Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.22%, 09/16/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 198840 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 260 | 264417 |
| &nbsp;&nbsp;&nbsp; 4.94%, 02/27/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 205 | 209589 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/26/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202493 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/28/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 260 | 268103 |
| Wintrust Financial Corp., 4.85%, 06/06/29 | &nbsp;&nbsp;&nbsp; 55 | 54863 |
| Woori Bank |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/24/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203837 |
| &nbsp;&nbsp;&nbsp; 4.88%, 01/26/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203446 |
| Yapi ve Kredi Bankasi A/S |  |  |
| &nbsp;&nbsp;&nbsp; 7.13%, 10/10/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 207069 |
| &nbsp;&nbsp;&nbsp; 9.25%, 10/16/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 219065 |
| &nbsp;&nbsp;&nbsp; 9.25%, 01/17/34, (5-year CMT + 5.28%)<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 425079 |
| Zions Bancorp N.A., 3.25%, 10/29/29 | &nbsp;&nbsp;&nbsp; 5 | 4721 |
|  |  | 405654070 |
| **Beverages — 0.4%** | **Beverages — 0.4%** | **Beverages — 0.4%** |
| &nbsp;&nbsp;&nbsp; Anadolu Efes Biracilik Ve Malt Sanayii A/S, 3.38%, <br> 06/29/28<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 187123 |
| Anheuser-Busch InBev Worldwide, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/30 | &nbsp;&nbsp;&nbsp; 520 | 508005 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/23/29 | &nbsp;&nbsp;&nbsp; 917 | 935905 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/23/31 | &nbsp;&nbsp;&nbsp; 250 | 258298 |
| Bacardi Ltd., 4.70%, 05/15/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 305 | 307604 |
| Bacardi Ltd./Bacardi-Martini BV, 5.25%, 01/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 152820 |
| Bacardi-Martini BV, 5.55%, 02/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 205 | 211233 |
| &nbsp;&nbsp;&nbsp; Central American Bottling Corp./CBC Bottling <br> Holdco SL/Beliv Holdco SL, 5.25%, 04/27/29<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 300 | 298055 |
| Coca-Cola Co.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 03/15/28 | &nbsp;&nbsp;&nbsp; 334 | 316054 |
| &nbsp;&nbsp;&nbsp; 1.45%, 06/01/27 | &nbsp;&nbsp;&nbsp; 605 | 588363 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/05/28 | &nbsp;&nbsp;&nbsp; 90 | 86150 |
| &nbsp;&nbsp;&nbsp; 1.65%, 06/01/30 | &nbsp;&nbsp;&nbsp; 450 | 407818 |
| &nbsp;&nbsp;&nbsp; 2.13%, 09/06/29 | &nbsp;&nbsp;&nbsp; 350 | 330188 |
| &nbsp;&nbsp;&nbsp; 2.90%, 05/25/27 | &nbsp;&nbsp;&nbsp; 150 | 148647 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/25/27 | &nbsp;&nbsp;&nbsp; 400 | 398942 |
| &nbsp;&nbsp;&nbsp; 3.45%, 03/25/30 | &nbsp;&nbsp;&nbsp; 425 | 416358 |
| Coca-Cola Consolidated, Inc., 5.25%, 06/01/29 | &nbsp;&nbsp;&nbsp; 170 | 175501 |
| Coca-Cola Femsa SAB de CV, 2.75%, 01/22/30 | &nbsp;&nbsp;&nbsp; 250 | 236237 |
| Coca-Cola Icecek A/S, 4.50%, 01/20/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 197442 |
| Constellation Brands, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/01/30 | &nbsp;&nbsp;&nbsp; 190 | 179331 |
| &nbsp;&nbsp;&nbsp; 3.15%, 08/01/29 | &nbsp;&nbsp;&nbsp; 295 | 284882 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/09/27 | &nbsp;&nbsp;&nbsp; 215 | 213709 |
| &nbsp;&nbsp;&nbsp; 3.60%, 02/15/28 | &nbsp;&nbsp;&nbsp; 280 | 277889 |
| &nbsp;&nbsp;&nbsp; 4.35%, 05/09/27 | &nbsp;&nbsp;&nbsp; 249 | 249928 |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/15/28 | &nbsp;&nbsp;&nbsp; 95 | 96238 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/15/29 | &nbsp;&nbsp;&nbsp; 165 | 167814 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/01/30 | &nbsp;&nbsp;&nbsp; 95 | 96617 |
| Diageo Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/29/30 | &nbsp;&nbsp;&nbsp; 300 | 274530 |
| &nbsp;&nbsp;&nbsp; 2.38%, 10/24/29 | &nbsp;&nbsp;&nbsp; 325 | 306098 |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/18/28 | &nbsp;&nbsp;&nbsp; 185 | 185009 |
| &nbsp;&nbsp;&nbsp; 5.30%, 10/24/27 | &nbsp;&nbsp;&nbsp; 305 | 312306 |
| Diageo Investment Corp., 5.13%, 08/15/30 | &nbsp;&nbsp;&nbsp; 250 | 258646 |
| Heineken NV, 3.50%, 01/29/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 415 | 410936 |
| Keurig Dr Pepper, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 05/01/30 | &nbsp;&nbsp;&nbsp; 220 | 209155 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Beverages (continued)** | **Beverages (continued)** | **Beverages (continued)** |
| &nbsp;&nbsp;&nbsp; 3.43%, 06/15/27 | &nbsp;&nbsp;&nbsp; $135 | $133906 |
| &nbsp;&nbsp;&nbsp; 3.95%, 04/15/29 | &nbsp;&nbsp;&nbsp; 355 | 351701 |
| &nbsp;&nbsp;&nbsp; 4.35%, 05/15/28 | &nbsp;&nbsp;&nbsp; 145 | 145612 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/25/28 | &nbsp;&nbsp;&nbsp; 530 | 534466 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/30 | &nbsp;&nbsp;&nbsp; 155 | 155657 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/29 | &nbsp;&nbsp;&nbsp; 270 | 275697 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/15/27 | &nbsp;&nbsp;&nbsp; 165 | 166779 |
| Pepsico Singapore Financing I Pte Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/16/29 | &nbsp;&nbsp;&nbsp; 225 | 228786 |
| &nbsp;&nbsp;&nbsp; 4.65%, 02/16/27 | &nbsp;&nbsp;&nbsp; 165 | 166349 |
| PepsiCo, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 05/01/30 | &nbsp;&nbsp;&nbsp; 300 | 271924 |
| &nbsp;&nbsp;&nbsp; 2.63%, 03/19/27 | &nbsp;&nbsp;&nbsp; 30 | 29634 |
| &nbsp;&nbsp;&nbsp; 2.63%, 07/29/29 | &nbsp;&nbsp;&nbsp; 305 | 291669 |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/19/30 | &nbsp;&nbsp;&nbsp; 550 | 523079 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/15/27 | &nbsp;&nbsp;&nbsp; 430 | 425732 |
| &nbsp;&nbsp;&nbsp; 3.60%, 02/18/28 | &nbsp;&nbsp;&nbsp; 340 | 339295 |
| &nbsp;&nbsp;&nbsp; 4.10%, 01/15/29 | &nbsp;&nbsp;&nbsp; 195 | 196434 |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/23/30 | &nbsp;&nbsp;&nbsp; 275 | 277695 |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/07/27 | &nbsp;&nbsp;&nbsp; 175 | 176120 |
| &nbsp;&nbsp;&nbsp; 4.45%, 02/07/28 | &nbsp;&nbsp;&nbsp; 225 | 228149 |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/15/28 | &nbsp;&nbsp;&nbsp; 250 | 253893 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/17/29 | &nbsp;&nbsp;&nbsp; 350 | 356872 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/07/30 | &nbsp;&nbsp;&nbsp; 310 | 316650 |
| &nbsp;&nbsp;&nbsp; 7.00%, 03/01/29 | &nbsp;&nbsp;&nbsp; 230 | 250177 |
| &nbsp;&nbsp;&nbsp; Pernod Ricard International Finance LLC, 1.25%, <br> 04/01/28<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 210 | 197889 |
| &nbsp;&nbsp;&nbsp; Primo Water Holdings, Inc./Triton Water <br> Holdings, Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/30/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 235 | 229742 |
| &nbsp;&nbsp;&nbsp; 6.25%, 04/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 235 | 235375 |
| Suntory Holdings Ltd., 5.12%, 06/11/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 205 | 210090 |
|  |  | 16653203 |
| **Biotechnology — 0.2%** | **Biotechnology — 0.2%** | **Biotechnology — 0.2%** |
| Amgen, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 08/15/28 | &nbsp;&nbsp;&nbsp; 480 | 453996 |
| &nbsp;&nbsp;&nbsp; 2.20%, 02/21/27 | &nbsp;&nbsp;&nbsp; 580 | 570055 |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/21/30 | &nbsp;&nbsp;&nbsp; 420 | 392711 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/22/29 | &nbsp;&nbsp;&nbsp; 425 | 412626 |
| &nbsp;&nbsp;&nbsp; 3.20%, 11/02/27 | &nbsp;&nbsp;&nbsp; 200 | 197843 |
| &nbsp;&nbsp;&nbsp; 4.05%, 08/18/29 | &nbsp;&nbsp;&nbsp; 430 | 429840 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/02/28 | &nbsp;&nbsp;&nbsp; 1240 | 1269221 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/02/30 | &nbsp;&nbsp;&nbsp; 895 | 928741 |
| Biocon Biologics Global PLC, 6.67%, 10/09/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202754 |
| Biogen, Inc., 2.25%, 05/01/30 | &nbsp;&nbsp;&nbsp; 460 | 422855 |
| Bio-Rad Laboratories, Inc., 3.30%, 03/15/27 | &nbsp;&nbsp;&nbsp; 190 | 188558 |
| CSL Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/27/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 195 | 194767 |
| &nbsp;&nbsp;&nbsp; 4.05%, 04/27/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 34898 |
| Emergent BioSolutions, Inc., 3.88%, 08/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 135 | 120422 |
| Gilead Sciences, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.20%, 10/01/27 | &nbsp;&nbsp;&nbsp; 255 | 244713 |
| &nbsp;&nbsp;&nbsp; 1.65%, 10/01/30 | &nbsp;&nbsp;&nbsp; 350 | 313565 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/01/27 | &nbsp;&nbsp;&nbsp; 480 | 475938 |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/15/29 | &nbsp;&nbsp;&nbsp; 195 | 200297 |
| Illumina, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 12/12/30 | &nbsp;&nbsp;&nbsp; 125 | 126275 |
| &nbsp;&nbsp;&nbsp; 5.75%, 12/13/27 | &nbsp;&nbsp;&nbsp; 140 | 144123 |
| Regeneron Pharmaceuticals, Inc., 1.75%, 09/15/30 | &nbsp;&nbsp;&nbsp; 265 | 237160 |
| Royalty Pharma PLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/02/27 | &nbsp;&nbsp;&nbsp; 262 | 252872 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 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; 2.20%, 09/02/30 | &nbsp;&nbsp;&nbsp; $35 | $31819 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/02/29 | &nbsp;&nbsp;&nbsp; 230 | 236866 |
|  |  | 8082915 |
| **Building Materials — 0.3%** | **Building Materials — 0.3%** | **Building Materials — 0.3%** |
| ACProducts Holdings, Inc., 6.38%, 05/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 165 | 79472 |
| Amrize Finance U.S. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/07/27 | &nbsp;&nbsp;&nbsp; 255 | 256695 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/07/28 | &nbsp;&nbsp;&nbsp; 55 | 55759 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/07/30 | &nbsp;&nbsp;&nbsp; 300 | 307103 |
| Boise Cascade Co., 4.88%, 07/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 120 | 119662 |
| Builders FirstSource, Inc., 5.00%, 03/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 175 | 174329 |
| &nbsp;&nbsp;&nbsp; Camelot Return Merger Sub, Inc., 8.75%, <br> 08/01/28<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; 215 | 166910 |
| Carlisle Companies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/01/30 | &nbsp;&nbsp;&nbsp; 220 | 207850 |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/01/27 | &nbsp;&nbsp;&nbsp; 295 | 293903 |
| Carrier Global Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.49%, 02/15/27 | &nbsp;&nbsp;&nbsp; 380 | 374778 |
| &nbsp;&nbsp;&nbsp; 2.72%, 02/15/30 | &nbsp;&nbsp;&nbsp; 605 | 570100 |
| Cemex SAB de CV |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/17/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202472 |
| &nbsp;&nbsp;&nbsp; 7.20%, (5-year CMT + 3.52%)<sup>(a)(d)(i)</sup> | &nbsp;&nbsp;&nbsp; 400 | 419023 |
| Cornerstone Building Brands, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 01/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 120 | 52913 |
| &nbsp;&nbsp;&nbsp; 9.50%, 08/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 205 | 154883 |
| CP Atlas Buyer, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 9.75%, 07/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 145 | 150824 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12.75%, 01/15/31, (7.00 % in Cash and 5.75 % in <br> PIK)<sup>(b)(h)</sup><br>| &nbsp;&nbsp;&nbsp; 154 | 141833 |
| CRH America Finance, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 05/09/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 210 | 208563 |
| &nbsp;&nbsp;&nbsp; 3.95%, 04/04/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 230 | 229490 |
| CRH SMW Finance DAC |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 01/09/30 | &nbsp;&nbsp;&nbsp; 360 | 370993 |
| &nbsp;&nbsp;&nbsp; 5.20%, 05/21/29 | &nbsp;&nbsp;&nbsp; 200 | 206460 |
| &nbsp;&nbsp;&nbsp; EMRLD Borrower LP/Emerald Co-Issuer, Inc., <br> 6.63%, 12/15/30<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 855 | 886326 |
| Fortune Brands Innovations, Inc., 3.25%, 09/15/29 | &nbsp;&nbsp;&nbsp; 180 | 173797 |
| Griffon Corp., 5.75%, 03/01/28 | &nbsp;&nbsp;&nbsp; 295 | 294855 |
| &nbsp;&nbsp;&nbsp; James Hardie International Finance DAC, 5.00%, <br> 01/15/28<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 70 | 69876 |
| Jeld-Wen, Inc., 4.88%, 12/15/27<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 125 | 109797 |
| JH North America Holdings, Inc., 5.88%, 01/31/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10175 |
| &nbsp;&nbsp;&nbsp; Johnson Controls International PLC/Tyco Fire & <br> Security Finance SCA<br>|  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/15/30 | &nbsp;&nbsp;&nbsp; 20 | 17878 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/19/29 | &nbsp;&nbsp;&nbsp; 240 | 250110 |
| &nbsp;&nbsp;&nbsp; Knowledge City Guangzhou Investment Group Co. <br> Ltd., 5.40%, 03/11/28<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 203759 |
| Lennox International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 08/01/27 | &nbsp;&nbsp;&nbsp; 140 | 135395 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/15/28 | &nbsp;&nbsp;&nbsp; 230 | 237435 |
| &nbsp;&nbsp;&nbsp; Limak Cimento Sanayi ve Ticaret AS, 9.75%, <br> 07/25/29<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 203589 |
| Louisiana-Pacific Corp., 3.63%, 03/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 115 | 111588 |
| Martin Marietta Materials, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 06/01/27 | &nbsp;&nbsp;&nbsp; 35 | 34801 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/15/27 | &nbsp;&nbsp;&nbsp; 265 | 263038 |
| &nbsp;&nbsp;&nbsp; Series CB, 2.50%, 03/15/30 | &nbsp;&nbsp;&nbsp; 170 | 158630 |
| Masco Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 02/15/28 | &nbsp;&nbsp;&nbsp; 235 | 223506 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Building Materials (continued)** | **Building Materials (continued)** | **Building Materials (continued)** |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/15/27 | &nbsp;&nbsp;&nbsp; $75 | $74373 |
| &nbsp;&nbsp;&nbsp; MIWD Holdco II LLC/MIWD Finance Corp., 5.50%, <br> 02/01/30<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 160 | 155239 |
| Mohawk Industries, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/15/30 | &nbsp;&nbsp;&nbsp; 155 | 150772 |
| &nbsp;&nbsp;&nbsp; 5.85%, 09/18/28 | &nbsp;&nbsp;&nbsp; 260 | 271145 |
| New Enterprise Stone & Lime Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 205 | 205105 |
| &nbsp;&nbsp;&nbsp; 9.75%, 07/15/28<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 80 | 80622 |
| &nbsp;&nbsp;&nbsp; Oscar AcquisitionCo LLC/Oscar Finance, Inc., <br> 9.50%, 04/15/30<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 180 | 106203 |
| Owens Corning |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/30 | &nbsp;&nbsp;&nbsp; 170 | 165126 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/01/30 | &nbsp;&nbsp;&nbsp; 135 | 132321 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/15/29 | &nbsp;&nbsp;&nbsp; 105 | 104270 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/27 | &nbsp;&nbsp;&nbsp; 110 | 112123 |
| Sisecam U.K. PLC, 8.25%, 05/02/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205847 |
| &nbsp;&nbsp;&nbsp; Smyrna Ready Mix Concrete LLC, 6.00%, <br> 11/01/28<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 325 | 326203 |
| Standard Industries, Inc./New York |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 01/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 350 | 322953 |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 475 | 458715 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 340 | 338426 |
| &nbsp;&nbsp;&nbsp; Trane Technologies Financing Ltd., 3.80%, <br> 03/21/29<br>| &nbsp;&nbsp;&nbsp; 180 | 179318 |
| Trane Technologies Holdco, Inc., 3.75%, 08/21/28 | &nbsp;&nbsp;&nbsp; 205 | 204930 |
| Vulcan Materials Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/30 | &nbsp;&nbsp;&nbsp; 200 | 193755 |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/01/27 | &nbsp;&nbsp;&nbsp; 85 | 85008 |
| &nbsp;&nbsp;&nbsp; 4.95%, 12/01/29 | &nbsp;&nbsp;&nbsp; 160 | 164125 |
|  |  | 12165149 |
| **Chemicals — 0.5%** | **Chemicals — 0.5%** | **Chemicals — 0.5%** |
| &nbsp;&nbsp;&nbsp; Advancion Sciences, Inc., 9.25%, 11/01/26, (9.25 % <br> PIK)<sup>(b)(h)</sup><br>| &nbsp;&nbsp;&nbsp; 25 | 21523 |
| Air Liquide Finance SA, 2.25%, 09/10/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 265 | 248654 |
| Air Products and Chemicals, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.85%, 05/15/27 | &nbsp;&nbsp;&nbsp; 50 | 48834 |
| &nbsp;&nbsp;&nbsp; 2.05%, 05/15/30 | &nbsp;&nbsp;&nbsp; 300 | 276241 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/11/28 | &nbsp;&nbsp;&nbsp; 105 | 106014 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/08/29 | &nbsp;&nbsp;&nbsp; 367 | 373757 |
| Albemarle Corp., 4.65%, 06/01/27 | &nbsp;&nbsp;&nbsp; 270 | 271784 |
| Alpek SAB de CV, 4.25%, 09/18/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 186970 |
| Axalta Coating Systems LLC, 3.38%, 02/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 245 | 235804 |
| &nbsp;&nbsp;&nbsp; Axalta Coating Systems LLC/Axalta Coating <br> Systems Dutch Holding B BV, 4.75%, 06/15/27<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 150 | 149645 |
| Bayport Polymers LLC, 4.74%, 04/14/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 55 | 55159 |
| Braskem Netherlands Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/10/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 181453 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/31/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 172596 |
| Cabot Corp., 4.00%, 07/01/29 | &nbsp;&nbsp;&nbsp; 65 | 64444 |
| Celanese U.S. Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 04/15/30 | &nbsp;&nbsp;&nbsp; 225 | 228690 |
| &nbsp;&nbsp;&nbsp; 6.85%, 11/15/28 | &nbsp;&nbsp;&nbsp; 209 | 219434 |
| &nbsp;&nbsp;&nbsp; 7.05%, 11/15/30 | &nbsp;&nbsp;&nbsp; 305 | 322283 |
| &nbsp;&nbsp;&nbsp; 7.33%, 07/15/29 | &nbsp;&nbsp;&nbsp; 230 | 241841 |
| Chemours Co.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 186573 |
| &nbsp;&nbsp;&nbsp; 5.38%, 05/15/27 | &nbsp;&nbsp;&nbsp; 190 | 191285 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 265 | 262977 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 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; Chevron Phillips Chemical Co. LLC/Chevron Phillips <br> Chemical Co. LP<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $110 | $108866 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 126570 |
| CNAC HK Finbridge Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/19/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 395204 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/19/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 600 | 600420 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/14/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 600 | 611770 |
| &nbsp;&nbsp;&nbsp; Consolidated Energy Finance SA, 5.63%, <br> 10/15/28<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 210 | 173556 |
| &nbsp;&nbsp;&nbsp; CVR Partners LP/CVR Nitrogen Finance Corp., <br> 6.13%, 06/15/28<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 184 | 184370 |
| Dow Chemical Co.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/30/28 | &nbsp;&nbsp;&nbsp; 190 | 193275 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/15/31 | &nbsp;&nbsp;&nbsp; 265 | 264050 |
| &nbsp;&nbsp;&nbsp; 7.38%, 11/01/29 | &nbsp;&nbsp;&nbsp; 236 | 260138 |
| DuPont de Nemours, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.73%, 11/15/28<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 40 | 40767 |
| &nbsp;&nbsp;&nbsp; 4.73%, 11/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 231 | 234042 |
| Eastman Chemical Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/01/28 | &nbsp;&nbsp;&nbsp; 180 | 181755 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/01/29 | &nbsp;&nbsp;&nbsp; 245 | 250254 |
| Ecolab, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 02/01/27 | &nbsp;&nbsp;&nbsp; 355 | 347796 |
| &nbsp;&nbsp;&nbsp; 3.25%, 12/01/27 | &nbsp;&nbsp;&nbsp; 80 | 79449 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/15/28 | &nbsp;&nbsp;&nbsp; 30 | 30301 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/24/30 | &nbsp;&nbsp;&nbsp; 240 | 246022 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/28 | &nbsp;&nbsp;&nbsp; 390 | 400529 |
| EIDP, Inc., 2.30%, 07/15/30 | &nbsp;&nbsp;&nbsp; 65 | 60158 |
| Element Solutions, Inc., 3.88%, 09/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 285 | 277968 |
| FMC Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 10/01/29 | &nbsp;&nbsp;&nbsp; 185 | 165607 |
| &nbsp;&nbsp;&nbsp; 8.45%, 11/01/55, (5-year CMT + 4.37%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 100 | 80570 |
| &nbsp;&nbsp;&nbsp; GC Treasury Center Co. Ltd., 6.50%, , (5-year CMT <br> + 2.82%)<sup>(a)(d)(i)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 202329 |
| HB Fuller Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/15/27 | &nbsp;&nbsp;&nbsp; 85 | 84006 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/15/28 | &nbsp;&nbsp;&nbsp; 90 | 88530 |
| Herens Holdco SARL, 4.75%, 05/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 135 | 118818 |
| Huntsman International LLC, 4.50%, 05/01/29 | &nbsp;&nbsp;&nbsp; 230 | 221547 |
| INEOS Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 05/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 155 | 136869 |
| &nbsp;&nbsp;&nbsp; 7.50%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 260 | 221048 |
| INEOS Quattro Finance 2 PLC, 9.63%, 03/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 155 | 123035 |
| Ingevity Corp., 3.88%, 11/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 180 | 174955 |
| Innophos Holdings, Inc., 11.50%, 06/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 161 | 158820 |
| International Flavors & Fragrances, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.83%, 10/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 300 | 288637 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/26/28 | &nbsp;&nbsp;&nbsp; 75 | 75342 |
| Kraton Corp., 5.00%, 07/15/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202656 |
| LG Chem Ltd., 3.63%, 04/15/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 195341 |
| Linde, Inc./CT, 1.10%, 08/10/30 | &nbsp;&nbsp;&nbsp; 37 | 32508 |
| LYB Finance Co. BV, 8.10%, 03/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 91 | 94718 |
| LYB International Finance II BV, 3.50%, 03/02/27 | &nbsp;&nbsp;&nbsp; 235 | 233795 |
| LYB International Finance III LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 10/01/30 | &nbsp;&nbsp;&nbsp; 115 | 102626 |
| &nbsp;&nbsp;&nbsp; 5.13%, 01/15/31 | &nbsp;&nbsp;&nbsp; 35 | 35172 |
| Ma'aden Sukuk Ltd., 5.25%, 02/13/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 204904 |
| Mativ Holdings, Inc., 8.00%, 10/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 115 | 115953 |
| MEGlobal BV, 2.63%, 04/28/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 192218 |
| MEGlobal Canada ULC, 5.88%, 05/18/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 209752 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Chemicals (continued)** | **Chemicals (continued)** | **Chemicals (continued)** |
| Methanex Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 10/15/27 | &nbsp;&nbsp;&nbsp; $220 | $220675 |
| &nbsp;&nbsp;&nbsp; 5.25%, 12/15/29 | &nbsp;&nbsp;&nbsp; 205 | 206163 |
| Minerals Technologies, Inc., 5.00%, 07/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 135 | 134490 |
| &nbsp;&nbsp;&nbsp; Momentive Performance Materials, Inc., 4.13%, <br> 10/22/28<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 199553 |
| Mosaic Co.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 11/15/27 | &nbsp;&nbsp;&nbsp; 230 | 230133 |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/15/29 | &nbsp;&nbsp;&nbsp; 50 | 50166 |
| &nbsp;&nbsp;&nbsp; 4.60%, 11/15/30 | &nbsp;&nbsp;&nbsp; 40 | 40107 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/15/28 | &nbsp;&nbsp;&nbsp; 177 | 182630 |
| &nbsp;&nbsp;&nbsp; Nufarm Australia Ltd./Nufarm Americas, Inc., 5.00%, <br> 01/27/30<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 115 | 106006 |
| Nutrien Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 05/13/30 | &nbsp;&nbsp;&nbsp; 165 | 156109 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/01/29 | &nbsp;&nbsp;&nbsp; 250 | 249983 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/12/27 | &nbsp;&nbsp;&nbsp; 125 | 125672 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/27/28 | &nbsp;&nbsp;&nbsp; 215 | 218733 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/21/27 | &nbsp;&nbsp;&nbsp; 240 | 243725 |
| OCP SA, 6.10%, 04/30/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 207962 |
| Olin Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/01/30 | &nbsp;&nbsp;&nbsp; 155 | 151421 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/01/29<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 230 | 230891 |
| Olympus Water U.S. Holding Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 255 | 247062 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 120 | 117911 |
| &nbsp;&nbsp;&nbsp; Orbia Advance Corp. SAB de CV, 6.80%, <br> 05/13/30<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 201876 |
| PPG Industries, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 06/15/30 | &nbsp;&nbsp;&nbsp; 100 | 93278 |
| &nbsp;&nbsp;&nbsp; 2.80%, 08/15/29 | &nbsp;&nbsp;&nbsp; 55 | 52665 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/15/28 | &nbsp;&nbsp;&nbsp; 125 | 124686 |
| Rain Carbon, Inc., 12.25%, 09/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 140 | 148977 |
| RPM International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/15/27 | &nbsp;&nbsp;&nbsp; 150 | 149459 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/01/29 | &nbsp;&nbsp;&nbsp; 115 | 116358 |
| SABIC Capital II BV, 4.50%, 10/10/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 402582 |
| Sasol Financing USA LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 09/27/28 | &nbsp;&nbsp;&nbsp; 200 | 198767 |
| &nbsp;&nbsp;&nbsp; 8.75%, 05/03/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 410647 |
| SCIH Salt Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 365 | 363588 |
| &nbsp;&nbsp;&nbsp; 6.63%, 05/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200004 |
| Sherwin-Williams Co.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 05/15/30 | &nbsp;&nbsp;&nbsp; 150 | 138302 |
| &nbsp;&nbsp;&nbsp; 2.95%, 08/15/29 | &nbsp;&nbsp;&nbsp; 255 | 245184 |
| &nbsp;&nbsp;&nbsp; 3.45%, 06/01/27 | &nbsp;&nbsp;&nbsp; 600 | 596395 |
| &nbsp;&nbsp;&nbsp; 4.30%, 08/15/28 | &nbsp;&nbsp;&nbsp; 165 | 166167 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/30 | &nbsp;&nbsp;&nbsp; 115 | 116001 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/01/28 | &nbsp;&nbsp;&nbsp; 50 | 50635 |
| &nbsp;&nbsp;&nbsp; SK Invictus Intermediate II SARL, 5.00%, <br> 10/30/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 225 | 221816 |
| SNF Group SACA |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 03/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 130 | 128001 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 105 | 98679 |
| &nbsp;&nbsp;&nbsp; Sociedad Quimica y Minera de Chile SA, 4.25%, <br> 05/07/29<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 199475 |
| Syensqo Finance America LLC, 5.65%, 06/04/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 245 | 253822 |
| Tronox, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/15/29<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 360 | 276484 |
| &nbsp;&nbsp;&nbsp; 9.13%, 09/30/30<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 120 | 118915 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 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)** |
| Vibrantz Technologies, Inc., 9.00%, 02/15/30<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; $230 | $86538 |
| Westlake Corp., 3.38%, 06/15/30 | &nbsp;&nbsp;&nbsp; 115 | 110121 |
| WR Grace Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 190 | 190000 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 350 | 334751 |
| &nbsp;&nbsp;&nbsp; Xianjin Industry Investment Co. Ltd., 4.75%, <br> 04/16/28<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 200848 |
| Yara International ASA |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 06/04/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 188372 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 350 | 353703 |
| YPF SA, 9.00%, 06/30/29<sup>(a)(d)(j)</sup> | &nbsp;&nbsp;&nbsp; 200 | 207441 |
|  |  | 22936906 |
| **Coal — 0.0%** | **Coal — 0.0%** | **Coal — 0.0%** |
| &nbsp;&nbsp;&nbsp; Alliance Resource Operating Partners LP/Alliance <br> Resource Finance Corp., 8.63%, 06/15/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 120 | 126372 |
| Coronado Finance Pty Ltd., 9.25%, 10/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 135 | 127537 |
| SunCoke Energy, Inc., 4.88%, 06/30/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 170 | 160185 |
| Warrior Met Coal, Inc., 7.88%, 12/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 45 | 45854 |
|  |  | 459948 |
| **Commercial Services — 0.7%** | **Commercial Services — 0.7%** | **Commercial Services — 0.7%** |
| Adani Ports & Special Economic Zone Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/30/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 196981 |
| &nbsp;&nbsp;&nbsp; 4.20%, 08/04/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 197252 |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/03/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 194624 |
| ADT Security Corp. (The), 4.13%, 08/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 275 | 267801 |
| Adtalem Global Education, Inc., 5.50%, 03/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 136 | 135882 |
| &nbsp;&nbsp;&nbsp; Albion Financing 1 Sarl/Aggreko Holdings, Inc., <br> 7.00%, 05/21/30<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 415 | 433110 |
| &nbsp;&nbsp;&nbsp; Allied Universal Holdco LLC/Allied Universal <br> Finance Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 285 | 282607 |
| &nbsp;&nbsp;&nbsp; 6.88%, 06/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 290 | 301151 |
| &nbsp;&nbsp;&nbsp; Allied Universal Holdco LLC/Allied Universal <br> Finance Corp./Atlas Luxco 4 Sarl, 4.63%, <br> 06/01/28<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 640 | 631625 |
| Alta Equipment Group, Inc., 9.00%, 06/01/29<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 175 | 167030 |
| AMN Healthcare, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/29<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 105 | 100425 |
| &nbsp;&nbsp;&nbsp; 6.50%, 01/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 126937 |
| APi Group DE, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/15/29<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 65 | 63295 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 85 | 83476 |
| Ashtead Capital, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 198387 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 155 | 153543 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 485 | 484857 |
| Automatic Data Processing, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 09/01/30 | &nbsp;&nbsp;&nbsp; 300 | 265260 |
| &nbsp;&nbsp;&nbsp; 1.70%, 05/15/28 | &nbsp;&nbsp;&nbsp; 275 | 263230 |
| &nbsp;&nbsp;&nbsp; Avis Budget Car Rental LLC/Avis Budget <br> Finance, Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 175 | 171201 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 225 | 219391 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 117 | 116898 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 97 | 97016 |
| &nbsp;&nbsp;&nbsp; 8.25%, 01/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 205 | 212161 |
| Belron U.K. Finance PLC, 5.75%, 10/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 335 | 341468 |
| Block Financial LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/15/28 | &nbsp;&nbsp;&nbsp; 245 | 234771 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/15/30 | &nbsp;&nbsp;&nbsp; 200 | 192661 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Commercial Services (continued)** | **Commercial Services (continued)** | **Commercial Services (continued)** |
| Block, Inc., 5.63%, 08/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $345 | $351162 |
| Brink's Co.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 230 | 229735 |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 90 | 92881 |
| Carriage Services, Inc., 4.25%, 05/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 130 | 125233 |
| Champions Financing, Inc., 8.75%, 02/15/29<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 180 | 174640 |
| Cintas Corp. No. 2 |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/01/27 | &nbsp;&nbsp;&nbsp; 345 | 344333 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/01/28 | &nbsp;&nbsp;&nbsp; 125 | 125743 |
| &nbsp;&nbsp;&nbsp; CK Hutchison International 23 Ltd., 4.75%, <br> 04/21/28<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 455 | 461358 |
| Clarivate Science Holdings Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 277 | 261483 |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 285 | 244708 |
| CMHI Finance BVI Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 199969 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/06/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 204345 |
| CoreCivic, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/15/27 | &nbsp;&nbsp;&nbsp; 95 | 94824 |
| &nbsp;&nbsp;&nbsp; 8.25%, 04/15/29 | &nbsp;&nbsp;&nbsp; 170 | 178112 |
| Cornell University, Series 2025, 4.17%, 06/15/30 | &nbsp;&nbsp;&nbsp; 115 | 115324 |
| CPI CG, Inc., 10.00%, 07/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 93 | 99066 |
| Dcli Bidco LLC, 7.75%, 11/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 165 | 168036 |
| Deluxe Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 06/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 152574 |
| &nbsp;&nbsp;&nbsp; 8.13%, 09/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 135 | 141770 |
| DP World Crescent Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/30/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 193188 |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/18/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 194696 |
| &nbsp;&nbsp;&nbsp; 4.85%, 09/26/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 403061 |
| Element Fleet Management Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.64%, 11/24/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 150248 |
| &nbsp;&nbsp;&nbsp; 5.04%, 03/25/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 195 | 199092 |
| &nbsp;&nbsp;&nbsp; 5.64%, 03/13/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 105 | 106672 |
| &nbsp;&nbsp;&nbsp; 6.32%, 12/04/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 305 | 321417 |
| Equifax, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/15/30 | &nbsp;&nbsp;&nbsp; 150 | 142234 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/15/29 | &nbsp;&nbsp;&nbsp; 185 | 187984 |
| &nbsp;&nbsp;&nbsp; 5.10%, 12/15/27 | &nbsp;&nbsp;&nbsp; 280 | 285161 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/01/28 | &nbsp;&nbsp;&nbsp; 255 | 260444 |
| EquipmentShare.com, Inc., 9.00%, 05/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 390 | 408201 |
| ERAC USA Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 410 | 415403 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 280 | 287197 |
| Experian Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/08/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 265 | 249499 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 215 | 215325 |
| Garda World Security Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 147847 |
| &nbsp;&nbsp;&nbsp; 6.50%, 01/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205048 |
| &nbsp;&nbsp;&nbsp; 7.75%, 02/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 135 | 137863 |
| GEO Group, Inc. (The), 8.63%, 04/15/29 | &nbsp;&nbsp;&nbsp; 195 | 203993 |
| Global Payments, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 05/15/30 | &nbsp;&nbsp;&nbsp; 350 | 325188 |
| &nbsp;&nbsp;&nbsp; 3.20%, 08/15/29 | &nbsp;&nbsp;&nbsp; 415 | 396604 |
| &nbsp;&nbsp;&nbsp; 4.45%, 06/01/28 | &nbsp;&nbsp;&nbsp; 135 | 135545 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/28 | &nbsp;&nbsp;&nbsp; 300 | 301284 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/30 | &nbsp;&nbsp;&nbsp; 570 | 569954 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/27 | &nbsp;&nbsp;&nbsp; 299 | 302471 |
| &nbsp;&nbsp;&nbsp; 5.30%, 08/15/29 | &nbsp;&nbsp;&nbsp; 140 | 143342 |
| Grand Canyon University, 5.13%, 10/01/28 | &nbsp;&nbsp;&nbsp; 125 | 125229 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 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)** |
| Herc Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 06/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $230 | $238026 |
| &nbsp;&nbsp;&nbsp; 7.00%, 06/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 490 | 514071 |
| Hertz Corp.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/01/26<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 4 | 3781 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 315 | 209011 |
| &nbsp;&nbsp;&nbsp; 12.63%, 07/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 385 | 387661 |
| HPHT Finance 25 Ltd., 5.00%, 02/21/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202961 |
| Hutama Karya Persero PT, 3.75%, 05/11/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 192356 |
| Kaspi.KZ JSC, 6.25%, 03/26/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 410862 |
| Korn Ferry, 4.63%, 12/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 124806 |
| &nbsp;&nbsp;&nbsp; Leland Stanford Junior University (The), Series <br> 2025, 4.15%, 08/01/30<br>| &nbsp;&nbsp;&nbsp; 140 | 140545 |
| &nbsp;&nbsp;&nbsp; Mavis Tire Express Services Topco Corp., 6.50%, <br> 05/15/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 240 | 239612 |
| &nbsp;&nbsp;&nbsp; Mersin Uluslararasi Liman Isletmeciligi AS, 8.25%, <br> 11/15/28<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 208345 |
| Mobius Merger Sub, Inc., 9.00%, 06/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 89311 |
| Moody's Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/28 | &nbsp;&nbsp;&nbsp; 190 | 187607 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/01/29 | &nbsp;&nbsp;&nbsp; 100 | 100829 |
| NESCO Holdings II, Inc., 5.50%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 285 | 280917 |
| OT Midco, Inc., 10.00%, 02/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 215 | 100593 |
| PayPal Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 06/01/30 | &nbsp;&nbsp;&nbsp; 330 | 305622 |
| &nbsp;&nbsp;&nbsp; 2.85%, 10/01/29 | &nbsp;&nbsp;&nbsp; 460 | 441023 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/01/27 | &nbsp;&nbsp;&nbsp; 245 | 245465 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/06/28 | &nbsp;&nbsp;&nbsp; 115 | 116242 |
| &nbsp;&nbsp;&nbsp; Paysafe Finance PLC/Paysafe Holdings U.S. Corp., <br> 4.00%, 06/15/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 115 | 102981 |
| &nbsp;&nbsp;&nbsp; Prime Security Services Borrower LLC/Prime <br> Finance, Inc., 3.38%, 08/31/27<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 330 | 323333 |
| PROG Holdings, Inc., 6.00%, 11/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 175 | 173162 |
| PSA Treasury Pte Ltd., 2.25%, 04/30/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 186062 |
| Quanta Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 10/01/30 | &nbsp;&nbsp;&nbsp; 10 | 9380 |
| &nbsp;&nbsp;&nbsp; 4.30%, 08/09/28 | &nbsp;&nbsp;&nbsp; 115 | 115611 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/09/27 | &nbsp;&nbsp;&nbsp; 115 | 116384 |
| RELX Capital, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/22/30 | &nbsp;&nbsp;&nbsp; 200 | 190198 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/18/29 | &nbsp;&nbsp;&nbsp; 305 | 304174 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/27/30 | &nbsp;&nbsp;&nbsp; 290 | 295377 |
| Rentokil Terminix Funding LLC, 5.00%, 04/28/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203583 |
| RR Donnelley & Sons Co. |  |  |
| &nbsp;&nbsp;&nbsp; 9.50%, 08/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 325 | 338378 |
| &nbsp;&nbsp;&nbsp; 10.88%, 08/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 170 | 174666 |
| S&P Global, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 08/15/30 | &nbsp;&nbsp;&nbsp; 200 | 175916 |
| &nbsp;&nbsp;&nbsp; 2.45%, 03/01/27 | &nbsp;&nbsp;&nbsp; 504 | 496862 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/01/29 | &nbsp;&nbsp;&nbsp; 175 | 165503 |
| &nbsp;&nbsp;&nbsp; 2.70%, 03/01/29 | &nbsp;&nbsp;&nbsp; 390 | 375574 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/01/29 | &nbsp;&nbsp;&nbsp; 465 | 467639 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 110 | 109788 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/01/28 | &nbsp;&nbsp;&nbsp; 55 | 56057 |
| Sabre Financial Borrower LLC, 11.13%, 06/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 305 | 308125 |
| Service Corp. International/U.S. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/15/30 | &nbsp;&nbsp;&nbsp; 250 | 234036 |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/15/27 | &nbsp;&nbsp;&nbsp; 185 | 184802 |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/01/29 | &nbsp;&nbsp;&nbsp; 225 | 226454 |
| &nbsp;&nbsp;&nbsp; 7.50%, 04/01/27 | &nbsp;&nbsp;&nbsp; 55 | 56817 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Commercial Services (continued)** | **Commercial Services (continued)** | **Commercial Services (continued)** |
| &nbsp;&nbsp;&nbsp; Shanghai Port Group BVI Development 2 Co. Ltd., <br> 2.38%, 07/13/30<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; $200 | $186618 |
| &nbsp;&nbsp;&nbsp; Shanghai Port Group BVI Development Co. Ltd., <br> 2.85%, 09/11/29<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 192422 |
| Signal Parent, Inc., 6.13%, 04/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 90 | 36103 |
| Sotheby's, 7.38%, 10/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 255 | 254064 |
| Sotheby's/Bidfair Holdings, Inc., 5.88%, 06/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 90 | 86361 |
| StoneMor, Inc., 8.50%, 05/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 122488 |
| &nbsp;&nbsp;&nbsp; Synergy Infrastructure Holdings LLC, 7.88%, <br> 12/01/30<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 170 | 177394 |
| &nbsp;&nbsp;&nbsp; Transurban Finance Co. Pty Ltd., 3.38%, <br> 03/22/27<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 115 | 114214 |
| TriNet Group, Inc., 3.50%, 03/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 170 | 160893 |
| Trustees of Dartmouth College, 4.27%, 06/01/30 | &nbsp;&nbsp;&nbsp; 75 | 75295 |
| UL Solutions, Inc., 6.50%, 10/20/28 | &nbsp;&nbsp;&nbsp; 130 | 136998 |
| United Rentals North America, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/15/27 | &nbsp;&nbsp;&nbsp; 225 | 223049 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/15/30 | &nbsp;&nbsp;&nbsp; 220 | 212705 |
| &nbsp;&nbsp;&nbsp; 4.88%, 01/15/28 | &nbsp;&nbsp;&nbsp; 500 | 500042 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/30 | &nbsp;&nbsp;&nbsp; 250 | 252807 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 350 | 358845 |
| Upbound Group, Inc., 6.38%, 02/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 185 | 183279 |
| Verisk Analytics, Inc., 4.13%, 03/15/29 | &nbsp;&nbsp;&nbsp; 105 | 104961 |
| Veritiv Operating Co., 10.50%, 11/30/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 370 | 396620 |
| VM Consolidated, Inc., 5.50%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 98381 |
| VT Topco, Inc., 8.50%, 08/15/30<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 145 | 148471 |
| Williams Scotsman, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 08/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 175 | 174378 |
| &nbsp;&nbsp;&nbsp; 6.63%, 06/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 154972 |
| &nbsp;&nbsp;&nbsp; 6.63%, 04/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 155 | 160507 |
| &nbsp;&nbsp;&nbsp; Wuhan Financial Holdings Group Co. Ltd., 5.40%, <br> 11/05/27<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 201136 |
| Yale University, Series 2020, 1.48%, 04/15/30 | &nbsp;&nbsp;&nbsp; 5 | 4515 |
|  |  | 31760552 |
| **Computers — 0.5%** | **Computers — 0.5%** | **Computers — 0.5%** |
| Accenture Capital, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 10/04/27 | &nbsp;&nbsp;&nbsp; 300 | 301255 |
| &nbsp;&nbsp;&nbsp; 4.05%, 10/04/29 | &nbsp;&nbsp;&nbsp; 405 | 406249 |
| Ahead DB Holdings LLC, 6.63%, 05/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 130 | 128689 |
| Amdocs Ltd., 2.54%, 06/15/30 | &nbsp;&nbsp;&nbsp; 205 | 188342 |
| Apple, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.20%, 02/08/28 | &nbsp;&nbsp;&nbsp; 895 | 853049 |
| &nbsp;&nbsp;&nbsp; 1.25%, 08/20/30 | &nbsp;&nbsp;&nbsp; 350 | 310642 |
| &nbsp;&nbsp;&nbsp; 1.40%, 08/05/28 | &nbsp;&nbsp;&nbsp; 790 | 748013 |
| &nbsp;&nbsp;&nbsp; 1.65%, 05/11/30 | &nbsp;&nbsp;&nbsp; 520 | 472941 |
| &nbsp;&nbsp;&nbsp; 2.20%, 09/11/29 | &nbsp;&nbsp;&nbsp; 630 | 595648 |
| &nbsp;&nbsp;&nbsp; 2.90%, 09/12/27 | &nbsp;&nbsp;&nbsp; 355 | 351139 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/20/27 | &nbsp;&nbsp;&nbsp; 630 | 625185 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/13/27 | &nbsp;&nbsp;&nbsp; 415 | 411242 |
| &nbsp;&nbsp;&nbsp; 3.20%, 05/11/27 | &nbsp;&nbsp;&nbsp; 405 | 402926 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/08/29 | &nbsp;&nbsp;&nbsp; 325 | 319461 |
| &nbsp;&nbsp;&nbsp; 3.35%, 02/09/27 | &nbsp;&nbsp;&nbsp; 800 | 797424 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/10/28 | &nbsp;&nbsp;&nbsp; 570 | 574461 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/12/28 | &nbsp;&nbsp;&nbsp; 280 | 282264 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/10/30 | &nbsp;&nbsp;&nbsp; 200 | 201922 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/12/30 | &nbsp;&nbsp;&nbsp; 330 | 333490 |
| ASGN, Inc., 4.63%, 05/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 180 | 176786 |
| Booz Allen Hamilton, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 238 | 234240 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/01/29<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 250 | 245577 |
| CGI, Inc., 4.95%, 03/14/30 | &nbsp;&nbsp;&nbsp; 255 | 258279 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Computers (continued)** | **Computers (continued)** | **Computers (continued)** |
| &nbsp;&nbsp;&nbsp; Conduent Business Services LLC/Conduent State & <br> Local Solutions, Inc., 6.00%, 11/01/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; $205 | $167217 |
| Crowdstrike Holdings, Inc., 3.00%, 02/15/29 | &nbsp;&nbsp;&nbsp; 240 | 229593 |
| Dell International LLC/EMC Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 02/15/29 | &nbsp;&nbsp;&nbsp; 250 | 249867 |
| &nbsp;&nbsp;&nbsp; 4.35%, 02/01/30 | &nbsp;&nbsp;&nbsp; 230 | 229725 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/01/28 | &nbsp;&nbsp;&nbsp; 240 | 243372 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/30 | &nbsp;&nbsp;&nbsp; 340 | 347840 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/01/28 | &nbsp;&nbsp;&nbsp; 442 | 452066 |
| &nbsp;&nbsp;&nbsp; 5.30%, 10/01/29 | &nbsp;&nbsp;&nbsp; 540 | 556919 |
| &nbsp;&nbsp;&nbsp; 6.10%, 07/15/27 | &nbsp;&nbsp;&nbsp; 205 | 210282 |
| &nbsp;&nbsp;&nbsp; 6.20%, 07/15/30 | &nbsp;&nbsp;&nbsp; 225 | 240071 |
| Dell, Inc., 7.10%, 04/15/28 | &nbsp;&nbsp;&nbsp; 115 | 121956 |
| Diebold Nixdorf, Inc., 7.75%, 03/31/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 295 | 312733 |
| DXC Technology Co., 2.38%, 09/15/28 | &nbsp;&nbsp;&nbsp; 200 | 190642 |
| Gartner, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 06/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 240 | 231548 |
| &nbsp;&nbsp;&nbsp; 3.75%, 10/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 237005 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 315 | 313722 |
| &nbsp;&nbsp;&nbsp; Genpact Luxembourg Sarl/Genpact USA, Inc., <br> 6.00%, 06/04/29<br>| &nbsp;&nbsp;&nbsp; 125 | 131013 |
| &nbsp;&nbsp;&nbsp; Genpact UK Finco PLC/Genpact USA, Inc., 4.95%, <br> 11/18/30<br>| &nbsp;&nbsp;&nbsp; 75 | 75143 |
| Hewlett Packard Enterprise Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 09/15/27 | &nbsp;&nbsp;&nbsp; 235 | 235186 |
| &nbsp;&nbsp;&nbsp; 4.15%, 09/15/28 | &nbsp;&nbsp;&nbsp; 225 | 225325 |
| &nbsp;&nbsp;&nbsp; 4.40%, 09/25/27 | &nbsp;&nbsp;&nbsp; 355 | 356973 |
| &nbsp;&nbsp;&nbsp; 4.40%, 10/15/30 | &nbsp;&nbsp;&nbsp; 225 | 223914 |
| &nbsp;&nbsp;&nbsp; 4.55%, 10/15/29 | &nbsp;&nbsp;&nbsp; 660 | 664847 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/01/28 | &nbsp;&nbsp;&nbsp; 250 | 256354 |
| HP, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/17/27 | &nbsp;&nbsp;&nbsp; 360 | 355209 |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/17/30 | &nbsp;&nbsp;&nbsp; 150 | 143575 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/29 | &nbsp;&nbsp;&nbsp; 375 | 371248 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/28 | &nbsp;&nbsp;&nbsp; 345 | 349403 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/25/30 | &nbsp;&nbsp;&nbsp; 100 | 103278 |
| IBM International Capital Pte Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/05/27 | &nbsp;&nbsp;&nbsp; 210 | 211414 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/05/29 | &nbsp;&nbsp;&nbsp; 180 | 182900 |
| International Business Machines Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 05/15/27 | &nbsp;&nbsp;&nbsp; 145 | 141178 |
| &nbsp;&nbsp;&nbsp; 1.95%, 05/15/30 | &nbsp;&nbsp;&nbsp; 415 | 378452 |
| &nbsp;&nbsp;&nbsp; 2.20%, 02/09/27 | &nbsp;&nbsp;&nbsp; 313 | 308049 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/15/29 | &nbsp;&nbsp;&nbsp; 950 | 934414 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/03/29 | &nbsp;&nbsp;&nbsp; 200 | 200148 |
| &nbsp;&nbsp;&nbsp; 4.15%, 07/27/27 | &nbsp;&nbsp;&nbsp; 355 | 356710 |
| &nbsp;&nbsp;&nbsp; 4.30%, 02/03/31 | &nbsp;&nbsp;&nbsp; 200 | 199890 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/06/28 | &nbsp;&nbsp;&nbsp; 435 | 440446 |
| &nbsp;&nbsp;&nbsp; 4.65%, 02/10/28 | &nbsp;&nbsp;&nbsp; 250 | 253750 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/10/30 | &nbsp;&nbsp;&nbsp; 305 | 311748 |
| &nbsp;&nbsp;&nbsp; 6.22%, 08/01/27 | &nbsp;&nbsp;&nbsp; 65 | 67251 |
| KBR, Inc., 4.75%, 09/30/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 80 | 79019 |
| Kyndryl Holdings, Inc., 2.70%, 10/15/28 | &nbsp;&nbsp;&nbsp; 140 | 134538 |
| Leidos, Inc., 4.38%, 05/15/30 | &nbsp;&nbsp;&nbsp; 205 | 204757 |
| Lenovo Group Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.42%, 11/02/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 190293 |
| &nbsp;&nbsp;&nbsp; 5.83%, 01/27/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205970 |
| McAfee Corp., 7.38%, 02/15/30<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 620 | 493611 |
| NCR Atleos Corp., 9.50%, 04/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 425 | 455322 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Computers (continued)** | **Computers (continued)** | **Computers (continued)** |
| NCR Voyix Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $235 | $232557 |
| &nbsp;&nbsp;&nbsp; 5.13%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 119 | 117570 |
| NetApp, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 06/22/27 | &nbsp;&nbsp;&nbsp; 108 | 105637 |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/22/30 | &nbsp;&nbsp;&nbsp; 200 | 186319 |
| Pitney Bowes, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 03/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 120 | 120159 |
| &nbsp;&nbsp;&nbsp; 7.25%, 03/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 105 | 106079 |
| &nbsp;&nbsp;&nbsp; Science Applications International Corp., 4.88%, <br> 04/01/28<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 120 | 119680 |
| Seagate Data Storage Technology Pte Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.09%, 06/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 149 | 146064 |
| &nbsp;&nbsp;&nbsp; 5.88%, 07/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 115 | 118599 |
| &nbsp;&nbsp;&nbsp; 8.25%, 12/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 145 | 152995 |
| Teledyne FLIR LLC, 2.50%, 08/01/30 | &nbsp;&nbsp;&nbsp; 20 | 18524 |
| Virtusa Corp., 7.13%, 12/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 120 | 117740 |
| Western Digital Corp., 2.85%, 02/01/29 | &nbsp;&nbsp;&nbsp; 220 | 209918 |
|  |  | 24546951 |
| **Cosmetics & Personal Care — 0.2%** | **Cosmetics & Personal Care — 0.2%** | **Cosmetics & Personal Care — 0.2%** |
| Colgate-Palmolive Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 08/15/27 | &nbsp;&nbsp;&nbsp; 280 | 277922 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/01/30 | &nbsp;&nbsp;&nbsp; 135 | 135996 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/01/28 | &nbsp;&nbsp;&nbsp; 100 | 101681 |
| &nbsp;&nbsp;&nbsp; Coty, Inc./HFC Prestige Products, Inc./HFC Prestige <br> International U.S. LLC<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 190 | 187953 |
| &nbsp;&nbsp;&nbsp; 5.60%, 01/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 253118 |
| &nbsp;&nbsp;&nbsp; 6.63%, 07/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 215 | 220666 |
| Edgewell Personal Care Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 165 | 158297 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 230 | 229898 |
| Estee Lauder Companies, Inc.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 12/01/29 | &nbsp;&nbsp;&nbsp; 230 | 215679 |
| &nbsp;&nbsp;&nbsp; 2.60%, 04/15/30 | &nbsp;&nbsp;&nbsp; 200 | 187974 |
| &nbsp;&nbsp;&nbsp; 3.15%, 03/15/27 | &nbsp;&nbsp;&nbsp; 155 | 153836 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/15/28 | &nbsp;&nbsp;&nbsp; 255 | 257218 |
| Haleon U.S. Capital LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/24/27 | &nbsp;&nbsp;&nbsp; 655 | 650832 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/24/29 | &nbsp;&nbsp;&nbsp; 265 | 259258 |
| Kenvue, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/22/30 | &nbsp;&nbsp;&nbsp; 335 | 344646 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/22/28 | &nbsp;&nbsp;&nbsp; 430 | 439388 |
| Perrigo Finance Unlimited Co., 5.15%, 06/15/30 | &nbsp;&nbsp;&nbsp; 220 | 212867 |
| Prestige Brands, Inc., 5.13%, 01/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 125053 |
| Procter & Gamble Co.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.20%, 10/29/30 | &nbsp;&nbsp;&nbsp; 250 | 220261 |
| &nbsp;&nbsp;&nbsp; 1.90%, 02/01/27 | &nbsp;&nbsp;&nbsp; 245 | 240889 |
| &nbsp;&nbsp;&nbsp; 2.80%, 03/25/27 | &nbsp;&nbsp;&nbsp; 305 | 302336 |
| &nbsp;&nbsp;&nbsp; 2.85%, 08/11/27 | &nbsp;&nbsp;&nbsp; 280 | 277084 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/25/30 | &nbsp;&nbsp;&nbsp; 710 | 684376 |
| &nbsp;&nbsp;&nbsp; 3.95%, 01/26/28 | &nbsp;&nbsp;&nbsp; 275 | 277267 |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/01/30 | &nbsp;&nbsp;&nbsp; 250 | 251302 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/24/29 | &nbsp;&nbsp;&nbsp; 150 | 151866 |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/29/29 | &nbsp;&nbsp;&nbsp; 205 | 208936 |
| Unilever Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 09/06/29 | &nbsp;&nbsp;&nbsp; 240 | 225710 |
| &nbsp;&nbsp;&nbsp; 2.90%, 05/05/27 | &nbsp;&nbsp;&nbsp; 390 | 386458 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/22/28 | &nbsp;&nbsp;&nbsp; 440 | 437407 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/12/27 | &nbsp;&nbsp;&nbsp; 170 | 171303 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Cosmetics & Personal Care (continued)** | **Cosmetics & Personal Care (continued)** | **Cosmetics & Personal Care (continued)** |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/08/28 | &nbsp;&nbsp;&nbsp; $235 | $241029 |
|  |  | 8488506 |
| **Distribution & Wholesale — 0.1%** | **Distribution & Wholesale — 0.1%** | **Distribution & Wholesale — 0.1%** |
| American Builders & Contractors Supply Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 110 | 106236 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 123401 |
| Dealer Tire LLC/DT Issuer LLC, 8.00%, 02/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 185 | 184285 |
| Ferguson Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/02/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 190881 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/24/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 210 | 211500 |
| Gates Corp./DE, 6.88%, 07/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 170 | 176662 |
| LKQ Corp., 5.75%, 06/15/28 | &nbsp;&nbsp;&nbsp; 200 | 205302 |
| Mitsubishi Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/05/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 380 | 388381 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/02/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 280 | 287083 |
| Mitsui & Co. Ltd., 4.40%, 09/12/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201109 |
| RB Global Holdings, Inc., 6.75%, 03/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 190 | 193614 |
| Resideo Funding, Inc., 4.00%, 09/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 103 | 99252 |
| &nbsp;&nbsp;&nbsp; Shaoxing Shangyu State-Owned Capital Investment <br> Operation Co. Ltd., 4.38%, 09/11/28<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 200249 |
| Sumitomo Corp., 5.05%, 07/03/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 204807 |
| Velocity Vehicle Group LLC, 8.00%, 06/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 160 | 156776 |
| Windsor Holdings III LLC, 8.50%, 06/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 240 | 253116 |
|  |  | 3182654 |
| **Diversified Financial Services — 1.8%** | **Diversified Financial Services — 1.8%** | **Diversified Financial Services — 1.8%** |
| Aberdeen Group PLC, 4.25%, 06/30/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 197779 |
| &nbsp;&nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global <br> Aviation Trust<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/29/28 | &nbsp;&nbsp;&nbsp; 1140 | 1105857 |
| &nbsp;&nbsp;&nbsp; 3.65%, 07/21/27 | &nbsp;&nbsp;&nbsp; 400 | 397846 |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/23/28 | &nbsp;&nbsp;&nbsp; 235 | 234357 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/28/29 | &nbsp;&nbsp;&nbsp; 300 | 298955 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/30 | &nbsp;&nbsp;&nbsp; 170 | 169205 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/15/27 | &nbsp;&nbsp;&nbsp; 150 | 151306 |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/10/29 | &nbsp;&nbsp;&nbsp; 345 | 348605 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/01/28 | &nbsp;&nbsp;&nbsp; 215 | 218437 |
| &nbsp;&nbsp;&nbsp; 5.10%, 01/19/29 | &nbsp;&nbsp;&nbsp; 210 | 214899 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/06/28 | &nbsp;&nbsp;&nbsp; 285 | 295060 |
| &nbsp;&nbsp;&nbsp; 6.15%, 09/30/30 | &nbsp;&nbsp;&nbsp; 250 | 266526 |
| &nbsp;&nbsp;&nbsp; 6.45%, 04/15/27 | &nbsp;&nbsp;&nbsp; 415 | 425930 |
| &nbsp;&nbsp;&nbsp; 6.50%, 01/31/56, (5-year CMT + 2.44%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 150 | 154114 |
| &nbsp;&nbsp;&nbsp; 6.95%, 03/10/55, (5-year CMT + 2.72%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 209283 |
| Affiliated Managers Group, Inc., 3.30%, 06/15/30 | &nbsp;&nbsp;&nbsp; 105 | 100120 |
| Air Lease Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.10%, 09/01/28 | &nbsp;&nbsp;&nbsp; 220 | 208139 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/30 | &nbsp;&nbsp;&nbsp; 270 | 253835 |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/01/29 | &nbsp;&nbsp;&nbsp; 215 | 206245 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/01/27 | &nbsp;&nbsp;&nbsp; 190 | 188977 |
| &nbsp;&nbsp;&nbsp; 3.63%, 12/01/27 | &nbsp;&nbsp;&nbsp; 65 | 64431 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/01/28 | &nbsp;&nbsp;&nbsp; 85 | 85620 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/01/29 | &nbsp;&nbsp;&nbsp; 160 | 162986 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/01/28 | &nbsp;&nbsp;&nbsp; 300 | 305903 |
| &nbsp;&nbsp;&nbsp; 5.85%, 12/15/27 | &nbsp;&nbsp;&nbsp; 300 | 309105 |
| Air Lease Corp. Sukuk Ltd., 5.85%, 04/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 255655 |
| Aircastle Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 01/26/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 300 | 291957 |
| &nbsp;&nbsp;&nbsp; 5.95%, 02/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 156252 |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/18/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 225 | 236455 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** |
| Aircastle Ltd./Aircastle Ireland DAC |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $250 | $253124 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 153436 |
| Ally Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 11/02/28 | &nbsp;&nbsp;&nbsp; 265 | 251171 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/09/27 | &nbsp;&nbsp;&nbsp; 370 | 373145 |
| &nbsp;&nbsp;&nbsp; 5.54%, 01/17/31, (1-day SOFR Index + 1.73%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 160 | 163684 |
| &nbsp;&nbsp;&nbsp; 5.74%, 05/15/29, (1-day SOFR Index + 1.96%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 235 | 241172 |
| &nbsp;&nbsp;&nbsp; 6.85%, 01/03/30, (1-day SOFR + 2.82%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 185 | 195893 |
| &nbsp;&nbsp;&nbsp; 6.99%, 06/13/29, (1-day SOFR + 3.26%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 275 | 290002 |
| &nbsp;&nbsp;&nbsp; 7.10%, 11/15/27 | &nbsp;&nbsp;&nbsp; 315 | 330750 |
| American Express Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 03/04/27 | &nbsp;&nbsp;&nbsp; 575 | 567523 |
| &nbsp;&nbsp;&nbsp; 3.30%, 05/03/27 | &nbsp;&nbsp;&nbsp; 540 | 536998 |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/03/29 | &nbsp;&nbsp;&nbsp; 370 | 371372 |
| &nbsp;&nbsp;&nbsp; 4.35%, 07/20/29, (1-day SOFR + 0.81%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 480 | 482949 |
| &nbsp;&nbsp;&nbsp; 4.73%, 04/25/29, (1-day SOFR + 1.26%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 525 | 532682 |
| &nbsp;&nbsp;&nbsp; 5.02%, 04/25/31, (1-day SOFR + 1.44%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 460 | 471865 |
| &nbsp;&nbsp;&nbsp; 5.04%, 07/26/28, (1-day SOFR + 0.93%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 380 | 385960 |
| &nbsp;&nbsp;&nbsp; 5.09%, 01/30/31, (1-day SOFR Index + 1.02%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 455 | 467536 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/16/28, (1-day SOFR + 1.00%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 560 | 566439 |
| &nbsp;&nbsp;&nbsp; 5.28%, 07/27/29, (1-day SOFR Index + 1.28%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 535 | 550171 |
| &nbsp;&nbsp;&nbsp; 5.53%, 04/25/30, (1-day SOFR Index + 1.09%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 410 | 426950 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/05/27 | &nbsp;&nbsp;&nbsp; 539 | 556636 |
| &nbsp;&nbsp;&nbsp; 6.49%, 10/30/31, (1-day SOFR + 1.94%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 120 | 130631 |
| American Express Credit Corp., 3.30%, 05/03/27 | &nbsp;&nbsp;&nbsp; 210 | 208767 |
| Ameriprise Financial, Inc., 5.70%, 12/15/28 | &nbsp;&nbsp;&nbsp; 185 | 193573 |
| &nbsp;&nbsp;&nbsp; Andrew W Mellon Foundation (The), Series 2020, <br> 0.95%, 08/01/27<br>| &nbsp;&nbsp;&nbsp; 55 | 52767 |
| Apollo Global Management, Inc., 4.60%, 01/15/31 | &nbsp;&nbsp;&nbsp; 100 | 100461 |
| Ares Finance Co. II LLC, 3.25%, 06/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 115 | 109136 |
| Ares Management Corp., 6.38%, 11/10/28 | &nbsp;&nbsp;&nbsp; 155 | 163535 |
| Aretec Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 7.50%, 04/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 125005 |
| &nbsp;&nbsp;&nbsp; 10.00%, 08/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 180 | 194119 |
| Atlanticus Holdings Corp., 9.75%, 09/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 120 | 114342 |
| &nbsp;&nbsp;&nbsp; Atlas Warehouse Lending Co. LP, 6.25%, <br> 01/15/30<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 250 | 263790 |
| Aviation Capital Group LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 295 | 291269 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/30/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 99642 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/14/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 90 | 90501 |
| &nbsp;&nbsp;&nbsp; 4.80%, 10/24/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 260 | 260621 |
| &nbsp;&nbsp;&nbsp; 5.13%, 04/10/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 152350 |
| &nbsp;&nbsp;&nbsp; 5.38%, 07/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 160 | 164440 |
| &nbsp;&nbsp;&nbsp; 6.25%, 04/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 265 | 275107 |
| &nbsp;&nbsp;&nbsp; 6.38%, 07/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 160077 |
| &nbsp;&nbsp;&nbsp; 6.75%, 10/25/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 145 | 153633 |
| Avilease Capital Ltd., 4.75%, 11/12/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 397516 |
| Avolon Holdings Funding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.53%, 11/18/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 315 | 306126 |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/21/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 120 | 116466 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 262 | 259505 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/30/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 175 | 173999 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 175 | 177207 |
| &nbsp;&nbsp;&nbsp; 5.15%, 01/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 195 | 198323 |
| &nbsp;&nbsp;&nbsp; 5.38%, 05/30/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 265 | 272033 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 380 | 393529 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 315 | 327458 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/04/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 310 | 322895 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 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)** |
| Azorra Finance Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 7.25%, 01/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $70 | $73333 |
| &nbsp;&nbsp;&nbsp; 7.75%, 04/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 170 | 178825 |
| Banco BTG Pactual SA |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/22/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203104 |
| &nbsp;&nbsp;&nbsp; 6.25%, 04/08/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 206764 |
| &nbsp;&nbsp;&nbsp; Banco BTG Pactual SA/Cayman Islands, 5.50%, <br> 01/27/31<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 200252 |
| BGC Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.15%, 04/02/30 | &nbsp;&nbsp;&nbsp; 185 | 190981 |
| &nbsp;&nbsp;&nbsp; 6.60%, 06/10/29 | &nbsp;&nbsp;&nbsp; 190 | 198837 |
| &nbsp;&nbsp;&nbsp; 8.00%, 05/25/28 | &nbsp;&nbsp;&nbsp; 150 | 160251 |
| Blackstone Holdings Finance Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 08/05/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 188239 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/10/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 140206 |
| &nbsp;&nbsp;&nbsp; 3.15%, 10/02/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 252 | 248615 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/03/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205924 |
| BOC Aviation Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/11/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 192282 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/18/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 396732 |
| BOC Aviation USA Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/14/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202474 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/17/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 204631 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/14/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 206705 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/09/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 208572 |
| Bocom Leasing Management Hong Kong Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.36%, 06/26/27, (1-day SOFR Index + <br> 0.68%)<sup>(a)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 200349 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.48%, 03/07/30, (1-day SOFR Index + <br> 0.77%)<sup>(a)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 200712 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/26/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202297 |
| &nbsp;&nbsp;&nbsp; Bread Financial Holdings, Inc., 8.38%, 06/15/35, <br> (5-year CMT + 4.30%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; 100 | 102646 |
| Brookfield Asset Management Ltd., 4.65%, 11/15/30 | &nbsp;&nbsp;&nbsp; 125 | 126097 |
| Brookfield Finance, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 01/25/28 | &nbsp;&nbsp;&nbsp; 400 | 399507 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/15/30 | &nbsp;&nbsp;&nbsp; 240 | 240545 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/29/29 | &nbsp;&nbsp;&nbsp; 320 | 325617 |
| Burford Capital Global Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 04/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 149841 |
| &nbsp;&nbsp;&nbsp; 6.88%, 04/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 146631 |
| &nbsp;&nbsp;&nbsp; Caja de Compensacion de Asignacion Familiar de <br> Los Andes, 7.00%, 07/30/29<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 211734 |
| Cantor Fitzgerald LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/14/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 217 | 217052 |
| &nbsp;&nbsp;&nbsp; 7.20%, 12/12/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 265 | 282175 |
| Capital One Financial Corp, 4.72%, 01/30/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 225 | 225035 |
| Capital One Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.27%, 03/01/30, (1-day SOFR + 1.79%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 465 | 450943 |
| &nbsp;&nbsp;&nbsp; 3.65%, 05/11/27 | &nbsp;&nbsp;&nbsp; 275 | 273723 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/09/27 | &nbsp;&nbsp;&nbsp; 200 | 199593 |
| &nbsp;&nbsp;&nbsp; 3.80%, 01/31/28 | &nbsp;&nbsp;&nbsp; 485 | 482540 |
| &nbsp;&nbsp;&nbsp; 4.10%, 02/09/27 | &nbsp;&nbsp;&nbsp; 305 | 305218 |
| &nbsp;&nbsp;&nbsp; 4.49%, 09/11/31, (1-day SOFR + 1.25%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 425 | 422057 |
| &nbsp;&nbsp;&nbsp; 4.93%, 05/10/28, (1-day SOFR + 2.06%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 637 | 643552 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/26/30, (1-day SOFR + 2.60%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 270 | 277516 |
| &nbsp;&nbsp;&nbsp; 5.46%, 07/26/30, (1-day SOFR +1.56%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 295 | 305007 |
| &nbsp;&nbsp;&nbsp; 5.47%, 02/01/29, (1-day SOFR + 2.08%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 345 | 353483 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/01/30, (1-day SOFR + 1.91%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 280 | 290610 |
| &nbsp;&nbsp;&nbsp; 6.31%, 06/08/29, (1-day SOFR + 2.64%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 620 | 648902 |
| &nbsp;&nbsp;&nbsp; 7.62%, 10/30/31, (1-day SOFR + 3.07%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 515 | 578118 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** |
| Cboe Global Markets, Inc., 1.63%, 12/15/30 | &nbsp;&nbsp;&nbsp; $5 | $4424 |
| &nbsp;&nbsp;&nbsp; CCB Shipping and Aviation Leasing Corp. Ltd., <br> 4.30%, 09/17/28, (1-day SOFR Index + <br> 0.62%)<sup>(a)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 200338 |
| &nbsp;&nbsp;&nbsp; CDBL FUNDING 1 Co. GUAR REGS 05/30 4.75, <br> 4.75%, 05/27/30<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 203284 |
| Charles Schwab Corp.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/20/28 | &nbsp;&nbsp;&nbsp; 325 | 313189 |
| &nbsp;&nbsp;&nbsp; 2.45%, 03/03/27 | &nbsp;&nbsp;&nbsp; 519 | 511847 |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/01/29 | &nbsp;&nbsp;&nbsp; 60 | 57292 |
| &nbsp;&nbsp;&nbsp; 3.20%, 03/02/27 | &nbsp;&nbsp;&nbsp; 260 | 258261 |
| &nbsp;&nbsp;&nbsp; 3.20%, 01/25/28 | &nbsp;&nbsp;&nbsp; 130 | 128580 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/22/29 | &nbsp;&nbsp;&nbsp; 225 | 219808 |
| &nbsp;&nbsp;&nbsp; 3.30%, 04/01/27 | &nbsp;&nbsp;&nbsp; 265 | 263387 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/29 | &nbsp;&nbsp;&nbsp; 175 | 175886 |
| &nbsp;&nbsp;&nbsp; 4.34%, 11/14/31, (1-day SOFR + 0.94%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 205 | 204779 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/22/30 | &nbsp;&nbsp;&nbsp; 235 | 240112 |
| &nbsp;&nbsp;&nbsp; 5.64%, 05/19/29, (1-day SOFR + 2.21%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 590 | 612298 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/17/29, (1-day SOFR + 1.88%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 315 | 332871 |
| China Cinda 2020 I Management Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/20/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 193805 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/18/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 197439 |
| &nbsp;&nbsp;&nbsp; 5.38%, 07/23/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202857 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/28/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 208715 |
| China Cinda Finance 2017 I Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/09/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 400870 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/08/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 600 | 606841 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/21/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202814 |
| &nbsp;&nbsp;&nbsp; China Great Wall International Holdings V Ltd., <br> 2.38%, 08/18/30<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 182200 |
| &nbsp;&nbsp;&nbsp; China Great Wall International Holdings VI Ltd., <br> 5.25%, 04/23/28<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 203826 |
| CI Financial Corp., 7.50%, 05/30/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 245 | 261111 |
| Citadel Finance LLC, 5.90%, 02/10/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 255702 |
| Citadel LP, 6.00%, 01/23/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 230 | 239726 |
| &nbsp;&nbsp;&nbsp; Citadel Securities Global Holdings LLC, 5.50%, <br> 06/18/30<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 240 | 246773 |
| &nbsp;&nbsp;&nbsp; Clifford Capital Credit Solutions Pte Ltd., 4.78%, <br> 01/14/30<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 205688 |
| &nbsp;&nbsp;&nbsp; Clifford Capital Holdings Pte Ltd., 3.97%, <br> 09/30/28<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 199931 |
| &nbsp;&nbsp;&nbsp; CMB International Leasing Management Ltd., <br> 2.75%, 08/12/30<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 187348 |
| CME Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/15/28 | &nbsp;&nbsp;&nbsp; 180 | 179860 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/15/30 | &nbsp;&nbsp;&nbsp; 265 | 268478 |
| Coastal Emerald Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/16/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201143 |
| &nbsp;&nbsp;&nbsp; 6.50%, (3-year CMT + 4.78%)<sup>(a)(d)(i)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205727 |
| Cobra AcquisitionCo LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 11/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 120 | 103606 |
| &nbsp;&nbsp;&nbsp; 12.25%, 11/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 60 | 60718 |
| Coinbase Global, Inc., 3.38%, 10/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 350 | 334199 |
| Credit Acceptance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 03/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 145 | 145609 |
| &nbsp;&nbsp;&nbsp; 9.25%, 12/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 210 | 220031 |
| &nbsp;&nbsp;&nbsp; CrossCountry Intermediate HoldCo LLC, 6.50%, <br> 10/01/30<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 270 | 274120 |
| &nbsp;&nbsp;&nbsp; CSCIF Hong Kong Ltd., 4.43%, 05/31/27, (1-day <br> SOFR Index + 0.67%)<sup>(a)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 200190 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 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)** |
| CSI MTN Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.27%, 07/16/28, (1-day SOFR Index + <br> 0.60%)<sup>(a)(d)</sup><br>| &nbsp;&nbsp;&nbsp; $400 | $400289 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 10/22/27, (1-day SOFR Index + <br> 0.73%)<sup>(a)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 400 | 401147 |
| DAE Sukuk Difc Ltd., 4.50%, 10/16/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 197255 |
| Eaton Vance Corp., 3.50%, 04/06/27 | &nbsp;&nbsp;&nbsp; 290 | 288953 |
| Enact Holdings, Inc., 6.25%, 05/28/29 | &nbsp;&nbsp;&nbsp; 200 | 209624 |
| Encore Capital Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 8.50%, 05/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 160846 |
| &nbsp;&nbsp;&nbsp; 9.25%, 04/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 157754 |
| Enova International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 9.13%, 08/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 160 | 169090 |
| &nbsp;&nbsp;&nbsp; 11.25%, 12/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 120 | 127023 |
| Equitable America Global Funding |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 09/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 24969 |
| &nbsp;&nbsp;&nbsp; 4.30%, 12/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 95 | 95375 |
| &nbsp;&nbsp;&nbsp; 4.65%, 06/09/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 225 | 227535 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/09/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 440 | 447656 |
| Far East Horizon Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/05/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203403 |
| &nbsp;&nbsp;&nbsp; 6.63%, 04/16/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 408737 |
| FMR LLC, 7.57%, 06/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 215 | 237309 |
| Franklin Resources, Inc., 1.60%, 10/30/30 | &nbsp;&nbsp;&nbsp; 5 | 4438 |
| &nbsp;&nbsp;&nbsp; Freedom Mortgage Holdings LLC, 9.25%, <br> 02/01/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 355 | 371588 |
| GGAM Finance Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 115 | 117051 |
| &nbsp;&nbsp;&nbsp; 6.88%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 155385 |
| &nbsp;&nbsp;&nbsp; 8.00%, 02/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 210 | 213334 |
| &nbsp;&nbsp;&nbsp; 8.00%, 06/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 205 | 215881 |
| Global Aircraft Leasing Co. Ltd., 8.75%, 09/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 340 | 352135 |
| goeasy Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 7.38%, 10/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 120 | 115582 |
| &nbsp;&nbsp;&nbsp; 7.63%, 07/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 247584 |
| &nbsp;&nbsp;&nbsp; 9.25%, 12/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 240 | 246905 |
| &nbsp;&nbsp;&nbsp; Series 144\*, 6.88%, 05/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 115 | 109580 |
| &nbsp;&nbsp;&nbsp; GPS Hospitality Holding Co. LLC/GPS Finco, Inc., <br> 7.00%, 08/15/28<sup>(b)(e)</sup><br>| &nbsp;&nbsp;&nbsp; 139 | 69415 |
| Hanwha Futureproof Corp., 4.75%, 04/30/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203164 |
| Hightower Holding LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 100015 |
| &nbsp;&nbsp;&nbsp; 9.13%, 01/31/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 120 | 127260 |
| Hyundai Card Co. Ltd., 5.75%, 04/24/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 208231 |
| ICD Sukuk Co. Ltd., 5.00%, 02/01/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 199893 |
| Intercontinental Exchange, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.10%, 06/15/30 | &nbsp;&nbsp;&nbsp; 400 | 366792 |
| &nbsp;&nbsp;&nbsp; 3.10%, 09/15/27 | &nbsp;&nbsp;&nbsp; 25 | 24729 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/01/28 | &nbsp;&nbsp;&nbsp; 365 | 362165 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/21/28 | &nbsp;&nbsp;&nbsp; 120 | 119411 |
| &nbsp;&nbsp;&nbsp; 3.95%, 12/01/28 | &nbsp;&nbsp;&nbsp; 75 | 75061 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/15/27 | &nbsp;&nbsp;&nbsp; 725 | 726988 |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/15/29 | &nbsp;&nbsp;&nbsp; 435 | 439256 |
| Inventive Global Investments Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/19/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200062 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.27%, 11/19/28, (1-day SOFR Index + <br> 0.48%)<sup>(a)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 199945 |
| &nbsp;&nbsp;&nbsp; Jane Street Group/JSG Finance, Inc., 4.50%, <br> 11/15/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 175 | 172036 |
| &nbsp;&nbsp;&nbsp; Jefferies Finance LLC/JFIN Co-Issuer Corp., 5.00%, <br> 08/15/28<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 340 | 329592 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** |
| Jefferies Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/23/30 | &nbsp;&nbsp;&nbsp; $335 | $330524 |
| &nbsp;&nbsp;&nbsp; 5.88%, 07/21/28 | &nbsp;&nbsp;&nbsp; 390 | 405355 |
| &nbsp;&nbsp;&nbsp; 6.45%, 06/08/27 | &nbsp;&nbsp;&nbsp; 147 | 151521 |
| Jefferson Capital Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 8.25%, 05/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 145 | 152843 |
| &nbsp;&nbsp;&nbsp; 9.50%, 02/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 131340 |
| JIC Zhixin Ltd., 3.50%, 11/24/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 198504 |
| Joy Treasure Assets Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/24/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 389182 |
| &nbsp;&nbsp;&nbsp; 4.30%, 12/04/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200476 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/01/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201900 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/06/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 416890 |
| Korea Ocean Business Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/09/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202935 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/02/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 206407 |
| Lazard Group LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/11/29 | &nbsp;&nbsp;&nbsp; 135 | 135343 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/19/28 | &nbsp;&nbsp;&nbsp; 265 | 266908 |
| LD Holdings Group LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 04/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 165 | 156403 |
| &nbsp;&nbsp;&nbsp; 8.75%, 11/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 129 | 128639 |
| LFS Topco LLC, 8.75%, 07/15/30<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 130 | 130637 |
| LPL Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 330 | 325461 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 290 | 289965 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/03/28 | &nbsp;&nbsp;&nbsp; 25 | 25363 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/15/30 | &nbsp;&nbsp;&nbsp; 150 | 152963 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/15/30 | &nbsp;&nbsp;&nbsp; 230 | 235172 |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/20/27 | &nbsp;&nbsp;&nbsp; 180 | 183336 |
| &nbsp;&nbsp;&nbsp; 6.75%, 11/17/28 | &nbsp;&nbsp;&nbsp; 280 | 297831 |
| LSEG U.S. Fin Corp., 4.88%, 03/28/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 210 | 212309 |
| LSEGA Financing PLC, 2.00%, 04/06/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 355 | 340253 |
| Macquarie Airfinance Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/17/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 165 | 167015 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/27/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 245 | 248788 |
| &nbsp;&nbsp;&nbsp; 6.40%, 03/26/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 235 | 246940 |
| Marex Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.83%, 05/08/28 | &nbsp;&nbsp;&nbsp; 150 | 152753 |
| &nbsp;&nbsp;&nbsp; 6.40%, 11/04/29 | &nbsp;&nbsp;&nbsp; 210 | 218808 |
| Mastercard, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/01/29 | &nbsp;&nbsp;&nbsp; 340 | 329754 |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/26/27 | &nbsp;&nbsp;&nbsp; 345 | 343496 |
| &nbsp;&nbsp;&nbsp; 3.35%, 03/26/30 | &nbsp;&nbsp;&nbsp; 480 | 468371 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/26/28 | &nbsp;&nbsp;&nbsp; 85 | 84652 |
| &nbsp;&nbsp;&nbsp; 4.10%, 01/15/28 | &nbsp;&nbsp;&nbsp; 230 | 231809 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/15/28 | &nbsp;&nbsp;&nbsp; 155 | 157620 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/09/28 | &nbsp;&nbsp;&nbsp; 425 | 434423 |
| Midcap Financial Issuer Trust |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 01/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 130 | 128810 |
| &nbsp;&nbsp;&nbsp; 6.50%, 05/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 305 | 305479 |
| Mirae Asset Securities Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/06/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203615 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/26/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 208769 |
| Mitsubishi HC Capital, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.97%, 04/13/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 195922 |
| &nbsp;&nbsp;&nbsp; 5.08%, 09/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 220 | 222945 |
| Mitsubishi HC Finance America LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.56%, 01/14/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200360 |
| &nbsp;&nbsp;&nbsp; 5.15%, 10/24/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205289 |
| &nbsp;&nbsp;&nbsp; 5.81%, 09/12/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 215 | 223057 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 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)** |
| Muthoot Finance Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 04/23/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; $200 | $204520 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/02/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 409360 |
| &nbsp;&nbsp;&nbsp; 7.13%, 02/14/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205025 |
| Nasdaq, Inc., 5.35%, 06/28/28 | &nbsp;&nbsp;&nbsp; 367 | 378085 |
| Navient Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/15/28 | &nbsp;&nbsp;&nbsp; 175 | 171493 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/27 | &nbsp;&nbsp;&nbsp; 220 | 218455 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/29<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 225 | 219962 |
| &nbsp;&nbsp;&nbsp; 9.38%, 07/25/30 | &nbsp;&nbsp;&nbsp; 125 | 134580 |
| &nbsp;&nbsp;&nbsp; Neuberger Berman Group LLC/Neuberger Berman <br> Finance Corp., 4.50%, 03/15/27<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 185 | 184960 |
| &nbsp;&nbsp;&nbsp; NH Investment & Securities Co. Ltd., 4.75%, <br> 07/10/30<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 201723 |
| Nomura Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.17%, 07/14/28 | &nbsp;&nbsp;&nbsp; 350 | 333728 |
| &nbsp;&nbsp;&nbsp; 2.68%, 07/16/30 | &nbsp;&nbsp;&nbsp; 295 | 272974 |
| &nbsp;&nbsp;&nbsp; 2.71%, 01/22/29 | &nbsp;&nbsp;&nbsp; 200 | 191316 |
| &nbsp;&nbsp;&nbsp; 3.10%, 01/16/30 | &nbsp;&nbsp;&nbsp; 515 | 489603 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/01/30 | &nbsp;&nbsp;&nbsp; 205 | 208007 |
| &nbsp;&nbsp;&nbsp; 5.39%, 07/06/27 | &nbsp;&nbsp;&nbsp; 200 | 203291 |
| &nbsp;&nbsp;&nbsp; 5.59%, 07/02/27 | &nbsp;&nbsp;&nbsp; 160 | 163207 |
| &nbsp;&nbsp;&nbsp; 5.61%, 07/06/29 | &nbsp;&nbsp;&nbsp; 200 | 207984 |
| &nbsp;&nbsp;&nbsp; 5.84%, 01/18/28 | &nbsp;&nbsp;&nbsp; 215 | 221696 |
| &nbsp;&nbsp;&nbsp; 6.07%, 07/12/28 | &nbsp;&nbsp;&nbsp; 210 | 219134 |
| Nuveen LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 255 | 255015 |
| &nbsp;&nbsp;&nbsp; 5.55%, 01/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 210 | 217809 |
| OneMain Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/15/28 | &nbsp;&nbsp;&nbsp; 180 | 175048 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/15/30 | &nbsp;&nbsp;&nbsp; 240 | 225156 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/15/29 | &nbsp;&nbsp;&nbsp; 215 | 214432 |
| &nbsp;&nbsp;&nbsp; 6.13%, 05/15/30 | &nbsp;&nbsp;&nbsp; 220 | 224164 |
| &nbsp;&nbsp;&nbsp; 6.63%, 01/15/28 | &nbsp;&nbsp;&nbsp; 235 | 241197 |
| &nbsp;&nbsp;&nbsp; 6.63%, 05/15/29 | &nbsp;&nbsp;&nbsp; 245 | 252963 |
| &nbsp;&nbsp;&nbsp; 7.88%, 03/15/30 | &nbsp;&nbsp;&nbsp; 215 | 226640 |
| ORIX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 07/18/27 | &nbsp;&nbsp;&nbsp; 155 | 154301 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/09/30 | &nbsp;&nbsp;&nbsp; 105 | 105112 |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/10/29 | &nbsp;&nbsp;&nbsp; 220 | 224036 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/13/27 | &nbsp;&nbsp;&nbsp; 325 | 330125 |
| &nbsp;&nbsp;&nbsp; Oxford Finance LLC/Oxford Finance Co-Issuer II, <br> Inc., 6.38%, 02/01/27<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 135 | 135026 |
| PennyMac Financial Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 192310 |
| &nbsp;&nbsp;&nbsp; 7.13%, 11/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 206440 |
| &nbsp;&nbsp;&nbsp; 7.88%, 12/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 220 | 231773 |
| &nbsp;&nbsp;&nbsp; PHH Escrow Issuer LLC/PHH Corp., 9.88%, <br> 11/01/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 185 | 189172 |
| Phoenix Aviation Capital Ltd., 9.25%, 07/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 209767 |
| Planet Financial Group LLC, 10.50%, 12/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 155699 |
| Power Finance Corp. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 09/16/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 195704 |
| &nbsp;&nbsp;&nbsp; 3.95%, 04/23/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 194435 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/18/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 199690 |
| &nbsp;&nbsp;&nbsp; 6.15%, 12/06/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 209238 |
| PRA Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/01/29<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 135 | 123747 |
| &nbsp;&nbsp;&nbsp; 8.38%, 02/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 131 | 132264 |
| &nbsp;&nbsp;&nbsp; 8.88%, 01/31/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 170 | 171115 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** |
| &nbsp;&nbsp;&nbsp; Provident Funding Associates LP/PFG Finance <br> Corp., 9.75%, 09/15/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; $180 | $188749 |
| Radian Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/15/27 | &nbsp;&nbsp;&nbsp; 261 | 261998 |
| &nbsp;&nbsp;&nbsp; 6.20%, 05/15/29 | &nbsp;&nbsp;&nbsp; 165 | 173300 |
| Raymond James Financial, Inc., 4.65%, 04/01/30 | &nbsp;&nbsp;&nbsp; 155 | 157768 |
| REC Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/07/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 397173 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/27/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201999 |
| Rfna LP, 7.88%, 02/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 150993 |
| Rocket Companies, Inc., 6.13%, 08/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 590 | 604259 |
| Rocket Cos. Inc, 6.50%, 08/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 225 | 231353 |
| &nbsp;&nbsp;&nbsp; Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, <br> Inc., 3.63%, 03/01/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 225 | 216714 |
| Shriram Finance Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 6.15%, 04/03/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205795 |
| &nbsp;&nbsp;&nbsp; 6.63%, 04/22/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 204492 |
| SLM Corp., 6.50%, 01/31/30 | &nbsp;&nbsp;&nbsp; 150 | 154569 |
| Soar Wise Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.51%, 03/28/30, (1-day SOFR Index + <br> 0.83%)<sup>(a)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 196338 |
| &nbsp;&nbsp;&nbsp; 4.63%, 08/27/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 398733 |
| SRC Sukuk Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/02/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 399037 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/27/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 404235 |
| Stellantis Financial Services U.S. Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202781 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202937 |
| Stifel Financial Corp., 4.00%, 05/15/30 | &nbsp;&nbsp;&nbsp; 120 | 117639 |
| Stonebriar ABF Issuer LLC, 8.13%, 12/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 230 | 238688 |
| Sumitomo Mitsui Finance & Leasing Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.11%, 01/23/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203909 |
| &nbsp;&nbsp;&nbsp; 5.24%, 05/01/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205204 |
| Synchrony Financial |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 12/01/27 | &nbsp;&nbsp;&nbsp; 255 | 253785 |
| &nbsp;&nbsp;&nbsp; 5.02%, 07/29/29, (1-day SOFR + 1.40%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 145 | 146604 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/19/29 | &nbsp;&nbsp;&nbsp; 200 | 202910 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/06/31, (1-day SOFR + 1.68%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 305 | 310982 |
| &nbsp;&nbsp;&nbsp; 5.94%, 08/02/30, (1-day SOFR Index + 2.13%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 235 | 243410 |
| Tata Capital Ltd., 5.39%, 07/21/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203954 |
| TrueNoord Capital DAC, 8.75%, 03/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 115 | 121392 |
| United Wholesale Mortgage LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 205 | 202575 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 175 | 175274 |
| USAA Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 05/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 137955 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 152861 |
| UWM Holdings LLC, 6.63%, 02/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 252102 |
| &nbsp;&nbsp;&nbsp; Velocity Commercial Capital LLC, 9.38%, <br> 02/15/31<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 50 | 50754 |
| Visa, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 08/15/27 | &nbsp;&nbsp;&nbsp; 240 | 230160 |
| &nbsp;&nbsp;&nbsp; 1.90%, 04/15/27 | &nbsp;&nbsp;&nbsp; 520 | 509901 |
| &nbsp;&nbsp;&nbsp; 2.05%, 04/15/30 | &nbsp;&nbsp;&nbsp; 450 | 417218 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/15/27 | &nbsp;&nbsp;&nbsp; 70 | 69068 |
| &nbsp;&nbsp;&nbsp; Voya Financial, Inc., 4.70%, 01/23/48, (3-mo. SOFR <br> US + 2.34%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 70 | 66856 |
| Voya Global Funding, 4.60%, 11/24/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 35155 |
| XP, Inc., 6.75%, 07/02/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 206928 |
|  |  | 84333596 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric — 1.9%** | **Electric — 1.9%** | **Electric — 1.9%** |
| Abu Dhabi National Energy Co. PJSC |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/29/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; $200 | $190820 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/24/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201197 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/23/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 204489 |
| Adani Electricity Mumbai Ltd., 3.95%, 02/12/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 187335 |
| AEP Texas, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 06/01/28 | &nbsp;&nbsp;&nbsp; 75 | 74801 |
| &nbsp;&nbsp;&nbsp; 5.45%, 05/15/29 | &nbsp;&nbsp;&nbsp; 210 | 217869 |
| &nbsp;&nbsp;&nbsp; Series I, 2.10%, 07/01/30 | &nbsp;&nbsp;&nbsp; 155 | 141392 |
| AES Andes SA |  |  |
| &nbsp;&nbsp;&nbsp; 6.30%, 03/15/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 207170 |
| &nbsp;&nbsp;&nbsp; 8.15%, 06/10/55, (5-year CMT + 3.84%)<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 212487 |
| AES Corp.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/15/31 | &nbsp;&nbsp;&nbsp; 300 | 272843 |
| &nbsp;&nbsp;&nbsp; 3.95%, 07/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 195430 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/01/28 | &nbsp;&nbsp;&nbsp; 360 | 369529 |
| &nbsp;&nbsp;&nbsp; 6.95%, 07/15/55, (5-year CMT + 2.89%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 145 | 141968 |
| &nbsp;&nbsp;&nbsp; 7.60%, 01/15/55, (5-year CMT + 3.20%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 290 | 294008 |
| &nbsp;&nbsp;&nbsp; AES Panama Generation Holdings SRL, 4.38%, <br> 05/31/30<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 373 | 351849 |
| AL Jawaher Assets Co. Spc, 4.66%, 10/29/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 394709 |
| Alabama Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/01/27 | &nbsp;&nbsp;&nbsp; 530 | 529896 |
| &nbsp;&nbsp;&nbsp; Series 20-A, 1.45%, 09/15/30 | &nbsp;&nbsp;&nbsp; 280 | 248213 |
| Alexander Funding Trust II, 7.47%, 07/31/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 225 | 239474 |
| &nbsp;&nbsp;&nbsp; Algonquin Power & Utilities Corp., 4.75%, 01/18/82, <br> (5-year CMT + 3.25%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 260 | 257248 |
| Alliant Energy Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 145 | 144401 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/06/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 225 | 228080 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/30/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 155 | 162281 |
| Ameren Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/15/28 | &nbsp;&nbsp;&nbsp; 40 | 38115 |
| &nbsp;&nbsp;&nbsp; 1.95%, 03/15/27 | &nbsp;&nbsp;&nbsp; 225 | 220121 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/15/31 | &nbsp;&nbsp;&nbsp; 250 | 240384 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/29 | &nbsp;&nbsp;&nbsp; 180 | 184363 |
| Ameren Illinois Co., 3.80%, 05/15/28 | &nbsp;&nbsp;&nbsp; 20 | 19963 |
| American Electric Power Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/01/30 | &nbsp;&nbsp;&nbsp; 140 | 129555 |
| &nbsp;&nbsp;&nbsp; 3.20%, 11/13/27 | &nbsp;&nbsp;&nbsp; 95 | 93782 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/15/62, (5-year CMT + 2.68%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 239 | 235243 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/15/29 | &nbsp;&nbsp;&nbsp; 330 | 340186 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/01/27 | &nbsp;&nbsp;&nbsp; 475 | 488509 |
| &nbsp;&nbsp;&nbsp; 7.05%, 12/15/54, (5-year CMT + 2.75%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 105 | 109730 |
| &nbsp;&nbsp;&nbsp; Series J, 4.30%, 12/01/28 | &nbsp;&nbsp;&nbsp; 150 | 151062 |
| Arizona Public Service Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 08/15/29 | &nbsp;&nbsp;&nbsp; 150 | 142046 |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/15/27 | &nbsp;&nbsp;&nbsp; 25 | 24595 |
| Atlantic City Electric Co., 4.00%, 10/15/28 | &nbsp;&nbsp;&nbsp; 45 | 45062 |
| &nbsp;&nbsp;&nbsp; Atlantica Sustainable Infrastructure Ltd., 4.13%, <br> 06/15/28<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 125 | 122541 |
| Ausgrid Finance Pty Ltd., 4.35%, 08/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20054 |
| Avangrid, Inc., 3.80%, 06/01/29 | &nbsp;&nbsp;&nbsp; 265 | 261563 |
| Aydem Yenilenebilir Enerji AS, 9.88%, 09/30/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200529 |
| Berkshire Hathaway Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/15/28 | &nbsp;&nbsp;&nbsp; 180 | 177798 |
| &nbsp;&nbsp;&nbsp; 3.70%, 07/15/30 | &nbsp;&nbsp;&nbsp; 325 | 319452 |
| Black Hills Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/15/30 | &nbsp;&nbsp;&nbsp; 100 | 92411 |
| &nbsp;&nbsp;&nbsp; 3.05%, 10/15/29 | &nbsp;&nbsp;&nbsp; 135 | 129220 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/28 | &nbsp;&nbsp;&nbsp; 215 | 222812 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| Calpine Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $395 | $394873 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 420 | 419818 |
| &nbsp;&nbsp;&nbsp; Capital Power U.S. Holdings, Inc., 5.26%, <br> 06/01/28<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 205 | 208985 |
| &nbsp;&nbsp;&nbsp; Castle Peak Power Finance Co. Ltd., 3.25%, <br> 07/25/27<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 198034 |
| CenterPoint Energy Houston Electric LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/30 | &nbsp;&nbsp;&nbsp; 150 | 153477 |
| &nbsp;&nbsp;&nbsp; 5.20%, 10/01/28 | &nbsp;&nbsp;&nbsp; 225 | 232082 |
| CenterPoint Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/01/30 | &nbsp;&nbsp;&nbsp; 105 | 99618 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/01/29 | &nbsp;&nbsp;&nbsp; 250 | 259230 |
| &nbsp;&nbsp;&nbsp; 6.70%, 05/15/55, (5-year CMT + 2.59%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 150 | 153768 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series A, 7.00%, 02/15/55, (5-year CMT + <br> 3.25%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 100 | 104764 |
| &nbsp;&nbsp;&nbsp; Centrais Eletricas Brasileiras SA, 4.63%, <br> 02/04/30<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 400 | 388152 |
| &nbsp;&nbsp;&nbsp; Central International Development BVI Ltd., 5.10%, <br> 08/19/27<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 201797 |
| CGNPC International Ltd., 3.75%, 12/11/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 398336 |
| Chile Electricity PEC SpA, 0.00%, 01/25/28<sup>(d)(k)</sup> | &nbsp;&nbsp;&nbsp; 148 | 133995 |
| &nbsp;&nbsp;&nbsp; China Huaneng Group Hong Kong Treasury <br> Management Holding Ltd., 5.30%, (3-year CMT + <br> 3.78%)<sup>(a)(d)(i)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 203415 |
| &nbsp;&nbsp;&nbsp; China Southern Power Grid International Finance <br> BVI Co. Ltd., 3.50%, 05/08/27<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 400 | 397971 |
| &nbsp;&nbsp;&nbsp; Clearway Energy Operating LLC, 4.75%, <br> 03/15/28<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 280 | 279421 |
| &nbsp;&nbsp;&nbsp; Cleveland Electric Illuminating Co. (The), 3.50%, <br> 04/01/28<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 375 | 369453 |
| &nbsp;&nbsp;&nbsp; CLP Power HK Finance Ltd., 5.45%, , (5-year CMT <br> + 1.01%)<sup>(a)(d)(i)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 207994 |
| CLP Power Hong Kong Financing Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 06/30/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 184536 |
| &nbsp;&nbsp;&nbsp; 3.38%, 10/26/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 198217 |
| CMS Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 08/15/27 | &nbsp;&nbsp;&nbsp; 205 | 203310 |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/01/50, (5-year CMT + 2.90%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 100 | 92009 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/01/50, (5-year CMT + 4.12%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 100 | 98639 |
| Comision Federal de Electricidad |  |  |
| &nbsp;&nbsp;&nbsp; 4.69%, 05/15/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 398865 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/23/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201456 |
| &nbsp;&nbsp;&nbsp; 5.70%, 01/24/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203761 |
| Commonwealth Edison Co., 3.70%, 08/15/28 | &nbsp;&nbsp;&nbsp; 215 | 214278 |
| Connecticut Light and Power Co.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/01/29 | &nbsp;&nbsp;&nbsp; 130 | 132425 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/30 | &nbsp;&nbsp;&nbsp; 220 | 225664 |
| &nbsp;&nbsp;&nbsp; Series A, 3.20%, 03/15/27 | &nbsp;&nbsp;&nbsp; 185 | 183861 |
| Consolidated Edison Co. of New York, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Series 20A, 3.35%, 04/01/30 | &nbsp;&nbsp;&nbsp; 160 | 155090 |
| &nbsp;&nbsp;&nbsp; Series B, 3.13%, 11/15/27 | &nbsp;&nbsp;&nbsp; 205 | 202599 |
| &nbsp;&nbsp;&nbsp; Series D, 4.00%, 12/01/28 | &nbsp;&nbsp;&nbsp; 125 | 125436 |
| Constellation Energy Generation LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 01/08/28 | &nbsp;&nbsp;&nbsp; 250 | 249753 |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/15/31 | &nbsp;&nbsp;&nbsp; 95 | 94777 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 225 | 225053 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/01/28 | &nbsp;&nbsp;&nbsp; 260 | 268103 |
| Consumers Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/15/28 | &nbsp;&nbsp;&nbsp; 115 | 114655 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/31 | &nbsp;&nbsp;&nbsp; 150 | 151555 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 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; 4.60%, 05/30/29 | &nbsp;&nbsp;&nbsp; $255 | $259444 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/01/28 | &nbsp;&nbsp;&nbsp; 250 | 253742 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/15/30 | &nbsp;&nbsp;&nbsp; 190 | 194081 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/15/29 | &nbsp;&nbsp;&nbsp; 180 | 184667 |
| &nbsp;&nbsp;&nbsp; ContourGlobal Power Holdings SA, 6.75%, <br> 02/28/30<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 160 | 165086 |
| Dayton Power & Light Co.(The), 4.55%, 08/15/30 | &nbsp;&nbsp;&nbsp; 150 | 149219 |
| Dominion Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/01/28 | &nbsp;&nbsp;&nbsp; 260 | 261256 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/28 | &nbsp;&nbsp;&nbsp; 280 | 283479 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/30 | &nbsp;&nbsp;&nbsp; 270 | 276998 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series A, 6.88%, 02/01/55, (5-year CMT + <br> 2.39%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 250 | 260214 |
| &nbsp;&nbsp;&nbsp; Series B, 3.60%, 03/15/27 | &nbsp;&nbsp;&nbsp; 50 | 49817 |
| &nbsp;&nbsp;&nbsp; Series C, 3.38%, 04/01/30 | &nbsp;&nbsp;&nbsp; 480 | 463240 |
| DPL LLC, 4.35%, 04/15/29 | &nbsp;&nbsp;&nbsp; 125 | 123621 |
| DTE Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 03/01/30 | &nbsp;&nbsp;&nbsp; 150 | 139486 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/14/27 | &nbsp;&nbsp;&nbsp; 25 | 25168 |
| &nbsp;&nbsp;&nbsp; Series A, 1.90%, 04/01/28 | &nbsp;&nbsp;&nbsp; 45 | 43216 |
| DTE Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/01/30 | &nbsp;&nbsp;&nbsp; 100 | 94831 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/01/28 | &nbsp;&nbsp;&nbsp; 475 | 483347 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/01/27 | &nbsp;&nbsp;&nbsp; 290 | 293643 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/01/29 | &nbsp;&nbsp;&nbsp; 305 | 312898 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/30 | &nbsp;&nbsp;&nbsp; 315 | 324955 |
| &nbsp;&nbsp;&nbsp; Series C, 3.40%, 06/15/29 | &nbsp;&nbsp;&nbsp; 210 | 204557 |
| Duke Energy Carolinas LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 08/15/29 | &nbsp;&nbsp;&nbsp; 105 | 99586 |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/01/30 | &nbsp;&nbsp;&nbsp; 165 | 154530 |
| &nbsp;&nbsp;&nbsp; 3.95%, 11/15/28 | &nbsp;&nbsp;&nbsp; 155 | 155227 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/15/30 | &nbsp;&nbsp;&nbsp; 160 | 164502 |
| &nbsp;&nbsp;&nbsp; Series A, 6.00%, 12/01/28 | &nbsp;&nbsp;&nbsp; 30 | 31632 |
| Duke Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 06/01/30 | &nbsp;&nbsp;&nbsp; 270 | 250709 |
| &nbsp;&nbsp;&nbsp; 3.15%, 08/15/27 | &nbsp;&nbsp;&nbsp; 55 | 54369 |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/15/29 | &nbsp;&nbsp;&nbsp; 220 | 215309 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/15/28 | &nbsp;&nbsp;&nbsp; 545 | 548683 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/05/29 | &nbsp;&nbsp;&nbsp; 145 | 148132 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/08/27 | &nbsp;&nbsp;&nbsp; 465 | 473775 |
| Duke Energy Florida LLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 06/15/30 | &nbsp;&nbsp;&nbsp; 160 | 144384 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/01/29 | &nbsp;&nbsp;&nbsp; 285 | 269389 |
| &nbsp;&nbsp;&nbsp; 3.80%, 07/15/28 | &nbsp;&nbsp;&nbsp; 170 | 169985 |
| &nbsp;&nbsp;&nbsp; 4.20%, 12/01/30 | &nbsp;&nbsp;&nbsp; 40 | 39921 |
| Duke Energy Ohio, Inc., 3.65%, 02/01/29 | &nbsp;&nbsp;&nbsp; 235 | 232932 |
| Duke Energy Progress LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 03/15/29 | &nbsp;&nbsp;&nbsp; 210 | 207006 |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/01/28 | &nbsp;&nbsp;&nbsp; 50 | 49842 |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/06/27 | &nbsp;&nbsp;&nbsp; 45 | 45301 |
| Duquesne Light Holdings, Inc., 3.62%, 08/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 45 | 44488 |
| Edison International |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/28 | &nbsp;&nbsp;&nbsp; 135 | 134069 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/15/28 | &nbsp;&nbsp;&nbsp; 220 | 223758 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/15/29 | &nbsp;&nbsp;&nbsp; 170 | 173578 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/15/27 | &nbsp;&nbsp;&nbsp; 25 | 25430 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/15/30 | &nbsp;&nbsp;&nbsp; 180 | 188965 |
| &nbsp;&nbsp;&nbsp; 6.95%, 11/15/29 | &nbsp;&nbsp;&nbsp; 205 | 218965 |
| &nbsp;&nbsp;&nbsp; 7.88%, 06/15/54, (5-year CMT + 3.66%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 135 | 140425 |
| &nbsp;&nbsp;&nbsp; 8.13%, 06/15/53, (5-year CMT + 3.86%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 190 | 196952 |
| EDP Finance BV, 1.71%, 01/24/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 235 | 224320 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| Electricite de France SA |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/21/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $580 | $584536 |
| &nbsp;&nbsp;&nbsp; 5.65%, 04/22/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 545 | 567609 |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/23/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 770 | 795886 |
| &nbsp;&nbsp;&nbsp; Empresas Publicas de Medellin ESP, 4.25%, <br> 07/18/29<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 400 | 376608 |
| Enel Chile SA, 4.88%, 06/12/28 | &nbsp;&nbsp;&nbsp; 450 | 456212 |
| Enel Finance International NV |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 07/12/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 215 | 204903 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/06/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 315 | 311037 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/25/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 260 | 258566 |
| &nbsp;&nbsp;&nbsp; 4.13%, 09/30/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 199968 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/30/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 430 | 428744 |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 251600 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/14/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 220 | 226701 |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/26/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 395 | 405148 |
| &nbsp;&nbsp;&nbsp; EnfraGen Energia Sur SA/EnfraGen <br> Spain SA/Prime Energia SpA, 5.38%, 12/30/30<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 186438 |
| Engie Energia Chile SA, 3.40%, 01/28/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 189556 |
| Engie SA, 5.25%, 04/10/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 265 | 273737 |
| Entergy Arkansas LLC, 4.00%, 06/01/28 | &nbsp;&nbsp;&nbsp; 70 | 70186 |
| Entergy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 06/15/28 | &nbsp;&nbsp;&nbsp; 200 | 190362 |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/15/30 | &nbsp;&nbsp;&nbsp; 150 | 140633 |
| &nbsp;&nbsp;&nbsp; 7.13%, 12/01/54, (5-year CMT + 2.67%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 325 | 340069 |
| Entergy Louisiana LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.12%, 09/01/27 | &nbsp;&nbsp;&nbsp; 160 | 158262 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/01/28 | &nbsp;&nbsp;&nbsp; 50 | 49383 |
| Entergy Texas, Inc., 4.00%, 03/30/29 | &nbsp;&nbsp;&nbsp; 85 | 84779 |
| Eskom Holdings |  |  |
| &nbsp;&nbsp;&nbsp; 4.31%, 07/23/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 198258 |
| &nbsp;&nbsp;&nbsp; 6.35%, 08/10/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 206248 |
| &nbsp;&nbsp;&nbsp; 8.45%, 08/10/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 214267 |
| &nbsp;&nbsp;&nbsp; EUSHI Finance, Inc., 7.63%, 12/15/54, (5-year CMT <br> + 3.14%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 170 | 178840 |
| Evergy Kansas Central, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 04/01/27 | &nbsp;&nbsp;&nbsp; 5 | 4956 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/13/28 | &nbsp;&nbsp;&nbsp; 175 | 177304 |
| Evergy Metro, Inc., Series 2020, 2.25%, 06/01/30 | &nbsp;&nbsp;&nbsp; 175 | 161342 |
| Evergy Missouri West, Inc., 5.15%, 12/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 245 | 249419 |
| Evergy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 09/15/29 | &nbsp;&nbsp;&nbsp; 250 | 238293 |
| &nbsp;&nbsp;&nbsp; 6.65%, 06/01/55, (5-year CMT + 2.56%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 75 | 77074 |
| Eversource Energy |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/01/27 | &nbsp;&nbsp;&nbsp; 213 | 210436 |
| &nbsp;&nbsp;&nbsp; 4.45%, 12/15/30 | &nbsp;&nbsp;&nbsp; 160 | 159694 |
| &nbsp;&nbsp;&nbsp; 4.60%, 07/01/27 | &nbsp;&nbsp;&nbsp; 215 | 216616 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/01/28 | &nbsp;&nbsp;&nbsp; 665 | 682582 |
| &nbsp;&nbsp;&nbsp; 5.95%, 02/01/29 | &nbsp;&nbsp;&nbsp; 280 | 292793 |
| &nbsp;&nbsp;&nbsp; Series M, 3.30%, 01/15/28 | &nbsp;&nbsp;&nbsp; 60 | 59144 |
| &nbsp;&nbsp;&nbsp; Series O, 4.25%, 04/01/29 | &nbsp;&nbsp;&nbsp; 210 | 210066 |
| &nbsp;&nbsp;&nbsp; Series R, 1.65%, 08/15/30 | &nbsp;&nbsp;&nbsp; 200 | 176971 |
| Exelon Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/15/27 | &nbsp;&nbsp;&nbsp; 315 | 310892 |
| &nbsp;&nbsp;&nbsp; 4.05%, 04/15/30 | &nbsp;&nbsp;&nbsp; 405 | 401310 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/28 | &nbsp;&nbsp;&nbsp; 275 | 281241 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/29 | &nbsp;&nbsp;&nbsp; 215 | 221262 |
| FirstEnergy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 03/01/30 | &nbsp;&nbsp;&nbsp; 340 | 317927 |
| &nbsp;&nbsp;&nbsp; Series B, 2.25%, 09/01/30 | &nbsp;&nbsp;&nbsp; 5 | 4536 |
| &nbsp;&nbsp;&nbsp; Series B, 3.90%, 07/15/27 | &nbsp;&nbsp;&nbsp; 517 | 515830 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 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)** |
| FirstEnergy Pennsylvania Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $120 | $117747 |
| &nbsp;&nbsp;&nbsp; 3.60%, 06/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 19616 |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 175 | 175154 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 90 | 91951 |
| FirstEnergy Transmission LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.87%, 09/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 145508 |
| &nbsp;&nbsp;&nbsp; 4.55%, 01/15/30 | &nbsp;&nbsp;&nbsp; 130 | 130725 |
| Florida Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/15/28 | &nbsp;&nbsp;&nbsp; 195 | 197448 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/15/30 | &nbsp;&nbsp;&nbsp; 200 | 203968 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/01/28 | &nbsp;&nbsp;&nbsp; 530 | 543252 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/15/29 | &nbsp;&nbsp;&nbsp; 250 | 259397 |
| &nbsp;&nbsp;&nbsp; Series A, 3.30%, 05/30/27 | &nbsp;&nbsp;&nbsp; 63 | 62642 |
| GDZ Elektrik Dagitim AS, 9.00%, 10/15/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 199534 |
| Georgia Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/30/27 | &nbsp;&nbsp;&nbsp; 40 | 39790 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/28 | &nbsp;&nbsp;&nbsp; 150 | 150479 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/15/30 | &nbsp;&nbsp;&nbsp; 270 | 274044 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/16/28 | &nbsp;&nbsp;&nbsp; 230 | 233403 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/23/27 | &nbsp;&nbsp;&nbsp; 55 | 55681 |
| &nbsp;&nbsp;&nbsp; Series B, 2.65%, 09/15/29 | &nbsp;&nbsp;&nbsp; 270 | 257170 |
| &nbsp;&nbsp;&nbsp; Hengjian International Investment Ltd., 4.25%, <br> 06/17/28<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 201160 |
| Hongkong Electric Finance Ltd., 2.25%, 06/09/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 184486 |
| Indiana Michigan Power Co., 3.85%, 05/15/28 | &nbsp;&nbsp;&nbsp; 100 | 99834 |
| Interstate Power and Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 06/01/30 | &nbsp;&nbsp;&nbsp; 40 | 36863 |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/01/29 | &nbsp;&nbsp;&nbsp; 175 | 172114 |
| &nbsp;&nbsp;&nbsp; 4.10%, 09/26/28 | &nbsp;&nbsp;&nbsp; 235 | 235417 |
| &nbsp;&nbsp;&nbsp; Investment Energy Resources Ltd., 6.25%, <br> 04/26/29<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 201311 |
| IPALCO Enterprises, Inc., 4.25%, 05/01/30 | &nbsp;&nbsp;&nbsp; 165 | 161717 |
| Israel Electric Corp. Ltd., 4.25%, 08/14/28<sup>(b)(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 395603 |
| ITC Holdings Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 05/14/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 188913 |
| &nbsp;&nbsp;&nbsp; 3.35%, 11/15/27 | &nbsp;&nbsp;&nbsp; 20 | 19806 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/22/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 530 | 536400 |
| JERA Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.67%, 04/14/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 198713 |
| &nbsp;&nbsp;&nbsp; 4.54%, 09/02/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 199902 |
| Jersey Central Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 145 | 144943 |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 199367 |
| &nbsp;&nbsp;&nbsp; Kansai Electric Power Co., Inc. (The), 5.04%, <br> 02/26/30<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 204671 |
| &nbsp;&nbsp;&nbsp; Leeward Renewable Energy Operations LLC, <br> 4.25%, 07/01/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 140 | 134989 |
| Liberty Utilities Co., 5.58%, 01/31/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 110 | 113379 |
| Limak Yenilenebilir Enerji AS, 9.63%, 08/12/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 197698 |
| Massachusetts Electric Co., 1.73%, 11/24/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 175835 |
| Mazoon Assets Co. SAOC |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 11/08/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201328 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/14/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 204420 |
| MidAmerican Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/01/27 | &nbsp;&nbsp;&nbsp; 135 | 134078 |
| &nbsp;&nbsp;&nbsp; 3.65%, 04/15/29 | &nbsp;&nbsp;&nbsp; 305 | 302150 |
| &nbsp;&nbsp;&nbsp; Mid-Atlantic Interstate Transmission LLC, 4.10%, <br> 05/15/28<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 65 | 65077 |
| Minejesa Capital BV, 4.63%, 08/10/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 288 | 286859 |
| Mississippi Power Co., 3.95%, 03/30/28 | &nbsp;&nbsp;&nbsp; 15 | 15004 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| Monongahela Power Co., 3.55%, 05/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $200 | $198760 |
| MVM Energetika Zrt, 7.50%, 06/09/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 211441 |
| Narragansett Electric Co.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 04/09/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 190 | 183022 |
| &nbsp;&nbsp;&nbsp; 3.92%, 08/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9983 |
| National Central Cooling Co. PJSC |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/21/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 193791 |
| &nbsp;&nbsp;&nbsp; 5.28%, 03/05/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 204740 |
| National Grid PLC, 5.60%, 06/12/28 | &nbsp;&nbsp;&nbsp; 225 | 232525 |
| National Rural Utilities Cooperative Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/15/30 | &nbsp;&nbsp;&nbsp; 150 | 139792 |
| &nbsp;&nbsp;&nbsp; 3.05%, 04/25/27 | &nbsp;&nbsp;&nbsp; 125 | 123918 |
| &nbsp;&nbsp;&nbsp; 3.40%, 02/07/28 | &nbsp;&nbsp;&nbsp; 300 | 297504 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/29 | &nbsp;&nbsp;&nbsp; 160 | 158265 |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/01/28 | &nbsp;&nbsp;&nbsp; 100 | 99864 |
| &nbsp;&nbsp;&nbsp; 3.95%, 12/10/27 | &nbsp;&nbsp;&nbsp; 80 | 80164 |
| &nbsp;&nbsp;&nbsp; 4.12%, 09/16/27 | &nbsp;&nbsp;&nbsp; 95 | 95357 |
| &nbsp;&nbsp;&nbsp; 4.30%, 12/10/30 | &nbsp;&nbsp;&nbsp; 80 | 79892 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/07/28 | &nbsp;&nbsp;&nbsp; 95 | 96447 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/05/27 | &nbsp;&nbsp;&nbsp; 160 | 161585 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/28 | &nbsp;&nbsp;&nbsp; 190 | 193385 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/07/29 | &nbsp;&nbsp;&nbsp; 170 | 173987 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/07/30 | &nbsp;&nbsp;&nbsp; 155 | 159170 |
| &nbsp;&nbsp;&nbsp; 5.05%, 09/15/28 | &nbsp;&nbsp;&nbsp; 195 | 200053 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/06/27 | &nbsp;&nbsp;&nbsp; 75 | 76076 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/15/29 | &nbsp;&nbsp;&nbsp; 160 | 165269 |
| &nbsp;&nbsp;&nbsp; 7.13%, 09/15/53, (5-year CMT + 3.53%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 60 | 62955 |
| &nbsp;&nbsp;&nbsp; Series D, 4.15%, 08/25/28 | &nbsp;&nbsp;&nbsp; 150 | 150723 |
| Nevada Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 05/15/55, (5-year CMT + 1.94%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 50485 |
| &nbsp;&nbsp;&nbsp; Series CC, 3.70%, 05/01/29 | &nbsp;&nbsp;&nbsp; 210 | 207542 |
| &nbsp;&nbsp;&nbsp; Series DD, 2.40%, 05/01/30 | &nbsp;&nbsp;&nbsp; 125 | 115539 |
| &nbsp;&nbsp;&nbsp; New York State Electric & Gas Corp., 5.65%, <br> 08/15/28<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 57 | 59072 |
| NextEra Energy Capital Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 06/15/28 | &nbsp;&nbsp;&nbsp; 515 | 491403 |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/01/30 | &nbsp;&nbsp;&nbsp; 610 | 561283 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/01/29 | &nbsp;&nbsp;&nbsp; 290 | 276407 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/29 | &nbsp;&nbsp;&nbsp; 225 | 221068 |
| &nbsp;&nbsp;&nbsp; 3.55%, 05/01/27 | &nbsp;&nbsp;&nbsp; 600 | 597158 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/15/82, (5-year CMT + 2.55%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 105 | 103179 |
| &nbsp;&nbsp;&nbsp; 4.63%, 07/15/27 | &nbsp;&nbsp;&nbsp; 400 | 404073 |
| &nbsp;&nbsp;&nbsp; 4.69%, 09/01/27 | &nbsp;&nbsp;&nbsp; 410 | 414635 |
| &nbsp;&nbsp;&nbsp; 4.80%, 12/01/77, (3-mo. SOFR US + 2.67%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 49519 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/04/28 | &nbsp;&nbsp;&nbsp; 315 | 320657 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/28/28 | &nbsp;&nbsp;&nbsp; 370 | 376724 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/29 | &nbsp;&nbsp;&nbsp; 330 | 338120 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/28/30<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 205 | 210901 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/30 | &nbsp;&nbsp;&nbsp; 330 | 340268 |
| &nbsp;&nbsp;&nbsp; 5.65%, 05/01/79, (3-mo. SOFR US + 3.42%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 145 | 146521 |
| &nbsp;&nbsp;&nbsp; 6.38%, 08/15/55, (5-year CMT + 2.05%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 475 | 490865 |
| &nbsp;&nbsp;&nbsp; 6.70%, 09/01/54, (5-year CMT + 2.36%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 235 | 242639 |
| Niagara Mohawk Power Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.96%, 06/27/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 135903 |
| &nbsp;&nbsp;&nbsp; 4.28%, 12/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 235 | 235503 |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/03/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 150950 |
| NorthWestern Corp., 5.07%, 03/21/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 102347 |
| NRG Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 12/02/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 300 | 290145 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 143789 |
| &nbsp;&nbsp;&nbsp; 4.45%, 06/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 124443 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 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; 4.73%, 10/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $130 | $130039 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 230 | 230649 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/28 | &nbsp;&nbsp;&nbsp; 230 | 230128 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 240 | 240857 |
| NSTAR Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 05/15/27 | &nbsp;&nbsp;&nbsp; 10 | 9923 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/15/29 | &nbsp;&nbsp;&nbsp; 160 | 155950 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/01/30 | &nbsp;&nbsp;&nbsp; 140 | 143285 |
| NTPC Ltd., 4.50%, 03/19/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200832 |
| OGE Energy Corp., 5.45%, 05/15/29 | &nbsp;&nbsp;&nbsp; 165 | 170874 |
| Ohio Edison Co., 4.95%, 12/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 95 | 97089 |
| Ohio Power Co., Series P, 2.60%, 04/01/30 | &nbsp;&nbsp;&nbsp; 110 | 102887 |
| Oklahoma Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/01/30 | &nbsp;&nbsp;&nbsp; 100 | 96219 |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/15/30 | &nbsp;&nbsp;&nbsp; 75 | 72326 |
| OmGrid Funding Ltd., 5.20%, 05/16/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200949 |
| Oncor Electric Delivery Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/15/30 | &nbsp;&nbsp;&nbsp; 210 | 198453 |
| &nbsp;&nbsp;&nbsp; 3.70%, 11/15/28 | &nbsp;&nbsp;&nbsp; 225 | 223552 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/15/28 | &nbsp;&nbsp;&nbsp; 205 | 206562 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/20/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 180 | 181403 |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/01/29 | &nbsp;&nbsp;&nbsp; 127 | 129285 |
| Pacific Gas and Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.10%, 08/01/27 | &nbsp;&nbsp;&nbsp; 340 | 330251 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/15/28 | &nbsp;&nbsp;&nbsp; 375 | 364890 |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/15/27 | &nbsp;&nbsp;&nbsp; 50 | 49543 |
| &nbsp;&nbsp;&nbsp; 3.30%, 12/01/27 | &nbsp;&nbsp;&nbsp; 230 | 226796 |
| &nbsp;&nbsp;&nbsp; 3.75%, 07/01/28 | &nbsp;&nbsp;&nbsp; 475 | 469992 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/01/29 | &nbsp;&nbsp;&nbsp; 115 | 114475 |
| &nbsp;&nbsp;&nbsp; 4.55%, 07/01/30 | &nbsp;&nbsp;&nbsp; 915 | 912826 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/04/28 | &nbsp;&nbsp;&nbsp; 200 | 203660 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/15/27 | &nbsp;&nbsp;&nbsp; 195 | 198071 |
| &nbsp;&nbsp;&nbsp; 5.55%, 05/15/29 | &nbsp;&nbsp;&nbsp; 250 | 258356 |
| &nbsp;&nbsp;&nbsp; 6.10%, 01/15/29 | &nbsp;&nbsp;&nbsp; 330 | 346276 |
| PacifiCorp |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 09/15/30 | &nbsp;&nbsp;&nbsp; 190 | 175218 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/15/29 | &nbsp;&nbsp;&nbsp; 135 | 131659 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/15/29 | &nbsp;&nbsp;&nbsp; 180 | 184247 |
| &nbsp;&nbsp;&nbsp; 7.38%, 09/15/55, (5-year CMT + 3.32%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205191 |
| Palomino Funding Trust I, 7.23%, 05/17/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 211493 |
| &nbsp;&nbsp;&nbsp; Pattern Energy Operations LP/Pattern Energy <br> Operations, Inc., 4.50%, 08/15/28<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 240 | 237631 |
| &nbsp;&nbsp;&nbsp; Pertamina Geothermal Energy PT, 5.15%, <br> 04/27/28<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 202837 |
| Perusahaan Listrik Negara PT, 3.88%, 07/17/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 195125 |
| &nbsp;&nbsp;&nbsp; Perusahaan Perseroan Persero PT Perusahaan <br> Listrik Negara<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/30/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 186825 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/15/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 600 | 598146 |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/25/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 204381 |
| &nbsp;&nbsp;&nbsp; 5.45%, 05/21/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 204199 |
| PG&E Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/01/28 | &nbsp;&nbsp;&nbsp; 325 | 324247 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/01/30 | &nbsp;&nbsp;&nbsp; 265 | 263341 |
| &nbsp;&nbsp;&nbsp; 7.38%, 03/15/55, (5-year CMT + 3.88%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 470 | 484814 |
| Pinnacle West Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/15/28 | &nbsp;&nbsp;&nbsp; 155 | 157859 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/15/30 | &nbsp;&nbsp;&nbsp; 45 | 46334 |
| PPL Capital Funding, Inc., 4.13%, 04/15/30 | &nbsp;&nbsp;&nbsp; 105 | 104132 |
| PSEG Power LLC, 5.20%, 05/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 260 | 266809 |
| Public Service Co. of Colorado, 3.70%, 06/15/28 | &nbsp;&nbsp;&nbsp; 95 | 94466 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp;&nbsp; Public Service Co. of New Hampshire, 4.40%, <br> 07/01/28<br>| &nbsp;&nbsp;&nbsp; $100 | $101175 |
| Public Service Electric & Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/15/30 | &nbsp;&nbsp;&nbsp; 5 | 4696 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/15/27 | &nbsp;&nbsp;&nbsp; 45 | 44555 |
| &nbsp;&nbsp;&nbsp; 3.20%, 05/15/29 | &nbsp;&nbsp;&nbsp; 100 | 97483 |
| &nbsp;&nbsp;&nbsp; 3.70%, 05/01/28 | &nbsp;&nbsp;&nbsp; 105 | 104620 |
| &nbsp;&nbsp;&nbsp; Public Service Electric and Gas Co., Series R, <br> 4.20%, 01/01/31<br>| &nbsp;&nbsp;&nbsp; 125 | 124652 |
| Public Service Enterprise Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.60%, 08/15/30 | &nbsp;&nbsp;&nbsp; 200 | 177390 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/30 | &nbsp;&nbsp;&nbsp; 185 | 189239 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/29 | &nbsp;&nbsp;&nbsp; 270 | 277777 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/15/27 | &nbsp;&nbsp;&nbsp; 295 | 303984 |
| &nbsp;&nbsp;&nbsp; 5.88%, 10/15/28 | &nbsp;&nbsp;&nbsp; 270 | 281869 |
| Puget Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 06/15/28 | &nbsp;&nbsp;&nbsp; 160 | 153639 |
| &nbsp;&nbsp;&nbsp; 4.10%, 06/15/30 | &nbsp;&nbsp;&nbsp; 155 | 152082 |
| &nbsp;&nbsp;&nbsp; ReNew Wind Energy AP2/ReNew Power Pvt Ltd. <br> other 9 Subsidiaries, 4.50%, 07/14/28<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 192979 |
| &nbsp;&nbsp;&nbsp; Rochester Gas and Electric Corp., 3.10%, <br> 06/01/27<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 230 | 227855 |
| San Diego Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/28 | &nbsp;&nbsp;&nbsp; 180 | 184473 |
| &nbsp;&nbsp;&nbsp; Series VVV, 1.70%, 10/01/30 | &nbsp;&nbsp;&nbsp; 290 | 258892 |
| San Miguel Global Power Holdings Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 8.13%, (1-year CMT + 6.40%)<sup>(a)(d)(i)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202489 |
| &nbsp;&nbsp;&nbsp; 8.75%, (5-year CMT + 7.73%)<sup>(a)(d)(i)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205749 |
| &nbsp;&nbsp;&nbsp; 8.95%, , (5-year CMT + 7.45%)<sup>(a)(d)(i)</sup> | &nbsp;&nbsp;&nbsp; 200 | 207717 |
| &nbsp;&nbsp;&nbsp; Saudi Electricity Global Sukuk Co. 4, 4.72%, <br> 09/27/28<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 400 | 405082 |
| &nbsp;&nbsp;&nbsp; Saudi Electricity Global Sukuk Co. 5, 2.41%, <br> 09/17/30<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 181875 |
| Saudi Electricity Sukuk Programme Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.94%, 02/13/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202563 |
| &nbsp;&nbsp;&nbsp; 5.23%, 02/18/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 600 | 613805 |
| Sempra |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/15/27 | &nbsp;&nbsp;&nbsp; 80 | 79165 |
| &nbsp;&nbsp;&nbsp; 3.40%, 02/01/28 | &nbsp;&nbsp;&nbsp; 283 | 279638 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/01/29 | &nbsp;&nbsp;&nbsp; 175 | 172428 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/01/52, (5-year CMT + 2.87%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 348 | 343676 |
| &nbsp;&nbsp;&nbsp; 6.63%, 04/01/55, (5-year CMT + 2.35%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 145 | 147092 |
| &nbsp;&nbsp;&nbsp; 6.88%, 10/01/54, (5-year CMT + 2.79%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 270 | 276843 |
| &nbsp;&nbsp;&nbsp; Sierra Pacific Power Co., 6.20%, 12/15/55, (5-year <br> CMT + 2.55%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 100 | 99596 |
| Southern California Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/01/30 | &nbsp;&nbsp;&nbsp; 160 | 145626 |
| &nbsp;&nbsp;&nbsp; 2.85%, 08/01/29 | &nbsp;&nbsp;&nbsp; 210 | 199491 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/01/27 | &nbsp;&nbsp;&nbsp; 160 | 161222 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/01/29 | &nbsp;&nbsp;&nbsp; 205 | 209874 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/30 | &nbsp;&nbsp;&nbsp; 175 | 179691 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/01/28 | &nbsp;&nbsp;&nbsp; 230 | 235325 |
| &nbsp;&nbsp;&nbsp; 5.65%, 10/01/28 | &nbsp;&nbsp;&nbsp; 185 | 191575 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/01/27 | &nbsp;&nbsp;&nbsp; 380 | 390779 |
| &nbsp;&nbsp;&nbsp; 6.65%, 04/01/29 | &nbsp;&nbsp;&nbsp; 15 | 15766 |
| &nbsp;&nbsp;&nbsp; Series A, 4.20%, 03/01/29 | &nbsp;&nbsp;&nbsp; 250 | 249002 |
| &nbsp;&nbsp;&nbsp; Series B, 3.65%, 03/01/28 | &nbsp;&nbsp;&nbsp; 115 | 113919 |
| &nbsp;&nbsp;&nbsp; Series D, 4.70%, 06/01/27 | &nbsp;&nbsp;&nbsp; 190 | 191551 |
| Southern Co.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 06/15/28 | &nbsp;&nbsp;&nbsp; 310 | 315616 |
| &nbsp;&nbsp;&nbsp; 5.11%, 08/01/27 | &nbsp;&nbsp;&nbsp; 220 | 223377 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 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; 5.50%, 03/15/29 | &nbsp;&nbsp;&nbsp; $300 | $311676 |
| &nbsp;&nbsp;&nbsp; Series 21-B, 1.75%, 03/15/28 | &nbsp;&nbsp;&nbsp; 85 | 81215 |
| &nbsp;&nbsp;&nbsp; Series A, 3.70%, 04/30/30 | &nbsp;&nbsp;&nbsp; 275 | 268435 |
| Southern Power Co., Series A, 4.25%, 10/01/30 | &nbsp;&nbsp;&nbsp; 150 | 149620 |
| &nbsp;&nbsp;&nbsp; Southwestern Electric Power Co., Series M, 4.10%, <br> 09/15/28<br>| &nbsp;&nbsp;&nbsp; 275 | 274999 |
| SP Group Treasury Pte Ltd., 3.38%, 02/27/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 245829 |
| SP PowerAssets Ltd., 3.00%, 09/26/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 197192 |
| &nbsp;&nbsp;&nbsp; State Grid Europe Development PLC, 3.25%, <br> 04/07/27<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 400 | 397258 |
| State Grid Overseas Investment BVI Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 08/05/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 362420 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/04/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 398339 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/02/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201800 |
| System Energy Resources, Inc., 6.00%, 04/15/28 | &nbsp;&nbsp;&nbsp; 318 | 330126 |
| Talen Energy Supply LLC, 8.63%, 06/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 360 | 379906 |
| Tampa Electric Co., 4.90%, 03/01/29 | &nbsp;&nbsp;&nbsp; 125 | 127868 |
| &nbsp;&nbsp;&nbsp; Three Gorges Finance I Cayman Islands Ltd., <br> 3.60%, 10/28/28<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 200014 |
| &nbsp;&nbsp;&nbsp; TNB Global Ventures Capital Bhd, 4.85%, <br> 11/01/28<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 203681 |
| Transelec SA, 3.88%, 01/12/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 190 | 185777 |
| Union Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/15/27 | &nbsp;&nbsp;&nbsp; 80 | 79160 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/15/30 | &nbsp;&nbsp;&nbsp; 245 | 233476 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/15/29 | &nbsp;&nbsp;&nbsp; 225 | 221464 |
| Virginia Electric & Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; Series A, 2.88%, 07/15/29 | &nbsp;&nbsp;&nbsp; 200 | 192337 |
| &nbsp;&nbsp;&nbsp; Series A, 3.50%, 03/15/27 | &nbsp;&nbsp;&nbsp; 305 | 303832 |
| &nbsp;&nbsp;&nbsp; Series A, 3.80%, 04/01/28 | &nbsp;&nbsp;&nbsp; 205 | 204444 |
| &nbsp;&nbsp;&nbsp; Series B, 3.75%, 05/15/27 | &nbsp;&nbsp;&nbsp; 365 | 364386 |
| Vistra Operations Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 145 | 144272 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 385 | 380458 |
| &nbsp;&nbsp;&nbsp; 4.60%, 10/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 240 | 239138 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/31/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 300 | 299536 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/31/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 385 | 385251 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 385 | 385135 |
| VoltaGrid LLC, 7.38%, 11/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 660 | 668825 |
| WEC Energy Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 10/15/27 | &nbsp;&nbsp;&nbsp; 25 | 23969 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/28 | &nbsp;&nbsp;&nbsp; 290 | 294602 |
| &nbsp;&nbsp;&nbsp; 5.15%, 10/01/27 | &nbsp;&nbsp;&nbsp; 305 | 310491 |
| Wisconsin Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 06/15/28 | &nbsp;&nbsp;&nbsp; 35 | 33335 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/01/29 | &nbsp;&nbsp;&nbsp; 30 | 29977 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/15/30 | &nbsp;&nbsp;&nbsp; 135 | 134587 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/29 | &nbsp;&nbsp;&nbsp; 135 | 138940 |
| Wisconsin Power and Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/29 | &nbsp;&nbsp;&nbsp; 145 | 140179 |
| &nbsp;&nbsp;&nbsp; 3.05%, 10/15/27 | &nbsp;&nbsp;&nbsp; 65 | 64061 |
| Wisconsin Public Service Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/31 | &nbsp;&nbsp;&nbsp; 160 | 159822 |
| &nbsp;&nbsp;&nbsp; 4.55%, 12/01/29 | &nbsp;&nbsp;&nbsp; 95 | 96526 |
| Xcel Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/15/27 | &nbsp;&nbsp;&nbsp; 265 | 258449 |
| &nbsp;&nbsp;&nbsp; 2.60%, 12/01/29 | &nbsp;&nbsp;&nbsp; 260 | 245170 |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/01/30 | &nbsp;&nbsp;&nbsp; 150 | 144329 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/15/28 | &nbsp;&nbsp;&nbsp; 110 | 110051 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/21/28 | &nbsp;&nbsp;&nbsp; 80 | 81153 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| XPLR Infrastructure Operating Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $165 | $163502 |
| &nbsp;&nbsp;&nbsp; 7.25%, 01/15/29<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 270 | 278481 |
| &nbsp;&nbsp;&nbsp; 8.38%, 01/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 262549 |
| Zorlu Enerji Elektrik Uretim AS, 11.00%, 04/23/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 372566 |
|  |  | 91770367 |
| **Electrical Components & Equipment — 0.0%** | **Electrical Components & Equipment — 0.0%** | **Electrical Components & Equipment — 0.0%** |
| ABB Finance USA, Inc., 3.80%, 04/03/28 | &nbsp;&nbsp;&nbsp; 35 | 35038 |
| Emerson Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.80%, 10/15/27 | &nbsp;&nbsp;&nbsp; 20 | 19375 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/21/28 | &nbsp;&nbsp;&nbsp; 300 | 285002 |
| Energizer Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/31/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 245 | 235366 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 197672 |
| EnerSys, 4.38%, 12/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 85 | 84589 |
| &nbsp;&nbsp;&nbsp; Molex Electronic Technologies LLC, 4.75%, <br> 04/30/28<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 75 | 76033 |
| WESCO Distribution, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 285 | 293984 |
| &nbsp;&nbsp;&nbsp; 7.25%, 06/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 400 | 405049 |
|  |  | 1632108 |
| **Electronics — 0.2%** | **Electronics — 0.2%** | **Electronics — 0.2%** |
| Allegion PLC, 3.50%, 10/01/29 | &nbsp;&nbsp;&nbsp; 115 | 112241 |
| Allegion U.S. Holding Co., Inc., 3.55%, 10/01/27 | &nbsp;&nbsp;&nbsp; 150 | 148706 |
| Amphenol Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 02/15/30 | &nbsp;&nbsp;&nbsp; 335 | 318261 |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/15/27 | &nbsp;&nbsp;&nbsp; 255 | 254905 |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/15/28 | &nbsp;&nbsp;&nbsp; 120 | 119919 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/15/30 | &nbsp;&nbsp;&nbsp; 240 | 238407 |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/01/29 | &nbsp;&nbsp;&nbsp; 175 | 176924 |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/12/28 | &nbsp;&nbsp;&nbsp; 100 | 100992 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/05/27 | &nbsp;&nbsp;&nbsp; 195 | 197624 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/05/29 | &nbsp;&nbsp;&nbsp; 215 | 221280 |
| Arrow Electronics, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/12/28 | &nbsp;&nbsp;&nbsp; 220 | 218553 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/21/29 | &nbsp;&nbsp;&nbsp; 175 | 179009 |
| Avnet, Inc., 6.25%, 03/15/28 | &nbsp;&nbsp;&nbsp; 222 | 230107 |
| Coherent Corp., 5.00%, 12/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 295 | 293981 |
| &nbsp;&nbsp;&nbsp; Competition Team Technologies Ltd., 4.25%, <br> 03/12/29<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 200036 |
| Flex Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/15/29 | &nbsp;&nbsp;&nbsp; 170 | 172640 |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/12/30 | &nbsp;&nbsp;&nbsp; 205 | 207917 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/28 | &nbsp;&nbsp;&nbsp; 180 | 185943 |
| Honeywell International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.10%, 03/01/27 | &nbsp;&nbsp;&nbsp; 515 | 500766 |
| &nbsp;&nbsp;&nbsp; 1.95%, 06/01/30 | &nbsp;&nbsp;&nbsp; 345 | 315075 |
| &nbsp;&nbsp;&nbsp; 2.70%, 08/15/29 | &nbsp;&nbsp;&nbsp; 240 | 229735 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/29 | &nbsp;&nbsp;&nbsp; 265 | 267134 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/30/27 | &nbsp;&nbsp;&nbsp; 555 | 561894 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/01/30 | &nbsp;&nbsp;&nbsp; 330 | 337123 |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/01/29 | &nbsp;&nbsp;&nbsp; 200 | 205841 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/15/28 | &nbsp;&nbsp;&nbsp; 256 | 261572 |
| Hubbell, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 08/15/27 | &nbsp;&nbsp;&nbsp; 195 | 192384 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/28 | &nbsp;&nbsp;&nbsp; 105 | 104045 |
| Imola Merger Corp., 4.75%, 05/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 600 | 590801 |
| Jabil, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/31 | &nbsp;&nbsp;&nbsp; 200 | 185700 |
| &nbsp;&nbsp;&nbsp; 3.60%, 01/15/30 | &nbsp;&nbsp;&nbsp; 150 | 145223 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electronics (continued)** | **Electronics (continued)** | **Electronics (continued)** |
| &nbsp;&nbsp;&nbsp; 3.95%, 01/12/28 | &nbsp;&nbsp;&nbsp; $130 | $129764 |
| &nbsp;&nbsp;&nbsp; 4.20%, 02/01/29 | &nbsp;&nbsp;&nbsp; 120 | 119954 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/27 | &nbsp;&nbsp;&nbsp; 207 | 207576 |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/01/29 | &nbsp;&nbsp;&nbsp; 140 | 144752 |
| Keysight Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/30/29 | &nbsp;&nbsp;&nbsp; 160 | 153358 |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/06/27 | &nbsp;&nbsp;&nbsp; 280 | 281501 |
| &nbsp;&nbsp;&nbsp; 5.35%, 07/30/30 | &nbsp;&nbsp;&nbsp; 210 | 218427 |
| Sensata Technologies BV, 5.88%, 09/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 145 | 147176 |
| Sensata Technologies, Inc., 4.38%, 02/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 130 | 127099 |
| TD SYNNEX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 08/09/28 | &nbsp;&nbsp;&nbsp; 120 | 114500 |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/17/29 | &nbsp;&nbsp;&nbsp; 125 | 124945 |
| Trimble, Inc., 4.90%, 06/15/28 | &nbsp;&nbsp;&nbsp; 170 | 172658 |
| TTM Technologies, Inc., 4.00%, 03/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 155 | 150580 |
| Tyco Electronics Group SA |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/15/27 | &nbsp;&nbsp;&nbsp; 235 | 233081 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/09/31 | &nbsp;&nbsp;&nbsp; 50 | 50451 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/01/30 | &nbsp;&nbsp;&nbsp; 115 | 117027 |
| Vontier Corp., 2.40%, 04/01/28 | &nbsp;&nbsp;&nbsp; 190 | 182750 |
|  |  | 10150337 |
| **Energy - Alternate Sources — 0.0%** | **Energy - Alternate Sources — 0.0%** | **Energy - Alternate Sources — 0.0%** |
| Abu Dhabi Future Energy Co. Pjsc Masdar |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/25/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203089 |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/21/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202514 |
| Greenko Power II Ltd., 4.30%, 12/13/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 152 | 145598 |
| &nbsp;&nbsp;&nbsp; Greenko Wind Projects Mauritius Ltd., 7.25%, <br> 09/27/28<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 400 | 408802 |
| &nbsp;&nbsp;&nbsp; Hanwha Q Cells Americas Holdings Corp., 5.00%, <br> 07/27/28<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 204467 |
| TerraForm Power Operating LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 220 | 213490 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/31/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 210 | 210263 |
|  |  | 1588223 |
| **Engineering & Construction — 0.2%** | **Engineering & Construction — 0.2%** | **Engineering & Construction — 0.2%** |
| Arcosa, Inc., 4.38%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 122710 |
| ASG Finance DAC, 9.75%, 05/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 185160 |
| &nbsp;&nbsp;&nbsp; ATP Tower Holdings/Andean Telecom Partners Chile <br> SpA/Andean Tower Partners C, 7.88%, <br> 02/03/30<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 206054 |
| Brand Industrial Services, Inc., 10.38%, 08/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 420 | 403413 |
| &nbsp;&nbsp;&nbsp; CCCI Treasure Ltd., 3.65%, (5-year CMT + <br> 5.12%)<sup>(a)(d)(i)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 198355 |
| China Railway Xunjie Co. Ltd., 4.00%, 07/06/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 199717 |
| &nbsp;&nbsp;&nbsp; Chouzhou International Investment Ltd., 4.80%, <br> 01/15/28<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 202187 |
| Delhi International Airport Ltd., 6.45%, 06/04/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 208686 |
| Dianjian Haiyu Ltd., 4.30%, 09/10/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200685 |
| Dycom Industries, Inc., 4.50%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 167 | 164155 |
| Fluor Corp., 4.25%, 09/15/28 | &nbsp;&nbsp;&nbsp; 190 | 188581 |
| &nbsp;&nbsp;&nbsp; Global Infrastructure Solutions, Inc., 5.63%, <br> 06/01/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 130 | 130166 |
| &nbsp;&nbsp;&nbsp; Great Lakes Dredge & Dock Corp., 5.25%, <br> 06/01/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 110 | 108254 |
| &nbsp;&nbsp;&nbsp; Hongkong International Qingdao Co. Ltd., 5.75%, <br> 09/12/27<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 800 | 814574 |
| HTA Group Ltd./Mauritius, 7.50%, 06/04/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 412928 |
| &nbsp;&nbsp;&nbsp; Hubei United Development Investment Group Co. <br> Ltd., 5.10%, 02/19/28<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 201973 |
| IHS Holding Ltd., 6.25%, 11/29/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 198935 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Engineering & Construction (continued)** | **Engineering & Construction (continued)** | **Engineering & Construction (continued)** |
| &nbsp;&nbsp;&nbsp; INNOVATE Corp., 10.50%, 02/01/27, (10.50% <br> PIK)<sup>(b)(h)</sup><br>| &nbsp;&nbsp;&nbsp; $18 | $15628 |
| Jacobs Engineering Group, Inc., 6.35%, 08/18/28 | &nbsp;&nbsp;&nbsp; 235 | 247052 |
| &nbsp;&nbsp;&nbsp; Jinan Urban Construction International Investment <br> Co. Ltd., 5.00%, 11/06/27<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 201164 |
| MasTec, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 180 | 179526 |
| &nbsp;&nbsp;&nbsp; 5.90%, 06/15/29 | &nbsp;&nbsp;&nbsp; 240 | 251118 |
| &nbsp;&nbsp;&nbsp; Railworks Holdings LP/Railworks Rally, Inc., 8.25%, <br> 11/15/28<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 100 | 101522 |
| &nbsp;&nbsp;&nbsp; Sepco Virgin Ltd., 4.65%, (5-year CMT + <br> 3.00%)<sup>(a)(d)(i)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 201796 |
| Ste Transcore Holdings, Inc., 3.38%, 05/05/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 198698 |
| &nbsp;&nbsp;&nbsp; Taizhou Urban Construction and Investment <br> Development Group Co. Ltd., 5.45%, 07/11/27<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 202023 |
| TopBuild Corp., 3.63%, 03/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 121201 |
| Tutor Perini Corp., 11.88%, 04/30/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 95 | 104832 |
| Vinci SA, 3.75%, 04/10/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 340 | 336340 |
| &nbsp;&nbsp;&nbsp; Weekley Homes LLC/Weekley Finance Corp., <br> 4.88%, 09/15/28<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 145 | 142827 |
| Wuhan Metro Group Co. Ltd., 4.45%, 10/22/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200575 |
| YI Bright International Ltd., 6.68%, 06/20/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 204862 |
| Yongda Investment Ltd., 4.60%, 06/03/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201749 |
| &nbsp;&nbsp;&nbsp; Zhangzhou Jiulongjiang Group Co. Ltd., 4.55%, <br> 07/09/28<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 200578 |
| Zhuji Development Ltd., 5.55%, 08/20/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201933 |
|  |  | 7459957 |
| **Entertainment — 0.2%** | **Entertainment — 0.2%** | **Entertainment — 0.2%** |
| Affinity Interactive, 6.88%, 12/15/27<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 179 | 107379 |
| &nbsp;&nbsp;&nbsp; Allwyn Entertainment Financing UK PLC, 7.88%, <br> 04/30/29<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 208122 |
| &nbsp;&nbsp;&nbsp; AMC Entertainment Holdings, Inc., 7.50%, <br> 02/15/29<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; 170 | 132610 |
| Banijay Entertainment SASU, 8.13%, 05/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 135 | 140105 |
| Boyne USA, Inc., 4.75%, 05/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 197418 |
| Brightstar Lottery PLC, 5.25%, 01/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 199773 |
| Caesars Entertainment, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/15/29<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 365 | 350428 |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 635 | 655881 |
| Churchill Downs, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 249163 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 180 | 180076 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 365 | 367010 |
| Cinemark USA, Inc., 5.25%, 07/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 270 | 269705 |
| &nbsp;&nbsp;&nbsp; Flutter Treasury Designated Activity Co., 6.38%, <br> 04/29/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 260 | 268116 |
| &nbsp;&nbsp;&nbsp; Great Canadian Gaming Corp./Raptor LLC, 8.75%, <br> 11/15/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 185 | 187916 |
| Jacobs Entertainment, Inc., 6.75%, 02/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 155 | 153056 |
| &nbsp;&nbsp;&nbsp; Light & Wonder International, Inc., 7.25%, <br> 11/15/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 150 | 153903 |
| Live Nation Entertainment, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 147926 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 345 | 344916 |
| &nbsp;&nbsp;&nbsp; 6.50%, 05/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 390 | 391829 |
| &nbsp;&nbsp;&nbsp; Midwest Gaming Borrower LLC/Midwest Gaming <br> Finance Corp., 4.88%, 05/01/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 225 | 220990 |
| &nbsp;&nbsp;&nbsp; Mohegan Tribal Gaming Authority/MS Digital <br> Entertainment Holdings LLC, 8.25%, 04/15/30<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 230 | 239609 |
| Motion Bondco DAC, 6.63%, 11/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 145 | 137791 |
| Odeon Finco PLC, 12.75%, 11/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 120 | 123123 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Entertainment (continued)** | **Entertainment (continued)** | **Entertainment (continued)** |
| &nbsp;&nbsp;&nbsp; Ontario Gaming GTA LP/OTG Co-Issuer, Inc., <br> 8.00%, 08/01/30<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; $115 | $110459 |
| Penn Entertainment, Inc., 4.13%, 07/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 120 | 111478 |
| &nbsp;&nbsp;&nbsp; Premier Entertainment Sub LLC/Premier <br> Entertainment Finance Corp., 5.63%, 09/01/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 220 | 162601 |
| Resorts World Las Vegas LLC/RWLV Capital, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 04/16/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 364847 |
| &nbsp;&nbsp;&nbsp; 8.45%, 07/27/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 152535 |
| &nbsp;&nbsp;&nbsp; Rivers Enterprise Lender LLC / Rivers Enterprise <br> Lender Corp., 6.25%, 10/15/30<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 35 | 35537 |
| &nbsp;&nbsp;&nbsp; Scientific Games Holdings LP/Scientific Games <br> U.S. FinCo, Inc., 6.63%, 03/01/30<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 235 | 214698 |
| &nbsp;&nbsp;&nbsp; SeaWorld Parks & Entertainment, Inc., 5.25%, <br> 08/15/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 225 | 219977 |
| Six Flags Entertainment Corp., 5.50%, 04/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 160 | 160000 |
| &nbsp;&nbsp;&nbsp; Six Flags Entertainment Corp./Canada's <br> Wonderland Co./Magnum Management Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/29 | &nbsp;&nbsp;&nbsp; 135 | 129580 |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/15/27 | &nbsp;&nbsp;&nbsp; 185 | 185000 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/01/28 | &nbsp;&nbsp;&nbsp; 50 | 49901 |
| &nbsp;&nbsp;&nbsp; Speedway Motorsports LLC/Speedway Funding II, <br> Inc., 4.88%, 11/01/27<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 139 | 138781 |
| Starz Capital Holdings LLC, 5.50%, 04/15/29<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 100 | 82253 |
| Vail Resorts, Inc., 5.63%, 07/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 145 | 147218 |
| Warnermedia Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.76%, 03/15/27 | &nbsp;&nbsp;&nbsp; 350 | 347545 |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/15/29 | &nbsp;&nbsp;&nbsp; 440 | 427532 |
| WMG Acquisition Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 240 | 231111 |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 28807 |
| &nbsp;&nbsp;&nbsp; Wynn Resorts Finance LLC/Wynn Resorts Capital <br> Corp., 5.13%, 10/01/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 215 | 216177 |
|  |  | 8942882 |
| **Environmental Control — 0.1%** | **Environmental Control — 0.1%** | **Environmental Control — 0.1%** |
| Clean Harbors, Inc., 5.13%, 07/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5009 |
| Enviri Corp., 5.75%, 07/31/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 165 | 165140 |
| GFL Environmental, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 245018 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 245917 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 146996 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 225 | 223616 |
| Madison IAQ LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/30/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 230 | 227188 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/30/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 360 | 359550 |
| Republic Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/01/30 | &nbsp;&nbsp;&nbsp; 175 | 163009 |
| &nbsp;&nbsp;&nbsp; 3.38%, 11/15/27 | &nbsp;&nbsp;&nbsp; 135 | 134192 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/15/28 | &nbsp;&nbsp;&nbsp; 325 | 325702 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/15/30 | &nbsp;&nbsp;&nbsp; 150 | 153338 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/01/29 | &nbsp;&nbsp;&nbsp; 215 | 220386 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/15/29 | &nbsp;&nbsp;&nbsp; 157 | 162085 |
| Reworld Holding Corp., 4.88%, 12/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 235 | 227450 |
| Veralto Corp., 5.35%, 09/18/28 | &nbsp;&nbsp;&nbsp; 265 | 273368 |
| Waste Connections, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 02/01/30 | &nbsp;&nbsp;&nbsp; 195 | 184391 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/01/29 | &nbsp;&nbsp;&nbsp; 160 | 157716 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/01/28 | &nbsp;&nbsp;&nbsp; 140 | 141151 |
| Waste Management, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.15%, 03/15/28 | &nbsp;&nbsp;&nbsp; 120 | 113565 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/01/29 | &nbsp;&nbsp;&nbsp; 145 | 136043 |
| &nbsp;&nbsp;&nbsp; 3.15%, 11/15/27 | &nbsp;&nbsp;&nbsp; 375 | 371287 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Environmental Control (continued)** | **Environmental Control (continued)** | **Environmental Control (continued)** |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/15/29 | &nbsp;&nbsp;&nbsp; $145 | $144808 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/28 | &nbsp;&nbsp;&nbsp; 310 | 314378 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/15/30 | &nbsp;&nbsp;&nbsp; 220 | 223946 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/30 | &nbsp;&nbsp;&nbsp; 205 | 209036 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/15/29 | &nbsp;&nbsp;&nbsp; 290 | 297636 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/03/27 | &nbsp;&nbsp;&nbsp; 160 | 162542 |
|  |  | 5734463 |
| **Food — 0.6%** | **Food — 0.6%** | **Food — 0.6%** |
| Ahold Finance USA LLC, 6.88%, 05/01/29 | &nbsp;&nbsp;&nbsp; 115 | 124475 |
| &nbsp;&nbsp;&nbsp; Albertsons Co, Inc./Safeway, Inc./New <br> Albertsons LP/Albertsons LLC<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 375 | 360051 |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 350 | 349911 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 310 | 306053 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200140 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 255 | 259142 |
| Almarai Sukuk Ltd., 4.45%, 09/24/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 197214 |
| &nbsp;&nbsp;&nbsp; Aragvi Finance International DAC, 11.13%, <br> 11/20/29<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 202958 |
| B&G Foods, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/15/27 | &nbsp;&nbsp;&nbsp; 175 | 169159 |
| &nbsp;&nbsp;&nbsp; 8.00%, 09/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 325 | 306802 |
| Bimbo Bakeries USA, Inc., 6.05%, 01/15/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 209088 |
| BRF SA, 4.88%, 01/24/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 193984 |
| C&S Group Enterprises LLC, 5.00%, 12/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 160 | 150354 |
| Campbell's Co.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/28 | &nbsp;&nbsp;&nbsp; 420 | 420451 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/19/27 | &nbsp;&nbsp;&nbsp; 165 | 167087 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/21/29 | &nbsp;&nbsp;&nbsp; 185 | 189725 |
| Campbell's Co.(The), 2.38%, 04/24/30 | &nbsp;&nbsp;&nbsp; 165 | 151631 |
| Cencosud SA, 4.38%, 07/17/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 400723 |
| &nbsp;&nbsp;&nbsp; China Modern Dairy Holdings Ltd., 4.88%, <br> 07/10/30<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 199273 |
| &nbsp;&nbsp;&nbsp; Chobani Holdco II LLC, 8.75%, 10/01/29, (8.75% <br> Cash or 9.50% PIK)<sup>(b)(h)</sup><br>| &nbsp;&nbsp;&nbsp; 218 | 233085 |
| Chobani LLC/Chobani Finance Corp., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 124450 |
| &nbsp;&nbsp;&nbsp; 7.63%, 07/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 156008 |
| &nbsp;&nbsp;&nbsp; CK Hutchison International 20 Ltd., 2.50%, <br> 05/08/30<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 186121 |
| Conagra Brands, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 11/01/27 | &nbsp;&nbsp;&nbsp; 430 | 410315 |
| &nbsp;&nbsp;&nbsp; 4.85%, 11/01/28 | &nbsp;&nbsp;&nbsp; 355 | 359724 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/01/30 | &nbsp;&nbsp;&nbsp; 180 | 181928 |
| &nbsp;&nbsp;&nbsp; 7.00%, 10/01/28 | &nbsp;&nbsp;&nbsp; 173 | 184684 |
| General Mills, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 04/15/30 | &nbsp;&nbsp;&nbsp; 200 | 189341 |
| &nbsp;&nbsp;&nbsp; 3.20%, 02/10/27 | &nbsp;&nbsp;&nbsp; 215 | 213569 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/17/28 | &nbsp;&nbsp;&nbsp; 380 | 381178 |
| &nbsp;&nbsp;&nbsp; 4.88%, 01/30/30 | &nbsp;&nbsp;&nbsp; 225 | 229998 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/17/28 | &nbsp;&nbsp;&nbsp; 225 | 233176 |
| Grupo Nutresa SA, 8.00%, 05/12/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 600 | 638974 |
| Hershey Co.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 06/01/30 | &nbsp;&nbsp;&nbsp; 60 | 54184 |
| &nbsp;&nbsp;&nbsp; 2.45%, 11/15/29 | &nbsp;&nbsp;&nbsp; 100 | 94405 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/04/28 | &nbsp;&nbsp;&nbsp; 120 | 121043 |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/24/28 | &nbsp;&nbsp;&nbsp; 130 | 132065 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/24/30 | &nbsp;&nbsp;&nbsp; 165 | 168978 |
| Hormel Foods Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 06/03/28 | &nbsp;&nbsp;&nbsp; 70 | 66637 |
| &nbsp;&nbsp;&nbsp; 1.80%, 06/11/30 | &nbsp;&nbsp;&nbsp; 255 | 230393 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 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%, 03/30/27 | &nbsp;&nbsp;&nbsp; $185 | $186828 |
| Ingredion, Inc., 2.90%, 06/01/30 | &nbsp;&nbsp;&nbsp; 155 | 146230 |
| J M Smucker Co.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/15/30 | &nbsp;&nbsp;&nbsp; 110 | 102170 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/28 | &nbsp;&nbsp;&nbsp; 290 | 303547 |
| &nbsp;&nbsp;&nbsp; JBS USA Holding Lux Sarl/JBS USA Foods Group <br> Holdings, Inc./JBS USA Food Co., 3.00%, <br> 02/02/29<br>| &nbsp;&nbsp;&nbsp; 105 | 101463 |
| JGSH Philippines Ltd., 4.13%, 07/09/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 198093 |
| &nbsp;&nbsp;&nbsp; KeHE Distributors LLC/KeHE Finance <br> Corp./NextWave Distribution, Inc., 9.00%, <br> 02/15/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 310 | 325003 |
| Kellanova |  |  |
| &nbsp;&nbsp;&nbsp; 2.10%, 06/01/30 | &nbsp;&nbsp;&nbsp; 150 | 137486 |
| &nbsp;&nbsp;&nbsp; 3.40%, 11/15/27 | &nbsp;&nbsp;&nbsp; 125 | 124100 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/15/28 | &nbsp;&nbsp;&nbsp; 285 | 287163 |
| Kraft Heinz Foods Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/30 | &nbsp;&nbsp;&nbsp; 200 | 195577 |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/15/27 | &nbsp;&nbsp;&nbsp; 487 | 485582 |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/30/29 | &nbsp;&nbsp;&nbsp; 95 | 96245 |
| Kroger Co.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 05/01/30 | &nbsp;&nbsp;&nbsp; 130 | 119608 |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/01/27 | &nbsp;&nbsp;&nbsp; 25 | 24916 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/29 | &nbsp;&nbsp;&nbsp; 245 | 248354 |
| Lamb Weston Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/31/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 290 | 280320 |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 150454 |
| Land O'Lakes Capital Trust I, 7.45%, 03/15/28<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 80 | 82409 |
| MARB BondCo PLC, 3.95%, 01/29/31<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 363042 |
| Mars, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 04/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 205 | 197256 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 580 | 584278 |
| &nbsp;&nbsp;&nbsp; 4.55%, 04/20/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 385 | 389917 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 975 | 987750 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1480 | 1511666 |
| McCormick & Co., Inc./MD |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/15/30 | &nbsp;&nbsp;&nbsp; 150 | 139481 |
| &nbsp;&nbsp;&nbsp; 3.40%, 08/15/27 | &nbsp;&nbsp;&nbsp; 229 | 227314 |
| Mondelez International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 03/17/27 | &nbsp;&nbsp;&nbsp; 262 | 258203 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/13/30 | &nbsp;&nbsp;&nbsp; 200 | 188504 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/07/28 | &nbsp;&nbsp;&nbsp; 140 | 140316 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/06/28 | &nbsp;&nbsp;&nbsp; 95 | 95467 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/06/30 | &nbsp;&nbsp;&nbsp; 175 | 176650 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/20/29 | &nbsp;&nbsp;&nbsp; 160 | 163162 |
| Nestle Capital Corp., 4.65%, 03/12/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 153455 |
| Nestle Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 09/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 420 | 402844 |
| &nbsp;&nbsp;&nbsp; 1.25%, 09/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 465 | 410125 |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/14/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 315 | 297617 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/24/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 340 | 338937 |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/01/27<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 300 | 302155 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 185 | 186593 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/14/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 185 | 190587 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/14/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 255 | 261149 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/12/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 175 | 180091 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/12/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 208027 |
| Performance Food Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 300 | 293727 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 330 | 330116 |
| Post Holdings, Inc., 4.63%, 04/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 435 | 424507 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Food (continued)** | **Food (continued)** | **Food (continued)** |
| Sigma Finance Netherlands BV, 4.88%, 03/27/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; $200 | $201783 |
| &nbsp;&nbsp;&nbsp; Simmons Foods, Inc./Simmons Prepared Foods, <br> Inc./Simmons Pet Food, Inc./Simmons Feed, <br> 4.63%, 03/01/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 260 | 250605 |
| Smithfield Foods, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5 | 4601 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 222 | 221845 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 170 | 172709 |
| Sysco Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 02/15/30 | &nbsp;&nbsp;&nbsp; 185 | 172423 |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/15/27 | &nbsp;&nbsp;&nbsp; 142 | 140827 |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/23/30 | &nbsp;&nbsp;&nbsp; 255 | 262836 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/17/29 | &nbsp;&nbsp;&nbsp; 205 | 214341 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/30 | &nbsp;&nbsp;&nbsp; 300 | 317475 |
| TreeHouse Foods, Inc., 4.00%, 09/01/28 | &nbsp;&nbsp;&nbsp; 160 | 159674 |
| Tyson Foods, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.55%, 06/02/27 | &nbsp;&nbsp;&nbsp; 416 | 413543 |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/01/29 | &nbsp;&nbsp;&nbsp; 325 | 326426 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/29 | &nbsp;&nbsp;&nbsp; 185 | 191474 |
| U.S. Foods, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 147740 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 305 | 303662 |
| &nbsp;&nbsp;&nbsp; 6.88%, 09/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 220 | 226947 |
| United Natural Foods, Inc., 6.75%, 10/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 160 | 160392 |
|  |  | 26036264 |
| **Food Service — 0.0%** | **Food Service — 0.0%** | **Food Service — 0.0%** |
| Aramark Services, Inc., 5.00%, 02/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 390 | 389947 |
| Sodexo, Inc., 5.15%, 08/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 205 | 209800 |
| TKC Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 05/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 155 | 155944 |
| &nbsp;&nbsp;&nbsp; 10.50%, 05/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205678 |
|  |  | 961369 |
| **Forest Products & Paper — 0.1%** | **Forest Products & Paper — 0.1%** | **Forest Products & Paper — 0.1%** |
| Ahlstrom Holding 3 OY, 4.88%, 02/04/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 98787 |
| Celulosa Arauco y Constitucion SA |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/02/27 | &nbsp;&nbsp;&nbsp; 210 | 207930 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/30/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 194396 |
| Domtar Corp., 6.75%, 10/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 210 | 175006 |
| Georgia-Pacific LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.10%, 04/30/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 220 | 215139 |
| &nbsp;&nbsp;&nbsp; 2.30%, 04/30/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 300 | 277146 |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/30/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 126283 |
| &nbsp;&nbsp;&nbsp; 7.75%, 11/15/29 | &nbsp;&nbsp;&nbsp; 122 | 137700 |
| Inversiones CMPC SA, 4.38%, 04/04/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200256 |
| Magnera Corp., 4.75%, 11/15/29<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 150 | 135376 |
| Mercer International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/01/29 | &nbsp;&nbsp;&nbsp; 274 | 169819 |
| &nbsp;&nbsp;&nbsp; 12.88%, 10/01/28<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 98 | 71923 |
| Suzano Austria GmbH |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/15/28 | &nbsp;&nbsp;&nbsp; 165 | 157090 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/15/31 | &nbsp;&nbsp;&nbsp; 400 | 377673 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/30 | &nbsp;&nbsp;&nbsp; 300 | 300757 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/29 | &nbsp;&nbsp;&nbsp; 525 | 542089 |
| UPM-Kymmene OYJ, 7.45%, 11/26/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 105656 |
|  |  | 3493026 |
| **Gas — 0.1%** | **Gas — 0.1%** | **Gas — 0.1%** |
| AmeriGas Partners LP/AmeriGas Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/20/27 | &nbsp;&nbsp;&nbsp; 175 | 176136 |
| &nbsp;&nbsp;&nbsp; 9.38%, 06/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 180 | 186150 |
| &nbsp;&nbsp;&nbsp; 9.50%, 06/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 160844 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 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)** |
| Atmos Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 09/15/29 | &nbsp;&nbsp;&nbsp; $130 | $123977 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/15/27 | &nbsp;&nbsp;&nbsp; 200 | 198056 |
| Boston Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 191635 |
| &nbsp;&nbsp;&nbsp; 3.15%, 08/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 115 | 113462 |
| Brooklyn Union Gas Co.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 3.87%, 03/04/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 135 | 133228 |
| &nbsp;&nbsp;&nbsp; 4.63%, 08/05/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 198 | 198998 |
| CenterPoint Energy Resources Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 10/01/30 | &nbsp;&nbsp;&nbsp; 10 | 8915 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/28 | &nbsp;&nbsp;&nbsp; 90 | 90036 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/28 | &nbsp;&nbsp;&nbsp; 405 | 415181 |
| East Ohio Gas Co. (The), 2.00%, 06/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 113074 |
| ENN Energy Holdings Ltd., 4.63%, 05/17/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 401126 |
| Korea Gas Corp., 2.88%, 07/16/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 192915 |
| National Fuel Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/01/28 | &nbsp;&nbsp;&nbsp; 40 | 40488 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/30 | &nbsp;&nbsp;&nbsp; 175 | 181033 |
| NiSource, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/01/29 | &nbsp;&nbsp;&nbsp; 220 | 210936 |
| &nbsp;&nbsp;&nbsp; 3.49%, 05/15/27 | &nbsp;&nbsp;&nbsp; 330 | 328116 |
| &nbsp;&nbsp;&nbsp; 3.60%, 05/01/30 | &nbsp;&nbsp;&nbsp; 375 | 365382 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/01/29 | &nbsp;&nbsp;&nbsp; 216 | 222757 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/30/28 | &nbsp;&nbsp;&nbsp; 430 | 440767 |
| &nbsp;&nbsp;&nbsp; 6.95%, 11/30/54, (5-year CMT + 2.45%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 155 | 161447 |
| ONE Gas, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/15/30 | &nbsp;&nbsp;&nbsp; 100 | 91307 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/01/29 | &nbsp;&nbsp;&nbsp; 180 | 185334 |
| Piedmont Natural Gas Co., Inc., 3.50%, 06/01/29 | &nbsp;&nbsp;&nbsp; 185 | 181197 |
| &nbsp;&nbsp;&nbsp; Promigas SA ESP/Gases del Pacifico SAC, 3.75%, <br> 10/16/29<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 187801 |
| Snam SpA, 5.00%, 05/28/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 220 | 224274 |
| Southern California Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 04/15/27 | &nbsp;&nbsp;&nbsp; 610 | 603769 |
| &nbsp;&nbsp;&nbsp; Series XX, 2.55%, 02/01/30 | &nbsp;&nbsp;&nbsp; 200 | 188544 |
| Southern Co. Gas Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020-A, 1.75%, 01/15/31 | &nbsp;&nbsp;&nbsp; 15 | 13268 |
| &nbsp;&nbsp;&nbsp; Series A, 4.05%, 09/15/28 | &nbsp;&nbsp;&nbsp; 90 | 90044 |
| Southwest Gas Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 06/15/30 | &nbsp;&nbsp;&nbsp; 115 | 105007 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/01/28 | &nbsp;&nbsp;&nbsp; 50 | 49644 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/23/28 | &nbsp;&nbsp;&nbsp; 95 | 97439 |
| &nbsp;&nbsp;&nbsp; 5.80%, 12/01/27 | &nbsp;&nbsp;&nbsp; 65 | 66852 |
|  |  | 6739139 |
| **Hand & Machine Tools — 0.0%** | **Hand & Machine Tools — 0.0%** | **Hand & Machine Tools — 0.0%** |
| Kennametal, Inc., 4.63%, 06/15/28 | &nbsp;&nbsp;&nbsp; 70 | 70599 |
| Stanley Black & Decker, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/15/30 | &nbsp;&nbsp;&nbsp; 310 | 285197 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/15/28 | &nbsp;&nbsp;&nbsp; 150 | 150378 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/06/28 | &nbsp;&nbsp;&nbsp; 195 | 202207 |
|  |  | 708381 |
| **Health Care - Products — 0.3%** | **Health Care - Products — 0.3%** | **Health Care - Products — 0.3%** |
| 180 Medical, Inc., 3.88%, 10/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 135 | 131586 |
| Abbott Laboratories, 1.15%, 01/30/28 | &nbsp;&nbsp;&nbsp; 200 | 190521 |
| Agilent Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.10%, 06/04/30 | &nbsp;&nbsp;&nbsp; 105 | 96018 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/15/29 | &nbsp;&nbsp;&nbsp; 165 | 157766 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/09/27 | &nbsp;&nbsp;&nbsp; 180 | 180829 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Health Care - Products (continued)** | **Health Care - Products (continued)** | **Health Care - Products (continued)** |
| Alcon Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 05/27/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $210 | $195686 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/23/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 239995 |
| Avantor Funding, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 235 | 225167 |
| &nbsp;&nbsp;&nbsp; 4.63%, 07/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 480 | 476517 |
| Bausch & Lomb Corp., 8.38%, 10/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 420 | 438260 |
| Baxter International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.92%, 02/01/27 | &nbsp;&nbsp;&nbsp; 217 | 212522 |
| &nbsp;&nbsp;&nbsp; 2.27%, 12/01/28 | &nbsp;&nbsp;&nbsp; 470 | 445134 |
| &nbsp;&nbsp;&nbsp; 3.95%, 04/01/30 | &nbsp;&nbsp;&nbsp; 150 | 146599 |
| &nbsp;&nbsp;&nbsp; 4.90%, 12/15/30 | &nbsp;&nbsp;&nbsp; 190 | 191311 |
| Bay Area Toll Authority, 4.45%, 02/15/29 | &nbsp;&nbsp;&nbsp; 35 | 35101 |
| Boston Scientific Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 06/01/30 | &nbsp;&nbsp;&nbsp; 350 | 328968 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/28 | &nbsp;&nbsp;&nbsp; 15 | 15043 |
| Dentsply Sirona , Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/01/30 | &nbsp;&nbsp;&nbsp; 205 | 190735 |
| &nbsp;&nbsp;&nbsp; 8.38%, 09/12/55, (5-year CMT + 4.38%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 75 | 74080 |
| DH Europe Finance II SARL, 2.60%, 11/15/29 | &nbsp;&nbsp;&nbsp; 210 | 199434 |
| Edwards Lifesciences Corp., 4.30%, 06/15/28 | &nbsp;&nbsp;&nbsp; 250 | 251692 |
| Embecta Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/30<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 175 | 163936 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 65 | 63128 |
| GE HealthCare Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/15/28 | &nbsp;&nbsp;&nbsp; 125 | 125359 |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/14/29 | &nbsp;&nbsp;&nbsp; 300 | 306110 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/15/31 | &nbsp;&nbsp;&nbsp; 200 | 203086 |
| &nbsp;&nbsp;&nbsp; 5.65%, 11/15/27 | &nbsp;&nbsp;&nbsp; 605 | 622004 |
| &nbsp;&nbsp;&nbsp; 5.86%, 03/15/30 | &nbsp;&nbsp;&nbsp; 440 | 464330 |
| Hologic, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 300 | 298877 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 155 | 154870 |
| Medline Borrower LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1380 | 1350876 |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 730 | 731199 |
| &nbsp;&nbsp;&nbsp; Medline Borrower LP/Medline Co-Issuer, Inc., <br> 6.25%, 04/01/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 435 | 449002 |
| Medtronic Global Holdings SCA, 4.25%, 03/30/28 | &nbsp;&nbsp;&nbsp; 300 | 302300 |
| Neogen Food Safety Corp., 8.63%, 07/20/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 105 | 111946 |
| Revvity, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 09/15/28 | &nbsp;&nbsp;&nbsp; 160 | 150982 |
| &nbsp;&nbsp;&nbsp; 3.30%, 09/15/29 | &nbsp;&nbsp;&nbsp; 240 | 231746 |
| Smith & Nephew PLC, 2.03%, 10/14/30 | &nbsp;&nbsp;&nbsp; 380 | 341642 |
| Solventum Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/01/29 | &nbsp;&nbsp;&nbsp; 310 | 321171 |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/25/27 | &nbsp;&nbsp;&nbsp; 68 | 68966 |
| Stryker Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 06/15/30 | &nbsp;&nbsp;&nbsp; 250 | 227399 |
| &nbsp;&nbsp;&nbsp; 3.65%, 03/07/28 | &nbsp;&nbsp;&nbsp; 250 | 248910 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/11/29 | &nbsp;&nbsp;&nbsp; 240 | 241407 |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/10/27 | &nbsp;&nbsp;&nbsp; 175 | 176253 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/10/28 | &nbsp;&nbsp;&nbsp; 205 | 208104 |
| &nbsp;&nbsp;&nbsp; 4.85%, 12/08/28 | &nbsp;&nbsp;&nbsp; 160 | 163915 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/10/30 | &nbsp;&nbsp;&nbsp; 305 | 312938 |
| Teleflex, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 155 | 152755 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/15/27 | &nbsp;&nbsp;&nbsp; 230 | 228817 |
| Thermo Fisher Scientific, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 10/15/28 | &nbsp;&nbsp;&nbsp; 230 | 217478 |
| &nbsp;&nbsp;&nbsp; 2.60%, 10/01/29 | &nbsp;&nbsp;&nbsp; 320 | 304662 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Health Care - Products (continued)** | **Health Care - Products (continued)** | **Health Care - Products (continued)** |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/21/27 | &nbsp;&nbsp;&nbsp; $229 | $232911 |
| &nbsp;&nbsp;&nbsp; 4.98%, 08/10/30 | &nbsp;&nbsp;&nbsp; 250 | 258292 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/31/29 | &nbsp;&nbsp;&nbsp; 360 | 370747 |
| Varex Imaging Corp., 7.88%, 10/15/27<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 110 | 111974 |
| Zimmer Biomet Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/19/27 | &nbsp;&nbsp;&nbsp; 125 | 126040 |
| &nbsp;&nbsp;&nbsp; 5.05%, 02/19/30 | &nbsp;&nbsp;&nbsp; 185 | 190476 |
| &nbsp;&nbsp;&nbsp; 5.35%, 12/01/28 | &nbsp;&nbsp;&nbsp; 165 | 170585 |
|  |  | 14828157 |
| **Health Care - Services — 0.8%** | **Health Care - Services — 0.8%** | **Health Care - Services — 0.8%** |
| Acadia Healthcare Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 165 | 158418 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 165 | 163008 |
| Advocate Health & Hospitals Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.83%, 08/15/28 | &nbsp;&nbsp;&nbsp; 10 | 9988 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.21%, 06/15/30 | &nbsp;&nbsp;&nbsp; 80 | 73695 |
| AHP Health Partners, Inc., 5.75%, 07/15/29<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 100 | 97506 |
| Ascension Health |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025, 4.08%, 11/15/28 | &nbsp;&nbsp;&nbsp; 50 | 50241 |
| &nbsp;&nbsp;&nbsp; Series 2025, 4.29%, 11/15/30 | &nbsp;&nbsp;&nbsp; 155 | 155100 |
| &nbsp;&nbsp;&nbsp; Series B, 2.53%, 11/15/29 | &nbsp;&nbsp;&nbsp; 370 | 350999 |
| Bon Secours Mercy Health, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.46%, 06/01/30 | &nbsp;&nbsp;&nbsp; 10 | 9744 |
| &nbsp;&nbsp;&nbsp; Series 2018, 4.30%, 07/01/28 | &nbsp;&nbsp;&nbsp; 65 | 65271 |
| Centene Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 07/15/28 | &nbsp;&nbsp;&nbsp; 805 | 757237 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/15/30 | &nbsp;&nbsp;&nbsp; 700 | 626692 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/15/30 | &nbsp;&nbsp;&nbsp; 685 | 632107 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/15/27 | &nbsp;&nbsp;&nbsp; 725 | 720887 |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/15/29 | &nbsp;&nbsp;&nbsp; 1135 | 1106349 |
| Charles River Laboratories International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 175 | 168883 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 155 | 153028 |
| CHRISTUS Health, Series C, 4.34%, 07/01/28 | &nbsp;&nbsp;&nbsp; 100 | 100305 |
| CHS/Community Health Systems, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 450 | 424216 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 225 | 224540 |
| &nbsp;&nbsp;&nbsp; 6.13%, 04/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 380 | 313490 |
| &nbsp;&nbsp;&nbsp; 6.88%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 455 | 418179 |
| Cigna Group(The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/15/30 | &nbsp;&nbsp;&nbsp; 535 | 497825 |
| &nbsp;&nbsp;&nbsp; 3.05%, 10/15/27 | &nbsp;&nbsp;&nbsp; 150 | 147991 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/01/27 | &nbsp;&nbsp;&nbsp; 489 | 486331 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/15/28 | &nbsp;&nbsp;&nbsp; 1100 | 1108919 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/30 | &nbsp;&nbsp;&nbsp; 225 | 226361 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/29 | &nbsp;&nbsp;&nbsp; 305 | 313220 |
| CommonSpirit Health |  |  |
| &nbsp;&nbsp;&nbsp; 3.35%, 10/01/29 | &nbsp;&nbsp;&nbsp; 325 | 314612 |
| &nbsp;&nbsp;&nbsp; 4.35%, 09/01/30 | &nbsp;&nbsp;&nbsp; 85 | 84577 |
| &nbsp;&nbsp;&nbsp; 6.07%, 11/01/27 | &nbsp;&nbsp;&nbsp; 245 | 252618 |
| DaVita, Inc., 4.63%, 06/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 825 | 794849 |
| Elevance Health, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/15/30 | &nbsp;&nbsp;&nbsp; 305 | 280094 |
| &nbsp;&nbsp;&nbsp; 2.88%, 09/15/29 | &nbsp;&nbsp;&nbsp; 250 | 238804 |
| &nbsp;&nbsp;&nbsp; 3.65%, 12/01/27 | &nbsp;&nbsp;&nbsp; 470 | 467805 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/15/28 | &nbsp;&nbsp;&nbsp; 360 | 359644 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/01/28 | &nbsp;&nbsp;&nbsp; 505 | 505785 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/30 | &nbsp;&nbsp;&nbsp; 290 | 295204 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/15/29 | &nbsp;&nbsp;&nbsp; 190 | 195799 |
| Encompass Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/01/28 | &nbsp;&nbsp;&nbsp; 265 | 263733 |

---

---

| | | |
|:---|:---|:---|
| *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%, 02/01/30 | &nbsp;&nbsp;&nbsp; $255 | $253753 |
| Fortrea Holdings, Inc., 7.50%, 07/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 144 | 146478 |
| &nbsp;&nbsp;&nbsp; Fresenius Medical Care U.S. Finance III, Inc., <br> 3.75%, 06/15/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 155 | 151953 |
| HCA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 03/15/27 | &nbsp;&nbsp;&nbsp; 347 | 343745 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/15/29 | &nbsp;&nbsp;&nbsp; 280 | 273579 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/01/30 | &nbsp;&nbsp;&nbsp; 1025 | 985625 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/15/29 | &nbsp;&nbsp;&nbsp; 730 | 728417 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/15/30 | &nbsp;&nbsp;&nbsp; 180 | 179021 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/27 | &nbsp;&nbsp;&nbsp; 390 | 390851 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/28 | &nbsp;&nbsp;&nbsp; 255 | 259721 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/01/28 | &nbsp;&nbsp;&nbsp; 340 | 348323 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/30 | &nbsp;&nbsp;&nbsp; 270 | 278592 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/01/28 | &nbsp;&nbsp;&nbsp; 400 | 412154 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/01/29 | &nbsp;&nbsp;&nbsp; 380 | 395559 |
| &nbsp;&nbsp;&nbsp; Health Care Service Corp. A Mutual Legal <br> Reserve Co.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 06/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 210 | 190808 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 65 | 66664 |
| HealthEquity, Inc., 4.50%, 10/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 175 | 170651 |
| &nbsp;&nbsp;&nbsp; Heartland Dental LLC/Heartland Dental Finance <br> Corp., 10.50%, 04/30/28<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 62 | 64623 |
| Humana, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.35%, 02/03/27 | &nbsp;&nbsp;&nbsp; 507 | 493777 |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/15/29 | &nbsp;&nbsp;&nbsp; 140 | 133979 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/23/29 | &nbsp;&nbsp;&nbsp; 260 | 254599 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/15/27 | &nbsp;&nbsp;&nbsp; 40 | 39902 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/01/30 | &nbsp;&nbsp;&nbsp; 160 | 161192 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/01/28 | &nbsp;&nbsp;&nbsp; 340 | 349665 |
| &nbsp;&nbsp;&nbsp; 5.75%, 12/01/28 | &nbsp;&nbsp;&nbsp; 125 | 129597 |
| ICON Investments Six DAC |  |  |
| &nbsp;&nbsp;&nbsp; 5.81%, 05/08/27 | &nbsp;&nbsp;&nbsp; 210 | 213901 |
| &nbsp;&nbsp;&nbsp; 5.85%, 05/08/29 | &nbsp;&nbsp;&nbsp; 230 | 239570 |
| IQVIA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 365 | 365098 |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/15/28 | &nbsp;&nbsp;&nbsp; 225 | 231884 |
| &nbsp;&nbsp;&nbsp; 6.25%, 02/01/29 | &nbsp;&nbsp;&nbsp; 400 | 420927 |
| &nbsp;&nbsp;&nbsp; 6.50%, 05/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 155529 |
| Kedrion SpA, 6.50%, 09/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 246994 |
| Laboratory Corp. of America Holdings |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 12/01/29 | &nbsp;&nbsp;&nbsp; 205 | 195872 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/01/27 | &nbsp;&nbsp;&nbsp; 35 | 34824 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/01/30 | &nbsp;&nbsp;&nbsp; 200 | 200124 |
| LifePoint Health, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/15/29<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 175 | 170025 |
| &nbsp;&nbsp;&nbsp; 9.88%, 08/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 225 | 241544 |
| &nbsp;&nbsp;&nbsp; 11.00%, 10/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 335 | 365667 |
| Molina Healthcare, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 170 | 156852 |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 305 | 300064 |
| MPH Acquisition Holdings LLC, 5.75%, 12/31/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 235 | 201705 |
| National Mentor Holdings, Inc., 10.50%, 12/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 390 | 402894 |
| Option Care Health, Inc., 4.38%, 10/31/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 146865 |
| PeaceHealth Obligated Group, 4.34%, 11/15/28 | &nbsp;&nbsp;&nbsp; 30 | 30159 |
| Pediatrix Medical Group, Inc., 5.38%, 02/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 135 | 135071 |
| Prime Healthcare Services, Inc., 9.38%, 09/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 465 | 484434 |
| &nbsp;&nbsp;&nbsp; Providence St. Joseph Health Obligated Group, <br> Series 19A, 2.53%, 10/01/29<br>| &nbsp;&nbsp;&nbsp; 215 | 202080 |
| Quest Diagnostics, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/30/30 | &nbsp;&nbsp;&nbsp; 210 | 198914 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 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; 4.20%, 06/30/29 | &nbsp;&nbsp;&nbsp; $170 | $170631 |
| &nbsp;&nbsp;&nbsp; 4.60%, 12/15/27 | &nbsp;&nbsp;&nbsp; 150 | 151715 |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/15/29 | &nbsp;&nbsp;&nbsp; 190 | 193017 |
| &nbsp;&nbsp;&nbsp; Radiology Partners, Inc., 9.78%, 02/15/30, (9.78% <br> PIK)<sup>(b)(h)</sup><br>| &nbsp;&nbsp;&nbsp; 241 | 241000 |
| RCN Corp., 11.63%, 04/15/23<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 100 |  |
| Rede D'or Finance SARL |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/22/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 194649 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/17/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 199996 |
| Roche Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.93%, 12/13/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 625 | 593753 |
| &nbsp;&nbsp;&nbsp; 2.31%, 03/10/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 480 | 472775 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/17/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 235 | 233821 |
| &nbsp;&nbsp;&nbsp; 4.08%, 12/02/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 199366 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/09/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 215 | 216296 |
| &nbsp;&nbsp;&nbsp; 4.79%, 03/08/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 315 | 322888 |
| &nbsp;&nbsp;&nbsp; 5.34%, 11/13/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 380 | 394665 |
| &nbsp;&nbsp;&nbsp; 5.49%, 11/13/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 400 | 422360 |
| &nbsp;&nbsp;&nbsp; Rush Obligated Group, Series 2020, 3.92%, <br> 11/15/29<br>| &nbsp;&nbsp;&nbsp; 10 | 9918 |
| SSM Health Care Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.89%, 06/01/28 | &nbsp;&nbsp;&nbsp; 157 | 159301 |
| &nbsp;&nbsp;&nbsp; Series A, 3.82%, 06/01/27 | &nbsp;&nbsp;&nbsp; 170 | 169732 |
| Star Parent, Inc., 9.00%, 10/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 300 | 317925 |
| Sutter Health |  |  |
| &nbsp;&nbsp;&nbsp; Series 2018, 3.70%, 08/15/28 | &nbsp;&nbsp;&nbsp; 183 | 181916 |
| &nbsp;&nbsp;&nbsp; Series 20A, 2.29%, 08/15/30 | &nbsp;&nbsp;&nbsp; 10 | 9179 |
| Team Health Holdings, Inc., 8.38%, 06/30/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 126490 |
| Tenet Healthcare Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/01/29 | &nbsp;&nbsp;&nbsp; 425 | 418544 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/15/30 | &nbsp;&nbsp;&nbsp; 440 | 432513 |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/15/28 | &nbsp;&nbsp;&nbsp; 200 | 199709 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/01/27 | &nbsp;&nbsp;&nbsp; 450 | 450119 |
| &nbsp;&nbsp;&nbsp; 6.13%, 10/01/28 | &nbsp;&nbsp;&nbsp; 490 | 490975 |
| &nbsp;&nbsp;&nbsp; 6.13%, 06/15/30 | &nbsp;&nbsp;&nbsp; 575 | 587390 |
| Toledo Hospital (The), Series B, 5.33%, 11/15/28 | &nbsp;&nbsp;&nbsp; 140 | 142300 |
| U.S. Acute Care Solutions LLC, 9.75%, 05/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 315 | 316616 |
| UnitedHealth Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 05/15/27 | &nbsp;&nbsp;&nbsp; 375 | 374204 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/15/30 | &nbsp;&nbsp;&nbsp; 500 | 456403 |
| &nbsp;&nbsp;&nbsp; 2.88%, 08/15/29 | &nbsp;&nbsp;&nbsp; 320 | 307484 |
| &nbsp;&nbsp;&nbsp; 2.95%, 10/15/27 | &nbsp;&nbsp;&nbsp; 370 | 364810 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/15/27 | &nbsp;&nbsp;&nbsp; 160 | 159037 |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/15/28 | &nbsp;&nbsp;&nbsp; 455 | 453826 |
| &nbsp;&nbsp;&nbsp; 3.88%, 12/15/28 | &nbsp;&nbsp;&nbsp; 150 | 149773 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/15/29 | &nbsp;&nbsp;&nbsp; 305 | 304594 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/29 | &nbsp;&nbsp;&nbsp; 405 | 407596 |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/15/28 | &nbsp;&nbsp;&nbsp; 120 | 121218 |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/15/27 | &nbsp;&nbsp;&nbsp; 330 | 332786 |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/15/31 | &nbsp;&nbsp;&nbsp; 250 | 253117 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/15/29 | &nbsp;&nbsp;&nbsp; 150 | 152926 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/15/30 | &nbsp;&nbsp;&nbsp; 425 | 434622 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/15/28 | &nbsp;&nbsp;&nbsp; 420 | 430586 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/15/30 | &nbsp;&nbsp;&nbsp; 415 | 432247 |
| Universal Health Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 10/15/30 | &nbsp;&nbsp;&nbsp; 280 | 255305 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/15/29 | &nbsp;&nbsp;&nbsp; 160 | 160909 |
|  |  | 39729281 |
| **Holding Companies - Diversified — 0.6%** | **Holding Companies - Diversified — 0.6%** | **Holding Companies - Diversified — 0.6%** |
| Abu Dhabi Developmental Holding Co. PJSC |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/06/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200604 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Holding Companies - Diversified (continued)** | **Holding Companies - Diversified (continued)** | **Holding Companies - Diversified (continued)** |
| &nbsp;&nbsp;&nbsp; 5.38%, 05/08/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; $400 | $413244 |
| &nbsp;&nbsp;&nbsp; Aercap Sukuk Ltd./Cayman Islands, 4.50%, <br> 10/03/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 265 | 261771 |
| Antares Holdings LP |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/08/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 245 | 251024 |
| &nbsp;&nbsp;&nbsp; 7.95%, 08/11/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 260 | 274776 |
| Apollo Debt Solutions BDC |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 01/23/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 248588 |
| &nbsp;&nbsp;&nbsp; 5.88%, 08/30/30 | &nbsp;&nbsp;&nbsp; 180 | 181357 |
| &nbsp;&nbsp;&nbsp; 6.90%, 04/13/29 | &nbsp;&nbsp;&nbsp; 280 | 292186 |
| Ares Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/15/27 | &nbsp;&nbsp;&nbsp; 130 | 127536 |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/15/28 | &nbsp;&nbsp;&nbsp; 440 | 422376 |
| &nbsp;&nbsp;&nbsp; 5.10%, 01/15/31 | &nbsp;&nbsp;&nbsp; 200 | 196551 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/30 | &nbsp;&nbsp;&nbsp; 255 | 256375 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/01/29 | &nbsp;&nbsp;&nbsp; 305 | 312771 |
| &nbsp;&nbsp;&nbsp; 5.95%, 07/15/29 | &nbsp;&nbsp;&nbsp; 280 | 287707 |
| Ares Strategic Income Fund |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 75 | 74160 |
| &nbsp;&nbsp;&nbsp; 5.15%, 01/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 146043 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/09/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 100816 |
| &nbsp;&nbsp;&nbsp; 5.55%, 04/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 75 | 74155 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/15/30 | &nbsp;&nbsp;&nbsp; 245 | 245125 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/28 | &nbsp;&nbsp;&nbsp; 295 | 298934 |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/09/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200606 |
| &nbsp;&nbsp;&nbsp; 6.35%, 08/15/29 | &nbsp;&nbsp;&nbsp; 200 | 205943 |
| Bain Capital Specialty Finance, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/30 | &nbsp;&nbsp;&nbsp; 175 | 174994 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/01/31 | &nbsp;&nbsp;&nbsp; 50 | 49142 |
| Barings BDC, Inc., 7.00%, 02/15/29 | &nbsp;&nbsp;&nbsp; 50 | 51636 |
| Barings Private Credit Corp., 6.15%, 06/11/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 124187 |
| Blackstone Private Credit Fund |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/15/27 | &nbsp;&nbsp;&nbsp; 340 | 334899 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/29 | &nbsp;&nbsp;&nbsp; 295 | 286442 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/26/27 | &nbsp;&nbsp;&nbsp; 75 | 75402 |
| &nbsp;&nbsp;&nbsp; 5.05%, 09/10/30 | &nbsp;&nbsp;&nbsp; 230 | 225283 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/01/30 | &nbsp;&nbsp;&nbsp; 105 | 103730 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/12/31 | &nbsp;&nbsp;&nbsp; 75 | 73255 |
| &nbsp;&nbsp;&nbsp; 5.60%, 11/22/29 | &nbsp;&nbsp;&nbsp; 155 | 155950 |
| &nbsp;&nbsp;&nbsp; 5.95%, 07/16/29 | &nbsp;&nbsp;&nbsp; 235 | 239032 |
| &nbsp;&nbsp;&nbsp; 7.30%, 11/27/28 | &nbsp;&nbsp;&nbsp; 145 | 153371 |
| Blackstone Secured Lending Fund |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 02/15/27 | &nbsp;&nbsp;&nbsp; 210 | 204996 |
| &nbsp;&nbsp;&nbsp; 2.85%, 09/30/28 | &nbsp;&nbsp;&nbsp; 180 | 170318 |
| &nbsp;&nbsp;&nbsp; 5.13%, 01/31/31 | &nbsp;&nbsp;&nbsp; 150 | 146769 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/30/30 | &nbsp;&nbsp;&nbsp; 155 | 153785 |
| &nbsp;&nbsp;&nbsp; 5.35%, 04/13/28 | &nbsp;&nbsp;&nbsp; 265 | 267377 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/15/27 | &nbsp;&nbsp;&nbsp; 120 | 122390 |
| Blue Owl Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/11/28 | &nbsp;&nbsp;&nbsp; 290 | 274851 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/29 | &nbsp;&nbsp;&nbsp; 350 | 353749 |
| &nbsp;&nbsp;&nbsp; 6.20%, 07/15/30 | &nbsp;&nbsp;&nbsp; 85 | 85800 |
| Blue Owl Capital Corp. III, 3.13%, 04/13/27 | &nbsp;&nbsp;&nbsp; 65 | 63643 |
| Blue Owl Credit Income Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/08/27 | &nbsp;&nbsp;&nbsp; 193 | 192684 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/30 | &nbsp;&nbsp;&nbsp; 320 | 317318 |
| &nbsp;&nbsp;&nbsp; 6.60%, 09/15/29 | &nbsp;&nbsp;&nbsp; 245 | 252132 |
| &nbsp;&nbsp;&nbsp; 7.75%, 09/16/27 | &nbsp;&nbsp;&nbsp; 210 | 218370 |
| &nbsp;&nbsp;&nbsp; 7.75%, 01/15/29 | &nbsp;&nbsp;&nbsp; 180 | 190856 |
| &nbsp;&nbsp;&nbsp; 7.95%, 06/13/28 | &nbsp;&nbsp;&nbsp; 210 | 221841 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Holding Companies - Diversified (continued)** | **Holding Companies - Diversified (continued)** | **Holding Companies - Diversified (continued)** |
| &nbsp;&nbsp;&nbsp; Blue Owl Technology Finance Corp., 6.10%, <br> 03/15/28<br>| &nbsp;&nbsp;&nbsp; $170 | $172400 |
| &nbsp;&nbsp;&nbsp; Blue Owl Technology Finance Corp. II, 6.75%, <br> 04/04/29<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 220 | 225792 |
| Capital Southwest Corp., 5.95%, 09/18/30 | &nbsp;&nbsp;&nbsp; 60 | 60016 |
| Carlyle Secured Lending, Inc., 6.75%, 02/18/30<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 100 | 102542 |
| CITIC Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 02/25/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 190016 |
| &nbsp;&nbsp;&nbsp; 2.88%, 02/17/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 197557 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/28/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 399206 |
| &nbsp;&nbsp;&nbsp; CK Hutchison International 17 II Ltd., 3.25%, <br> 09/29/27<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 20 | 19751 |
| &nbsp;&nbsp;&nbsp; CK Hutchison International 19 II Ltd., 2.75%, <br> 09/06/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 30 | 28579 |
| &nbsp;&nbsp;&nbsp; CK Hutchison International 19 Ltd., 3.63%, <br> 04/11/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 290 | 285388 |
| &nbsp;&nbsp;&nbsp; Compass Group Diversified Holdings LLC, 5.25%, <br> 04/15/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 309 | 288018 |
| Fairfax India Holdings Corp., 5.00%, 02/26/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 250 | 239208 |
| Franklin BSP Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 10/02/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 75 | 73663 |
| &nbsp;&nbsp;&nbsp; 7.20%, 06/15/29 | &nbsp;&nbsp;&nbsp; 135 | 139940 |
| FS KKR Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 10/12/28 | &nbsp;&nbsp;&nbsp; 285 | 263313 |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/15/27 | &nbsp;&nbsp;&nbsp; 205 | 198586 |
| &nbsp;&nbsp;&nbsp; 6.13%, 01/15/30<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 245 | 239345 |
| &nbsp;&nbsp;&nbsp; 6.13%, 01/15/31 | &nbsp;&nbsp;&nbsp; 150 | 145222 |
| &nbsp;&nbsp;&nbsp; 6.88%, 08/15/29 | &nbsp;&nbsp;&nbsp; 160 | 161127 |
| &nbsp;&nbsp;&nbsp; 7.88%, 01/15/29 | &nbsp;&nbsp;&nbsp; 145 | 150188 |
| Gaci First Investment Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/14/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 402522 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/13/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 404334 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/29/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 600 | 608755 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/29/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 800 | 820128 |
| Goldman Sachs BDC, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 01/28/29 | &nbsp;&nbsp;&nbsp; 50 | 49651 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/09/30 | &nbsp;&nbsp;&nbsp; 55 | 54899 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/11/27 | &nbsp;&nbsp;&nbsp; 150 | 152831 |
| Goldman Sachs Private Credit Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/31/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 50071 |
| &nbsp;&nbsp;&nbsp; 5.88%, 05/06/28<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 55 | 56042 |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/31/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 148633 |
| &nbsp;&nbsp;&nbsp; 6.25%, 05/06/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203567 |
| Golub Capital BDC, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.05%, 02/15/27 | &nbsp;&nbsp;&nbsp; 120 | 116989 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/15/29 | &nbsp;&nbsp;&nbsp; 225 | 230298 |
| &nbsp;&nbsp;&nbsp; 7.05%, 12/05/28 | &nbsp;&nbsp;&nbsp; 210 | 220971 |
| Golub Capital Private Credit Fund |  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 55 | 55373 |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 49354 |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/12/29 | &nbsp;&nbsp;&nbsp; 160 | 162241 |
| &nbsp;&nbsp;&nbsp; 5.88%, 05/01/30 | &nbsp;&nbsp;&nbsp; 120 | 121452 |
| &nbsp;&nbsp;&nbsp; HA Sustainable Infrastructure Capital, Inc., 6.15%, <br> 01/15/31<br>| &nbsp;&nbsp;&nbsp; 10 | 10254 |
| &nbsp;&nbsp;&nbsp; HAT Holdings I LLC/HAT Holdings II LLC, 8.00%, <br> 06/15/27<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 370 | 383548 |
| Huarong Finance 2017 Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/07/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 199122 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/27/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 401465 |
| Huarong Finance 2019 Co. Ltd., 4.50%, 05/29/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 199336 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Holding Companies - Diversified (continued)** | **Holding Companies - Diversified (continued)** | **Holding Companies - Diversified (continued)** |
| &nbsp;&nbsp;&nbsp; Icahn Enterprises LP/Icahn Enterprises <br> Finance Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/01/29 | &nbsp;&nbsp;&nbsp; $245 | $216178 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/27 | &nbsp;&nbsp;&nbsp; 433 | 428044 |
| &nbsp;&nbsp;&nbsp; 9.00%, 06/15/30 | &nbsp;&nbsp;&nbsp; 220 | 214610 |
| &nbsp;&nbsp;&nbsp; 9.75%, 01/15/29 | &nbsp;&nbsp;&nbsp; 215 | 216300 |
| &nbsp;&nbsp;&nbsp; 10.00%, 11/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 320 | 322871 |
| Khazanah Global Sukuk Bhd |  |  |
| &nbsp;&nbsp;&nbsp; 4.48%, 09/05/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202403 |
| &nbsp;&nbsp;&nbsp; 4.69%, 06/01/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 405483 |
| &nbsp;&nbsp;&nbsp; Magellan Capital Holdings PLC, 8.38%, 07/08/29, <br> (1-year CMT + 4.23%)<sup>(a)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 205272 |
| Main Street Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/15/28 | &nbsp;&nbsp;&nbsp; 115 | 115672 |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/04/27 | &nbsp;&nbsp;&nbsp; 105 | 107182 |
| &nbsp;&nbsp;&nbsp; 6.95%, 03/01/29 | &nbsp;&nbsp;&nbsp; 85 | 88753 |
| MDGH GMTN RSC Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 11/07/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 380454 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/21/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 188658 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/28/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 197247 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/19/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 197503 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/07/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202086 |
| Morgan Stanley Direct Lending Fund |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/11/27 | &nbsp;&nbsp;&nbsp; 100 | 99986 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/19/30 | &nbsp;&nbsp;&nbsp; 80 | 81426 |
| &nbsp;&nbsp;&nbsp; 6.15%, 05/17/29 | &nbsp;&nbsp;&nbsp; 165 | 170147 |
| MSD Investment Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 02/05/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 49752 |
| &nbsp;&nbsp;&nbsp; 6.25%, 05/31/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 150259 |
| New Mountain Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.20%, 10/15/27 | &nbsp;&nbsp;&nbsp; 115 | 116389 |
| &nbsp;&nbsp;&nbsp; 6.88%, 02/01/29 | &nbsp;&nbsp;&nbsp; 115 | 117185 |
| North Haven Private Income Fund LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 09/25/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 75 | 74750 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/01/30 | &nbsp;&nbsp;&nbsp; 95 | 94582 |
| &nbsp;&nbsp;&nbsp; Nuveen Churchill Direct Lending Corp., 6.65%, <br> 03/15/30<br>| &nbsp;&nbsp;&nbsp; 95 | 97269 |
| Oaktree Specialty Lending Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.34%, 02/27/30 | &nbsp;&nbsp;&nbsp; 120 | 119543 |
| &nbsp;&nbsp;&nbsp; 7.10%, 02/15/29 | &nbsp;&nbsp;&nbsp; 135 | 139510 |
| Oaktree Strategic Credit Fund |  |  |
| &nbsp;&nbsp;&nbsp; 6.19%, 07/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 124482 |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/23/29 | &nbsp;&nbsp;&nbsp; 115 | 118309 |
| &nbsp;&nbsp;&nbsp; 8.40%, 11/14/28 | &nbsp;&nbsp;&nbsp; 140 | 150896 |
| Prospect Capital Corp., 3.44%, 10/15/28<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 120 | 106622 |
| Rongshi International Finance Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/04/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 199117 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/21/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 197944 |
| Sixth Street Lending Partners |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/30 | &nbsp;&nbsp;&nbsp; 210 | 212210 |
| &nbsp;&nbsp;&nbsp; 6.13%, 07/15/30 | &nbsp;&nbsp;&nbsp; 200 | 204656 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/11/29 | &nbsp;&nbsp;&nbsp; 210 | 218016 |
| Sixth Street Specialty Lending, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 03/01/29 | &nbsp;&nbsp;&nbsp; 100 | 102874 |
| &nbsp;&nbsp;&nbsp; 6.95%, 08/14/28 | &nbsp;&nbsp;&nbsp; 120 | 125797 |
| SMIC SG Holdings Pte Ltd., 5.38%, 07/24/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205002 |
| Stena International SA, 7.25%, 01/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 265 | 272292 |
| Suci Second Investment Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/10/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 400760 |
| &nbsp;&nbsp;&nbsp; 6.00%, 10/25/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 800 | 832678 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Holding Companies - Diversified (continued)** | **Holding Companies - Diversified (continued)** | **Holding Companies - Diversified (continued)** |
| Temasek Financial I Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 08/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $500 | $498954 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/20/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 249950 |
| &nbsp;&nbsp;&nbsp; Turkiye Varlik Fonu Yonetimi AS, 8.25%, <br> 02/14/29<sup>(a)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 214072 |
| TVF Varlik Kiralama AS, 6.95%, 01/23/30<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 413077 |
| Zhongyuan Zhicheng Co. Ltd., 5.90%, 06/20/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 204189 |
|  |  | 29089954 |
| **Home Builders — 0.1%** | **Home Builders — 0.1%** | **Home Builders — 0.1%** |
| Adams Homes, Inc., 9.25%, 10/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 113 | 117895 |
| Ashton Woods USA LLC/Ashton Woods Finance Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 08/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 115 | 110175 |
| &nbsp;&nbsp;&nbsp; 4.63%, 04/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 118528 |
| Beazer Homes USA, Inc., 5.88%, 10/15/27 | &nbsp;&nbsp;&nbsp; 130 | 129689 |
| &nbsp;&nbsp;&nbsp; Brookfield Residential Properties, Inc./Brookfield <br> Residential U.S. LLC<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 160 | 149295 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 96886 |
| &nbsp;&nbsp;&nbsp; 6.25%, 09/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 205 | 204978 |
| Century Communities, Inc., 3.88%, 08/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 155 | 147473 |
| DR Horton, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.40%, 10/15/27 | &nbsp;&nbsp;&nbsp; 145 | 139051 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/15/30 | &nbsp;&nbsp;&nbsp; 40 | 40922 |
| Dream Finders Homes, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 09/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 101222 |
| &nbsp;&nbsp;&nbsp; 8.25%, 08/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 154915 |
| Empire Communities Corp., 9.75%, 05/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 145 | 149870 |
| Forestar Group, Inc., 5.00%, 03/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 93 | 92916 |
| KB Home |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 06/15/27 | &nbsp;&nbsp;&nbsp; 130 | 132343 |
| &nbsp;&nbsp;&nbsp; 7.25%, 07/15/30 | &nbsp;&nbsp;&nbsp; 150 | 154462 |
| Lennar Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/29/27 | &nbsp;&nbsp;&nbsp; 422 | 426162 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/27 | &nbsp;&nbsp;&nbsp; 85 | 85614 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/30/30 | &nbsp;&nbsp;&nbsp; 155 | 159714 |
| LGI Homes, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 85 | 78117 |
| &nbsp;&nbsp;&nbsp; 8.75%, 12/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 135 | 140751 |
| M/I Homes, Inc., 4.95%, 02/01/28 | &nbsp;&nbsp;&nbsp; 157 | 156604 |
| Mattamy Group Corp., 4.63%, 03/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 170 | 165565 |
| Meritage Homes Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 135 | 132799 |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/06/27 | &nbsp;&nbsp;&nbsp; 120 | 120828 |
| New Home Co., Inc.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 8.50%, 11/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 55 | 57354 |
| &nbsp;&nbsp;&nbsp; 9.25%, 10/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 95 | 99842 |
| NVR, Inc., 3.00%, 05/15/30 | &nbsp;&nbsp;&nbsp; 255 | 242280 |
| Sekisui House U.S., Inc., 3.85%, 01/15/30 | &nbsp;&nbsp;&nbsp; 120 | 115712 |
| Shea Homes LP/Shea Homes Funding Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/28 | &nbsp;&nbsp;&nbsp; 135 | 134461 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/01/29 | &nbsp;&nbsp;&nbsp; 80 | 78990 |
| STL Holding Co. LLC, 8.75%, 02/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 85 | 89489 |
| Taylor Morrison Communities, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 08/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 140 | 140871 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 210 | 214007 |
| Thor Industries, Inc., 4.00%, 10/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 165 | 158772 |
| Toll Brothers Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/01/29 | &nbsp;&nbsp;&nbsp; 130 | 128016 |
| &nbsp;&nbsp;&nbsp; 4.35%, 02/15/28 | &nbsp;&nbsp;&nbsp; 55 | 55301 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/15/27 | &nbsp;&nbsp;&nbsp; 179 | 180233 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Home Builders (continued)** | **Home Builders (continued)** | **Home Builders (continued)** |
| Tri Pointe Homes, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/27 | &nbsp;&nbsp;&nbsp; $100 | $100380 |
| &nbsp;&nbsp;&nbsp; 5.70%, 06/15/28 | &nbsp;&nbsp;&nbsp; 105 | 106181 |
| Winnebago Industries, Inc., 6.25%, 07/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 64 | 64129 |
|  |  | 5472792 |
| **Home Furnishings — 0.0%** | **Home Furnishings — 0.0%** | **Home Furnishings — 0.0%** |
| Arcelik A/S, 8.50%, 09/25/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 211877 |
| FXI Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 11.00%, 11/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 274 | 252601 |
| &nbsp;&nbsp;&nbsp; 14.00%, 11/15/29, (14.00 % Cash)<sup>(b)(h)</sup> | &nbsp;&nbsp;&nbsp; 164 | 96537 |
| Leggett & Platt, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/15/27 | &nbsp;&nbsp;&nbsp; 165 | 162668 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/15/29 | &nbsp;&nbsp;&nbsp; 215 | 212742 |
| Panasonic Holdings Corp., 3.11%, 07/19/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 193043 |
| Somnigroup International, Inc., 4.00%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 242572 |
| &nbsp;&nbsp;&nbsp; Vestel Elektronik Sanayi ve Ticaret AS, 9.75%, <br> 05/15/29<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 149489 |
| Whirlpool Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/26/29 | &nbsp;&nbsp;&nbsp; 210 | 207654 |
| &nbsp;&nbsp;&nbsp; 6.13%, 06/15/30 | &nbsp;&nbsp;&nbsp; 160 | 160572 |
|  |  | 1889755 |
| **Household Products & Wares — 0.1%** | **Household Products & Wares — 0.1%** | **Household Products & Wares — 0.1%** |
| ACCO Brands Corp., 4.25%, 03/15/29<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 200 | 185244 |
| Avery Dennison Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 04/30/30 | &nbsp;&nbsp;&nbsp; 125 | 116795 |
| &nbsp;&nbsp;&nbsp; 4.88%, 12/06/28 | &nbsp;&nbsp;&nbsp; 125 | 127361 |
| Church & Dwight Co., Inc., 3.15%, 08/01/27 | &nbsp;&nbsp;&nbsp; 250 | 247161 |
| Clorox Co.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.80%, 05/15/30 | &nbsp;&nbsp;&nbsp; 150 | 135449 |
| &nbsp;&nbsp;&nbsp; 3.10%, 10/01/27 | &nbsp;&nbsp;&nbsp; 85 | 83925 |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/15/28 | &nbsp;&nbsp;&nbsp; 240 | 239758 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/01/29 | &nbsp;&nbsp;&nbsp; 135 | 136321 |
| Kimberly-Clark Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.05%, 09/15/27 | &nbsp;&nbsp;&nbsp; 225 | 215893 |
| &nbsp;&nbsp;&nbsp; 3.10%, 03/26/30 | &nbsp;&nbsp;&nbsp; 305 | 293090 |
| &nbsp;&nbsp;&nbsp; 3.20%, 04/25/29 | &nbsp;&nbsp;&nbsp; 255 | 249312 |
| &nbsp;&nbsp;&nbsp; 3.95%, 11/01/28 | &nbsp;&nbsp;&nbsp; 170 | 170219 |
| &nbsp;&nbsp;&nbsp; Reckitt Benckiser Treasury Services PLC, 3.00%, <br> 06/26/27<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 910 | 898735 |
|  |  | 3099263 |
| **Housewares — 0.0%** | **Housewares — 0.0%** | **Housewares — 0.0%** |
| &nbsp;&nbsp;&nbsp; CD&R Smokey Buyer, Inc./Radio Systems Corp., <br> 9.50%, 10/15/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 255 | 224917 |
| Central Garden & Pet Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/15/30 | &nbsp;&nbsp;&nbsp; 150 | 144075 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/01/28 | &nbsp;&nbsp;&nbsp; 85 | 85011 |
| Newell Brands, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 09/15/27 | &nbsp;&nbsp;&nbsp; 150 | 151739 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/15/30<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 225 | 222326 |
| &nbsp;&nbsp;&nbsp; 6.63%, 09/15/29 | &nbsp;&nbsp;&nbsp; 160 | 160230 |
| &nbsp;&nbsp;&nbsp; 8.50%, 06/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 375 | 393419 |
| Scotts Miracle-Gro Co. (The), 4.50%, 10/15/29<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 120 | 118143 |
|  |  | 1499860 |
| **Insurance — 1.5%** | **Insurance — 1.5%** | **Insurance — 1.5%** |
| ACE Capital Trust II, Series N, 9.70%, 04/01/30 | &nbsp;&nbsp;&nbsp; 110 | 131637 |
| Acrisure LLC/Acrisure Finance, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 225 | 217888 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/01/29<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 150 | 148371 |
| &nbsp;&nbsp;&nbsp; 7.50%, 11/06/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 335 | 346920 |
| &nbsp;&nbsp;&nbsp; 8.25%, 02/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 287 | 297685 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 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)** |
| &nbsp;&nbsp;&nbsp; 8.50%, 06/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $155 | $162232 |
| &nbsp;&nbsp;&nbsp; Aegon Ltd., 5.50%, 04/11/48, (6-mo. SOFR US + <br> 3.97%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 295 | 298959 |
| Aflac, Inc., 3.60%, 04/01/30 | &nbsp;&nbsp;&nbsp; 305 | 299700 |
| AIA Group Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/07/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 300 | 292392 |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/09/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 315 | 311303 |
| &nbsp;&nbsp;&nbsp; 5.63%, 10/25/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 500 | 513622 |
| Alleghany Corp., 3.63%, 05/15/30 | &nbsp;&nbsp;&nbsp; 150 | 146873 |
| &nbsp;&nbsp;&nbsp; Alliant Holdings Intermediate LLC/Alliant Holdings <br> Co-Issuer<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 255 | 251823 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 124590 |
| &nbsp;&nbsp;&nbsp; 6.75%, 10/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 380 | 381309 |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 490 | 498521 |
| &nbsp;&nbsp;&nbsp; 7.00%, 01/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 450 | 466553 |
| Allstate Corp.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.45%, 12/15/30 | &nbsp;&nbsp;&nbsp; 200 | 174979 |
| &nbsp;&nbsp;&nbsp; 5.05%, 06/24/29 | &nbsp;&nbsp;&nbsp; 195 | 201026 |
| &nbsp;&nbsp;&nbsp; American Financial Group, Inc./OH, 5.25%, <br> 04/02/30<br>| &nbsp;&nbsp;&nbsp; 90 | 94162 |
| American International Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/30/30 | &nbsp;&nbsp;&nbsp; 130 | 125752 |
| &nbsp;&nbsp;&nbsp; 4.85%, 05/07/30 | &nbsp;&nbsp;&nbsp; 150 | 153700 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series A-9, 5.75%, 04/01/48, (3-mo. SOFR US + <br> 2.86%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 50 | 50941 |
| American National Global Funding |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 125472 |
| &nbsp;&nbsp;&nbsp; 4.88%, 01/23/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 124521 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/03/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 126958 |
| &nbsp;&nbsp;&nbsp; 5.55%, 01/28/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 190 | 195388 |
| American National Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/27 | &nbsp;&nbsp;&nbsp; 81 | 81605 |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/01/29 | &nbsp;&nbsp;&nbsp; 145 | 150048 |
| &nbsp;&nbsp;&nbsp; 7.00%, 12/01/55, (5-year CMT + 3.18%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 150 | 151457 |
| AmWINS Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/30/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 246559 |
| &nbsp;&nbsp;&nbsp; 6.38%, 02/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 255 | 261628 |
| Aon Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 05/15/30 | &nbsp;&nbsp;&nbsp; 300 | 283029 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/02/29 | &nbsp;&nbsp;&nbsp; 250 | 247479 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/15/28 | &nbsp;&nbsp;&nbsp; 150 | 151995 |
| &nbsp;&nbsp;&nbsp; Aon Corp./Aon Global Holdings PLC, 2.85%, <br> 05/28/27<br>| &nbsp;&nbsp;&nbsp; 135 | 133216 |
| Aon North America, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/01/27 | &nbsp;&nbsp;&nbsp; 240 | 242931 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/01/29 | &nbsp;&nbsp;&nbsp; 330 | 339859 |
| &nbsp;&nbsp;&nbsp; APH Somerset Investor 2 LLC/APH2 Somerset <br> Investor 2 LLC/APH3 Somerset Inves, 7.88%, <br> 11/01/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 245 | 248614 |
| &nbsp;&nbsp;&nbsp; Argentum Netherlands BV for Zurich Insurance Co. <br> Ltd., 5.13%, 06/01/48, (5-year CMT + 3.27%)<sup>(a)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 201800 |
| Arthur J Gallagher & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 12/15/27 | &nbsp;&nbsp;&nbsp; 165 | 166977 |
| &nbsp;&nbsp;&nbsp; 4.85%, 12/15/29 | &nbsp;&nbsp;&nbsp; 230 | 235335 |
| Ascot Group Ltd., 4.25%, 12/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 185440 |
| Assurant, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 02/22/30 | &nbsp;&nbsp;&nbsp; 120 | 116461 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/27/28 | &nbsp;&nbsp;&nbsp; 145 | 146666 |
| &nbsp;&nbsp;&nbsp; 7.00%, 03/27/48, (3-mo. SOFR US + 4.13%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5159 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| &nbsp;&nbsp;&nbsp; Assured Guaranty U.S. Holdings, Inc., 6.13%, <br> 09/15/28<br>| &nbsp;&nbsp;&nbsp; $125 | $131173 |
| Athene Global Funding |  |  |
| &nbsp;&nbsp;&nbsp; 1.99%, 08/19/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 280 | 264049 |
| &nbsp;&nbsp;&nbsp; 2.45%, 08/20/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 75 | 73043 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/24/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 265 | 255161 |
| &nbsp;&nbsp;&nbsp; 2.55%, 11/19/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 300 | 271117 |
| &nbsp;&nbsp;&nbsp; 2.72%, 01/07/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 120 | 113989 |
| &nbsp;&nbsp;&nbsp; 4.72%, 10/08/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 235 | 235697 |
| &nbsp;&nbsp;&nbsp; 4.83%, 05/09/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 165 | 166687 |
| &nbsp;&nbsp;&nbsp; 5.03%, 07/17/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 415 | 418652 |
| &nbsp;&nbsp;&nbsp; 5.35%, 07/09/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 175 | 177941 |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/07/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 270 | 276085 |
| &nbsp;&nbsp;&nbsp; 5.52%, 03/25/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 170 | 172556 |
| &nbsp;&nbsp;&nbsp; 5.58%, 01/09/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 350 | 360071 |
| Athene Holding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/12/28 | &nbsp;&nbsp;&nbsp; 475 | 474995 |
| &nbsp;&nbsp;&nbsp; 6.15%, 04/03/30 | &nbsp;&nbsp;&nbsp; 150 | 158918 |
| AXA SA, 8.60%, 12/15/30 | &nbsp;&nbsp;&nbsp; 150 | 175712 |
| Axis Specialty Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 07/15/29 | &nbsp;&nbsp;&nbsp; 230 | 227844 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/15/40, (5-year CMT + 3.19%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 75 | 73003 |
| Axis Specialty Finance PLC, 4.00%, 12/06/27 | &nbsp;&nbsp;&nbsp; 250 | 249573 |
| Berkshire Hathaway Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.45%, 10/15/30 | &nbsp;&nbsp;&nbsp; 250 | 223547 |
| &nbsp;&nbsp;&nbsp; 1.85%, 03/12/30 | &nbsp;&nbsp;&nbsp; 155 | 142628 |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/15/27 | &nbsp;&nbsp;&nbsp; 245 | 241333 |
| Brighthouse Financial Global Funding |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/28/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 180 | 169218 |
| &nbsp;&nbsp;&nbsp; 5.55%, 04/09/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 205 | 207646 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/10/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 185 | 189090 |
| Brighthouse Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/22/27 | &nbsp;&nbsp;&nbsp; 220 | 217746 |
| &nbsp;&nbsp;&nbsp; 5.63%, 05/15/30<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 150 | 152620 |
| &nbsp;&nbsp;&nbsp; Broadstreet Partners Group LLC, 5.88%, <br> 04/15/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 275 | 273679 |
| Brown & Brown, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/29 | &nbsp;&nbsp;&nbsp; 185 | 186219 |
| &nbsp;&nbsp;&nbsp; 4.70%, 06/23/28 | &nbsp;&nbsp;&nbsp; 165 | 167166 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/23/30<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 255 | 258405 |
| &nbsp;&nbsp;&nbsp; China Life Insurance Overseas Co. Ltd./Hong Kong, <br> 5.35%, 08/15/33, (5-year CMT + 1.23%)<sup>(a)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 600 | 617347 |
| &nbsp;&nbsp;&nbsp; China Taiping Insurance Holdings Co. Ltd., 6.40%, <br> (5-year CMT + 2.07%)<sup>(a)(d)(i)</sup><br>| &nbsp;&nbsp;&nbsp; 800 | 836151 |
| Chubb INA Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 09/15/30 | &nbsp;&nbsp;&nbsp; 360 | 317703 |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/15/29 | &nbsp;&nbsp;&nbsp; 230 | 235263 |
| Cincinnati Financial Corp., 6.92%, 05/15/28 | &nbsp;&nbsp;&nbsp; 130 | 138154 |
| CNA Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.05%, 08/15/30 | &nbsp;&nbsp;&nbsp; 160 | 144787 |
| &nbsp;&nbsp;&nbsp; 3.45%, 08/15/27 | &nbsp;&nbsp;&nbsp; 260 | 257636 |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/01/29 | &nbsp;&nbsp;&nbsp; 120 | 119222 |
| CNO Financial Group, Inc., 5.25%, 05/30/29 | &nbsp;&nbsp;&nbsp; 110 | 111934 |
| CNO Global Funding |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 01/06/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 185 | 176494 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/08/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 50122 |
| &nbsp;&nbsp;&nbsp; 4.70%, 12/11/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 99936 |
| &nbsp;&nbsp;&nbsp; 4.88%, 12/10/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 185 | 187244 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/09/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203359 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/04/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 240 | 245201 |
| Constellation Global Funding, 4.85%, 10/22/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 198078 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 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)** |
| Constellation Insurance, Inc., 6.80%, 01/24/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $140 | $142849 |
| Corebridge Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 04/05/27 | &nbsp;&nbsp;&nbsp; 520 | 517725 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/05/29 | &nbsp;&nbsp;&nbsp; 430 | 425407 |
| &nbsp;&nbsp;&nbsp; 6.88%, 12/15/52, (5-year CMT + 3.85%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 430 | 441373 |
| Corebridge Global Funding |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/21/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 135 | 135386 |
| &nbsp;&nbsp;&nbsp; 4.45%, 10/02/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 124698 |
| &nbsp;&nbsp;&nbsp; 4.55%, 01/09/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 249455 |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/20/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 245 | 247531 |
| &nbsp;&nbsp;&nbsp; 4.85%, 06/06/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202738 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/07/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 185 | 187983 |
| &nbsp;&nbsp;&nbsp; 4.90%, 12/03/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 130 | 132535 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/12/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 115 | 118121 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/24/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 135 | 138698 |
| &nbsp;&nbsp;&nbsp; 5.90%, 09/19/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 145 | 151282 |
| Empower Finance 2020 LP, 1.36%, 09/17/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 33584 |
| Enstar Group Ltd., 4.95%, 06/01/29 | &nbsp;&nbsp;&nbsp; 180 | 182009 |
| Equitable Financial Life Global Funding |  |  |
| &nbsp;&nbsp;&nbsp; 1.40%, 08/27/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 38436 |
| &nbsp;&nbsp;&nbsp; 1.80%, 03/08/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 230 | 219451 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/19/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 180 | 182919 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/27/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 245 | 249920 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/03/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 220 | 225609 |
| Equitable Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/20/28 | &nbsp;&nbsp;&nbsp; 353 | 354987 |
| &nbsp;&nbsp;&nbsp; 4.57%, 02/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 105 | 105332 |
| Essent Group Ltd., 6.25%, 07/01/29 | &nbsp;&nbsp;&nbsp; 155 | 162120 |
| F&G Annuities & Life, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/04/29 | &nbsp;&nbsp;&nbsp; 180 | 187070 |
| &nbsp;&nbsp;&nbsp; 7.40%, 01/13/28 | &nbsp;&nbsp;&nbsp; 185 | 193235 |
| F&G Global Funding |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/20/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 90 | 84518 |
| &nbsp;&nbsp;&nbsp; 2.30%, 04/11/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 450 | 439906 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/09/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 50003 |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/08/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 125632 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/10/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 165 | 168398 |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/16/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 129617 |
| Fairfax Financial Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 04/29/30 | &nbsp;&nbsp;&nbsp; 200 | 201189 |
| &nbsp;&nbsp;&nbsp; 4.85%, 04/17/28 | &nbsp;&nbsp;&nbsp; 240 | 243366 |
| Farmers Exchange Capital, 7.05%, 07/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 105 | 109881 |
| Fidelity National Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/15/30 | &nbsp;&nbsp;&nbsp; 225 | 214625 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/28 | &nbsp;&nbsp;&nbsp; 145 | 146046 |
| First American Financial Corp., 4.00%, 05/15/30 | &nbsp;&nbsp;&nbsp; 100 | 96896 |
| Five Corners Funding Trust II, 2.85%, 05/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 450 | 424499 |
| Fortitude Global Funding, 4.63%, 10/06/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 125199 |
| Fortitude Group Holdings LLC, 6.25%, 04/01/30<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 225 | 233392 |
| FWD Group Holdings Ltd., 5.25%, 09/22/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201230 |
| GA Global Funding Trust |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 09/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 28309 |
| &nbsp;&nbsp;&nbsp; 4.40%, 09/23/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 180 | 180663 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/18/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 148022 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/13/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 270 | 276550 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/08/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 375 | 385769 |
| Global Atlantic Fin Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 10/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 170 | 167884 |
| &nbsp;&nbsp;&nbsp; 7.95%, 10/15/54, (5-year CMT + 3.61%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 206827 |
| Globe Life, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 08/15/30 | &nbsp;&nbsp;&nbsp; 110 | 99779 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| &nbsp;&nbsp;&nbsp; 4.55%, 09/15/28 | &nbsp;&nbsp;&nbsp; $220 | $222253 |
| &nbsp;&nbsp;&nbsp; Great-West Lifeco Finance 2018 LP, 4.05%, <br> 05/17/28<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 65 | 64909 |
| Guardian Life Global Funding |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 11/19/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 65 | 62051 |
| &nbsp;&nbsp;&nbsp; 1.40%, 07/06/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 70 | 67606 |
| &nbsp;&nbsp;&nbsp; 1.63%, 09/16/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 70 | 65835 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/29/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 355 | 352443 |
| &nbsp;&nbsp;&nbsp; 4.18%, 09/26/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 140 | 139959 |
| &nbsp;&nbsp;&nbsp; 4.33%, 10/06/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 225 | 224915 |
| &nbsp;&nbsp;&nbsp; 4.40%, 12/11/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200318 |
| &nbsp;&nbsp;&nbsp; 4.80%, 04/28/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203504 |
| &nbsp;&nbsp;&nbsp; 5.55%, 10/28/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 425 | 436649 |
| &nbsp;&nbsp;&nbsp; 5.74%, 10/02/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 130269 |
| &nbsp;&nbsp;&nbsp; Hanover Insurance Group, Inc. (The), 2.50%, <br> 09/01/30<br>| &nbsp;&nbsp;&nbsp; 100 | 91336 |
| Hanwha Life Insurance Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/04/32, (5-year CMT + 1.85%)<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 197485 |
| &nbsp;&nbsp;&nbsp; 6.30%, 06/24/55, (5-year CMT + 2.29%)<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 416200 |
| &nbsp;&nbsp;&nbsp; Hartford Financial Services Group, Inc. (The), <br> 2.80%, 08/19/29<br>| &nbsp;&nbsp;&nbsp; 160 | 153530 |
| Horace Mann Educators Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 10/01/30 | &nbsp;&nbsp;&nbsp; 100 | 99639 |
| &nbsp;&nbsp;&nbsp; 7.25%, 09/15/28 | &nbsp;&nbsp;&nbsp; 75 | 80238 |
| HUB International Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 12/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 165 | 164833 |
| &nbsp;&nbsp;&nbsp; 7.25%, 06/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 980 | 1023807 |
| Jackson Financial, Inc., 5.17%, 06/08/27 | &nbsp;&nbsp;&nbsp; 145 | 146927 |
| Jackson National Life Global Funding |  |  |
| &nbsp;&nbsp;&nbsp; 3.05%, 06/21/29<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 55 | 52529 |
| &nbsp;&nbsp;&nbsp; 4.55%, 09/09/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 240 | 239267 |
| &nbsp;&nbsp;&nbsp; 4.60%, 10/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 225 | 225595 |
| &nbsp;&nbsp;&nbsp; 4.70%, 06/05/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 151868 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/12/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 185 | 188723 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/13/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 170 | 174882 |
| &nbsp;&nbsp;&nbsp; Jones Deslauriers Insurance Management, Inc., <br> 8.50%, 03/15/30<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 230 | 240441 |
| Kemper Corp., 2.40%, 09/30/30 | &nbsp;&nbsp;&nbsp; 5 | 4467 |
| &nbsp;&nbsp;&nbsp; Kyobo Life Insurance Co. Ltd., 5.90%, 06/15/52, <br> (5-year CMT + 2.89%)<sup>(a)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 203408 |
| &nbsp;&nbsp;&nbsp; Legal & General Group PLC, 5.25%, 03/21/47, <br> (5-year USD Swap + 3.69%)<sup>(a)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 600 | 603944 |
| Liberty Mutual Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 12/15/51, (5-year CMT + 3.32%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 99044 |
| &nbsp;&nbsp;&nbsp; 4.57%, 02/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 330 | 331946 |
| Lincoln Financial Global Funding |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 01/12/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 99915 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/28/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 126250 |
| &nbsp;&nbsp;&nbsp; 4.63%, 08/18/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 255 | 255809 |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/13/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 245 | 252747 |
| Lincoln National Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.33%, 08/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 160 | 144887 |
| &nbsp;&nbsp;&nbsp; 3.05%, 01/15/30 | &nbsp;&nbsp;&nbsp; 205 | 195367 |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/15/31 | &nbsp;&nbsp;&nbsp; 150 | 142372 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/01/28 | &nbsp;&nbsp;&nbsp; 150 | 149192 |
| Loews Corp., 3.20%, 05/15/30 | &nbsp;&nbsp;&nbsp; 155 | 148596 |
| Manulife Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.48%, 05/19/27 | &nbsp;&nbsp;&nbsp; 110 | 108100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.06%, 02/24/32, (5-year USD ICE Swap <br> +1.65%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 327 | 326291 |
| Markel Group, Inc., 3.35%, 09/17/29 | &nbsp;&nbsp;&nbsp; 135 | 130748 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 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)** |
| Marsh & McLennan Companies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 11/15/30 | &nbsp;&nbsp;&nbsp; $250 | $228110 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/29 | &nbsp;&nbsp;&nbsp; 460 | 464483 |
| &nbsp;&nbsp;&nbsp; 4.55%, 11/08/27 | &nbsp;&nbsp;&nbsp; 265 | 268046 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/30 | &nbsp;&nbsp;&nbsp; 350 | 356324 |
| MassMutual Global Funding II |  |  |
| &nbsp;&nbsp;&nbsp; 1.55%, 10/09/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 300 | 264506 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/22/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 199738 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/27/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202193 |
| &nbsp;&nbsp;&nbsp; 4.55%, 05/07/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 252059 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/17/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 204508 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/10/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 204380 |
| &nbsp;&nbsp;&nbsp; 5.05%, 12/07/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 410 | 418416 |
| &nbsp;&nbsp;&nbsp; 5.05%, 06/14/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 256229 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/09/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 205 | 207929 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/30/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 190 | 195950 |
| &nbsp;&nbsp;&nbsp; Meiji Yasuda Life Insurance Co., 5.10%, 04/26/48, <br> (5-year USD ICE Swap + 3.15%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 360 | 364082 |
| Mercury General Corp., 4.40%, 03/15/27 | &nbsp;&nbsp;&nbsp; 45 | 44991 |
| Met Tower Global Funding |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 150277 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/14/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 149715 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/16/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 149260 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/14/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 152460 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/12/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 155072 |
| MetLife, Inc., 4.55%, 03/23/30 | &nbsp;&nbsp;&nbsp; 305 | 310787 |
| Metropolitan Life Global Funding I |  |  |
| &nbsp;&nbsp;&nbsp; 1.55%, 01/07/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 219273 |
| &nbsp;&nbsp;&nbsp; 2.95%, 04/09/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 300 | 285175 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/19/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 246528 |
| &nbsp;&nbsp;&nbsp; 3.05%, 06/17/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 144606 |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/21/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 146384 |
| &nbsp;&nbsp;&nbsp; 4.15%, 08/25/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200870 |
| &nbsp;&nbsp;&nbsp; 4.30%, 08/25/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 150464 |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/12/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 300 | 299879 |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/30/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 410 | 412675 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/08/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 265 | 270625 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/09/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 153207 |
| &nbsp;&nbsp;&nbsp; 5.05%, 06/11/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 155 | 157291 |
| &nbsp;&nbsp;&nbsp; 5.05%, 01/06/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 170 | 173689 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/12/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 180 | 186228 |
| MGIC Investment Corp., 5.25%, 08/15/28 | &nbsp;&nbsp;&nbsp; 320 | 319772 |
| &nbsp;&nbsp;&nbsp; Mitsui Sumitomo Insurance Co. Ltd., 4.95%, (5-year <br> USD Swap + 3.26%)<sup>(a)(b)(i)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 202400 |
| Mutual of Omaha Companies Global Funding |  |  |
| &nbsp;&nbsp;&nbsp; 4.51%, 06/09/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 50429 |
| &nbsp;&nbsp;&nbsp; 4.55%, 01/13/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 99924 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 130 | 132012 |
| &nbsp;&nbsp;&nbsp; 5.35%, 04/09/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 253501 |
| &nbsp;&nbsp;&nbsp; 5.45%, 12/12/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 180 | 185912 |
| &nbsp;&nbsp;&nbsp; Mutual of Omaha Cos Global Funding, 5.00%, <br> 04/01/30<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 145 | 147902 |
| &nbsp;&nbsp;&nbsp; Nassau Companies of New York (The), 7.88%, <br> 07/15/30<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 120 | 114098 |
| New York Life Global Funding |  |  |
| &nbsp;&nbsp;&nbsp; 1.20%, 08/07/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 300 | 262448 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/10/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 330 | 324717 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/07/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 405 | 402512 |
| &nbsp;&nbsp;&nbsp; 3.90%, 10/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 270 | 270301 |
| &nbsp;&nbsp;&nbsp; 4.05%, 02/02/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 100135 |
| &nbsp;&nbsp;&nbsp; 4.15%, 07/25/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 150844 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/09/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $125 | $124613 |
| &nbsp;&nbsp;&nbsp; 4.40%, 12/13/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 80 | 80773 |
| &nbsp;&nbsp;&nbsp; 4.40%, 04/25/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 151575 |
| &nbsp;&nbsp;&nbsp; 4.60%, 12/05/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 205 | 208321 |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/03/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 165 | 167487 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/29/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 285 | 289992 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/09/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 450 | 458236 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/02/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 175 | 177151 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/13/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 180 | 183757 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/06/29<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 160 | 164726 |
| Nippon Life Insurance Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/21/51, (5-year CMT + 2.65%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 400 | 360132 |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/23/50, (5-year CMT + 2.61%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 355 | 336040 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 09/19/47, (5-year USD ICE Swap <br> +2.88%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 198775 |
| NLG Global Funding, 5.40%, 01/23/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 190 | 195799 |
| NMI Holdings, Inc., 6.00%, 08/15/29 | &nbsp;&nbsp;&nbsp; 115 | 119234 |
| Northwestern Mutual Global Funding |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 06/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 190093 |
| &nbsp;&nbsp;&nbsp; 3.30%, 04/04/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 130 | 126530 |
| &nbsp;&nbsp;&nbsp; 4.11%, 09/12/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 220 | 220903 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/25/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 110 | 110518 |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/13/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 99905 |
| &nbsp;&nbsp;&nbsp; 4.35%, 09/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 151212 |
| &nbsp;&nbsp;&nbsp; 4.49%, 03/21/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 220 | 222500 |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/03/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 190 | 192554 |
| &nbsp;&nbsp;&nbsp; 4.71%, 01/10/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 180 | 183406 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/12/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 130 | 132756 |
| &nbsp;&nbsp;&nbsp; 4.96%, 01/13/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 210 | 215046 |
| &nbsp;&nbsp;&nbsp; 5.07%, 03/25/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 220 | 222920 |
| Pacific Life Global Funding II |  |  |
| &nbsp;&nbsp;&nbsp; 1.45%, 01/20/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 95354 |
| &nbsp;&nbsp;&nbsp; 1.60%, 09/21/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 60 | 56321 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/03/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 125109 |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202210 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/28/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 135 | 136426 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/10/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 152713 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/04/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 30570 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/11/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 80 | 81667 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/18/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 430 | 445910 |
| PartnerRe Finance B LLC, 3.70%, 07/02/29 | &nbsp;&nbsp;&nbsp; 195 | 190729 |
| Pricoa Global Funding I |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 11/25/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 150043 |
| &nbsp;&nbsp;&nbsp; 4.40%, 08/27/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 170 | 171481 |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/28/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 170 | 172723 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/30/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 410 | 420518 |
| Principal Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 06/15/30 | &nbsp;&nbsp;&nbsp; 200 | 182351 |
| &nbsp;&nbsp;&nbsp; 3.70%, 05/15/29 | &nbsp;&nbsp;&nbsp; 105 | 103568 |
| &nbsp;&nbsp;&nbsp; 4.11%, 02/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 185 | 184889 |
| Principal Life Global Funding II |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 08/27/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 132226 |
| &nbsp;&nbsp;&nbsp; 1.63%, 11/19/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 131513 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/16/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 141180 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/18/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 40129 |
| &nbsp;&nbsp;&nbsp; 4.45%, 01/13/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 249574 |
| &nbsp;&nbsp;&nbsp; 4.60%, 08/19/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 252413 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/09/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 105 | 106461 |
| &nbsp;&nbsp;&nbsp; 4.95%, 11/27/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 145 | 148385 |
| &nbsp;&nbsp;&nbsp; 5.10%, 01/25/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 204947 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/28/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 305 | 314386 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 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)** |
| Progressive Corp.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/15/27 | &nbsp;&nbsp;&nbsp; $310 | $305582 |
| &nbsp;&nbsp;&nbsp; 3.20%, 03/26/30 | &nbsp;&nbsp;&nbsp; 140 | 135250 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/29 | &nbsp;&nbsp;&nbsp; 215 | 215421 |
| &nbsp;&nbsp;&nbsp; 6.63%, 03/01/29 | &nbsp;&nbsp;&nbsp; 5 | 5377 |
| Protective Life Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 130 | 125258 |
| &nbsp;&nbsp;&nbsp; 4.30%, 09/30/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 85 | 85206 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 150265 |
| Protective Life Global Funding |  |  |
| &nbsp;&nbsp;&nbsp; 1.74%, 09/21/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 221357 |
| &nbsp;&nbsp;&nbsp; 1.90%, 07/06/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 33271 |
| &nbsp;&nbsp;&nbsp; 4.34%, 09/13/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 151011 |
| &nbsp;&nbsp;&nbsp; 4.71%, 07/06/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 205 | 207275 |
| &nbsp;&nbsp;&nbsp; 4.77%, 12/09/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 160 | 162653 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/05/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 152069 |
| &nbsp;&nbsp;&nbsp; 5.22%, 06/12/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 154409 |
| &nbsp;&nbsp;&nbsp; 5.47%, 12/08/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 180 | 186411 |
| &nbsp;&nbsp;&nbsp; 5.76%, 07/05/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 285 | 299249 |
| Prudential Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.10%, 03/10/30 | &nbsp;&nbsp;&nbsp; 170 | 157820 |
| &nbsp;&nbsp;&nbsp; 3.70%, 10/01/50, (5-year CMT + 3.04%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 186494 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/27/28 | &nbsp;&nbsp;&nbsp; 450 | 450524 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/47, (3-mo. SOFR US + 2.64%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 185 | 182760 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/48, (3-mo. SOFR US + 2.93%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 235 | 237551 |
| Prudential Funding Asia PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 11/03/33, (5-year CMT + 1.52%)<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 385084 |
| &nbsp;&nbsp;&nbsp; 3.13%, 04/14/30 | &nbsp;&nbsp;&nbsp; 300 | 287253 |
| Reinsurance Group of America, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 06/15/30 | &nbsp;&nbsp;&nbsp; 225 | 213238 |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/15/29 | &nbsp;&nbsp;&nbsp; 245 | 243036 |
| RenaissanceRe Finance, Inc., 3.45%, 07/01/27 | &nbsp;&nbsp;&nbsp; 35 | 34782 |
| RenaissanceRe Holdings Ltd., 3.60%, 04/15/29 | &nbsp;&nbsp;&nbsp; 135 | 132310 |
| RGA Global Funding |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 01/18/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 140 | 133741 |
| &nbsp;&nbsp;&nbsp; 4.35%, 08/25/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 100604 |
| &nbsp;&nbsp;&nbsp; 4.60%, 11/25/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 125239 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/09/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 165 | 170273 |
| &nbsp;&nbsp;&nbsp; 5.45%, 05/24/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 215 | 222786 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/11/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 259841 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/21/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 145 | 151922 |
| Ryan Specialty LLC, 4.38%, 02/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 120 | 116939 |
| Sagicor Financial Co. Ltd., 5.30%, 05/13/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 210 | 209781 |
| Sammons Financial Group Global Funding |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 12/12/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 100402 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/12/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 115 | 116484 |
| &nbsp;&nbsp;&nbsp; 5.05%, 01/10/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 185 | 188029 |
| &nbsp;&nbsp;&nbsp; 5.10%, 12/10/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 210 | 214956 |
| Sammons Financial Group, Inc., 4.45%, 05/12/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 60 | 60018 |
| SiriusPoint Ltd., 7.00%, 04/05/29 | &nbsp;&nbsp;&nbsp; 125 | 132368 |
| &nbsp;&nbsp;&nbsp; Sumitomo Life Insurance Co., 4.00%, 09/14/77, <br> (3-mo. SOFR US + 2.99%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 485 | 481850 |
| &nbsp;&nbsp;&nbsp; Swiss Re Finance Luxembourg SA, 5.00%, <br> 04/02/49, (5-year CMT + 3.58%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 225 | 226401 |
| &nbsp;&nbsp;&nbsp; Tongyang Life Insurance Co. Ltd., 6.25%, 05/07/35, <br> (5-year CMT + 2.40%)<sup>(a)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 207826 |
| Unum Group, 4.00%, 06/15/29 | &nbsp;&nbsp;&nbsp; 120 | 118856 |
| Western-Southern Global Funding |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/29/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 100190 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/16/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 75 | 75545 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 127375 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| Willis North America, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/15/29 | &nbsp;&nbsp;&nbsp; $205 | $195765 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/28 | &nbsp;&nbsp;&nbsp; 210 | 211710 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/15/31 | &nbsp;&nbsp;&nbsp; 175 | 174807 |
| &nbsp;&nbsp;&nbsp; 4.65%, 06/15/27 | &nbsp;&nbsp;&nbsp; 497 | 500928 |
|  |  | 70481094 |
| **Internet — 0.7%** | **Internet — 0.7%** | **Internet — 0.7%** |
| Alibaba Group Holding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 12/06/27 | &nbsp;&nbsp;&nbsp; 860 | 852507 |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/26/30 | &nbsp;&nbsp;&nbsp; 300 | 308175 |
| Alphabet, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 0.80%, 08/15/27 | &nbsp;&nbsp;&nbsp; 360 | 345550 |
| &nbsp;&nbsp;&nbsp; 1.10%, 08/15/30 | &nbsp;&nbsp;&nbsp; 565 | 498393 |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/15/28 | &nbsp;&nbsp;&nbsp; 125 | 125551 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/15/30 | &nbsp;&nbsp;&nbsp; 300 | 300103 |
| &nbsp;&nbsp;&nbsp; 4.10%, 11/15/30 | &nbsp;&nbsp;&nbsp; 985 | 986121 |
| Amazon.com, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.20%, 06/03/27 | &nbsp;&nbsp;&nbsp; 537 | 520816 |
| &nbsp;&nbsp;&nbsp; 1.50%, 06/03/30 | &nbsp;&nbsp;&nbsp; 660 | 594575 |
| &nbsp;&nbsp;&nbsp; 1.65%, 05/12/28 | &nbsp;&nbsp;&nbsp; 675 | 645317 |
| &nbsp;&nbsp;&nbsp; 3.15%, 08/22/27 | &nbsp;&nbsp;&nbsp; 1320 | 1310912 |
| &nbsp;&nbsp;&nbsp; 3.30%, 04/13/27 | &nbsp;&nbsp;&nbsp; 728 | 725189 |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/13/29 | &nbsp;&nbsp;&nbsp; 420 | 415669 |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/20/28 | &nbsp;&nbsp;&nbsp; 485 | 486678 |
| &nbsp;&nbsp;&nbsp; 4.10%, 11/20/30 | &nbsp;&nbsp;&nbsp; 610 | 610191 |
| &nbsp;&nbsp;&nbsp; 4.55%, 12/01/27 | &nbsp;&nbsp;&nbsp; 910 | 925196 |
| &nbsp;&nbsp;&nbsp; 4.65%, 12/01/29 | &nbsp;&nbsp;&nbsp; 435 | 446334 |
| ANGI Group LLC, 3.88%, 08/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 210 | 193482 |
| AppLovin Corp., 5.13%, 12/01/29 | &nbsp;&nbsp;&nbsp; 315 | 323085 |
| Arches Buyer, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 315 | 309899 |
| &nbsp;&nbsp;&nbsp; 6.13%, 12/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 160 | 156565 |
| Baidu, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 02/23/27 | &nbsp;&nbsp;&nbsp; 160 | 156140 |
| &nbsp;&nbsp;&nbsp; 3.43%, 04/07/30 | &nbsp;&nbsp;&nbsp; 200 | 193960 |
| &nbsp;&nbsp;&nbsp; 3.63%, 07/06/27 | &nbsp;&nbsp;&nbsp; 80 | 79628 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/29/28 | &nbsp;&nbsp;&nbsp; 225 | 226629 |
| Booking Holdings, Inc., 3.55%, 03/15/28 | &nbsp;&nbsp;&nbsp; 120 | 118988 |
| Cablevision Lightpath LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 135 | 134484 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 130 | 129542 |
| Cars.com, Inc., 6.38%, 11/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 130 | 129803 |
| &nbsp;&nbsp;&nbsp; Cogent Communications Group LLC/Cogent <br> Finance, Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 06/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 110 | 109232 |
| &nbsp;&nbsp;&nbsp; 7.00%, 06/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 149220 |
| eBay, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 03/11/30 | &nbsp;&nbsp;&nbsp; 320 | 300904 |
| &nbsp;&nbsp;&nbsp; 3.60%, 06/05/27 | &nbsp;&nbsp;&nbsp; 211 | 209950 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/06/29 | &nbsp;&nbsp;&nbsp; 100 | 100402 |
| &nbsp;&nbsp;&nbsp; 5.95%, 11/22/27 | &nbsp;&nbsp;&nbsp; 30 | 30989 |
| Expedia Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/15/30 | &nbsp;&nbsp;&nbsp; 375 | 359907 |
| &nbsp;&nbsp;&nbsp; 3.80%, 02/15/28 | &nbsp;&nbsp;&nbsp; 400 | 397947 |
| &nbsp;&nbsp;&nbsp; 4.63%, 08/01/27 | &nbsp;&nbsp;&nbsp; 326 | 328371 |
| Gen Digital, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 09/30/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 270 | 272538 |
| &nbsp;&nbsp;&nbsp; 7.13%, 09/30/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 175 | 179352 |
| Getty Images, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 10.50%, 11/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 190 | 192400 |
| &nbsp;&nbsp;&nbsp; 11.25%, 02/21/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 155 | 138675 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 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; 14.00%, 03/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $130 | $121829 |
| Go Daddy Operating Co. LLC/GD Finance Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 255 | 242513 |
| &nbsp;&nbsp;&nbsp; 5.25%, 12/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 225 | 224798 |
| &nbsp;&nbsp;&nbsp; ION Platform Finance U.S., Inc./ION Platform <br> Finance Sarl<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 187009 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 189781 |
| &nbsp;&nbsp;&nbsp; 9.00%, 08/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 191991 |
| &nbsp;&nbsp;&nbsp; 9.50%, 05/30/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 193048 |
| &nbsp;&nbsp;&nbsp; Series 144@, 8.75%, 05/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 190727 |
| JD.com, Inc., 3.38%, 01/14/30 | &nbsp;&nbsp;&nbsp; 235 | 228348 |
| Kuaishou Technology, 4.13%, 01/22/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 198822 |
| Match Group Holdings II LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 145 | 136859 |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 153 | 151558 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 140 | 139993 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 124975 |
| Meituan |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/02/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 401693 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/02/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 600 | 603659 |
| Meta Platforms, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/15/27 | &nbsp;&nbsp;&nbsp; 840 | 838631 |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/15/30 | &nbsp;&nbsp;&nbsp; 1165 | 1162760 |
| &nbsp;&nbsp;&nbsp; 4.30%, 08/15/29 | &nbsp;&nbsp;&nbsp; 405 | 409490 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/28 | &nbsp;&nbsp;&nbsp; 440 | 448009 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/30 | &nbsp;&nbsp;&nbsp; 355 | 364610 |
| Netflix, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/15/28 | &nbsp;&nbsp;&nbsp; 659 | 672479 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 325 | 332331 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 330 | 344018 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/15/28 | &nbsp;&nbsp;&nbsp; 660 | 692350 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/15/29 | &nbsp;&nbsp;&nbsp; 305 | 326172 |
| &nbsp;&nbsp;&nbsp; Newfold Digital Holdings Group, Inc., 11.75%, <br> 04/30/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 270 | 203344 |
| Prosus NV |  |  |
| &nbsp;&nbsp;&nbsp; 3.68%, 01/21/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 192006 |
| &nbsp;&nbsp;&nbsp; 4.85%, 07/06/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201096 |
| Rakuten Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 8.13%, (5-year CMT + 4.25%)<sup>(a)(b)(i)</sup> | &nbsp;&nbsp;&nbsp; 175 | 181238 |
| &nbsp;&nbsp;&nbsp; 9.75%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 575 | 644061 |
| &nbsp;&nbsp;&nbsp; 11.25%, 02/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 555 | 590409 |
| Tencent Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.39%, 06/03/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 600 | 560824 |
| &nbsp;&nbsp;&nbsp; 3.60%, 01/19/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 994347 |
| &nbsp;&nbsp;&nbsp; 3.98%, 04/11/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 800 | 802202 |
| Uber Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/15/31 | &nbsp;&nbsp;&nbsp; 300 | 297510 |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/15/30 | &nbsp;&nbsp;&nbsp; 390 | 391224 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 510 | 510542 |
| VeriSign, Inc., 4.75%, 07/15/27 | &nbsp;&nbsp;&nbsp; 105 | 105048 |
| Wayfair LLC |  |  |
| &nbsp;&nbsp;&nbsp; 7.25%, 10/31/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 305 | 318307 |
| &nbsp;&nbsp;&nbsp; 7.75%, 09/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 213041 |
| Ziff Davis, Inc., 4.63%, 10/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 135 | 127814 |
| ZipRecruiter, Inc., 5.00%, 01/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 215 | 149185 |
|  |  | 30620020 |
| **Iron & Steel — 0.1%** | **Iron & Steel — 0.1%** | **Iron & Steel — 0.1%** |
| ABJA Investment Co. Pte Ltd., 5.45%, 01/24/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203987 |
| Algoma Steel, Inc., 9.13%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 135 | 116210 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Iron & Steel (continued)** | **Iron & Steel (continued)** | **Iron & Steel (continued)** |
| ArcelorMittal SA |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 07/16/29 | &nbsp;&nbsp;&nbsp; $105 | $105206 |
| &nbsp;&nbsp;&nbsp; 6.55%, 11/29/27 | &nbsp;&nbsp;&nbsp; 457 | 475799 |
| Cleveland-Cliffs, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 135 | 132904 |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 230 | 235921 |
| &nbsp;&nbsp;&nbsp; 6.88%, 11/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 270 | 280672 |
| Commercial Metals Co., 4.13%, 01/15/30 | &nbsp;&nbsp;&nbsp; 95 | 92373 |
| CSN Inova Ventures, 6.75%, 01/28/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 381979 |
| CSN Resources SA, 8.88%, 12/05/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 192850 |
| &nbsp;&nbsp;&nbsp; Eregli Demir ve Celik Fabrikalari TAS, 8.38%, <br> 07/23/29<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 211231 |
| Infrabuild Australia Pty. Ltd., 14.50%, 11/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 106373 |
| Krakatau Posco PT |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 06/11/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203494 |
| &nbsp;&nbsp;&nbsp; 6.38%, 06/11/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 206606 |
| Metinvest BV, 7.75%, 10/17/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 158442 |
| Mineral Resources Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 11/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 215 | 219976 |
| &nbsp;&nbsp;&nbsp; 8.50%, 05/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 175 | 181624 |
| &nbsp;&nbsp;&nbsp; 9.25%, 10/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 360 | 378115 |
| Nucor Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/01/30 | &nbsp;&nbsp;&nbsp; 150 | 141005 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/01/28 | &nbsp;&nbsp;&nbsp; 80 | 80035 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/23/27 | &nbsp;&nbsp;&nbsp; 285 | 286912 |
| &nbsp;&nbsp;&nbsp; 4.65%, 06/01/30 | &nbsp;&nbsp;&nbsp; 155 | 157646 |
| POSCO |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/04/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 204 | 204941 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/17/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 385 | 396084 |
| POSCO Holdings, Inc., 5.13%, 05/07/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 204484 |
| Reliance, Inc., 2.15%, 08/15/30 | &nbsp;&nbsp;&nbsp; 40 | 36358 |
| Steel Dynamics, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 10/15/27 | &nbsp;&nbsp;&nbsp; 15 | 14443 |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/15/30 | &nbsp;&nbsp;&nbsp; 180 | 173990 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/15/28 | &nbsp;&nbsp;&nbsp; 150 | 149826 |
| U.S. Steel Corp., 6.88%, 03/01/29 | &nbsp;&nbsp;&nbsp; 150 | 150291 |
| Vale Overseas Ltd., 3.75%, 07/08/30 | &nbsp;&nbsp;&nbsp; 460 | 444213 |
|  |  | 6323990 |
| **Leisure Time — 0.1%** | **Leisure Time — 0.1%** | **Leisure Time — 0.1%** |
| Brunswick Corp., 5.85%, 03/18/29<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 145 | 150895 |
| Carnival Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 820 | 811726 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 175 | 176988 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 320 | 329346 |
| &nbsp;&nbsp;&nbsp; 6.65%, 01/15/28 | &nbsp;&nbsp;&nbsp; 83 | 86350 |
| &nbsp;&nbsp;&nbsp; 7.00%, 08/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 120 | 125585 |
| &nbsp;&nbsp;&nbsp; Harley-Davidson Financial Services, Inc., 3.05%, <br> 02/14/27<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 145 | 143389 |
| Lindblad Expeditions LLC, 7.00%, 09/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 208806 |
| MajorDrive Holdings IV LLC, 6.38%, 06/01/29<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 205 | 165819 |
| NCL Corp. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 435 | 436026 |
| &nbsp;&nbsp;&nbsp; 7.75%, 02/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 185 | 197659 |
| NCL Finance Ltd., 6.13%, 03/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 185 | 189973 |
| Patrick Industries, Inc., 4.75%, 05/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 110 | 108837 |
| Polaris, Inc., 6.95%, 03/15/29 | &nbsp;&nbsp;&nbsp; 165 | 175402 |
| Royal Caribbean Cruises Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/28 | &nbsp;&nbsp;&nbsp; 180 | 178303 |
| &nbsp;&nbsp;&nbsp; 5.38%, 07/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 345 | 347600 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 515 | 525708 |
| &nbsp;&nbsp;&nbsp; 7.50%, 10/15/27 | &nbsp;&nbsp;&nbsp; 185 | 195000 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Leisure Time (continued)** | **Leisure Time (continued)** | **Leisure Time (continued)** |
| Sabre GLBL, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 10.75%, 11/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $80 | $65233 |
| &nbsp;&nbsp;&nbsp; 10.75%, 03/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 163 | 130852 |
| &nbsp;&nbsp;&nbsp; 11.13%, 07/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 450 | 364213 |
| Sunny Express Enterprises Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/01/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 197729 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/23/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 192967 |
| &nbsp;&nbsp;&nbsp; 3.13%, 04/23/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 192548 |
| Viking Cruises Ltd., 7.00%, 02/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 160 | 160427 |
| &nbsp;&nbsp;&nbsp; Viking Ocean Cruises Ship VII Ltd., 5.63%, <br> 02/15/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 100 | 99966 |
| VOC Escrow Ltd., 5.00%, 02/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 220 | 219714 |
|  |  | 6177061 |
| **Lodging — 0.3%** | **Lodging — 0.3%** | **Lodging — 0.3%** |
| Boyd Gaming Corp., 4.75%, 12/01/27 | &nbsp;&nbsp;&nbsp; 310 | 309839 |
| Choice Hotels International, Inc., 3.70%, 12/01/29 | &nbsp;&nbsp;&nbsp; 105 | 102418 |
| Fortune Star BVI Ltd., 8.50%, 05/19/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 412476 |
| Full House Resorts, Inc., 8.25%, 02/15/28<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 160 | 146273 |
| &nbsp;&nbsp;&nbsp; Genting New York LLC/GENNY Capital, Inc., 7.25%, <br> 10/01/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 206486 |
| Hilton Domestic Operating Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 220 | 214112 |
| &nbsp;&nbsp;&nbsp; 4.88%, 01/15/30 | &nbsp;&nbsp;&nbsp; 300 | 300472 |
| &nbsp;&nbsp;&nbsp; 5.88%, 04/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 185 | 189353 |
| &nbsp;&nbsp;&nbsp; Hilton Grand Vacations Borrower Escrow LLC/Hilton <br> Grand Vacations Borrower Esc, 5.00%, <br> 06/01/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 305 | 296166 |
| &nbsp;&nbsp;&nbsp; Hilton Worldwide Finance LLC/Hilton Worldwide <br> Finance Corp., 4.88%, 04/01/27<br>| &nbsp;&nbsp;&nbsp; 215 | 215067 |
| Hyatt Hotels Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/15/28 | &nbsp;&nbsp;&nbsp; 240 | 240832 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/30/28 | &nbsp;&nbsp;&nbsp; 75 | 76416 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/30/29 | &nbsp;&nbsp;&nbsp; 220 | 226728 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/23/30 | &nbsp;&nbsp;&nbsp; 115 | 120247 |
| Las Vegas Sands Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 08/08/29 | &nbsp;&nbsp;&nbsp; 365 | 355693 |
| &nbsp;&nbsp;&nbsp; 5.63%, 06/15/28 | &nbsp;&nbsp;&nbsp; 285 | 291736 |
| &nbsp;&nbsp;&nbsp; 5.90%, 06/01/27 | &nbsp;&nbsp;&nbsp; 185 | 188402 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/15/29 | &nbsp;&nbsp;&nbsp; 125 | 130365 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/14/30 | &nbsp;&nbsp;&nbsp; 90 | 93904 |
| Marriott International, Inc./MD |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 07/15/27 | &nbsp;&nbsp;&nbsp; 65 | 65213 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/30 | &nbsp;&nbsp;&nbsp; 140 | 142875 |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/15/29 | &nbsp;&nbsp;&nbsp; 220 | 224891 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/15/29 | &nbsp;&nbsp;&nbsp; 280 | 286217 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/15/27 | &nbsp;&nbsp;&nbsp; 330 | 335267 |
| &nbsp;&nbsp;&nbsp; 5.55%, 10/15/28 | &nbsp;&nbsp;&nbsp; 195 | 202368 |
| &nbsp;&nbsp;&nbsp; Series AA, 4.65%, 12/01/28 | &nbsp;&nbsp;&nbsp; 45 | 45736 |
| &nbsp;&nbsp;&nbsp; Series FF, 4.63%, 06/15/30 | &nbsp;&nbsp;&nbsp; 320 | 324168 |
| &nbsp;&nbsp;&nbsp; Series X, 4.00%, 04/15/28 | &nbsp;&nbsp;&nbsp; 160 | 159899 |
| Marriott Ownership Resorts, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 190 | 181075 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/28<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 115 | 113378 |
| Melco Resorts Finance Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 12/04/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 345 | 341411 |
| &nbsp;&nbsp;&nbsp; 5.63%, 07/17/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 265 | 264981 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/21/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 300 | 299670 |
| MGM China Holdings Ltd., 4.75%, 02/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 260 | 258909 |
| MGM Resorts International |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/15/28 | &nbsp;&nbsp;&nbsp; 220 | 219538 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/15/27 | &nbsp;&nbsp;&nbsp; 219 | 220414 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Lodging (continued)** | **Lodging (continued)** | **Lodging (continued)** |
| &nbsp;&nbsp;&nbsp; 6.13%, 09/15/29 | &nbsp;&nbsp;&nbsp; $250 | $255596 |
| Sands China Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/08/27 | &nbsp;&nbsp;&nbsp; 245 | 239316 |
| &nbsp;&nbsp;&nbsp; 2.85%, 03/08/29 | &nbsp;&nbsp;&nbsp; 200 | 190501 |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/18/30 | &nbsp;&nbsp;&nbsp; 200 | 196722 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/08/28 | &nbsp;&nbsp;&nbsp; 460 | 469091 |
| Station Casinos LLC, 4.50%, 02/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 230 | 228843 |
| Studio City Co. Ltd., 7.00%, 02/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 130 | 130117 |
| Studio City Finance Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 350 | 338935 |
| &nbsp;&nbsp;&nbsp; 6.50%, 01/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 160 | 160049 |
| Travel & Leisure Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 175 | 170500 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 146347 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/01/27 | &nbsp;&nbsp;&nbsp; 135 | 136664 |
| &nbsp;&nbsp;&nbsp; Wyndham Hotels & Resorts, Inc., 4.38%, <br> 08/15/28<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 175 | 173034 |
| &nbsp;&nbsp;&nbsp; Wynn Las Vegas LLC/Wynn Las Vegas Capital <br> Corp., 5.25%, 05/15/27<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 268 | 269480 |
| Wynn Macau Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 12/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 275 | 273482 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 245 | 244985 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/26/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 425 | 424480 |
|  |  | 11851137 |
| **Machinery — 0.4%** | **Machinery — 0.4%** | **Machinery — 0.4%** |
| AGCO Corp., 5.45%, 03/21/27 | &nbsp;&nbsp;&nbsp; 145 | 146962 |
| ATS Corp., 4.13%, 12/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 115 | 112164 |
| BWX Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/30/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 123187 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 130 | 127446 |
| Caterpillar Financial Services Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.10%, 09/14/27 | &nbsp;&nbsp;&nbsp; 230 | 220803 |
| &nbsp;&nbsp;&nbsp; 3.60%, 08/12/27 | &nbsp;&nbsp;&nbsp; 370 | 369585 |
| &nbsp;&nbsp;&nbsp; 3.70%, 01/10/28 | &nbsp;&nbsp;&nbsp; 125 | 124988 |
| &nbsp;&nbsp;&nbsp; 3.95%, 11/14/28 | &nbsp;&nbsp;&nbsp; 200 | 200658 |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/08/31 | &nbsp;&nbsp;&nbsp; 150 | 149915 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/16/29 | &nbsp;&nbsp;&nbsp; 195 | 197890 |
| &nbsp;&nbsp;&nbsp; 4.40%, 10/15/27 | &nbsp;&nbsp;&nbsp; 240 | 242828 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/03/28 | &nbsp;&nbsp;&nbsp; 135 | 136635 |
| &nbsp;&nbsp;&nbsp; 4.60%, 11/15/27 | &nbsp;&nbsp;&nbsp; 375 | 380992 |
| &nbsp;&nbsp;&nbsp; 4.70%, 11/15/29 | &nbsp;&nbsp;&nbsp; 305 | 312795 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/08/30 | &nbsp;&nbsp;&nbsp; 140 | 144558 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/27/29 | &nbsp;&nbsp;&nbsp; 150 | 154145 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/14/27 | &nbsp;&nbsp;&nbsp; 160 | 162609 |
| &nbsp;&nbsp;&nbsp; Series K, 4.10%, 08/15/28 | &nbsp;&nbsp;&nbsp; 155 | 156127 |
| Caterpillar, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 09/19/29 | &nbsp;&nbsp;&nbsp; 140 | 133827 |
| &nbsp;&nbsp;&nbsp; 2.60%, 04/09/30 | &nbsp;&nbsp;&nbsp; 250 | 236546 |
| Chart Industries, Inc., 7.50%, 01/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 435 | 453219 |
| CNH Industrial Capital LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/07/31 | &nbsp;&nbsp;&nbsp; 75 | 74374 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/08/27 | &nbsp;&nbsp;&nbsp; 90 | 90602 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/16/30 | &nbsp;&nbsp;&nbsp; 125 | 125076 |
| &nbsp;&nbsp;&nbsp; 4.55%, 04/10/28 | &nbsp;&nbsp;&nbsp; 270 | 272229 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/21/28 | &nbsp;&nbsp;&nbsp; 105 | 106218 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/20/29 | &nbsp;&nbsp;&nbsp; 230 | 235712 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/12/29 | &nbsp;&nbsp;&nbsp; 190 | 196668 |
| CNH Industrial NV, 3.85%, 11/15/27 | &nbsp;&nbsp;&nbsp; 155 | 154437 |
| Deere & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 04/15/30 | &nbsp;&nbsp;&nbsp; 205 | 197427 |
| &nbsp;&nbsp;&nbsp; 5.38%, 10/16/29 | &nbsp;&nbsp;&nbsp; 150 | 157428 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Machinery (continued)** | **Machinery (continued)** | **Machinery (continued)** |
| Deere Funding Canada Corp., 4.15%, 10/09/30 | &nbsp;&nbsp;&nbsp; $115 | $114743 |
| Dover Corp., 2.95%, 11/04/29 | &nbsp;&nbsp;&nbsp; 110 | 105423 |
| Eaton Capital ULC, 4.45%, 05/09/30 | &nbsp;&nbsp;&nbsp; 160 | 161201 |
| Esab Corp., 6.25%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 180 | 185015 |
| GrafTech Finance, Inc., 4.63%, 12/23/29<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 170 | 125801 |
| &nbsp;&nbsp;&nbsp; GrafTech Global Enterprises, Inc., 9.88%, <br> 12/23/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 155 | 133272 |
| IDEX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/01/30 | &nbsp;&nbsp;&nbsp; 150 | 142022 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/01/29 | &nbsp;&nbsp;&nbsp; 160 | 163361 |
| Ingersoll Rand, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.18%, 06/15/29 | &nbsp;&nbsp;&nbsp; 220 | 227460 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/15/27 | &nbsp;&nbsp;&nbsp; 295 | 299635 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/14/28 | &nbsp;&nbsp;&nbsp; 180 | 186053 |
| John Deere Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/06/28 | &nbsp;&nbsp;&nbsp; 55 | 52550 |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/09/27 | &nbsp;&nbsp;&nbsp; 110 | 107773 |
| &nbsp;&nbsp;&nbsp; 2.35%, 03/08/27 | &nbsp;&nbsp;&nbsp; 320 | 315441 |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/09/30 | &nbsp;&nbsp;&nbsp; 205 | 194203 |
| &nbsp;&nbsp;&nbsp; 2.80%, 09/08/27 | &nbsp;&nbsp;&nbsp; 185 | 182449 |
| &nbsp;&nbsp;&nbsp; 2.80%, 07/18/29 | &nbsp;&nbsp;&nbsp; 175 | 168681 |
| &nbsp;&nbsp;&nbsp; 3.05%, 01/06/28 | &nbsp;&nbsp;&nbsp; 75 | 74129 |
| &nbsp;&nbsp;&nbsp; 3.35%, 04/18/29 | &nbsp;&nbsp;&nbsp; 200 | 196640 |
| &nbsp;&nbsp;&nbsp; 3.45%, 03/07/29 | &nbsp;&nbsp;&nbsp; 200 | 197365 |
| &nbsp;&nbsp;&nbsp; 4.15%, 09/15/27 | &nbsp;&nbsp;&nbsp; 425 | 428043 |
| &nbsp;&nbsp;&nbsp; 4.20%, 07/15/27 | &nbsp;&nbsp;&nbsp; 275 | 277114 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/15/30 | &nbsp;&nbsp;&nbsp; 10 | 10100 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/16/29 | &nbsp;&nbsp;&nbsp; 330 | 335917 |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/07/28 | &nbsp;&nbsp;&nbsp; 285 | 290059 |
| &nbsp;&nbsp;&nbsp; 4.70%, 06/10/30 | &nbsp;&nbsp;&nbsp; 300 | 307462 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/20/28 | &nbsp;&nbsp;&nbsp; 480 | 489883 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/05/27 | &nbsp;&nbsp;&nbsp; 155 | 156896 |
| &nbsp;&nbsp;&nbsp; 4.85%, 06/11/29 | &nbsp;&nbsp;&nbsp; 215 | 221049 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/11/29 | &nbsp;&nbsp;&nbsp; 115 | 118831 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/11/27 | &nbsp;&nbsp;&nbsp; 325 | 330400 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/03/28 | &nbsp;&nbsp;&nbsp; 131 | 134087 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/14/28 | &nbsp;&nbsp;&nbsp; 490 | 503476 |
| &nbsp;&nbsp;&nbsp; Series I, 4.25%, 06/05/28 | &nbsp;&nbsp;&nbsp; 240 | 242838 |
| &nbsp;&nbsp;&nbsp; Series I, 4.55%, 06/05/30 | &nbsp;&nbsp;&nbsp; 405 | 411881 |
| Komatsu Finance America, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/18/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 198833 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/06/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 55 | 56272 |
| &nbsp;&nbsp;&nbsp; Maxim Crane Works Holdings Capital LLC, 11.50%, <br> 09/01/28<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 168 | 178910 |
| Mueller Water Products, Inc., 4.00%, 06/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 140 | 136219 |
| Nordson Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/15/29 | &nbsp;&nbsp;&nbsp; 160 | 161072 |
| &nbsp;&nbsp;&nbsp; 5.60%, 09/15/28 | &nbsp;&nbsp;&nbsp; 160 | 165609 |
| nVent Finance SARL, 4.55%, 04/15/28 | &nbsp;&nbsp;&nbsp; 195 | 196038 |
| Oshkosh Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 03/01/30 | &nbsp;&nbsp;&nbsp; 90 | 85899 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/28 | &nbsp;&nbsp;&nbsp; 30 | 30249 |
| Otis Worldwide Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.29%, 04/05/27 | &nbsp;&nbsp;&nbsp; 100 | 98133 |
| &nbsp;&nbsp;&nbsp; 2.57%, 02/15/30 | &nbsp;&nbsp;&nbsp; 470 | 440372 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/16/28 | &nbsp;&nbsp;&nbsp; 265 | 272817 |
| Regal Rexnord Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.05%, 04/15/28 | &nbsp;&nbsp;&nbsp; 470 | 487134 |
| &nbsp;&nbsp;&nbsp; 6.30%, 02/15/30 | &nbsp;&nbsp;&nbsp; 370 | 392327 |
| Rockwell Automation, Inc., 3.50%, 03/01/29 | &nbsp;&nbsp;&nbsp; 135 | 133069 |
| SPX FLOW, Inc., 8.75%, 04/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 154127 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Machinery (continued)** | **Machinery (continued)** | **Machinery (continued)** |
| Terex Corp., 5.00%, 05/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $175 | $174395 |
| TK Elevator U.S. Newco, Inc., 5.25%, 07/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 475 | 475000 |
| Vertiv Group Corp., 4.13%, 11/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 275 | 270735 |
| Weir Group, Inc., 5.35%, 05/06/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 256538 |
| Westinghouse Air Brake Technologies Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/15/28 | &nbsp;&nbsp;&nbsp; 409 | 414539 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/29/30 | &nbsp;&nbsp;&nbsp; 150 | 153135 |
| Xylem, Inc./New York, 1.95%, 01/30/28 | &nbsp;&nbsp;&nbsp; 155 | 149416 |
|  |  | 18570141 |
| **Manufacturing — 0.2%** | **Manufacturing — 0.2%** | **Manufacturing — 0.2%** |
| 3M Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 08/26/29 | &nbsp;&nbsp;&nbsp; 295 | 278559 |
| &nbsp;&nbsp;&nbsp; 2.88%, 10/15/27 | &nbsp;&nbsp;&nbsp; 365 | 358875 |
| &nbsp;&nbsp;&nbsp; 3.05%, 04/15/30 | &nbsp;&nbsp;&nbsp; 195 | 186356 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/01/29 | &nbsp;&nbsp;&nbsp; 225 | 220706 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/14/28 | &nbsp;&nbsp;&nbsp; 140 | 138963 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/30 | &nbsp;&nbsp;&nbsp; 190 | 193967 |
| Amsted Industries, Inc., 4.63%, 05/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 120 | 118729 |
| Avient Corp., 7.13%, 08/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 210 | 216014 |
| Axon Enterprise, Inc., 6.13%, 03/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 260 | 268009 |
| Calderys Financing LLC, 11.25%, 06/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 175 | 182426 |
| Eaton Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 09/15/27 | &nbsp;&nbsp;&nbsp; 275 | 272115 |
| &nbsp;&nbsp;&nbsp; 4.35%, 05/18/28 | &nbsp;&nbsp;&nbsp; 125 | 126306 |
| Entegris, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 120 | 115649 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 124060 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 585 | 584906 |
| &nbsp;&nbsp;&nbsp; 5.95%, 06/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 265 | 270212 |
| Hillenbrand, Inc., 6.25%, 02/15/29 | &nbsp;&nbsp;&nbsp; 150 | 151691 |
| LSB Industries, Inc., 6.25%, 10/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 151 | 151172 |
| Maxam Prill Sarl, 7.75%, 07/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 156673 |
| Parker-Hannifin Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/14/29 | &nbsp;&nbsp;&nbsp; 310 | 302002 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/15/27 | &nbsp;&nbsp;&nbsp; 555 | 558132 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/29 | &nbsp;&nbsp;&nbsp; 305 | 309178 |
| Pentair Finance SARL, 4.50%, 07/01/29 | &nbsp;&nbsp;&nbsp; 135 | 135600 |
| Siemens Financieringsmaatschappij NV |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 03/11/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 350 | 335339 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/16/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 405 | 403550 |
| Siemens Funding BV |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 05/26/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202221 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/28/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 370 | 376699 |
| Teledyne Technologies, Inc., 2.25%, 04/01/28 | &nbsp;&nbsp;&nbsp; 120 | 115770 |
| Textron, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/01/30 | &nbsp;&nbsp;&nbsp; 200 | 189536 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/01/28 | &nbsp;&nbsp;&nbsp; 75 | 73991 |
| &nbsp;&nbsp;&nbsp; 3.65%, 03/15/27 | &nbsp;&nbsp;&nbsp; 175 | 174183 |
| &nbsp;&nbsp;&nbsp; 3.90%, 09/17/29 | &nbsp;&nbsp;&nbsp; 120 | 118732 |
| Trinity Industries, Inc., 7.75%, 07/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 162 | 167218 |
|  |  | 7577539 |
| **Media — 0.7%** | **Media — 0.7%** | **Media — 0.7%** |
| AMC Networks, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/15/29<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 62 | 54145 |
| &nbsp;&nbsp;&nbsp; 10.25%, 01/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 275 | 286748 |
| &nbsp;&nbsp;&nbsp; Beasley Mezzanine Holdings LLC, 9.20%, <br> 08/01/28<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 67 | 26454 |
| Belo Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 7.25%, 09/15/27 | &nbsp;&nbsp;&nbsp; 115 | 119489 |
| &nbsp;&nbsp;&nbsp; 7.75%, 06/01/27 | &nbsp;&nbsp;&nbsp; 63 | 65545 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Media (continued)** | **Media (continued)** | **Media (continued)** |
| Block Communications, Inc., 4.88%, 03/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $110 | $107908 |
| Cable One, Inc., 4.00%, 11/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 195 | 142087 |
| CCO Holdings LLC/CCO Holdings Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 825 | 776378 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 990 | 946434 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 810 | 805139 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 910 | 910848 |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 460 | 454880 |
| &nbsp;&nbsp;&nbsp; 6.38%, 09/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 460 | 464601 |
| &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter <br> Communications Operating Capital<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/15/29 | &nbsp;&nbsp;&nbsp; 410 | 385080 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/15/28 | &nbsp;&nbsp;&nbsp; 355 | 350416 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/15/28 | &nbsp;&nbsp;&nbsp; 472 | 470224 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/30/29 | &nbsp;&nbsp;&nbsp; 420 | 424617 |
| &nbsp;&nbsp;&nbsp; 6.10%, 06/01/29 | &nbsp;&nbsp;&nbsp; 455 | 474554 |
| Comcast Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 02/01/30 | &nbsp;&nbsp;&nbsp; 575 | 542368 |
| &nbsp;&nbsp;&nbsp; 3.15%, 02/15/28 | &nbsp;&nbsp;&nbsp; 595 | 586263 |
| &nbsp;&nbsp;&nbsp; 3.30%, 02/01/27 | &nbsp;&nbsp;&nbsp; 421 | 419087 |
| &nbsp;&nbsp;&nbsp; 3.30%, 04/01/27 | &nbsp;&nbsp;&nbsp; 245 | 243640 |
| &nbsp;&nbsp;&nbsp; 3.40%, 04/01/30 | &nbsp;&nbsp;&nbsp; 515 | 499076 |
| &nbsp;&nbsp;&nbsp; 3.55%, 05/01/28 | &nbsp;&nbsp;&nbsp; 287 | 285094 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/15/28 | &nbsp;&nbsp;&nbsp; 1240 | 1246712 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/15/30 | &nbsp;&nbsp;&nbsp; 500 | 499744 |
| &nbsp;&nbsp;&nbsp; 4.55%, 01/15/29 | &nbsp;&nbsp;&nbsp; 470 | 477818 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/01/29 | &nbsp;&nbsp;&nbsp; 300 | 309969 |
| Cox Communications, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.80%, 10/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 219197 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 182 | 180100 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 350 | 359977 |
| CSC Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 12/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 330 | 200575 |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 700 | 260649 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 305 | 228541 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 405 | 356965 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 695 | 271733 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 555 | 356113 |
| &nbsp;&nbsp;&nbsp; 7.50%, 04/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 310 | 184908 |
| &nbsp;&nbsp;&nbsp; 11.25%, 05/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 305 | 243597 |
| &nbsp;&nbsp;&nbsp; 11.75%, 01/31/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 645 | 470801 |
| Directv Financing LLC, 8.88%, 02/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 800 | 810645 |
| &nbsp;&nbsp;&nbsp; Directv Financing LLC/Directv Financing Co-Obligor, <br> Inc., 5.88%, 08/15/27<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 455 | 457175 |
| Discovery Communications LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/15/30 | &nbsp;&nbsp;&nbsp; 300 | 277354 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/20/28 | &nbsp;&nbsp;&nbsp; 369 | 362618 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/15/29 | &nbsp;&nbsp;&nbsp; 225 | 218489 |
| DISH DBS Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 12/01/26<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 253 | 245641 |
| &nbsp;&nbsp;&nbsp; 5.75%, 12/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 775 | 749802 |
| &nbsp;&nbsp;&nbsp; 7.38%, 07/01/28 | &nbsp;&nbsp;&nbsp; 300 | 287915 |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/01/29 | &nbsp;&nbsp;&nbsp; 450 | 398250 |
| DISH Network Corp., 11.75%, 11/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1025 | 1059969 |
| EW Scripps Co. (The), 9.88%, 08/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 220 | 219083 |
| FactSet Research Systems, Inc., 2.90%, 03/01/27 | &nbsp;&nbsp;&nbsp; 190 | 187682 |
| Fox Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/08/30 | &nbsp;&nbsp;&nbsp; 35 | 33943 |
| &nbsp;&nbsp;&nbsp; 4.71%, 01/25/29 | &nbsp;&nbsp;&nbsp; 560 | 568091 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Media (continued)** | **Media (continued)** | **Media (continued)** |
| Gray Television, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $240 | $185135 |
| &nbsp;&nbsp;&nbsp; 10.50%, 07/15/29<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 472 | 506993 |
| iHeartCommunications, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/28<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 95 | 87079 |
| &nbsp;&nbsp;&nbsp; 7.75%, 08/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 195 | 166580 |
| &nbsp;&nbsp;&nbsp; 9.13%, 05/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 202 | 190677 |
| &nbsp;&nbsp;&nbsp; 10.88%, 05/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 216 | 178751 |
| LCPR Senior Secured Financing DAC |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 07/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 215 | 144181 |
| &nbsp;&nbsp;&nbsp; 6.75%, 10/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 390 | 272426 |
| Liberty Interactive LLC, 8.25%, 02/01/30 | &nbsp;&nbsp;&nbsp; 150 | 9881 |
| McGraw-Hill Education, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 08/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 305 | 306327 |
| &nbsp;&nbsp;&nbsp; 8.00%, 08/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201804 |
| News Corp., 3.88%, 05/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 370 | 360404 |
| Nexstar Media, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 330 | 327926 |
| &nbsp;&nbsp;&nbsp; 5.63%, 07/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 525 | 525124 |
| Paramount Global |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/15/28 | &nbsp;&nbsp;&nbsp; 310 | 301097 |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/01/28 | &nbsp;&nbsp;&nbsp; 114 | 111062 |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/01/29 | &nbsp;&nbsp;&nbsp; 255 | 248007 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/31 | &nbsp;&nbsp;&nbsp; 200 | 191238 |
| &nbsp;&nbsp;&nbsp; 6.25%, 02/28/57, (3-mo. SOFR US + 4.16%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 205 | 186480 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/30/62, (5-year CMT + 4.00%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 305 | 286682 |
| &nbsp;&nbsp;&nbsp; 7.88%, 07/30/30 | &nbsp;&nbsp;&nbsp; 135 | 145098 |
| Scripps Escrow II, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/15/29<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 180 | 166357 |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 120 | 89336 |
| Sinclair Television Group, Inc., 5.50%, 03/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 215 | 187956 |
| Sirius XM Radio LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 570 | 556942 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 425 | 401795 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 430 | 430075 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 380 | 381874 |
| TCI Communications, Inc., 7.13%, 02/15/28 | &nbsp;&nbsp;&nbsp; 220 | 233500 |
| TEGNA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/15/28 | &nbsp;&nbsp;&nbsp; 310 | 307702 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/15/29 | &nbsp;&nbsp;&nbsp; 335 | 332619 |
| &nbsp;&nbsp;&nbsp; Telecomunicaciones Digitales SA, 4.50%, <br> 01/30/30<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 190941 |
| &nbsp;&nbsp;&nbsp; Telenet Finance Luxembourg Notes SARL, 5.50%, <br> 03/01/28<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 199490 |
| TWDC Enterprises 18 Corp., 2.95%, 06/15/27 | &nbsp;&nbsp;&nbsp; 320 | 317060 |
| Univision Communications, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 335 | 320047 |
| &nbsp;&nbsp;&nbsp; 7.38%, 06/30/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 265 | 268412 |
| &nbsp;&nbsp;&nbsp; 8.00%, 08/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 390 | 402611 |
| Urban One, Inc., 7.63%, 04/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 110 | 49423 |
| Videotron Ltd., 3.63%, 06/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 146402 |
| Virgin Media Finance PLC, 5.00%, 07/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 275 | 242076 |
| Virgin Media Secured Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 265 | 245091 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 420 | 414267 |
| &nbsp;&nbsp;&nbsp; Virgin Media Vendor Financing Notes IV DAC, <br> 5.00%, 07/15/28<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 165 | 165000 |
| Walt Disney Co.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/01/29 | &nbsp;&nbsp;&nbsp; 675 | 632094 |
| &nbsp;&nbsp;&nbsp; 2.20%, 01/13/28 | &nbsp;&nbsp;&nbsp; 370 | 360141 |
| &nbsp;&nbsp;&nbsp; 2.65%, 01/13/31 | &nbsp;&nbsp;&nbsp; 565 | 528817 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Media (continued)** | **Media (continued)** | **Media (continued)** |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/23/27 | &nbsp;&nbsp;&nbsp; $240 | $239818 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/22/30 | &nbsp;&nbsp;&nbsp; 400 | 396316 |
| Ziggo Bond Co. BV, 5.13%, 02/28/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 175 | 154883 |
| Ziggo BV, 4.88%, 01/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 290 | 273988 |
|  |  | 35153116 |
| **Metal Fabricate & Hardware — 0.0%** | **Metal Fabricate & Hardware — 0.0%** | **Metal Fabricate & Hardware — 0.0%** |
| Advanced Drainage Systems, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/30/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 105 | 104871 |
| &nbsp;&nbsp;&nbsp; 6.38%, 06/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 153356 |
| Park-Ohio Industries, Inc., 8.50%, 08/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 102669 |
| &nbsp;&nbsp;&nbsp; Roller Bearing Co of America, Inc., 4.38%, <br> 10/15/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 150 | 147800 |
| Timken Co. (The), 4.50%, 12/15/28 | &nbsp;&nbsp;&nbsp; 155 | 156167 |
| TMS International Corp./DE, 6.25%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 122806 |
|  |  | 787669 |
| **Mining — 0.4%** | **Mining — 0.4%** | **Mining — 0.4%** |
| Alcoa Nederland Holding BV |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/31/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 147666 |
| &nbsp;&nbsp;&nbsp; 6.13%, 05/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 105 | 105110 |
| Alumina Pty. Ltd., 6.13%, 03/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 154653 |
| Anglo American Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 09/10/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 184544 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/16/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 197499 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 275 | 276605 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/10/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 225 | 226582 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/01/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 208205 |
| AngloGold Ashanti Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 11/01/28 | &nbsp;&nbsp;&nbsp; 280 | 271952 |
| &nbsp;&nbsp;&nbsp; 3.75%, 10/01/30 | &nbsp;&nbsp;&nbsp; 200 | 192556 |
| Arsenal AIC Parent LLC, 8.00%, 10/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 212099 |
| BHP Billiton Finance USA Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/28/28 | &nbsp;&nbsp;&nbsp; 389 | 395411 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/21/30 | &nbsp;&nbsp;&nbsp; 315 | 324405 |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/08/28 | &nbsp;&nbsp;&nbsp; 315 | 323852 |
| Chinalco Capital Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 02/24/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 197671 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/14/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202795 |
| Coeur Mining, Inc., 5.13%, 02/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 110 | 109772 |
| Compass Minerals International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 12/01/27<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 139 | 139058 |
| &nbsp;&nbsp;&nbsp; 8.00%, 07/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 190 | 201511 |
| Constellium SE |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 145044 |
| &nbsp;&nbsp;&nbsp; 5.63%, 06/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 35027 |
| Corp. Nacional del Cobre de Chile |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/30/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 380220 |
| &nbsp;&nbsp;&nbsp; 3.15%, 01/14/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 190124 |
| &nbsp;&nbsp;&nbsp; 3.63%, 08/01/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 600 | 595034 |
| Eldorado Gold Corp., 6.25%, 09/01/29 | &nbsp;&nbsp;&nbsp; 200 | 201059 |
| Endeavour Mining PLC, 7.00%, 05/28/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 206532 |
| First Quantum Minerals Ltd., 9.38%, 03/01/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 419815 |
| Fortescue Treasury Pty Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 225 | 225308 |
| &nbsp;&nbsp;&nbsp; 5.88%, 04/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 154408 |
| Freeport Indonesia PT, 4.76%, 04/14/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200806 |
| Freeport-McMoRan, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/01/28 | &nbsp;&nbsp;&nbsp; 255 | 254527 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/01/30 | &nbsp;&nbsp;&nbsp; 65 | 64568 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/01/28 | &nbsp;&nbsp;&nbsp; 205 | 204898 |
| &nbsp;&nbsp;&nbsp; 4.63%, 08/01/30 | &nbsp;&nbsp;&nbsp; 205 | 206666 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mining (continued)** | **Mining (continued)** | **Mining (continued)** |
| Glencore Funding LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $300 | $275983 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/27/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 120 | 119668 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/27/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 410 | 410065 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/12/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 35613 |
| &nbsp;&nbsp;&nbsp; 4.91%, 04/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 55 | 55965 |
| &nbsp;&nbsp;&nbsp; 5.19%, 04/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 255 | 262444 |
| &nbsp;&nbsp;&nbsp; 5.34%, 04/04/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 225 | 228557 |
| &nbsp;&nbsp;&nbsp; 5.37%, 04/04/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 460 | 475627 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/08/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 425 | 436326 |
| &nbsp;&nbsp;&nbsp; 6.13%, 10/06/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 180 | 188677 |
| &nbsp;&nbsp;&nbsp; 6.38%, 10/06/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 270 | 291195 |
| &nbsp;&nbsp;&nbsp; Gold Fields Orogen Holdings BVI Ltd., 6.13%, <br> 05/15/29<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 209772 |
| Hecla Mining Co., 7.25%, 02/15/28 | &nbsp;&nbsp;&nbsp; 91 | 91119 |
| Hudbay Minerals, Inc., 6.13%, 04/01/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 180 | 182004 |
| &nbsp;&nbsp;&nbsp; Indonesia Asahan Aluminium PT/Mineral Industri <br> Indonesia Persero PT<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 05/15/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 206373 |
| &nbsp;&nbsp;&nbsp; 6.53%, 11/15/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 422304 |
| Industrias Penoles SAB de CV, 4.15%, 09/12/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 198177 |
| Ivanhoe Mines Ltd., 7.88%, 01/23/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 414721 |
| &nbsp;&nbsp;&nbsp; JW Aluminum Continuous Cast Co., 10.25%, <br> 04/01/30<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 110 | 114722 |
| Minmetals Capitals & Securities, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200096 |
| &nbsp;&nbsp;&nbsp; 4.35%, (5-year CMT + 3.61%)<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200038 |
| &nbsp;&nbsp;&nbsp; Navoi Mining & Metallurgical Combinat, 6.75%, <br> 05/14/30<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 210319 |
| &nbsp;&nbsp;&nbsp; Newcastle Coal Infrastructure Group Pty. Ltd., <br> 4.40%, 09/29/27<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 62 | 61825 |
| &nbsp;&nbsp;&nbsp; Newmont Corp./Newcrest Finance Pty. Ltd., 3.25%, <br> 05/13/30<br>| &nbsp;&nbsp;&nbsp; 180 | 173455 |
| Nickel Industries Ltd., 9.00%, 09/30/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 209939 |
| Novelis Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/30/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 500 | 484470 |
| &nbsp;&nbsp;&nbsp; 6.88%, 01/30/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 225 | 233376 |
| Perenti Finance Pty Ltd., 7.50%, 04/26/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 60 | 62418 |
| Rio Tinto Finance USA Ltd., 7.13%, 07/15/28 | &nbsp;&nbsp;&nbsp; 270 | 289937 |
| Rio Tinto Finance USA PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/12/27 | &nbsp;&nbsp;&nbsp; 115 | 115785 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/14/28 | &nbsp;&nbsp;&nbsp; 280 | 283315 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/14/30 | &nbsp;&nbsp;&nbsp; 605 | 620242 |
| SDG Finance Ltd., 4.60%, 05/21/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201120 |
| Stillwater Mining Co., 4.50%, 11/16/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 192079 |
| Taseko Mines Ltd., 8.25%, 05/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 159327 |
| Vedanta Resources Finance II PLC |  |  |
| &nbsp;&nbsp;&nbsp; 9.48%, 07/24/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 210605 |
| &nbsp;&nbsp;&nbsp; 10.88%, 09/17/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 428279 |
| &nbsp;&nbsp;&nbsp; WE Soda Investments Holding PLC, 9.50%, <br> 10/06/28<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 206429 |
|  |  | 16718348 |
| **Multi-National — 0.1%** | **Multi-National — 0.1%** | **Multi-National — 0.1%** |
| Dexia SA |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/19/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 605 | 609171 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/24/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 220 | 225698 |
| ICDPS Sukuk Ltd., 4.95%, 02/14/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203294 |
| &nbsp;&nbsp;&nbsp; International Bank for Reconstruction & <br> Development, 4.50%, 06/26/28<br>| &nbsp;&nbsp;&nbsp; 25 | 25074 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Multi-National (continued)** | **Multi-National (continued)** | **Multi-National (continued)** |
| International Development Association |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 12/03/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $100 | $87453 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 905 | 933026 |
| Isdb Trust Services No. 2 SARL |  |  |
| &nbsp;&nbsp;&nbsp; 3.21%, 04/28/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 198498 |
| &nbsp;&nbsp;&nbsp; 4.05%, 10/15/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 402302 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/14/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 2300 | 2334559 |
| New Development Bank, 4.38%, 03/31/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 350 | 353347 |
|  |  | 5372422 |
| **Office & Business Equipment — 0.0%** | **Office & Business Equipment — 0.0%** | **Office & Business Equipment — 0.0%** |
| CDW LLC/CDW Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/15/29 | &nbsp;&nbsp;&nbsp; 265 | 255818 |
| &nbsp;&nbsp;&nbsp; 3.28%, 12/01/28 | &nbsp;&nbsp;&nbsp; 155 | 150946 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/28 | &nbsp;&nbsp;&nbsp; 245 | 244190 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/01/30 | &nbsp;&nbsp;&nbsp; 215 | 219145 |
| Xerox Holdings Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 240 | 107224 |
| &nbsp;&nbsp;&nbsp; 8.88%, 11/30/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 135 | 50434 |
|  |  | 1027757 |
| **Office Furnishings — 0.0%** | **Office Furnishings — 0.0%** | **Office Furnishings — 0.0%** |
| HNI Corp., 5.13%, 01/18/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 148156 |
| **Oil & Gas — 1.4%** | **Oil & Gas — 1.4%** | **Oil & Gas — 1.4%** |
| Adnoc Murban Rsc Ltd., 4.25%, 09/11/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200844 |
| &nbsp;&nbsp;&nbsp; Aethon United BR LP/Aethon United Finance Corp., <br> 7.50%, 10/01/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 310 | 326115 |
| Aker BP ASA |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 242192 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 300 | 290257 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/13/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 185 | 190458 |
| Antero Resources Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 160 | 162298 |
| &nbsp;&nbsp;&nbsp; 7.63%, 02/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 255 | 258826 |
| APA Corp., 4.25%, 01/15/30 | &nbsp;&nbsp;&nbsp; 120 | 118539 |
| &nbsp;&nbsp;&nbsp; Ascent Resources Utica Holdings LLC/ARU Finance <br> Corp., 5.88%, 06/30/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 130 | 130816 |
| Azule Energy Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 8.13%, 01/23/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 404226 |
| &nbsp;&nbsp;&nbsp; 8.25%, 01/22/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200643 |
| Bapco Energies BSCC |  |  |
| &nbsp;&nbsp;&nbsp; 7.50%, 10/25/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 206341 |
| &nbsp;&nbsp;&nbsp; 8.38%, 11/07/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 214638 |
| BKV Upstream Midstream LLC, 7.50%, 10/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 151911 |
| Borr IHC Ltd./Borr Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 10.00%, 11/15/28<sup>(c)(d)</sup> | &nbsp;&nbsp;&nbsp; 341 | 350122 |
| &nbsp;&nbsp;&nbsp; 10.38%, 11/15/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 181 | 185200 |
| BP Capital Markets America, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 08/10/30 | &nbsp;&nbsp;&nbsp; 300 | 269816 |
| &nbsp;&nbsp;&nbsp; 3.54%, 04/06/27 | &nbsp;&nbsp;&nbsp; 205 | 204441 |
| &nbsp;&nbsp;&nbsp; 3.59%, 04/14/27 | &nbsp;&nbsp;&nbsp; 265 | 264350 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/06/30 | &nbsp;&nbsp;&nbsp; 380 | 373140 |
| &nbsp;&nbsp;&nbsp; 3.94%, 09/21/28 | &nbsp;&nbsp;&nbsp; 205 | 205260 |
| &nbsp;&nbsp;&nbsp; 4.23%, 11/06/28 | &nbsp;&nbsp;&nbsp; 699 | 704307 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/10/29 | &nbsp;&nbsp;&nbsp; 415 | 423653 |
| &nbsp;&nbsp;&nbsp; 4.87%, 11/25/29 | &nbsp;&nbsp;&nbsp; 255 | 261774 |
| &nbsp;&nbsp;&nbsp; 4.97%, 10/17/29 | &nbsp;&nbsp;&nbsp; 245 | 252184 |
| &nbsp;&nbsp;&nbsp; 5.02%, 11/17/27 | &nbsp;&nbsp;&nbsp; 405 | 413167 |
| BP Capital Markets PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.28%, 09/19/27 | &nbsp;&nbsp;&nbsp; 444 | 440840 |
| &nbsp;&nbsp;&nbsp; 3.72%, 11/28/28 | &nbsp;&nbsp;&nbsp; 265 | 263733 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Oil & Gas (continued)** | **Oil & Gas (continued)** | **Oil & Gas (continued)** |
| &nbsp;&nbsp;&nbsp; Breakwater Energy Holdings Sarl, 9.25%, <br> 11/15/30<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; $250 | $262145 |
| California Resources Corp., 8.25%, 06/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 265 | 278771 |
| &nbsp;&nbsp;&nbsp; Calumet Specialty Products Partners LP/Calumet <br> Finance Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 9.75%, 07/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 105 | 108142 |
| &nbsp;&nbsp;&nbsp; 9.75%, 02/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 41240 |
| Canadian Natural Resources Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/01/27 | &nbsp;&nbsp;&nbsp; 457 | 456612 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/15/29 | &nbsp;&nbsp;&nbsp; 235 | 241494 |
| Caturus Energy LLC, 8.50%, 02/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 190 | 198028 |
| Chevron Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/11/27 | &nbsp;&nbsp;&nbsp; 585 | 573258 |
| &nbsp;&nbsp;&nbsp; 2.24%, 05/11/30 | &nbsp;&nbsp;&nbsp; 500 | 464427 |
| Chevron USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.02%, 08/12/27 | &nbsp;&nbsp;&nbsp; 275 | 264436 |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/15/29 | &nbsp;&nbsp;&nbsp; 170 | 166271 |
| &nbsp;&nbsp;&nbsp; 3.85%, 01/15/28 | &nbsp;&nbsp;&nbsp; 91 | 91368 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/13/27 | &nbsp;&nbsp;&nbsp; 245 | 246076 |
| &nbsp;&nbsp;&nbsp; 4.05%, 08/13/28 | &nbsp;&nbsp;&nbsp; 210 | 211623 |
| &nbsp;&nbsp;&nbsp; 4.30%, 10/15/30 | &nbsp;&nbsp;&nbsp; 320 | 323268 |
| &nbsp;&nbsp;&nbsp; 4.41%, 02/26/27 | &nbsp;&nbsp;&nbsp; 55 | 55462 |
| &nbsp;&nbsp;&nbsp; 4.48%, 02/26/28 | &nbsp;&nbsp;&nbsp; 375 | 380472 |
| &nbsp;&nbsp;&nbsp; 4.69%, 04/15/30 | &nbsp;&nbsp;&nbsp; 300 | 306786 |
| Chord Energy Corp., 6.00%, 10/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 225 | 229489 |
| Civitas Resources, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 8.38%, 07/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 415 | 429125 |
| &nbsp;&nbsp;&nbsp; 8.63%, 11/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 305 | 322755 |
| CNOOC Finance 2013 Ltd., 2.88%, 09/30/29 | &nbsp;&nbsp;&nbsp; 200 | 192556 |
| CNOOC Finance 2015 USA LLC, 4.38%, 05/02/28 | &nbsp;&nbsp;&nbsp; 400 | 403751 |
| CNX Resources Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 155 | 155958 |
| &nbsp;&nbsp;&nbsp; 7.38%, 01/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 155 | 160625 |
| Comstock Resources, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 315 | 307481 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 650 | 653296 |
| ConocoPhillips Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/15/30 | &nbsp;&nbsp;&nbsp; 440 | 448465 |
| &nbsp;&nbsp;&nbsp; 6.95%, 04/15/29 | &nbsp;&nbsp;&nbsp; 170 | 184729 |
| &nbsp;&nbsp;&nbsp; Constellation Oil Services Holding SA, 9.38%, <br> 11/07/29<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 208788 |
| Continental Resources, Inc./OK |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/15/28 | &nbsp;&nbsp;&nbsp; 335 | 335372 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 500 | 515404 |
| Cosan Luxembourg SA, 5.50%, 09/20/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203166 |
| Coterra Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/15/27 | &nbsp;&nbsp;&nbsp; 92 | 91812 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/29 | &nbsp;&nbsp;&nbsp; 110 | 110635 |
| Crescent Energy Finance LLC, 7.75%, 07/31/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 95 | 95098 |
| CVR Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 135 | 134888 |
| &nbsp;&nbsp;&nbsp; 7.50%, 02/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 80 | 79895 |
| &nbsp;&nbsp;&nbsp; 8.50%, 01/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 185 | 192724 |
| DBR Land Holdings LLC, 6.25%, 12/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 155 | 158799 |
| Devon Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/30 | &nbsp;&nbsp;&nbsp; 210 | 211093 |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/15/27 | &nbsp;&nbsp;&nbsp; 185 | 184955 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/15/28 | &nbsp;&nbsp;&nbsp; 50 | 50018 |
| &nbsp;&nbsp;&nbsp; Diamond Foreign Asset Co./Diamond Finance LLC, <br> 8.50%, 10/01/30<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 165 | 175502 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 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)** |
| Diamondback Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/29 | &nbsp;&nbsp;&nbsp; $355 | $344902 |
| &nbsp;&nbsp;&nbsp; 5.15%, 01/30/30 | &nbsp;&nbsp;&nbsp; 320 | 329330 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/18/27 | &nbsp;&nbsp;&nbsp; 265 | 268695 |
| Ecopetrol SA |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 04/29/30 | &nbsp;&nbsp;&nbsp; 650 | 657811 |
| &nbsp;&nbsp;&nbsp; 8.63%, 01/19/29 | &nbsp;&nbsp;&nbsp; 400 | 428544 |
| Empresa Nacional del Petroleo, 5.25%, 11/06/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203737 |
| Energian Israel Finance Ltd., 5.38%, 03/30/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 197665 |
| Eni SpA |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/09/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 370 | 371059 |
| &nbsp;&nbsp;&nbsp; Series X-R, 4.75%, 09/12/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 254253 |
| Eni USA, Inc., 7.30%, 11/15/27 | &nbsp;&nbsp;&nbsp; 130 | 137452 |
| EnQuest PLC, 11.63%, 11/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 126225 |
| EOG Resources, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/15/30 | &nbsp;&nbsp;&nbsp; 230 | 231436 |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/15/28 | &nbsp;&nbsp;&nbsp; 260 | 263112 |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/15/31 | &nbsp;&nbsp;&nbsp; 70 | 70126 |
| EQT Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 10/01/27 | &nbsp;&nbsp;&nbsp; 405 | 403565 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/29 | &nbsp;&nbsp;&nbsp; 232 | 233092 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/31 | &nbsp;&nbsp;&nbsp; 350 | 351595 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/29 | &nbsp;&nbsp;&nbsp; 135 | 137330 |
| &nbsp;&nbsp;&nbsp; 5.70%, 04/01/28 | &nbsp;&nbsp;&nbsp; 165 | 170143 |
| &nbsp;&nbsp;&nbsp; 6.38%, 04/01/29 | &nbsp;&nbsp;&nbsp; 170 | 175923 |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/01/30 | &nbsp;&nbsp;&nbsp; 150 | 162982 |
| &nbsp;&nbsp;&nbsp; 7.50%, 06/01/30 | &nbsp;&nbsp;&nbsp; 150 | 165079 |
| Equinor ASA |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 05/22/30 | &nbsp;&nbsp;&nbsp; 265 | 246924 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/06/27 | &nbsp;&nbsp;&nbsp; 475 | 471438 |
| &nbsp;&nbsp;&nbsp; 3.13%, 04/06/30 | &nbsp;&nbsp;&nbsp; 545 | 524875 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/10/28 | &nbsp;&nbsp;&nbsp; 1025 | 1023100 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/02/28 | &nbsp;&nbsp;&nbsp; 175 | 176746 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/03/30 | &nbsp;&nbsp;&nbsp; 50 | 50581 |
| &nbsp;&nbsp;&nbsp; 6.50%, 12/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 215 | 229715 |
| &nbsp;&nbsp;&nbsp; 7.25%, 09/23/27 | &nbsp;&nbsp;&nbsp; 250 | 263844 |
| Expand Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/01/29 | &nbsp;&nbsp;&nbsp; 350 | 350197 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/15/30 | &nbsp;&nbsp;&nbsp; 440 | 447719 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 280 | 280279 |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 345 | 346890 |
| Exxon Mobil Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.44%, 08/16/29 | &nbsp;&nbsp;&nbsp; 475 | 454413 |
| &nbsp;&nbsp;&nbsp; 2.61%, 10/15/30 | &nbsp;&nbsp;&nbsp; 610 | 572200 |
| &nbsp;&nbsp;&nbsp; 3.29%, 03/19/27 | &nbsp;&nbsp;&nbsp; 491 | 489200 |
| &nbsp;&nbsp;&nbsp; 3.48%, 03/19/30 | &nbsp;&nbsp;&nbsp; 640 | 626429 |
| Global Marine, Inc., 7.00%, 06/01/28 | &nbsp;&nbsp;&nbsp; 90 | 88733 |
| Golar LNG Ltd., 7.50%, 10/02/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 197430 |
| Gran Tierra Energy, Inc., 9.50%, 10/15/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 159781 |
| GS Caltex Corp., 5.38%, 08/07/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205401 |
| &nbsp;&nbsp;&nbsp; Gulfport Energy Operating Corp., 6.75%, <br> 09/01/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 175 | 180626 |
| Helmerich & Payne, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 12/01/27 | &nbsp;&nbsp;&nbsp; 105 | 105766 |
| &nbsp;&nbsp;&nbsp; 4.85%, 12/01/29<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 105 | 106175 |
| Hess Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/01/27 | &nbsp;&nbsp;&nbsp; 432 | 433716 |
| &nbsp;&nbsp;&nbsp; 7.88%, 10/01/29 | &nbsp;&nbsp;&nbsp; 26 | 29267 |
| HF Sinclair Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/01/28 | &nbsp;&nbsp;&nbsp; 155 | 155061 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/31 | &nbsp;&nbsp;&nbsp; 200 | 207282 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Oil & Gas (continued)** | **Oil & Gas (continued)** | **Oil & Gas (continued)** |
| Hilcorp Energy I LP/Hilcorp Finance Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $200 | $200009 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 147808 |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201574 |
| Hindustan Petroleum Corp. Ltd., 4.00%, 07/12/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 199067 |
| Ithaca Energy North Sea PLC, 8.13%, 10/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 230 | 240826 |
| &nbsp;&nbsp;&nbsp; KazMunayGas National Co. JSC, 5.38%, <br> 04/24/30<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 400 | 409456 |
| Kraken Oil & Gas Partners LLC, 7.63%, 08/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 145 | 144879 |
| Leviathan Bond Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/30/27<sup>(b)(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201757 |
| &nbsp;&nbsp;&nbsp; 6.75%, 06/30/30<sup>(b)(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 204788 |
| Marathon Petroleum Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/01/28 | &nbsp;&nbsp;&nbsp; 265 | 263753 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/01/30 | &nbsp;&nbsp;&nbsp; 360 | 370638 |
| Matador Resources Co., 6.88%, 04/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 180 | 183739 |
| Nabors Industries, Inc., 9.13%, 01/31/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 210 | 221713 |
| &nbsp;&nbsp;&nbsp; NAK Naftogaz Ukraine via Kondor Finance PLC, <br> 7.63%, 11/08/28, (7.63 % Cash)<sup>(d)(h)</sup><br>| &nbsp;&nbsp;&nbsp; 234 | 178138 |
| Noble Finance II LLC, 8.00%, 04/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 435 | 453378 |
| Nogaholding Sukuk Ltd., 5.25%, 04/08/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 198325 |
| Occidental Petroleum Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 01/01/31 | &nbsp;&nbsp;&nbsp; 400 | 422899 |
| &nbsp;&nbsp;&nbsp; 6.63%, 09/01/30 | &nbsp;&nbsp;&nbsp; 500 | 537582 |
| &nbsp;&nbsp;&nbsp; 8.88%, 07/15/30 | &nbsp;&nbsp;&nbsp; 275 | 317365 |
| Oil & Natural Gas Corp. Ltd., 3.38%, 12/05/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 192529 |
| Oil India International Pte Ltd., 4.00%, 04/21/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 199116 |
| Oil India Ltd., 5.13%, 02/04/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203786 |
| OQ SAOC, 5.13%, 05/06/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201380 |
| Ovintiv, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 05/15/28 | &nbsp;&nbsp;&nbsp; 270 | 278492 |
| &nbsp;&nbsp;&nbsp; 8.13%, 09/15/30 | &nbsp;&nbsp;&nbsp; 15 | 17140 |
| Patterson-UTI Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 02/01/28 | &nbsp;&nbsp;&nbsp; 215 | 212847 |
| &nbsp;&nbsp;&nbsp; 5.15%, 11/15/29 | &nbsp;&nbsp;&nbsp; 85 | 85996 |
| PBF Holding Co. LLC/PBF Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/15/28 | &nbsp;&nbsp;&nbsp; 289 | 288460 |
| &nbsp;&nbsp;&nbsp; 7.88%, 09/15/30<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 150 | 150228 |
| &nbsp;&nbsp;&nbsp; 9.88%, 03/15/30<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 215 | 228029 |
| Permian Resources Operating LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 07/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 225 | 225918 |
| &nbsp;&nbsp;&nbsp; 8.00%, 04/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 265 | 267650 |
| Pertamina Hulu Energi PT, 5.25%, 05/21/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203400 |
| Pertamina Persero PT |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 01/21/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 188102 |
| &nbsp;&nbsp;&nbsp; 3.10%, 08/27/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 186465 |
| &nbsp;&nbsp;&nbsp; 3.65%, 07/30/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 194542 |
| Petrobras Global Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 09/10/30 | &nbsp;&nbsp;&nbsp; 400 | 395463 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/27/28<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 550 | 561780 |
| Petroleos Mexicanos |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 02/12/28 | &nbsp;&nbsp;&nbsp; 450 | 452382 |
| &nbsp;&nbsp;&nbsp; 5.95%, 01/28/31 | &nbsp;&nbsp;&nbsp; 800 | 779242 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/13/27 | &nbsp;&nbsp;&nbsp; 633 | 644355 |
| &nbsp;&nbsp;&nbsp; 6.50%, 01/23/29 | &nbsp;&nbsp;&nbsp; 400 | 408601 |
| &nbsp;&nbsp;&nbsp; 6.84%, 01/23/30 | &nbsp;&nbsp;&nbsp; 800 | 818762 |
| &nbsp;&nbsp;&nbsp; 8.75%, 06/02/29 | &nbsp;&nbsp;&nbsp; 500 | 536816 |
| Petronas Capital Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/21/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 600 | 582550 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/03/31<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 600 | 617526 |
| Petronas Energy Canada Ltd., 2.11%, 03/23/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 192240 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 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)** |
| Phillips 66 |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 12/15/30 | &nbsp;&nbsp;&nbsp; $310 | $279769 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/15/28 | &nbsp;&nbsp;&nbsp; 355 | 354273 |
| Phillips 66 Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 12/15/29 | &nbsp;&nbsp;&nbsp; 185 | 178119 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/01/28 | &nbsp;&nbsp;&nbsp; 80 | 79598 |
| &nbsp;&nbsp;&nbsp; 4.95%, 12/01/27 | &nbsp;&nbsp;&nbsp; 250 | 254242 |
| Pioneer Natural Resources Co., 1.90%, 08/15/30 | &nbsp;&nbsp;&nbsp; 385 | 349350 |
| Precision Drilling Corp., 6.88%, 01/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 130 | 131484 |
| &nbsp;&nbsp;&nbsp; PTTEP Treasury Center Co. Ltd., 2.59%, <br> 06/10/27<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 195578 |
| &nbsp;&nbsp;&nbsp; Puma International Financing SA, 7.75%, <br> 04/25/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 206697 |
| QatarEnergy LNG S3, 5.84%, 09/30/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 96 | 97739 |
| Range Resources Corp., 4.75%, 02/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 155 | 152885 |
| Reliance Industries Ltd., 3.67%, 11/30/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 250 | 247722 |
| &nbsp;&nbsp;&nbsp; Repsol E&P Capital Markets U.S. LLC, 5.20%, <br> 09/16/30<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 203081 |
| SA Global Sukuk Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 09/17/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 600 | 589878 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/02/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 800 | 795535 |
| Santos Finance Ltd., 5.25%, 03/13/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 300 | 304629 |
| Saturn Oil & Gas, Inc., 9.63%, 06/15/29<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 177 | 180935 |
| Saudi Arabian Oil Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/16/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 976080 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/02/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 400 | 396959 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/02/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 600 | 606852 |
| Seadrill Finance Ltd., 8.38%, 08/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 209243 |
| SEPLAT Energy PLC, 9.13%, 03/21/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 209693 |
| Shell Finance U.S., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 11/07/29 | &nbsp;&nbsp;&nbsp; 350 | 330578 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/06/30 | &nbsp;&nbsp;&nbsp; 430 | 407761 |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/13/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 480 | 481461 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/06/30 | &nbsp;&nbsp;&nbsp; 350 | 349528 |
| Shell International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 11/07/29 | &nbsp;&nbsp;&nbsp; 45 | 42509 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/06/30 | &nbsp;&nbsp;&nbsp; 150 | 142378 |
| &nbsp;&nbsp;&nbsp; SierraCol Energy Andina LLC/SierraCol Energy <br> Arauca/Colombia Energy Development, 9.00%, <br> 11/14/30<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 199239 |
| Sinopec Group Overseas Development 2018 Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 01/08/31<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 371630 |
| &nbsp;&nbsp;&nbsp; 2.70%, 05/13/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 190508 |
| &nbsp;&nbsp;&nbsp; 2.95%, 11/12/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 386672 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/12/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 600 | 606816 |
| SM Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/15/28 | &nbsp;&nbsp;&nbsp; 120 | 121342 |
| &nbsp;&nbsp;&nbsp; 6.75%, 08/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 225 | 227570 |
| Sonangol Finance Ltd., 10.00%, 01/29/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 198243 |
| Sunoco LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 240 | 235416 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 240 | 234110 |
| &nbsp;&nbsp;&nbsp; 5.88%, 07/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 175 | 175267 |
| &nbsp;&nbsp;&nbsp; 7.00%, 05/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 210 | 218289 |
| Sunoco LP/Sunoco Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/29 | &nbsp;&nbsp;&nbsp; 275 | 270502 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/30/30 | &nbsp;&nbsp;&nbsp; 225 | 219815 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/15/28 | &nbsp;&nbsp;&nbsp; 155 | 155050 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/15/27 | &nbsp;&nbsp;&nbsp; 185 | 185231 |
| &nbsp;&nbsp;&nbsp; 7.00%, 09/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 170 | 175432 |
| Talos Production, Inc., 9.00%, 02/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 205 | 213542 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Oil & Gas (continued)** | **Oil & Gas (continued)** | **Oil & Gas (continued)** |
| Tecpetrol SA, 7.63%, 11/03/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; $400 | $400778 |
| &nbsp;&nbsp;&nbsp; Tengizchevroil Finance Co. International Ltd., <br> 3.25%, 08/15/30<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 185436 |
| &nbsp;&nbsp;&nbsp; TGNR Intermediate Holdings LLC, 5.50%, <br> 10/15/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 220 | 217767 |
| Thaioil Treasury Center Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/18/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 182041 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/20/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200369 |
| TotalEnergies Capital International SA |  |  |
| &nbsp;&nbsp;&nbsp; 2.83%, 01/10/30 | &nbsp;&nbsp;&nbsp; 440 | 421025 |
| &nbsp;&nbsp;&nbsp; 3.46%, 02/19/29 | &nbsp;&nbsp;&nbsp; 440 | 434447 |
| TotalEnergies Capital SA, 3.88%, 10/11/28 | &nbsp;&nbsp;&nbsp; 360 | 360819 |
| TotalEnergies Capital USA LLC, 4.25%, 01/13/31 | &nbsp;&nbsp;&nbsp; 595 | 595046 |
| Transocean Aquila Ltd., 8.00%, 09/30/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 159 | 163481 |
| Transocean International Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 8.25%, 05/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 270 | 274874 |
| &nbsp;&nbsp;&nbsp; 8.75%, 02/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 266 | 277634 |
| Transocean Titan Financing Ltd., 8.38%, 02/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 162 | 165431 |
| Trident Energy Finance PLC, 12.50%, 11/30/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 208098 |
| Uzbekneftegaz JSC, 8.75%, 05/07/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 432220 |
| Valaris Ltd., 8.38%, 04/30/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 340 | 355369 |
| Valero Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 09/15/27 | &nbsp;&nbsp;&nbsp; 200 | 194298 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/29 | &nbsp;&nbsp;&nbsp; 125 | 124310 |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/01/28 | &nbsp;&nbsp;&nbsp; 170 | 170970 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/15/30 | &nbsp;&nbsp;&nbsp; 165 | 169897 |
| Var Energi ASA |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/18/27<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201809 |
| &nbsp;&nbsp;&nbsp; 5.88%, 05/22/30<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 208040 |
| &nbsp;&nbsp;&nbsp; 7.50%, 01/15/28<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 320 | 338110 |
| Vermilion Energy, Inc., 6.88%, 05/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 124991 |
| Viper Energy Partners LLC, 4.90%, 08/01/30 | &nbsp;&nbsp;&nbsp; 75 | 75924 |
| W&T Offshore, Inc., 10.75%, 02/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 115 | 113620 |
| &nbsp;&nbsp;&nbsp; Wildfire Intermediate Holdings LLC, 7.50%, <br> 10/15/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 190 | 192775 |
| Woodside Finance Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 195 | 192894 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/04/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 530 | 531039 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/19/28 | &nbsp;&nbsp;&nbsp; 15 | 15230 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/19/30 | &nbsp;&nbsp;&nbsp; 370 | 380673 |
| YPF SA |  |  |
| &nbsp;&nbsp;&nbsp; 6.95%, 07/21/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 201 | 203008 |
| &nbsp;&nbsp;&nbsp; 9.50%, 01/17/31<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 211507 |
|  |  | 68598844 |
| **Oil & Gas Services — 0.1%** | **Oil & Gas Services — 0.1%** | **Oil & Gas Services — 0.1%** |
| &nbsp;&nbsp;&nbsp; Archrock Partners LP/Archrock Partners Finance <br> Corp., 6.25%, 04/01/28<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 270 | 270682 |
| &nbsp;&nbsp;&nbsp; Baker Hughes Holdings LLC/Baker Hughes <br> Co-Obligor, Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.14%, 11/07/29 | &nbsp;&nbsp;&nbsp; 105 | 101414 |
| &nbsp;&nbsp;&nbsp; 3.34%, 12/15/27 | &nbsp;&nbsp;&nbsp; 515 | 510055 |
| &nbsp;&nbsp;&nbsp; 4.49%, 05/01/30 | &nbsp;&nbsp;&nbsp; 160 | 161659 |
| Bristow Group, Inc., 6.88%, 03/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 135 | 135252 |
| CHC Group LLC, 11.75%, 09/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 160 | 153996 |
| Halliburton Co., 2.92%, 03/01/30 | &nbsp;&nbsp;&nbsp; 270 | 256224 |
| &nbsp;&nbsp;&nbsp; Helix Energy Solutions Group, Inc., 9.75%, <br> 03/01/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 105 | 110298 |
| Kodiak Gas Services LLC, 7.25%, 02/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 260 | 269786 |
| NOV, Inc., 3.60%, 12/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 155 | 151574 |
| Oceaneering International, Inc., 6.00%, 02/01/28 | &nbsp;&nbsp;&nbsp; 240 | 243895 |
| PRIO Luxembourg Holding Sarl, 6.75%, 10/15/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 198047 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Oil & Gas Services (continued)** | **Oil & Gas Services (continued)** | **Oil & Gas Services (continued)** |
| Schlumberger Holdings Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 06/26/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $200 | $187886 |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/17/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 155 | 154825 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 310 | 312560 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 490 | 494074 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/29/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 190 | 192349 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 130 | 133323 |
| Schlumberger Investment SA, 2.65%, 06/26/30 | &nbsp;&nbsp;&nbsp; 65 | 61258 |
| SESI LLC, 7.88%, 09/30/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 180 | 181394 |
| TGS ASA, 8.50%, 01/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 210309 |
| Tidewater, Inc., 9.13%, 07/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 195 | 210891 |
| &nbsp;&nbsp;&nbsp; USA Compression Partners LP/USA Compression <br> Finance Corp., 7.13%, 03/15/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 325 | 336595 |
| Viridien, 10.00%, 10/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 215158 |
| WBI Operating LLC, 6.25%, 10/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 252777 |
|  |  | 5506281 |
| **Packaging & Containers — 0.2%** | **Packaging & Containers — 0.2%** | **Packaging & Containers — 0.2%** |
| Amcor Finance USA, Inc., 4.50%, 05/15/28 | &nbsp;&nbsp;&nbsp; 150 | 151078 |
| Amcor Flexibles North America, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 06/19/30 | &nbsp;&nbsp;&nbsp; 150 | 139761 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/17/28 | &nbsp;&nbsp;&nbsp; 270 | 273951 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/17/30 | &nbsp;&nbsp;&nbsp; 220 | 226009 |
| Amcor Group Finance PLC, 5.45%, 05/23/29 | &nbsp;&nbsp;&nbsp; 237 | 246001 |
| Ardagh Group SA |  |  |
| &nbsp;&nbsp;&nbsp; 9.50%, 12/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 480 | 519094 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12.00%, 12/01/30, (5.50 % Cash and 6.50 % <br> PIK)<sup>(b)(h)</sup><br>| &nbsp;&nbsp;&nbsp; 375 | 353617 |
| &nbsp;&nbsp;&nbsp; Ardagh Metal Packaging Finance USA LLC/Ardagh <br> Metal Packaging Finance PLC<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 192403 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 300 | 284969 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/30/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205562 |
| Ball Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 08/15/30 | &nbsp;&nbsp;&nbsp; 350 | 322110 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/15/29 | &nbsp;&nbsp;&nbsp; 315 | 324678 |
| Berry Global, Inc., 5.50%, 04/15/28 | &nbsp;&nbsp;&nbsp; 150 | 154628 |
| Canpack SA/Canpack U.S. LLC, 3.88%, 11/15/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 190621 |
| Cascades, Inc./Cascades USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 205 | 204736 |
| &nbsp;&nbsp;&nbsp; 6.75%, 07/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 115 | 119162 |
| CCL Industries, Inc., 3.05%, 06/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 225 | 211774 |
| Clearwater Paper Corp., 4.75%, 08/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 90 | 85375 |
| Clydesdale Acquisition Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 180 | 181766 |
| &nbsp;&nbsp;&nbsp; 6.88%, 01/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 165 | 167075 |
| &nbsp;&nbsp;&nbsp; 8.75%, 04/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 350 | 350445 |
| Crown Americas LLC, 5.25%, 04/01/30 | &nbsp;&nbsp;&nbsp; 150 | 153014 |
| Graphic Packaging International LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 145 | 140523 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 95398 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/01/30<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 125 | 118090 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 130 | 129760 |
| Iris Holdings, Inc., 10.00%, 12/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 130 | 117869 |
| Klabin Austria GmbH |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 01/12/31<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 181512 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/03/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203330 |
| LABL, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 10.50%, 07/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 96 | 4173 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 155 | 70525 |
| &nbsp;&nbsp;&nbsp; 8.25%, 11/01/29<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 70 | 3143 |
| &nbsp;&nbsp;&nbsp; 9.50%, 11/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 95 | 43000 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Packaging & Containers (continued)** | **Packaging & Containers (continued)** | **Packaging & Containers (continued)** |
| Mauser Packaging Solut, 9.25%, 04/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $400 | $393437 |
| Mauser Packaging Solut SR, 7.88%, 04/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 810 | 825346 |
| OI European Group BV, 4.75%, 02/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 135 | 130496 |
| &nbsp;&nbsp;&nbsp; Owens-Brockway Glass Container, Inc., 6.63%, <br> 05/13/27<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 200000 |
| Packaging Corp. of America |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/15/29 | &nbsp;&nbsp;&nbsp; 150 | 143579 |
| &nbsp;&nbsp;&nbsp; 3.40%, 12/15/27 | &nbsp;&nbsp;&nbsp; 155 | 153454 |
| Sealed Air Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 132 | 131520 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 165 | 166132 |
| &nbsp;&nbsp;&nbsp; 6.13%, 02/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 240 | 243781 |
| Silgan Holdings, Inc., 4.13%, 02/01/28 | &nbsp;&nbsp;&nbsp; 190 | 188306 |
| Smurfit Kappa Treasury ULC, 5.20%, 01/15/30 | &nbsp;&nbsp;&nbsp; 200 | 206227 |
| Sonoco Products Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 02/01/27 | &nbsp;&nbsp;&nbsp; 195 | 191796 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/01/30 | &nbsp;&nbsp;&nbsp; 170 | 160978 |
| &nbsp;&nbsp;&nbsp; 4.60%, 09/01/29 | &nbsp;&nbsp;&nbsp; 180 | 181500 |
| &nbsp;&nbsp;&nbsp; Toucan FinCo Ltd./Toucan FinCo Can Inc/Toucan <br> FinCo US LLC, 9.50%, 05/15/30<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 275 | 265390 |
| Trident TPI Holdings, Inc., 12.75%, 12/31/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 205 | 205884 |
| TriMas Corp., 4.13%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 121843 |
| Trivium Packaging Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 8.25%, 07/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 180 | 192240 |
| &nbsp;&nbsp;&nbsp; 12.25%, 01/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 218450 |
| WestRock MWV LLC, 8.20%, 01/15/30 | &nbsp;&nbsp;&nbsp; 165 | 187439 |
| WRKCo, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/01/28 | &nbsp;&nbsp;&nbsp; 280 | 279020 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/28 | &nbsp;&nbsp;&nbsp; 170 | 170038 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/29 | &nbsp;&nbsp;&nbsp; 210 | 214240 |
|  |  | 11336248 |
| **Pharmaceuticals — 1.0%** | **Pharmaceuticals — 1.0%** | **Pharmaceuticals — 1.0%** |
| AbbVie, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 11/21/29 | &nbsp;&nbsp;&nbsp; 1745 | 1692982 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/14/28 | &nbsp;&nbsp;&nbsp; 565 | 570653 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/28 | &nbsp;&nbsp;&nbsp; 430 | 437040 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/27 | &nbsp;&nbsp;&nbsp; 715 | 722587 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/29 | &nbsp;&nbsp;&nbsp; 805 | 824404 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/15/30 | &nbsp;&nbsp;&nbsp; 410 | 421766 |
| AdaptHealth LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 08/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 160 | 154722 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 194277 |
| &nbsp;&nbsp;&nbsp; 6.13%, 08/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 165 | 165628 |
| Astrazeneca Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 05/28/28 | &nbsp;&nbsp;&nbsp; 465 | 444205 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/26/27 | &nbsp;&nbsp;&nbsp; 335 | 338365 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/26/29 | &nbsp;&nbsp;&nbsp; 360 | 369403 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/03/28 | &nbsp;&nbsp;&nbsp; 385 | 393069 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/03/30 | &nbsp;&nbsp;&nbsp; 200 | 206111 |
| AstraZeneca PLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 08/06/30 | &nbsp;&nbsp;&nbsp; 415 | 368689 |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/12/27 | &nbsp;&nbsp;&nbsp; 100 | 99344 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/17/29 | &nbsp;&nbsp;&nbsp; 330 | 331012 |
| Bausch Health Companies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 131 | 121639 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/30/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 135 | 116114 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 225 | 171594 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/30/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 225 | 159891 |
| &nbsp;&nbsp;&nbsp; 6.25%, 02/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 245 | 193866 |
| &nbsp;&nbsp;&nbsp; 7.00%, 01/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 60 | 54368 |
| &nbsp;&nbsp;&nbsp; 7.25%, 05/30/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 79602 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 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; 11.00%, 09/30/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $222 | $230663 |
| &nbsp;&nbsp;&nbsp; 14.00%, 10/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 100730 |
| Bayer Corp./New Jersey, 6.65%, 02/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 115 | 120349 |
| Bayer U.S. Finance II LLC, 4.38%, 12/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1015 | 1017942 |
| Bayer U.S. Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/21/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 335 | 352278 |
| &nbsp;&nbsp;&nbsp; 6.38%, 11/21/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 214332 |
| Becton Dickinson & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.82%, 05/20/30 | &nbsp;&nbsp;&nbsp; 200 | 188517 |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/06/27 | &nbsp;&nbsp;&nbsp; 652 | 649972 |
| &nbsp;&nbsp;&nbsp; 4.69%, 02/13/28 | &nbsp;&nbsp;&nbsp; 325 | 329449 |
| &nbsp;&nbsp;&nbsp; 4.87%, 02/08/29 | &nbsp;&nbsp;&nbsp; 145 | 147928 |
| &nbsp;&nbsp;&nbsp; 5.08%, 06/07/29 | &nbsp;&nbsp;&nbsp; 265 | 272435 |
| BellRing Brands, Inc., 7.00%, 03/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 128458 |
| Bristol-Myers Squibb Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 11/13/27 | &nbsp;&nbsp;&nbsp; 380 | 363542 |
| &nbsp;&nbsp;&nbsp; 1.45%, 11/13/30 | &nbsp;&nbsp;&nbsp; 340 | 300678 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/27/27 | &nbsp;&nbsp;&nbsp; 40 | 39774 |
| &nbsp;&nbsp;&nbsp; 3.40%, 07/26/29 | &nbsp;&nbsp;&nbsp; 725 | 711889 |
| &nbsp;&nbsp;&nbsp; 3.45%, 11/15/27 | &nbsp;&nbsp;&nbsp; 180 | 179487 |
| Cardinal Health, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.41%, 06/15/27 | &nbsp;&nbsp;&nbsp; 367 | 364625 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/30 | &nbsp;&nbsp;&nbsp; 155 | 156135 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/15/29 | &nbsp;&nbsp;&nbsp; 260 | 267129 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/15/29 | &nbsp;&nbsp;&nbsp; 240 | 246972 |
| Cencora, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 05/15/30 | &nbsp;&nbsp;&nbsp; 150 | 141241 |
| &nbsp;&nbsp;&nbsp; 3.45%, 12/15/27 | &nbsp;&nbsp;&nbsp; 200 | 198074 |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/15/27 | &nbsp;&nbsp;&nbsp; 135 | 136634 |
| &nbsp;&nbsp;&nbsp; 4.85%, 12/15/29 | &nbsp;&nbsp;&nbsp; 160 | 163681 |
| CVS Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.30%, 08/21/27 | &nbsp;&nbsp;&nbsp; 682 | 654082 |
| &nbsp;&nbsp;&nbsp; 1.75%, 08/21/30 | &nbsp;&nbsp;&nbsp; 400 | 355419 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/15/29 | &nbsp;&nbsp;&nbsp; 675 | 652119 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/01/27 | &nbsp;&nbsp;&nbsp; 307 | 305599 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/30 | &nbsp;&nbsp;&nbsp; 455 | 443483 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/25/28 | &nbsp;&nbsp;&nbsp; 1515 | 1520394 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/30/29 | &nbsp;&nbsp;&nbsp; 440 | 449521 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/21/30 | &nbsp;&nbsp;&nbsp; 480 | 492364 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/30/31 | &nbsp;&nbsp;&nbsp; 300 | 309457 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/01/29 | &nbsp;&nbsp;&nbsp; 365 | 377796 |
| &nbsp;&nbsp;&nbsp; 6.25%, 06/01/27 | &nbsp;&nbsp;&nbsp; 115 | 118195 |
| &nbsp;&nbsp;&nbsp; 7.00%, 03/10/55, (5-year CMT + 2.89%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 730 | 763292 |
| Elanco Animal Health, Inc., 6.65%, 08/28/28 | &nbsp;&nbsp;&nbsp; 250 | 260605 |
| Eli Lilly & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/15/27 | &nbsp;&nbsp;&nbsp; 115 | 114287 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/15/29 | &nbsp;&nbsp;&nbsp; 320 | 315713 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/15/28 | &nbsp;&nbsp;&nbsp; 365 | 367549 |
| &nbsp;&nbsp;&nbsp; 4.15%, 08/14/27 | &nbsp;&nbsp;&nbsp; 270 | 271895 |
| &nbsp;&nbsp;&nbsp; 4.20%, 08/14/29 | &nbsp;&nbsp;&nbsp; 290 | 292906 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/09/27 | &nbsp;&nbsp;&nbsp; 365 | 367861 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/09/29 | &nbsp;&nbsp;&nbsp; 325 | 331042 |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/12/28 | &nbsp;&nbsp;&nbsp; 385 | 391307 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/12/30 | &nbsp;&nbsp;&nbsp; 475 | 487341 |
| EMD Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 150496 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 300 | 300296 |
| GlaxoSmithKline Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/01/29 | &nbsp;&nbsp;&nbsp; 350 | 343485 |
| &nbsp;&nbsp;&nbsp; 4.32%, 03/12/27 | &nbsp;&nbsp;&nbsp; 145 | 145951 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| GlaxoSmithKline Capital, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/15/28 | &nbsp;&nbsp;&nbsp; $590 | $591029 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/30 | &nbsp;&nbsp;&nbsp; 170 | 172629 |
| Grifols SA, 4.75%, 10/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 230 | 226679 |
| Harrow, Inc., 8.63%, 09/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 52214 |
| Hikma Finance USA LLC, 5.13%, 07/08/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200638 |
| &nbsp;&nbsp;&nbsp; HLF Financing SARL LLC/Herbalife <br> International, Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 189505 |
| &nbsp;&nbsp;&nbsp; 12.25%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 245 | 263390 |
| Jazz Securities DAC, 4.38%, 01/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 450 | 442912 |
| Johnson & Johnson |  |  |
| &nbsp;&nbsp;&nbsp; 0.95%, 09/01/27 | &nbsp;&nbsp;&nbsp; 420 | 403151 |
| &nbsp;&nbsp;&nbsp; 1.30%, 09/01/30 | &nbsp;&nbsp;&nbsp; 525 | 468018 |
| &nbsp;&nbsp;&nbsp; 2.90%, 01/15/28 | &nbsp;&nbsp;&nbsp; 560 | 552696 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/03/27 | &nbsp;&nbsp;&nbsp; 285 | 283020 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/01/27 | &nbsp;&nbsp;&nbsp; 230 | 232174 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/01/28 | &nbsp;&nbsp;&nbsp; 190 | 193391 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/01/30 | &nbsp;&nbsp;&nbsp; 420 | 432195 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/01/29 | &nbsp;&nbsp;&nbsp; 420 | 433207 |
| &nbsp;&nbsp;&nbsp; 6.95%, 09/01/29 | &nbsp;&nbsp;&nbsp; 300 | 331317 |
| McKesson Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 02/16/28 | &nbsp;&nbsp;&nbsp; 115 | 114918 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/15/29 | &nbsp;&nbsp;&nbsp; 180 | 180921 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/30/30 | &nbsp;&nbsp;&nbsp; 200 | 203126 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/15/28 | &nbsp;&nbsp;&nbsp; 140 | 143325 |
| Merck & Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.45%, 06/24/30 | &nbsp;&nbsp;&nbsp; 355 | 317973 |
| &nbsp;&nbsp;&nbsp; 1.70%, 06/10/27 | &nbsp;&nbsp;&nbsp; 560 | 546415 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/07/29 | &nbsp;&nbsp;&nbsp; 575 | 566700 |
| &nbsp;&nbsp;&nbsp; 3.85%, 09/15/27 | &nbsp;&nbsp;&nbsp; 230 | 230688 |
| &nbsp;&nbsp;&nbsp; 3.85%, 03/15/29 | &nbsp;&nbsp;&nbsp; 135 | 134933 |
| &nbsp;&nbsp;&nbsp; 4.15%, 09/15/30 | &nbsp;&nbsp;&nbsp; 225 | 225419 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/17/30 | &nbsp;&nbsp;&nbsp; 420 | 423675 |
| Merck & Co.,Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 12/10/28 | &nbsp;&nbsp;&nbsp; 390 | 370508 |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/17/28 | &nbsp;&nbsp;&nbsp; 270 | 271925 |
| Merck Sharp & Dohme Corp., 5.95%, 12/01/28 | &nbsp;&nbsp;&nbsp; 170 | 179666 |
| Mylan, Inc., 4.55%, 04/15/28 | &nbsp;&nbsp;&nbsp; 210 | 210599 |
| Novartis Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/14/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 440 | 432583 |
| &nbsp;&nbsp;&nbsp; 2.20%, 08/14/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 450 | 416215 |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/17/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 380 | 377150 |
| &nbsp;&nbsp;&nbsp; 3.80%, 09/18/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 300 | 298989 |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/05/28<sup>(a)(c)</sup> | &nbsp;&nbsp;&nbsp; 175 | 175517 |
| &nbsp;&nbsp;&nbsp; 4.10%, 11/05/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 695 | 694930 |
| &nbsp;&nbsp;&nbsp; Organon & Co./Organon Foreign Debt Co-Issuer BV, <br> 4.13%, 04/30/28<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 655 | 642406 |
| Owens & Minor, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/31/29<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 185 | 121707 |
| &nbsp;&nbsp;&nbsp; 6.63%, 04/01/30<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 170 | 95195 |
| Pfizer Investment Enterprises Pte Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/19/28 | &nbsp;&nbsp;&nbsp; 1285 | 1297820 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/19/30 | &nbsp;&nbsp;&nbsp; 900 | 916837 |
| Pfizer, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 05/28/30 | &nbsp;&nbsp;&nbsp; 310 | 280714 |
| &nbsp;&nbsp;&nbsp; 2.63%, 04/01/30 | &nbsp;&nbsp;&nbsp; 400 | 377523 |
| &nbsp;&nbsp;&nbsp; 3.45%, 03/15/29 | &nbsp;&nbsp;&nbsp; 560 | 554152 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/15/28 | &nbsp;&nbsp;&nbsp; 320 | 319428 |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/15/27 | &nbsp;&nbsp;&nbsp; 120 | 120411 |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/15/30 | &nbsp;&nbsp;&nbsp; 485 | 485910 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 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)** |
| Pharmacia LLC, 6.60%, 12/01/28 | &nbsp;&nbsp;&nbsp; $220 | $235554 |
| Sanofi SA |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 06/19/28 | &nbsp;&nbsp;&nbsp; 85 | 84803 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/03/27 | &nbsp;&nbsp;&nbsp; 150 | 150263 |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/03/28 | &nbsp;&nbsp;&nbsp; 150 | 150096 |
| Takeda Pharmaceutical Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.05%, 03/31/30 | &nbsp;&nbsp;&nbsp; 770 | 704070 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/26/28 | &nbsp;&nbsp;&nbsp; 560 | 572832 |
| Teva Pharmaceutical Finance Netherlands III BV |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/09/29 | &nbsp;&nbsp;&nbsp; 400 | 404307 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/01/28 | &nbsp;&nbsp;&nbsp; 400 | 415327 |
| &nbsp;&nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands IV BV, <br> 5.75%, 12/01/30<br>| &nbsp;&nbsp;&nbsp; 200 | 207020 |
| Viatris, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 06/22/27 | &nbsp;&nbsp;&nbsp; 290 | 282519 |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/22/30 | &nbsp;&nbsp;&nbsp; 430 | 393880 |
| Zoetis, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/15/30 | &nbsp;&nbsp;&nbsp; 200 | 183076 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/12/27 | &nbsp;&nbsp;&nbsp; 272 | 268562 |
| &nbsp;&nbsp;&nbsp; 3.90%, 08/20/28 | &nbsp;&nbsp;&nbsp; 155 | 155021 |
| &nbsp;&nbsp;&nbsp; 4.15%, 08/17/28 | &nbsp;&nbsp;&nbsp; 150 | 150836 |
|  |  | 47791309 |
| **Pipelines — 0.9%** | **Pipelines — 0.9%** | **Pipelines — 0.9%** |
| &nbsp;&nbsp;&nbsp; Abu Dhabi Crude Oil Pipeline LLC, 3.65%, <br> 11/02/29<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 195553 |
| &nbsp;&nbsp;&nbsp; Antero Midstream Partners LP/Antero Midstream <br> Finance Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 250383 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 240 | 240188 |
| &nbsp;&nbsp;&nbsp; Blue Racer Midstream LLC/Blue Racer Finance <br> Corp., 7.00%, 07/15/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 135 | 140308 |
| Boardwalk Pipelines LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 07/15/27 | &nbsp;&nbsp;&nbsp; 210 | 210980 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/03/29 | &nbsp;&nbsp;&nbsp; 150 | 152121 |
| Buckeye Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 12/01/27 | &nbsp;&nbsp;&nbsp; 185 | 183325 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 175 | 174029 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 145 | 151766 |
| &nbsp;&nbsp;&nbsp; 6.88%, 07/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 220 | 228879 |
| Cheniere Corpus Christi Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 11/15/29 | &nbsp;&nbsp;&nbsp; 260 | 254420 |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/30/27 | &nbsp;&nbsp;&nbsp; 467 | 471418 |
| Cheniere Energy Partners LP, 4.50%, 10/01/29 | &nbsp;&nbsp;&nbsp; 515 | 517124 |
| Cheniere Energy, Inc., 4.63%, 10/15/28 | &nbsp;&nbsp;&nbsp; 580 | 580184 |
| CNPC Global Capital Ltd., 2.00%, 06/23/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 184009 |
| CNX Midstream Partners LP, 4.75%, 04/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 121512 |
| Colonial Enterprises, Inc., 3.25%, 05/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 155 | 145863 |
| &nbsp;&nbsp;&nbsp; Columbia Pipelines Holding Co. LLC, 6.04%, <br> 08/15/28<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 285 | 296765 |
| &nbsp;&nbsp;&nbsp; Columbia Pipelines Operating Co. LLC, 5.93%, <br> 08/15/30<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 211905 |
| DCP Midstream Operating LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/15/29 | &nbsp;&nbsp;&nbsp; 165 | 168838 |
| &nbsp;&nbsp;&nbsp; 5.63%, 07/15/27 | &nbsp;&nbsp;&nbsp; 269 | 273888 |
| &nbsp;&nbsp;&nbsp; Delek Logistics Partners LP/Delek Logistics <br> Finance Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 7.13%, 06/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 165 | 166133 |
| &nbsp;&nbsp;&nbsp; 8.63%, 03/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 315 | 329521 |
| DT Midstream, Inc., 4.13%, 06/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 395 | 390563 |
| &nbsp;&nbsp;&nbsp; Eastern Gas Transmission & Storage, Inc., 3.00%, <br> 11/15/29<br>| &nbsp;&nbsp;&nbsp; 125 | 119997 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Pipelines (continued)** | **Pipelines (continued)** | **Pipelines (continued)** |
| Enbridge, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/15/29 | &nbsp;&nbsp;&nbsp; $370 | $355279 |
| &nbsp;&nbsp;&nbsp; 3.70%, 07/15/27 | &nbsp;&nbsp;&nbsp; 300 | 298850 |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/20/28 | &nbsp;&nbsp;&nbsp; 150 | 150433 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/31 | &nbsp;&nbsp;&nbsp; 150 | 149989 |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/20/28 | &nbsp;&nbsp;&nbsp; 120 | 121638 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/20/30 | &nbsp;&nbsp;&nbsp; 175 | 178709 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/05/27 | &nbsp;&nbsp;&nbsp; 195 | 197699 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/05/29 | &nbsp;&nbsp;&nbsp; 245 | 252832 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/15/28 | &nbsp;&nbsp;&nbsp; 240 | 252138 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/15/30 | &nbsp;&nbsp;&nbsp; 300 | 322388 |
| &nbsp;&nbsp;&nbsp; 7.38%, 03/15/55, (5-year CMT + 3.12%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 135 | 143354 |
| Energy Transfer LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/15/30 | &nbsp;&nbsp;&nbsp; 475 | 462706 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/27 | &nbsp;&nbsp;&nbsp; 325 | 325030 |
| &nbsp;&nbsp;&nbsp; 4.15%, 09/15/29 | &nbsp;&nbsp;&nbsp; 165 | 164405 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/15/27 | &nbsp;&nbsp;&nbsp; 355 | 355604 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/15/27 | &nbsp;&nbsp;&nbsp; 102 | 102368 |
| &nbsp;&nbsp;&nbsp; 4.55%, 01/15/31 | &nbsp;&nbsp;&nbsp; 325 | 324706 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/15/28 | &nbsp;&nbsp;&nbsp; 140 | 142291 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/15/28 | &nbsp;&nbsp;&nbsp; 240 | 244238 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/30 | &nbsp;&nbsp;&nbsp; 220 | 226942 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/15/29 | &nbsp;&nbsp;&nbsp; 425 | 437202 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/01/29 | &nbsp;&nbsp;&nbsp; 330 | 340174 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/27 | &nbsp;&nbsp;&nbsp; 204 | 207121 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/15/28 | &nbsp;&nbsp;&nbsp; 530 | 545010 |
| &nbsp;&nbsp;&nbsp; 5.63%, 05/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 575 | 575187 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 315 | 318375 |
| &nbsp;&nbsp;&nbsp; 6.10%, 12/01/28 | &nbsp;&nbsp;&nbsp; 310 | 325749 |
| &nbsp;&nbsp;&nbsp; 7.13%, 10/01/54, (5-year CMT + 2.83%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 100 | 103251 |
| &nbsp;&nbsp;&nbsp; 8.00%, 05/15/54, (5-year CMT + 4.02%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 290 | 309549 |
| Enterprise Products Operating LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 01/31/30 | &nbsp;&nbsp;&nbsp; 440 | 418157 |
| &nbsp;&nbsp;&nbsp; 3.13%, 07/31/29 | &nbsp;&nbsp;&nbsp; 355 | 344587 |
| &nbsp;&nbsp;&nbsp; 3.95%, 02/15/27 | &nbsp;&nbsp;&nbsp; 200 | 200115 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/16/28 | &nbsp;&nbsp;&nbsp; 285 | 286786 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/20/28 | &nbsp;&nbsp;&nbsp; 250 | 252145 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/15/31 | &nbsp;&nbsp;&nbsp; 450 | 455777 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 02/15/78, (3-mo. CME Term SOFR + <br> 2.83%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 220 | 218937 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series E, 5.25%, 08/16/77, (3-mo. CME Term <br> SOFR + 3.30%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 305 | 303843 |
| Excelerate Energy LP, 8.00%, 05/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 240 | 256729 |
| &nbsp;&nbsp;&nbsp; Florida Gas Transmission Co. LLC, 2.55%, <br> 07/01/30<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 150 | 138586 |
| &nbsp;&nbsp;&nbsp; Galaxy Pipeline Assets Bidco Ltd., 1.75%, <br> 09/30/27<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 191 | 187312 |
| Genesis Energy LP/Genesis Energy Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 7.75%, 02/01/28 | &nbsp;&nbsp;&nbsp; 220 | 220708 |
| &nbsp;&nbsp;&nbsp; 8.25%, 01/15/29 | &nbsp;&nbsp;&nbsp; 200 | 208422 |
| &nbsp;&nbsp;&nbsp; 8.88%, 04/15/30 | &nbsp;&nbsp;&nbsp; 150 | 157735 |
| &nbsp;&nbsp;&nbsp; Global Partners LP/GLP Finance Corp., 6.88%, <br> 01/15/29<br>| &nbsp;&nbsp;&nbsp; 105 | 106406 |
| Gray Oak Pipeline LLC, 3.45%, 10/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15 | 14810 |
| Harvest Midstream I LP, 7.50%, 09/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 260 | 263493 |
| Hess Midstream Operations LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 225 | 219761 |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 165 | 165236 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 260 | 264960 |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 170 | 175964 |
| ITT Holdings LLC, 6.50%, 08/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 425 | 409765 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 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)** |
| Kinder Morgan, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/01/28 | &nbsp;&nbsp;&nbsp; $480 | $482978 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/01/29 | &nbsp;&nbsp;&nbsp; 430 | 441281 |
| &nbsp;&nbsp;&nbsp; 5.10%, 08/01/29 | &nbsp;&nbsp;&nbsp; 180 | 185494 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/01/30 | &nbsp;&nbsp;&nbsp; 610 | 631222 |
| Kinetik Holdings LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 300 | 303761 |
| &nbsp;&nbsp;&nbsp; 6.63%, 12/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 310 | 319354 |
| &nbsp;&nbsp;&nbsp; Martin Midstream Partners LP/Martin Midstream <br> Finance Corp., 11.50%, 02/15/28<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 135 | 140419 |
| &nbsp;&nbsp;&nbsp; Midwest Connector Capital Co. LLC, 4.63%, <br> 04/01/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 235 | 235007 |
| MPLX LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 08/15/30 | &nbsp;&nbsp;&nbsp; 455 | 421867 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/28 | &nbsp;&nbsp;&nbsp; 180 | 179920 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/01/27 | &nbsp;&nbsp;&nbsp; 482 | 482379 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/01/27 | &nbsp;&nbsp;&nbsp; 285 | 285845 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/15/29 | &nbsp;&nbsp;&nbsp; 260 | 263993 |
| New Fortress Energy, Inc., 8.75%, 03/15/29<sup>(b)(e)</sup> | &nbsp;&nbsp;&nbsp; 25 | 1831 |
| NFE Financing LLC, 12.00%, 11/15/29<sup>(b)(e)</sup> | &nbsp;&nbsp;&nbsp; 896 | 316791 |
| &nbsp;&nbsp;&nbsp; NGL Energy Operating LLC/NGL Energy Finance <br> Corp., 8.13%, 02/15/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 280 | 290634 |
| NGPL PipeCo LLC, 4.88%, 08/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 162 | 162791 |
| Northwest Pipeline LLC, 4.00%, 04/01/27 | &nbsp;&nbsp;&nbsp; 135 | 135019 |
| NuStar Logistics LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/28/27 | &nbsp;&nbsp;&nbsp; 190 | 191882 |
| &nbsp;&nbsp;&nbsp; 6.38%, 10/01/30 | &nbsp;&nbsp;&nbsp; 180 | 188581 |
| ONEOK, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 03/15/30 | &nbsp;&nbsp;&nbsp; 200 | 189804 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/01/30 | &nbsp;&nbsp;&nbsp; 165 | 157174 |
| &nbsp;&nbsp;&nbsp; 3.40%, 09/01/29 | &nbsp;&nbsp;&nbsp; 215 | 208713 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/13/27 | &nbsp;&nbsp;&nbsp; 155 | 154911 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/24/27 | &nbsp;&nbsp;&nbsp; 340 | 341259 |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/15/29 | &nbsp;&nbsp;&nbsp; 275 | 275922 |
| &nbsp;&nbsp;&nbsp; 4.40%, 10/15/29 | &nbsp;&nbsp;&nbsp; 235 | 235643 |
| &nbsp;&nbsp;&nbsp; 4.55%, 07/15/28 | &nbsp;&nbsp;&nbsp; 295 | 297545 |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/01/29 | &nbsp;&nbsp;&nbsp; 170 | 175304 |
| &nbsp;&nbsp;&nbsp; 5.63%, 01/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 218 | 222429 |
| &nbsp;&nbsp;&nbsp; 5.65%, 11/01/28 | &nbsp;&nbsp;&nbsp; 250 | 259582 |
| &nbsp;&nbsp;&nbsp; 6.35%, 01/15/31 | &nbsp;&nbsp;&nbsp; 250 | 268110 |
| &nbsp;&nbsp;&nbsp; 6.50%, 09/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 400 | 429134 |
| Peru LNG SRL, 5.38%, 03/22/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 300 | 291749 |
| Plains All American Pipeline LP/PAA Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.55%, 12/15/29 | &nbsp;&nbsp;&nbsp; 280 | 272792 |
| &nbsp;&nbsp;&nbsp; 3.80%, 09/15/30 | &nbsp;&nbsp;&nbsp; 265 | 258009 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/15/31 | &nbsp;&nbsp;&nbsp; 300 | 301689 |
| Prairie Acquiror LP, 9.00%, 08/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 145 | 150491 |
| QazaqGaz NC JSC, 4.38%, 09/26/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 199061 |
| Rockies Express Pipeline LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 105 | 103528 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 165 | 164550 |
| Sabal Trail Transmission LLC, 4.25%, 05/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 70 | 69598 |
| Sabine Pass Liquefaction LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/15/28 | &nbsp;&nbsp;&nbsp; 510 | 511272 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/30 | &nbsp;&nbsp;&nbsp; 615 | 618324 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/27 | &nbsp;&nbsp;&nbsp; 522 | 525152 |
| &nbsp;&nbsp;&nbsp; South Bow Canadian Infrastructure Holdings Ltd., <br> 7.63%, 03/01/55, (5-year CMT + 3.95%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 100 | 103973 |
| South Bow USA Infrastructure Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.91%, 09/01/27 | &nbsp;&nbsp;&nbsp; 305 | 308099 |
| &nbsp;&nbsp;&nbsp; 5.03%, 10/01/29 | &nbsp;&nbsp;&nbsp; 305 | 309728 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Pipelines (continued)** | **Pipelines (continued)** | **Pipelines (continued)** |
| &nbsp;&nbsp;&nbsp; Summit Midstream Holdings LLC, 8.63%, <br> 10/31/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; $225 | $234999 |
| &nbsp;&nbsp;&nbsp; Tallgrass Energy Partners LP/Tallgrass Energy <br> Finance Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 245 | 245016 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/31/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 220 | 223260 |
| &nbsp;&nbsp;&nbsp; 7.38%, 02/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 255 | 264276 |
| Targa Resources Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/15/29 | &nbsp;&nbsp;&nbsp; 150 | 150769 |
| &nbsp;&nbsp;&nbsp; 4.90%, 09/15/30 | &nbsp;&nbsp;&nbsp; 250 | 255070 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/01/27 | &nbsp;&nbsp;&nbsp; 247 | 250817 |
| &nbsp;&nbsp;&nbsp; 6.15%, 03/01/29 | &nbsp;&nbsp;&nbsp; 345 | 363476 |
| &nbsp;&nbsp;&nbsp; Targa Resources Partners LP/Targa Resources <br> Partners Finance Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/28 | &nbsp;&nbsp;&nbsp; 415 | 415323 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/30 | &nbsp;&nbsp;&nbsp; 455 | 463492 |
| TC PipeLines LP, 3.90%, 05/25/27 | &nbsp;&nbsp;&nbsp; 128 | 127726 |
| Tennessee Gas Pipeline Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 335 | 317211 |
| &nbsp;&nbsp;&nbsp; 7.00%, 10/15/28 | &nbsp;&nbsp;&nbsp; 40 | 42994 |
| Texas Eastern Transmission LP, 3.50%, 01/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 115 | 113708 |
| TransCanada PipeLines Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/15/30 | &nbsp;&nbsp;&nbsp; 390 | 385901 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/28 | &nbsp;&nbsp;&nbsp; 515 | 516828 |
| &nbsp;&nbsp;&nbsp; 7.00%, 06/01/65, (5-year CMT + 2.61%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 155 | 160156 |
| Transcontinental Gas Pipe Line Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/15/30 | &nbsp;&nbsp;&nbsp; 225 | 216306 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/28 | &nbsp;&nbsp;&nbsp; 45 | 45021 |
| TransMontaigne Partners LLC, 8.50%, 06/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 155616 |
| &nbsp;&nbsp;&nbsp; Transportadora de Gas del Peru SA, 4.25%, <br> 04/30/28<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 120 | 119760 |
| &nbsp;&nbsp;&nbsp; Transportadora de Gas Internacional SA ESP, <br> 5.55%, 11/01/28<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 203292 |
| Valero Energy Partners LP, 4.50%, 03/15/28 | &nbsp;&nbsp;&nbsp; 240 | 241980 |
| Venture Global Calcasieu Pass LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 310 | 317729 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 410 | 389584 |
| Venture Global LNG, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 01/15/30<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 450 | 452809 |
| &nbsp;&nbsp;&nbsp; 8.13%, 06/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 727 | 744324 |
| &nbsp;&nbsp;&nbsp; 9.50%, 02/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 915 | 974809 |
| &nbsp;&nbsp;&nbsp; Venture Global Plaquemines LNG LLC, 6.13%, <br> 12/15/30<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 530 | 545572 |
| Western Midstream Operating LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 02/01/30 | &nbsp;&nbsp;&nbsp; 335 | 328472 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/01/28 | &nbsp;&nbsp;&nbsp; 85 | 85464 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/15/28 | &nbsp;&nbsp;&nbsp; 185 | 187331 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/01/31 | &nbsp;&nbsp;&nbsp; 65 | 64990 |
| &nbsp;&nbsp;&nbsp; 6.35%, 01/15/29 | &nbsp;&nbsp;&nbsp; 220 | 232012 |
| &nbsp;&nbsp;&nbsp; 7.25%, 04/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 155 | 165044 |
| Whistler Pipeline LLC, 5.40%, 09/30/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 105 | 108438 |
| Williams Companies, Inc.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/15/30 | &nbsp;&nbsp;&nbsp; 400 | 384096 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/15/27 | &nbsp;&nbsp;&nbsp; 557 | 555630 |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/30/30 | &nbsp;&nbsp;&nbsp; 195 | 197070 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/29 | &nbsp;&nbsp;&nbsp; 470 | 480777 |
| &nbsp;&nbsp;&nbsp; 5.30%, 08/15/28 | &nbsp;&nbsp;&nbsp; 285 | 293713 |
| &nbsp;&nbsp;&nbsp; Series A, 7.50%, 01/15/31 | &nbsp;&nbsp;&nbsp; 150 | 170141 |
|  |  | 44618719 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Private Equity — 0.0%** | **Private Equity — 0.0%** | **Private Equity — 0.0%** |
| Apollo Management Holdings LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 06/05/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $165 | $153512 |
| &nbsp;&nbsp;&nbsp; 4.87%, 02/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 290 | 294827 |
| Carlyle Finance Subsidiary LLC, 3.50%, 09/19/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 160 | 155529 |
| KKR Group Finance Co. VI LLC, 3.75%, 07/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 265 | 260234 |
|  |  | 864102 |
| **Real Estate — 0.3%** | **Real Estate — 0.3%** | **Real Estate — 0.3%** |
| Aldar Sukuk No. 2 Ltd., 3.88%, 10/22/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 196004 |
| Alpha Star Holding IX Ltd., 7.00%, 08/26/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 204713 |
| Alpha Star Holding VIII Ltd., 8.38%, 04/12/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205968 |
| &nbsp;&nbsp;&nbsp; Anywhere Real Estate Group LLC/Anywhere <br> Co-Issuer Corp., 7.00%, 04/15/30<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 202353 |
| &nbsp;&nbsp;&nbsp; Anywhere Real Estate Group LLC/Realogy <br> Co-Issuer Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 140 | 133518 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 165 | 163153 |
| &nbsp;&nbsp;&nbsp; 9.75%, 04/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 163633 |
| Arabian Centres Sukuk III Ltd., 9.50%, 03/06/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 207766 |
| Arada Sukuk 2 Ltd., 8.00%, 06/24/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 207118 |
| Binghatti Sukuk 2 SPV Ltd., 8.13%, 08/07/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201693 |
| Binghatti Sukuk SPC Ltd., 9.63%, 02/28/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 204632 |
| CBRE Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/15/30 | &nbsp;&nbsp;&nbsp; 125 | 126739 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/01/29 | &nbsp;&nbsp;&nbsp; 100 | 103620 |
| Central Plaza Development Ltd., 6.80%, 04/07/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 198705 |
| &nbsp;&nbsp;&nbsp; China Overseas Finance Cayman VII Ltd., 4.75%, <br> 04/26/28<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 201543 |
| China Overseas Finance Cayman VIII Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/02/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 185693 |
| &nbsp;&nbsp;&nbsp; 3.45%, 07/15/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 192841 |
| China Resources Land Ltd., 4.13%, 02/26/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 198068 |
| CoreLogic, Inc., 4.50%, 05/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 235 | 230865 |
| CoStar Group, Inc., 2.80%, 07/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 310 | 285343 |
| &nbsp;&nbsp;&nbsp; Cushman & Wakefield U.S. Borrower LLC, 6.75%, <br> 05/15/28<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 215 | 216155 |
| Dar Al-Arkan Sukuk Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 7.25%, 07/02/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 204200 |
| &nbsp;&nbsp;&nbsp; 8.00%, 02/25/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 208517 |
| &nbsp;&nbsp;&nbsp; Elect Global Investments Ltd., 7.20%, , (5-year CMT <br> + 3.23%)<sup>(a)(d)(i)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 211418 |
| Emaar Sukuk Ltd., 3.88%, 09/17/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 196768 |
| Esic Sukuk Ltd., 5.83%, 02/14/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205393 |
| Five Point Operating Co. LP, 8.00%, 10/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 135 | 140349 |
| Franshion Brilliant Ltd., 4.25%, 07/23/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 184213 |
| Greentown China Holdings Ltd., 8.45%, 02/24/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 204159 |
| &nbsp;&nbsp;&nbsp; Greystar Real Estate Partners LLC, 7.75%, <br> 09/01/30<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 115 | 121229 |
| &nbsp;&nbsp;&nbsp; Hongkong Land Finance Cayman Islands Co. Ltd. <br> (The), 2.88%, 05/27/30<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 188430 |
| Howard Hughes Corp.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 193554 |
| &nbsp;&nbsp;&nbsp; 5.38%, 08/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 249864 |
| Hunt Companies, Inc., 5.25%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 210 | 205200 |
| &nbsp;&nbsp;&nbsp; Huzhou City Investment Development Group Co. <br> Ltd., 4.70%, 12/05/27<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 400 | 401829 |
| Hysan MTN Ltd., 2.88%, 06/02/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 195576 |
| Jones Lang LaSalle, Inc., 6.88%, 12/01/28 | &nbsp;&nbsp;&nbsp; 160 | 170909 |
| Kennedy-Wilson, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/01/29 | &nbsp;&nbsp;&nbsp; 205 | 200671 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/01/30 | &nbsp;&nbsp;&nbsp; 180 | 172957 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Real Estate (continued)** | **Real Estate (continued)** | **Real Estate (continued)** |
| Longfor Group Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 09/16/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; $400 | $334011 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/16/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 184624 |
| MAF Sukuk Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.93%, 02/28/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 195138 |
| &nbsp;&nbsp;&nbsp; 4.64%, 05/14/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200354 |
| Mitsui Fudosan Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 07/20/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 198774 |
| &nbsp;&nbsp;&nbsp; 3.95%, 01/24/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 197952 |
| Nan Fung Treasury Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 08/27/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 188486 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/03/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 197789 |
| Newmark Group, Inc., 7.50%, 01/12/29 | &nbsp;&nbsp;&nbsp; 175 | 186900 |
| Omniyat Sukuk 1 Ltd., 8.38%, 05/06/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205756 |
| Ontario Teachers' Cadillac Fairview Properties Trust |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/20/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 249639 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 315 | 313995 |
| Sobha Sukuk I Holding Ltd., 7.13%, 09/11/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202230 |
| Sobha Sukuk Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 02/19/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 206116 |
| &nbsp;&nbsp;&nbsp; 8.75%, 07/17/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 209590 |
| Sun Hung Kai Properties Capital Market Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/13/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 188195 |
| &nbsp;&nbsp;&nbsp; 2.88%, 01/21/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 189976 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/25/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 197464 |
| &nbsp;&nbsp;&nbsp; Swire Pacific Mtn Financing HK Ltd., 2.88%, <br> 01/30/30<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 190960 |
| &nbsp;&nbsp;&nbsp; Vanke Real Estate Hong Kong Co. Ltd., 3.98%, <br> 11/09/27<sup>(d)(e)(g)</sup><br>| &nbsp;&nbsp;&nbsp; 400 | 132516 |
| Wharf REIC Finance BVI Ltd., 3.50%, 01/17/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 197288 |
| &nbsp;&nbsp;&nbsp; Wuhan Urban Construction Group Co. Ltd., 5.70%, <br> 06/24/27<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 203449 |
|  |  | 12256561 |
| **Real Estate Investment Trusts — 1.1%** | **Real Estate Investment Trusts — 1.1%** | **Real Estate Investment Trusts — 1.1%** |
| Agree LP, 2.00%, 06/15/28 | &nbsp;&nbsp;&nbsp; 105 | 100339 |
| Alexandria Real Estate Equities, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/15/29 | &nbsp;&nbsp;&nbsp; 145 | 136683 |
| &nbsp;&nbsp;&nbsp; 3.95%, 01/15/28 | &nbsp;&nbsp;&nbsp; 363 | 362117 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/30/29 | &nbsp;&nbsp;&nbsp; 105 | 105556 |
| &nbsp;&nbsp;&nbsp; 4.70%, 07/01/30 | &nbsp;&nbsp;&nbsp; 160 | 161351 |
| &nbsp;&nbsp;&nbsp; 4.90%, 12/15/30 | &nbsp;&nbsp;&nbsp; 200 | 203180 |
| American Homes 4 Rent LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/15/28 | &nbsp;&nbsp;&nbsp; 170 | 170075 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/15/29 | &nbsp;&nbsp;&nbsp; 120 | 121984 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/15/30 | &nbsp;&nbsp;&nbsp; 205 | 207623 |
| American Tower Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 01/31/28 | &nbsp;&nbsp;&nbsp; 175 | 166494 |
| &nbsp;&nbsp;&nbsp; 2.10%, 06/15/30 | &nbsp;&nbsp;&nbsp; 320 | 291208 |
| &nbsp;&nbsp;&nbsp; 2.90%, 01/15/30 | &nbsp;&nbsp;&nbsp; 210 | 199332 |
| &nbsp;&nbsp;&nbsp; 3.55%, 07/15/27 | &nbsp;&nbsp;&nbsp; 204 | 202663 |
| &nbsp;&nbsp;&nbsp; 3.60%, 01/15/28 | &nbsp;&nbsp;&nbsp; 225 | 223188 |
| &nbsp;&nbsp;&nbsp; 3.65%, 03/15/27 | &nbsp;&nbsp;&nbsp; 262 | 261072 |
| &nbsp;&nbsp;&nbsp; 3.80%, 08/15/29 | &nbsp;&nbsp;&nbsp; 555 | 547129 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/15/29 | &nbsp;&nbsp;&nbsp; 240 | 238430 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/30 | &nbsp;&nbsp;&nbsp; 345 | 352289 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/31/30 | &nbsp;&nbsp;&nbsp; 255 | 261223 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/15/29 | &nbsp;&nbsp;&nbsp; 215 | 221046 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/28 | &nbsp;&nbsp;&nbsp; 195 | 200359 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/28 | &nbsp;&nbsp;&nbsp; 340 | 349450 |
| &nbsp;&nbsp;&nbsp; 5.80%, 11/15/28 | &nbsp;&nbsp;&nbsp; 295 | 308007 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 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; Apollo Commercial Real Estate Finance, Inc., <br> 4.63%, 06/15/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; $155 | $154476 |
| Arbor Realty SR, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 7.88%, 07/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 137633 |
| &nbsp;&nbsp;&nbsp; 8.50%, 12/15/28<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 65 | 63538 |
| Arbor Realty Trust, Inc., 4.50%, 03/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 143456 |
| AvalonBay Communities, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 12/01/28 | &nbsp;&nbsp;&nbsp; 190 | 180028 |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/01/30 | &nbsp;&nbsp;&nbsp; 200 | 185681 |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/15/31 | &nbsp;&nbsp;&nbsp; 200 | 182842 |
| &nbsp;&nbsp;&nbsp; 3.20%, 01/15/28 | &nbsp;&nbsp;&nbsp; 165 | 162907 |
| &nbsp;&nbsp;&nbsp; 3.30%, 06/01/29 | &nbsp;&nbsp;&nbsp; 20 | 19510 |
| &nbsp;&nbsp;&nbsp; 3.35%, 05/15/27 | &nbsp;&nbsp;&nbsp; 208 | 206565 |
| &nbsp;&nbsp;&nbsp; 4.35%, 12/01/30 | &nbsp;&nbsp;&nbsp; 110 | 110058 |
| Blackstone Mortgage Trust, Inc., 7.75%, 12/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 140 | 149951 |
| Boston Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/15/30 | &nbsp;&nbsp;&nbsp; 195 | 183010 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/30/31 | &nbsp;&nbsp;&nbsp; 400 | 375372 |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/21/29 | &nbsp;&nbsp;&nbsp; 310 | 301081 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/01/28 | &nbsp;&nbsp;&nbsp; 270 | 271886 |
| &nbsp;&nbsp;&nbsp; 6.75%, 12/01/27 | &nbsp;&nbsp;&nbsp; 445 | 465200 |
| Brandywine Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 11/15/27 | &nbsp;&nbsp;&nbsp; 125 | 122686 |
| &nbsp;&nbsp;&nbsp; 4.55%, 10/01/29 | &nbsp;&nbsp;&nbsp; 125 | 118828 |
| &nbsp;&nbsp;&nbsp; 6.13%, 01/15/31 | &nbsp;&nbsp;&nbsp; 75 | 72660 |
| &nbsp;&nbsp;&nbsp; 8.30%, 03/15/28 | &nbsp;&nbsp;&nbsp; 119 | 125531 |
| &nbsp;&nbsp;&nbsp; 8.88%, 04/12/29 | &nbsp;&nbsp;&nbsp; 160 | 171806 |
| Brixmor Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 04/01/28 | &nbsp;&nbsp;&nbsp; 290 | 279068 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/15/27 | &nbsp;&nbsp;&nbsp; 120 | 119824 |
| &nbsp;&nbsp;&nbsp; 4.05%, 07/01/30 | &nbsp;&nbsp;&nbsp; 200 | 197008 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/15/29 | &nbsp;&nbsp;&nbsp; 210 | 209250 |
| &nbsp;&nbsp;&nbsp; Brookfield Property REIT, Inc./BPR <br> Cumulus LLC/BPR Nimbus LLC/GGSI <br> Sellco LLC, 4.50%, 04/01/27<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 166 | 163736 |
| Camden Property Trust |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 05/15/30 | &nbsp;&nbsp;&nbsp; 200 | 188761 |
| &nbsp;&nbsp;&nbsp; 3.15%, 07/01/29 | &nbsp;&nbsp;&nbsp; 215 | 208080 |
| &nbsp;&nbsp;&nbsp; 4.10%, 10/15/28 | &nbsp;&nbsp;&nbsp; 135 | 135442 |
| COPT Defense Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/15/29 | &nbsp;&nbsp;&nbsp; 115 | 108114 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/15/30 | &nbsp;&nbsp;&nbsp; 100 | 99698 |
| Cousins Properties LP, 5.25%, 07/15/30 | &nbsp;&nbsp;&nbsp; 100 | 102605 |
| Crown Castle, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/15/31 | &nbsp;&nbsp;&nbsp; 350 | 313050 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/15/27 | &nbsp;&nbsp;&nbsp; 297 | 293299 |
| &nbsp;&nbsp;&nbsp; 3.10%, 11/15/29 | &nbsp;&nbsp;&nbsp; 75 | 71685 |
| &nbsp;&nbsp;&nbsp; 3.30%, 07/01/30 | &nbsp;&nbsp;&nbsp; 215 | 204030 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/01/27 | &nbsp;&nbsp;&nbsp; 287 | 285106 |
| &nbsp;&nbsp;&nbsp; 3.80%, 02/15/28 | &nbsp;&nbsp;&nbsp; 456 | 453057 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/27 | &nbsp;&nbsp;&nbsp; 5 | 4998 |
| &nbsp;&nbsp;&nbsp; 4.30%, 02/15/29 | &nbsp;&nbsp;&nbsp; 220 | 220096 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/01/28 | &nbsp;&nbsp;&nbsp; 95 | 96430 |
| &nbsp;&nbsp;&nbsp; 4.90%, 09/01/29 | &nbsp;&nbsp;&nbsp; 185 | 188120 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/11/28 | &nbsp;&nbsp;&nbsp; 455 | 462158 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/01/29 | &nbsp;&nbsp;&nbsp; 245 | 254147 |
| &nbsp;&nbsp;&nbsp; CTR Partnership LP/CareTrust Capital Corp., <br> 3.88%, 06/30/28<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 160 | 157139 |
| CubeSmart LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 12/15/28 | &nbsp;&nbsp;&nbsp; 170 | 161726 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/15/30 | &nbsp;&nbsp;&nbsp; 10 | 9479 |

---

---

| | | |
|:---|:---|:---|
| *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; 4.38%, 02/15/29 | &nbsp;&nbsp;&nbsp; $105 | $105402 |
| Digital Realty Trust LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 07/01/29 | &nbsp;&nbsp;&nbsp; 195 | 191318 |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/15/27 | &nbsp;&nbsp;&nbsp; 540 | 537628 |
| &nbsp;&nbsp;&nbsp; 4.45%, 07/15/28 | &nbsp;&nbsp;&nbsp; 105 | 105804 |
| &nbsp;&nbsp;&nbsp; 5.55%, 01/15/28 | &nbsp;&nbsp;&nbsp; 338 | 347335 |
| Diversified Healthcare Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/28 | &nbsp;&nbsp;&nbsp; 190 | 184138 |
| &nbsp;&nbsp;&nbsp; 7.25%, 10/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 110 | 113422 |
| DOC DR LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 01/15/28 | &nbsp;&nbsp;&nbsp; 230 | 229584 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/15/27 | &nbsp;&nbsp;&nbsp; 135 | 135274 |
| &nbsp;&nbsp;&nbsp; EF Holdco/EF Cayman Holdings/Ellington Financial <br> REIT Cayman/TRS/EF Cayman Non-MTM, <br> 7.38%, 09/30/30<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 35 | 35469 |
| EPR Properties |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/15/29 | &nbsp;&nbsp;&nbsp; 150 | 145855 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/27 | &nbsp;&nbsp;&nbsp; 252 | 252500 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/15/30 | &nbsp;&nbsp;&nbsp; 100 | 99166 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/15/28 | &nbsp;&nbsp;&nbsp; 175 | 176707 |
| &nbsp;&nbsp;&nbsp; Equinix Europe 2 Financing Corp. LLC, 4.60%, <br> 11/15/30<br>| &nbsp;&nbsp;&nbsp; 375 | 376372 |
| Equinix, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.55%, 03/15/28 | &nbsp;&nbsp;&nbsp; 250 | 237876 |
| &nbsp;&nbsp;&nbsp; 1.80%, 07/15/27 | &nbsp;&nbsp;&nbsp; 260 | 252071 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/15/28 | &nbsp;&nbsp;&nbsp; 90 | 85968 |
| &nbsp;&nbsp;&nbsp; 2.15%, 07/15/30 | &nbsp;&nbsp;&nbsp; 315 | 285926 |
| &nbsp;&nbsp;&nbsp; 3.20%, 11/18/29 | &nbsp;&nbsp;&nbsp; 305 | 293587 |
| ERP Operating LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/15/30 | &nbsp;&nbsp;&nbsp; 185 | 173774 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/29 | &nbsp;&nbsp;&nbsp; 165 | 159414 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/01/27 | &nbsp;&nbsp;&nbsp; 220 | 218043 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/28 | &nbsp;&nbsp;&nbsp; 70 | 69401 |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/01/28 | &nbsp;&nbsp;&nbsp; 225 | 226054 |
| Essex Portfolio LP |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 03/01/28 | &nbsp;&nbsp;&nbsp; 360 | 343235 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/30 | &nbsp;&nbsp;&nbsp; 215 | 204450 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/01/27 | &nbsp;&nbsp;&nbsp; 105 | 104581 |
| Extra Space Storage LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 12/15/27 | &nbsp;&nbsp;&nbsp; 420 | 418986 |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/01/29 | &nbsp;&nbsp;&nbsp; 125 | 123600 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/01/30 | &nbsp;&nbsp;&nbsp; 275 | 286191 |
| &nbsp;&nbsp;&nbsp; 5.70%, 04/01/28 | &nbsp;&nbsp;&nbsp; 160 | 165101 |
| &nbsp;&nbsp;&nbsp; 5.90%, 01/15/31 | &nbsp;&nbsp;&nbsp; 200 | 211578 |
| Federal Realty OP LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 06/15/29 | &nbsp;&nbsp;&nbsp; 40 | 38648 |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/15/27 | &nbsp;&nbsp;&nbsp; 90 | 88999 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/30 | &nbsp;&nbsp;&nbsp; 10 | 9651 |
| &nbsp;&nbsp;&nbsp; 5.38%, 05/01/28 | &nbsp;&nbsp;&nbsp; 320 | 328194 |
| Global Net Lease Inc., 4.50%, 09/30/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 122381 |
| &nbsp;&nbsp;&nbsp; Global Net Lease Inc./Global Net Lease Operating <br> Partnership LP, 3.75%, 12/15/27<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 185 | 180050 |
| GLP Capital LP/GLP Financing II, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/30 | &nbsp;&nbsp;&nbsp; 220 | 213728 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/31 | &nbsp;&nbsp;&nbsp; 200 | 191397 |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/15/29 | &nbsp;&nbsp;&nbsp; 270 | 275237 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/01/28 | &nbsp;&nbsp;&nbsp; 132 | 135298 |
| &nbsp;&nbsp;&nbsp; Goodman U.S. Finance Three LLC, 3.70%, <br> 03/15/28<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 145 | 143454 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 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)** |
| Healthcare Realty Holdings LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 02/15/30 | &nbsp;&nbsp;&nbsp; $235 | $222947 |
| &nbsp;&nbsp;&nbsp; 3.75%, 07/01/27 | &nbsp;&nbsp;&nbsp; 94 | 93505 |
| Healthpeak OP LLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.35%, 02/01/27 | &nbsp;&nbsp;&nbsp; 115 | 112089 |
| &nbsp;&nbsp;&nbsp; 2.13%, 12/01/28 | &nbsp;&nbsp;&nbsp; 240 | 227408 |
| &nbsp;&nbsp;&nbsp; 2.88%, 01/15/31 | &nbsp;&nbsp;&nbsp; 235 | 218204 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/30 | &nbsp;&nbsp;&nbsp; 290 | 275171 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/15/29 | &nbsp;&nbsp;&nbsp; 140 | 136516 |
| Highwoods Realty LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.05%, 02/15/30 | &nbsp;&nbsp;&nbsp; 135 | 126038 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/28 | &nbsp;&nbsp;&nbsp; 90 | 89374 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/15/29 | &nbsp;&nbsp;&nbsp; 105 | 103424 |
| Host Hotels & Resorts LP |  |  |
| &nbsp;&nbsp;&nbsp; Series H, 3.38%, 12/15/29 | &nbsp;&nbsp;&nbsp; 135 | 129916 |
| &nbsp;&nbsp;&nbsp; Series I, 3.50%, 09/15/30 | &nbsp;&nbsp;&nbsp; 275 | 262002 |
| Hudson Pacific Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/30<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 125 | 106067 |
| &nbsp;&nbsp;&nbsp; 3.95%, 11/01/27 | &nbsp;&nbsp;&nbsp; 150 | 143929 |
| &nbsp;&nbsp;&nbsp; 4.65%, 04/01/29<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 160 | 146553 |
| &nbsp;&nbsp;&nbsp; 5.95%, 02/15/28<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 140 | 137774 |
| Invitation Homes Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 11/15/28 | &nbsp;&nbsp;&nbsp; 215 | 204364 |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/15/30 | &nbsp;&nbsp;&nbsp; 25 | 25904 |
| Iron Mountain, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 310 | 309663 |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 300 | 295818 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 175 | 174392 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 255 | 254842 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 385 | 381083 |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 415 | 426529 |
| Kilroy Realty LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.05%, 02/15/30 | &nbsp;&nbsp;&nbsp; 175 | 163218 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/15/29 | &nbsp;&nbsp;&nbsp; 140 | 137553 |
| &nbsp;&nbsp;&nbsp; 4.75%, 12/15/28 | &nbsp;&nbsp;&nbsp; 180 | 180932 |
| Kimco Realty OP LLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 03/01/28 | &nbsp;&nbsp;&nbsp; 375 | 360314 |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/01/27 | &nbsp;&nbsp;&nbsp; 155 | 154927 |
| &nbsp;&nbsp;&nbsp; Ladder Capital Finance Holdings LLLP/Ladder <br> Capital Finance Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 230 | 228687 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 270 | 267721 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/01/30<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 150 | 154168 |
| Lineage OP LP, 5.25%, 07/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 145 | 146221 |
| Mid-America Apartments LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 06/01/27 | &nbsp;&nbsp;&nbsp; 250 | 249058 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/15/29 | &nbsp;&nbsp;&nbsp; 205 | 204026 |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/15/28 | &nbsp;&nbsp;&nbsp; 55 | 55262 |
| Millrose Properties, Inc., 6.38%, 08/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 365 | 372723 |
| MPT Operating Partnership LP/MPT Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 08/01/29 | &nbsp;&nbsp;&nbsp; 300 | 257235 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/15/27 | &nbsp;&nbsp;&nbsp; 435 | 425115 |
| NNN REIT, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/15/30 | &nbsp;&nbsp;&nbsp; 5 | 4645 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/15/27 | &nbsp;&nbsp;&nbsp; 330 | 327363 |
| Omega Healthcare Investors, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/01/29 | &nbsp;&nbsp;&nbsp; 180 | 174539 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/27 | &nbsp;&nbsp;&nbsp; 255 | 255683 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/28 | &nbsp;&nbsp;&nbsp; 220 | 221872 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/01/30 | &nbsp;&nbsp;&nbsp; 175 | 178084 |

---

---

| | | |
|:---|:---|:---|
| *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; Park Intermediate Holdings LLC/PK Domestic <br> Property LLC/PK Finance Co-Issuer<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $230 | $225006 |
| &nbsp;&nbsp;&nbsp; 5.88%, 10/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 305 | 305314 |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 170 | 175059 |
| &nbsp;&nbsp;&nbsp; Pebblebrook Hotel LP/PEB Finance Corp., 6.38%, <br> 10/15/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 115 | 117510 |
| &nbsp;&nbsp;&nbsp; Piedmont Operating Partnership LP, 6.88%, <br> 07/15/29<br>| &nbsp;&nbsp;&nbsp; 145 | 154022 |
| Prologis LP |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 10/15/30 | &nbsp;&nbsp;&nbsp; 325 | 284556 |
| &nbsp;&nbsp;&nbsp; 1.75%, 07/01/30 | &nbsp;&nbsp;&nbsp; 100 | 90106 |
| &nbsp;&nbsp;&nbsp; 2.13%, 04/15/27 | &nbsp;&nbsp;&nbsp; 95 | 93108 |
| &nbsp;&nbsp;&nbsp; 2.25%, 04/15/30 | &nbsp;&nbsp;&nbsp; 305 | 283206 |
| &nbsp;&nbsp;&nbsp; 2.88%, 11/15/29 | &nbsp;&nbsp;&nbsp; 40 | 38241 |
| &nbsp;&nbsp;&nbsp; 3.38%, 12/15/27 | &nbsp;&nbsp;&nbsp; 430 | 426868 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/15/28 | &nbsp;&nbsp;&nbsp; 120 | 119834 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/15/28 | &nbsp;&nbsp;&nbsp; 159 | 159281 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/01/29 | &nbsp;&nbsp;&nbsp; 85 | 85817 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/31 | &nbsp;&nbsp;&nbsp; 200 | 204264 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/15/28 | &nbsp;&nbsp;&nbsp; 180 | 184155 |
| Prologis Targeted U.S. Logistics Fund LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 120 | 118984 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 140 | 144165 |
| Public Storage Operating Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.85%, 05/01/28 | &nbsp;&nbsp;&nbsp; 225 | 215065 |
| &nbsp;&nbsp;&nbsp; 1.95%, 11/09/28 | &nbsp;&nbsp;&nbsp; 120 | 113773 |
| &nbsp;&nbsp;&nbsp; 3.09%, 09/15/27 | &nbsp;&nbsp;&nbsp; 50 | 49502 |
| &nbsp;&nbsp;&nbsp; 3.39%, 05/01/29 | &nbsp;&nbsp;&nbsp; 130 | 127598 |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/01/30 | &nbsp;&nbsp;&nbsp; 190 | 191472 |
| &nbsp;&nbsp;&nbsp; 5.13%, 01/15/29 | &nbsp;&nbsp;&nbsp; 175 | 180734 |
| Realty Income Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.10%, 03/15/28 | &nbsp;&nbsp;&nbsp; 130 | 125206 |
| &nbsp;&nbsp;&nbsp; 2.20%, 06/15/28 | &nbsp;&nbsp;&nbsp; 160 | 153729 |
| &nbsp;&nbsp;&nbsp; 3.10%, 12/15/29 | &nbsp;&nbsp;&nbsp; 145 | 139963 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/15/29 | &nbsp;&nbsp;&nbsp; 150 | 146030 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/31 | &nbsp;&nbsp;&nbsp; 300 | 285008 |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/15/28 | &nbsp;&nbsp;&nbsp; 205 | 202916 |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/15/30 | &nbsp;&nbsp;&nbsp; 150 | 145738 |
| &nbsp;&nbsp;&nbsp; 3.65%, 01/15/28 | &nbsp;&nbsp;&nbsp; 205 | 204045 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/15/27 | &nbsp;&nbsp;&nbsp; 248 | 248214 |
| &nbsp;&nbsp;&nbsp; 3.95%, 02/01/29 | &nbsp;&nbsp;&nbsp; 110 | 109593 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/15/29 | &nbsp;&nbsp;&nbsp; 165 | 164605 |
| &nbsp;&nbsp;&nbsp; 4.70%, 12/15/28 | &nbsp;&nbsp;&nbsp; 115 | 117110 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/29 | &nbsp;&nbsp;&nbsp; 160 | 162935 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/15/30 | &nbsp;&nbsp;&nbsp; 135 | 138396 |
| Regency Centers LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/15/29 | &nbsp;&nbsp;&nbsp; 15 | 14399 |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/15/30 | &nbsp;&nbsp;&nbsp; 150 | 146791 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/28 | &nbsp;&nbsp;&nbsp; 350 | 350964 |
| Rexford Industrial Realty LP, 5.00%, 06/15/28 | &nbsp;&nbsp;&nbsp; 120 | 122077 |
| RHP Hotel Properties LP/RHP Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 197242 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/15/27 | &nbsp;&nbsp;&nbsp; 235 | 234819 |
| &nbsp;&nbsp;&nbsp; 7.25%, 07/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 135 | 139043 |
| Rithm Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 04/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 255334 |
| &nbsp;&nbsp;&nbsp; 8.00%, 07/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 145 | 148241 |
| RLJ Lodging Trust, 4.00%, 09/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 155 | 147204 |
| Sabra Health Care LP, 3.90%, 10/15/29 | &nbsp;&nbsp;&nbsp; 75 | 73419 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 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)** |
| SBA Communications Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/01/29 | &nbsp;&nbsp;&nbsp; $450 | $429894 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/15/27 | &nbsp;&nbsp;&nbsp; 440 | 436869 |
| Scentre Group Trust 1/Scentre Group Trust 2 |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/23/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 249116 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/28/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 225 | 225527 |
| &nbsp;&nbsp;&nbsp; Scentre Group Trust 2, 5.13%, 09/24/80, (5-year <br> CMT + 4.69%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 400 | 402312 |
| Service Properties Trust |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 09/30/27<sup>(b)(k)</sup> | &nbsp;&nbsp;&nbsp; 170 | 154284 |
| &nbsp;&nbsp;&nbsp; 3.95%, 01/15/28 | &nbsp;&nbsp;&nbsp; 145 | 137378 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/15/30<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 120 | 104032 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/15/27 | &nbsp;&nbsp;&nbsp; 34 | 33866 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/01/29<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 139 | 122737 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/15/27 | &nbsp;&nbsp;&nbsp; 170 | 168665 |
| &nbsp;&nbsp;&nbsp; 8.38%, 06/15/29 | &nbsp;&nbsp;&nbsp; 210 | 212496 |
| Simon Property Group LP |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 02/01/28 | &nbsp;&nbsp;&nbsp; 370 | 355359 |
| &nbsp;&nbsp;&nbsp; 2.45%, 09/13/29 | &nbsp;&nbsp;&nbsp; 425 | 402161 |
| &nbsp;&nbsp;&nbsp; 2.65%, 07/15/30 | &nbsp;&nbsp;&nbsp; 205 | 192047 |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/15/27 | &nbsp;&nbsp;&nbsp; 225 | 223649 |
| &nbsp;&nbsp;&nbsp; 3.38%, 12/01/27 | &nbsp;&nbsp;&nbsp; 355 | 352349 |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/15/31 | &nbsp;&nbsp;&nbsp; 225 | 224420 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/01/30 | &nbsp;&nbsp;&nbsp; 115 | 115499 |
| Starwood Property Trust, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 140 | 140831 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 175 | 177455 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 128498 |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 145 | 150877 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 156355 |
| &nbsp;&nbsp;&nbsp; 7.25%, 04/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 185 | 195226 |
| Store Capital LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/28 | &nbsp;&nbsp;&nbsp; 245 | 245848 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/15/29 | &nbsp;&nbsp;&nbsp; 65 | 64890 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/30/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 115 | 117092 |
| Sun Communities Operating LP, 2.30%, 11/01/28 | &nbsp;&nbsp;&nbsp; 135 | 128496 |
| Tanger Properties LP, 3.88%, 07/15/27 | &nbsp;&nbsp;&nbsp; 55 | 54738 |
| Trust 2401, 4.87%, 01/15/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 196402 |
| UDR, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 01/15/30 | &nbsp;&nbsp;&nbsp; 200 | 192358 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/27 | &nbsp;&nbsp;&nbsp; 245 | 243408 |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/26/29 | &nbsp;&nbsp;&nbsp; 100 | 100591 |
| &nbsp;&nbsp;&nbsp; Uniti Group LP/Uniti Fiber Holdings, Inc./CSL <br> Capital LLC, 6.00%, 01/15/30<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 280 | 266696 |
| Ventas Realty LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/30 | &nbsp;&nbsp;&nbsp; 150 | 142740 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/01/27 | &nbsp;&nbsp;&nbsp; 100 | 99797 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/28 | &nbsp;&nbsp;&nbsp; 200 | 199880 |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/15/29 | &nbsp;&nbsp;&nbsp; 240 | 241334 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/15/30 | &nbsp;&nbsp;&nbsp; 200 | 202608 |
| VICI Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 225 | 221020 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 310 | 300769 |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 275 | 275088 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/28 | &nbsp;&nbsp;&nbsp; 470 | 474799 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/01/28 | &nbsp;&nbsp;&nbsp; 225 | 227333 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/15/30 | &nbsp;&nbsp;&nbsp; 295 | 298520 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202060 |
| VICI Properties LP/VICI Note Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 240 | 238793 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 65 | 65196 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** |
| WEA Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $220 | $212890 |
| &nbsp;&nbsp;&nbsp; 4.13%, 09/20/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 175 | 173704 |
| Welltower OP LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.05%, 01/15/29 | &nbsp;&nbsp;&nbsp; 85 | 80481 |
| &nbsp;&nbsp;&nbsp; 2.70%, 02/15/27 | &nbsp;&nbsp;&nbsp; 244 | 241167 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/15/31 | &nbsp;&nbsp;&nbsp; 200 | 186024 |
| &nbsp;&nbsp;&nbsp; 3.10%, 01/15/30 | &nbsp;&nbsp;&nbsp; 225 | 215722 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/29 | &nbsp;&nbsp;&nbsp; 120 | 120310 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/15/28 | &nbsp;&nbsp;&nbsp; 485 | 488292 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/30 | &nbsp;&nbsp;&nbsp; 210 | 211994 |
| Weyerhaeuser Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/29 | &nbsp;&nbsp;&nbsp; 300 | 297178 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/30 | &nbsp;&nbsp;&nbsp; 235 | 231535 |
| &nbsp;&nbsp;&nbsp; 6.95%, 10/01/27 | &nbsp;&nbsp;&nbsp; 35 | 36600 |
| WP Carey, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 07/15/29 | &nbsp;&nbsp;&nbsp; 125 | 123587 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/15/30 | &nbsp;&nbsp;&nbsp; 70 | 70444 |
| XHR LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 170 | 167791 |
| &nbsp;&nbsp;&nbsp; 6.63%, 05/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 120 | 124055 |
|  |  | 53562107 |
| **Retail — 0.8%** | **Retail — 0.8%** | **Retail — 0.8%** |
| 7-Eleven, Inc., 1.30%, 02/10/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 410 | 388037 |
| Academy Ltd., 6.00%, 11/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 132 | 132124 |
| Advance Auto Parts, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 10/01/27 | &nbsp;&nbsp;&nbsp; 100 | 94958 |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/15/30 | &nbsp;&nbsp;&nbsp; 150 | 138617 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/09/28<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 135 | 138284 |
| &nbsp;&nbsp;&nbsp; 7.00%, 08/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 285 | 289501 |
| Alimentation Couche-Tard, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 01/25/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 285 | 270595 |
| &nbsp;&nbsp;&nbsp; 3.55%, 07/26/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 280 | 278033 |
| &nbsp;&nbsp;&nbsp; 4.15%, 09/29/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 150091 |
| Arko Corp., 5.13%, 11/15/29<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 150 | 130614 |
| Asbury Automotive Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/01/28 | &nbsp;&nbsp;&nbsp; 135 | 134550 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 147587 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/01/30 | &nbsp;&nbsp;&nbsp; 160 | 157590 |
| AutoNation, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 08/01/28 | &nbsp;&nbsp;&nbsp; 185 | 175047 |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/15/27 | &nbsp;&nbsp;&nbsp; 40 | 39776 |
| &nbsp;&nbsp;&nbsp; 4.45%, 01/15/29 | &nbsp;&nbsp;&nbsp; 100 | 100137 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/01/30 | &nbsp;&nbsp;&nbsp; 115 | 115989 |
| AutoZone, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 01/15/31 | &nbsp;&nbsp;&nbsp; 200 | 175410 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/01/27 | &nbsp;&nbsp;&nbsp; 55 | 54845 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/18/29 | &nbsp;&nbsp;&nbsp; 100 | 98669 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/30 | &nbsp;&nbsp;&nbsp; 230 | 227105 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/01/28 | &nbsp;&nbsp;&nbsp; 265 | 267438 |
| &nbsp;&nbsp;&nbsp; 5.10%, 07/15/29 | &nbsp;&nbsp;&nbsp; 175 | 179938 |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/15/30 | &nbsp;&nbsp;&nbsp; 65 | 66956 |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/01/28 | &nbsp;&nbsp;&nbsp; 175 | 184598 |
| Bath & Body Works, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/01/28 | &nbsp;&nbsp;&nbsp; 162 | 163395 |
| &nbsp;&nbsp;&nbsp; 6.63%, 10/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 255825 |
| &nbsp;&nbsp;&nbsp; 7.50%, 06/15/29 | &nbsp;&nbsp;&nbsp; 150 | 153045 |
| Best Buy Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 10/01/30 | &nbsp;&nbsp;&nbsp; 240 | 215878 |
| &nbsp;&nbsp;&nbsp; 4.45%, 10/01/28 | &nbsp;&nbsp;&nbsp; 155 | 156458 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 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; Bloomin' Brands, Inc./OSI Restaurant Partners LLC, <br> 5.13%, 04/15/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; $115 | $102155 |
| BlueLinx Holdings, Inc., 6.00%, 11/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 90 | 89077 |
| Brinker International, Inc., 8.25%, 07/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 105529 |
| &nbsp;&nbsp;&nbsp; Burger King (Restaurant Brands International, <br> Inc.)/New Red Finance, Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 241112 |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 430 | 423642 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 875 | 835157 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 248228 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 152604 |
| &nbsp;&nbsp;&nbsp; 6.13%, 06/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 370 | 379373 |
| &nbsp;&nbsp;&nbsp; Carvana Co., 13.00%, 06/01/30, (11.00% PIK or <br> 13.00% Cash)<sup>(b)(h)</sup><br>| &nbsp;&nbsp;&nbsp; 505 | 526699 |
| &nbsp;&nbsp;&nbsp; Chengdu Communications Investment Group Co. <br> Ltd., 4.75%, 12/13/27<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 201569 |
| &nbsp;&nbsp;&nbsp; CK Hutchison International 24 II Ltd., 4.38%, <br> 03/13/30<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 200564 |
| &nbsp;&nbsp;&nbsp; CK Hutchison International 24 Ltd., 5.38%, <br> 04/26/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 207079 |
| &nbsp;&nbsp;&nbsp; CK Hutchison International 25 Ltd., 4.25%, <br> 09/26/30<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 199458 |
| Costco Wholesale Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 06/20/27 | &nbsp;&nbsp;&nbsp; 612 | 594090 |
| &nbsp;&nbsp;&nbsp; 1.60%, 04/20/30 | &nbsp;&nbsp;&nbsp; 580 | 525857 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/18/27 | &nbsp;&nbsp;&nbsp; 312 | 309810 |
| Darden Restaurants, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 05/01/27 | &nbsp;&nbsp;&nbsp; 51 | 50888 |
| &nbsp;&nbsp;&nbsp; 4.35%, 10/15/27 | &nbsp;&nbsp;&nbsp; 120 | 120637 |
| &nbsp;&nbsp;&nbsp; 4.55%, 10/15/29 | &nbsp;&nbsp;&nbsp; 175 | 176688 |
| Dick's Sporting Goods, Inc., 4.00%, 10/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 115 | 113313 |
| Dollar General Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/03/30 | &nbsp;&nbsp;&nbsp; 300 | 289634 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/01/28 | &nbsp;&nbsp;&nbsp; 160 | 160297 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/05/28 | &nbsp;&nbsp;&nbsp; 145 | 148625 |
| Dollar Tree, Inc., 4.20%, 05/15/28 | &nbsp;&nbsp;&nbsp; 452 | 452480 |
| EG Global Finance PLC, 12.00%, 11/30/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 350 | 378713 |
| Ferrellgas LP/Ferrellgas Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 04/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 265 | 254823 |
| &nbsp;&nbsp;&nbsp; 9.25%, 01/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 206608 |
| &nbsp;&nbsp;&nbsp; Fertitta Entertainment LLC/Fertitta Entertainment <br> Finance Co., Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 320 | 309646 |
| &nbsp;&nbsp;&nbsp; 6.75%, 01/15/30<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 380 | 359108 |
| FirstCash, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 175 | 173777 |
| &nbsp;&nbsp;&nbsp; 5.63%, 01/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 155 | 155625 |
| Gap, Inc. (The), 3.63%, 10/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 240 | 228195 |
| Genuine Parts Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/29 | &nbsp;&nbsp;&nbsp; 270 | 274326 |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/01/28 | &nbsp;&nbsp;&nbsp; 205 | 216357 |
| Global Auto Holdings Ltd./AAG FH U.K. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 8.38%, 01/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 180 | 178848 |
| &nbsp;&nbsp;&nbsp; 11.50%, 08/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 190 | 201432 |
| Group 1 Automotive, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 244860 |
| &nbsp;&nbsp;&nbsp; 6.38%, 01/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 130 | 133564 |
| Home Depot, Inc.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 0.90%, 03/15/28 | &nbsp;&nbsp;&nbsp; 82 | 77427 |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/15/28 | &nbsp;&nbsp;&nbsp; 352 | 332648 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/15/27 | &nbsp;&nbsp;&nbsp; 297 | 292816 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Retail (continued)** | **Retail (continued)** | **Retail (continued)** |
| &nbsp;&nbsp;&nbsp; 2.70%, 04/15/30 | &nbsp;&nbsp;&nbsp; $440 | $416524 |
| &nbsp;&nbsp;&nbsp; 2.80%, 09/14/27 | &nbsp;&nbsp;&nbsp; 420 | 414059 |
| &nbsp;&nbsp;&nbsp; 2.88%, 04/15/27 | &nbsp;&nbsp;&nbsp; 295 | 292175 |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/15/29 | &nbsp;&nbsp;&nbsp; 580 | 562444 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/15/28 | &nbsp;&nbsp;&nbsp; 95 | 95015 |
| &nbsp;&nbsp;&nbsp; 3.90%, 12/06/28 | &nbsp;&nbsp;&nbsp; 350 | 351192 |
| &nbsp;&nbsp;&nbsp; 3.95%, 09/15/30<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 140 | 139261 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/25/29 | &nbsp;&nbsp;&nbsp; 475 | 486843 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/25/27 | &nbsp;&nbsp;&nbsp; 265 | 269212 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/15/29 | &nbsp;&nbsp;&nbsp; 250 | 257103 |
| InRetail Consumer, 3.25%, 03/22/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 194736 |
| Ken Garff Automotive LLC, 4.88%, 09/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 152 | 151039 |
| &nbsp;&nbsp;&nbsp; KFC Holding Co./Pizza Hut Holdings LLC/Taco Bell <br> of America LLC, 4.75%, 06/01/27<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 220 | 220437 |
| Kohl's Corp., 10.00%, 06/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 105 | 114787 |
| LBM Acquisition LLC, 6.25%, 01/15/29<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 220 | 203394 |
| &nbsp;&nbsp;&nbsp; LCM Investments Holdings II LLC, 4.88%, <br> 05/01/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 315 | 310417 |
| Lithia Motors, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 230 | 222456 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 170 | 163596 |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 149816 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 175 | 176197 |
| Lower Colorado River Authority |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 10/15/27 | &nbsp;&nbsp;&nbsp; 310 | 310689 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/15/28 | &nbsp;&nbsp;&nbsp; 305 | 305325 |
| Lowe's Companies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 09/15/28 | &nbsp;&nbsp;&nbsp; 515 | 485906 |
| &nbsp;&nbsp;&nbsp; 1.70%, 10/15/30 | &nbsp;&nbsp;&nbsp; 430 | 382673 |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/03/27 | &nbsp;&nbsp;&nbsp; 505 | 500298 |
| &nbsp;&nbsp;&nbsp; 3.35%, 04/01/27 | &nbsp;&nbsp;&nbsp; 272 | 270373 |
| &nbsp;&nbsp;&nbsp; 3.65%, 04/05/29 | &nbsp;&nbsp;&nbsp; 455 | 449428 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/30 | &nbsp;&nbsp;&nbsp; 405 | 409792 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/15/29 | &nbsp;&nbsp;&nbsp; 90 | 96359 |
| Macy's Retail Holdings LLC, 5.88%, 03/15/30<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 64 | 64389 |
| McDonald's Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 03/01/30 | &nbsp;&nbsp;&nbsp; 280 | 259004 |
| &nbsp;&nbsp;&nbsp; 2.63%, 09/01/29 | &nbsp;&nbsp;&nbsp; 245 | 233831 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/27 | &nbsp;&nbsp;&nbsp; 380 | 378682 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/27 | &nbsp;&nbsp;&nbsp; 502 | 499878 |
| &nbsp;&nbsp;&nbsp; 3.60%, 07/01/30 | &nbsp;&nbsp;&nbsp; 325 | 318716 |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/01/28 | &nbsp;&nbsp;&nbsp; 117 | 116910 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/30 | &nbsp;&nbsp;&nbsp; 130 | 132250 |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/14/28 | &nbsp;&nbsp;&nbsp; 297 | 303077 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/17/29 | &nbsp;&nbsp;&nbsp; 260 | 267480 |
| Men's Wearhouse LLC.(The), 9.00%, 02/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20801 |
| Michaels Companies, Inc.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 255 | 252389 |
| &nbsp;&nbsp;&nbsp; 7.88%, 05/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 350 | 341204 |
| Murphy Oil USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/15/29 | &nbsp;&nbsp;&nbsp; 155 | 154258 |
| &nbsp;&nbsp;&nbsp; 5.63%, 05/01/27 | &nbsp;&nbsp;&nbsp; 100 | 100017 |
| Nordstrom, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/27 | &nbsp;&nbsp;&nbsp; 145 | 143448 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/01/30 | &nbsp;&nbsp;&nbsp; 125 | 119384 |
| &nbsp;&nbsp;&nbsp; 6.95%, 03/15/28 | &nbsp;&nbsp;&nbsp; 150 | 155783 |
| O'Reilly Automotive, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/01/27 | &nbsp;&nbsp;&nbsp; 387 | 384864 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/01/29 | &nbsp;&nbsp;&nbsp; 195 | 193528 |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/01/28 | &nbsp;&nbsp;&nbsp; 65 | 65430 |
| Papa John's International, Inc., 3.88%, 09/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 115 | 109842 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 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)** |
| Park River Holdings, Inc., 8.75%, 12/31/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $190 | $189764 |
| Penske Automotive Group, Inc., 3.75%, 06/15/29 | &nbsp;&nbsp;&nbsp; 150 | 144967 |
| &nbsp;&nbsp;&nbsp; Petco Health & Wellness Co., Inc., 8.25%, <br> 02/01/31<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 20 | 20049 |
| QVC, Inc., 6.88%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 176 | 71264 |
| &nbsp;&nbsp;&nbsp; SAKS Global Enterprises LLC, 11.00%, <br> 12/15/29<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 377 | 411 |
| SGUS LLC, 11.00%, 12/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 353 | 10760 |
| Sonic Automotive, Inc., 4.63%, 11/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 195 | 191488 |
| &nbsp;&nbsp;&nbsp; Specialty Building Products Holdings LLC/SBP <br> Finance Corp., 7.75%, 10/15/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 165 | 164307 |
| Staples, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 10.75%, 09/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 775 | 761455 |
| &nbsp;&nbsp;&nbsp; 12.75%, 01/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 275 | 225395 |
| Starbucks Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/12/27 | &nbsp;&nbsp;&nbsp; 176 | 172404 |
| &nbsp;&nbsp;&nbsp; 2.25%, 03/12/30 | &nbsp;&nbsp;&nbsp; 245 | 226565 |
| &nbsp;&nbsp;&nbsp; 2.55%, 11/15/30 | &nbsp;&nbsp;&nbsp; 250 | 231599 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/28 | &nbsp;&nbsp;&nbsp; 175 | 173374 |
| &nbsp;&nbsp;&nbsp; 3.55%, 08/15/29 | &nbsp;&nbsp;&nbsp; 300 | 294806 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/28 | &nbsp;&nbsp;&nbsp; 270 | 270208 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/28 | &nbsp;&nbsp;&nbsp; 75 | 75787 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/30 | &nbsp;&nbsp;&nbsp; 200 | 204169 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/08/27 | &nbsp;&nbsp;&nbsp; 300 | 302691 |
| &nbsp;&nbsp;&nbsp; Superior Plus LP/Superior General Partner, Inc., <br> 4.50%, 03/15/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 180 | 175886 |
| Target Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.35%, 02/15/30 | &nbsp;&nbsp;&nbsp; 250 | 234145 |
| &nbsp;&nbsp;&nbsp; 2.65%, 09/15/30 | &nbsp;&nbsp;&nbsp; 60 | 56191 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/15/29 | &nbsp;&nbsp;&nbsp; 310 | 304725 |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/15/28 | &nbsp;&nbsp;&nbsp; 60 | 60807 |
| TJX Companies, Inc.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.15%, 05/15/28 | &nbsp;&nbsp;&nbsp; 30 | 28268 |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/15/30 | &nbsp;&nbsp;&nbsp; 75 | 74588 |
| Tractor Supply Co., 1.75%, 11/01/30 | &nbsp;&nbsp;&nbsp; 200 | 177618 |
| Victoria's Secret & Co., 4.63%, 07/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 180 | 176163 |
| &nbsp;&nbsp;&nbsp; Victra Holdings LLC/Victra Finance Corp., 8.75%, <br> 09/15/29<sup>(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; 140 | 147475 |
| Walmart, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 09/24/29 | &nbsp;&nbsp;&nbsp; 65 | 61937 |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/08/29 | &nbsp;&nbsp;&nbsp; 250 | 246155 |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/26/28 | &nbsp;&nbsp;&nbsp; 470 | 471081 |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/15/28 | &nbsp;&nbsp;&nbsp; 310 | 311531 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/30 | &nbsp;&nbsp;&nbsp; 70 | 70459 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/28/27 | &nbsp;&nbsp;&nbsp; 155 | 156061 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/28/30 | &nbsp;&nbsp;&nbsp; 265 | 269195 |
| &nbsp;&nbsp;&nbsp; 5.88%, 04/05/27 | &nbsp;&nbsp;&nbsp; 240 | 246328 |
| &nbsp;&nbsp;&nbsp; 7.55%, 02/15/30 | &nbsp;&nbsp;&nbsp; 100 | 113545 |
| White Cap Supply Holdings LLC, 7.38%, 11/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 195 | 202569 |
| Yum! Brands, Inc., 4.75%, 01/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 225 | 224502 |
| &nbsp;&nbsp;&nbsp; Zhongsheng Group Holdings Ltd., 5.98%, <br> 01/30/28<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 400 | 403184 |
|  |  | 36915015 |
| **Savings & Loans — 0.1%** | **Savings & Loans — 0.1%** | **Savings & Loans — 0.1%** |
| Nationwide Building Society |  |  |
| &nbsp;&nbsp;&nbsp; 2.97%, 02/16/28, (1-day SOFR + 1.29%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 245 | 242299 |
| &nbsp;&nbsp;&nbsp; 3.96%, 07/18/30, (3-mo. SOFR US + 2.12%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 390 | 385187 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/08/29, (3-mo. SOFR US + 1.45%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 455 | 455770 |
| &nbsp;&nbsp;&nbsp; 4.35%, 09/30/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 199566 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/14/29, (1-day SOFR + 1.06%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 205 | 207064 |
| &nbsp;&nbsp;&nbsp; 4.85%, 07/27/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 305 | 309352 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Savings & Loans (continued)** | **Savings & Loans (continued)** | **Savings & Loans (continued)** |
| &nbsp;&nbsp;&nbsp; 5.13%, 07/29/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $255 | $262149 |
|  |  | 2061387 |
| **Semiconductors — 0.5%** | **Semiconductors — 0.5%** | **Semiconductors — 0.5%** |
| Advanced Micro Devices, Inc., 4.32%, 03/24/28 | &nbsp;&nbsp;&nbsp; 35 | 35405 |
| ams-OSRAM AG, 12.25%, 03/30/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 185 | 197726 |
| Analog Devices, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 10/01/28 | &nbsp;&nbsp;&nbsp; 250 | 236387 |
| &nbsp;&nbsp;&nbsp; 3.45%, 06/15/27 | &nbsp;&nbsp;&nbsp; 75 | 74643 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/15/28 | &nbsp;&nbsp;&nbsp; 225 | 226732 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/15/30 | &nbsp;&nbsp;&nbsp; 230 | 233010 |
| Applied Materials, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 06/01/30 | &nbsp;&nbsp;&nbsp; 205 | 185463 |
| &nbsp;&nbsp;&nbsp; 3.30%, 04/01/27 | &nbsp;&nbsp;&nbsp; 405 | 403033 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/31 | &nbsp;&nbsp;&nbsp; 150 | 148611 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/15/29 | &nbsp;&nbsp;&nbsp; 260 | 266760 |
| &nbsp;&nbsp;&nbsp; Broadcom Corp./Broadcom Cayman Finance Ltd., <br> 3.50%, 01/15/28<br>| &nbsp;&nbsp;&nbsp; 275 | 273351 |
| Broadcom, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 02/15/28 | &nbsp;&nbsp;&nbsp; 220 | 211891 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 245 | 244311 |
| &nbsp;&nbsp;&nbsp; 4.15%, 11/15/30 | &nbsp;&nbsp;&nbsp; 500 | 496956 |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/15/30 | &nbsp;&nbsp;&nbsp; 450 | 448597 |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/15/31 | &nbsp;&nbsp;&nbsp; 125 | 124889 |
| &nbsp;&nbsp;&nbsp; 4.35%, 02/15/30 | &nbsp;&nbsp;&nbsp; 570 | 573350 |
| &nbsp;&nbsp;&nbsp; 4.60%, 07/15/30 | &nbsp;&nbsp;&nbsp; 405 | 410544 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/15/29 | &nbsp;&nbsp;&nbsp; 525 | 534807 |
| &nbsp;&nbsp;&nbsp; 4.80%, 04/15/28 | &nbsp;&nbsp;&nbsp; 400 | 407821 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/30 | &nbsp;&nbsp;&nbsp; 155 | 159535 |
| &nbsp;&nbsp;&nbsp; 5.05%, 07/12/27 | &nbsp;&nbsp;&nbsp; 168 | 170966 |
| &nbsp;&nbsp;&nbsp; 5.05%, 07/12/29 | &nbsp;&nbsp;&nbsp; 685 | 705651 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/15/30 | &nbsp;&nbsp;&nbsp; 260 | 267884 |
| Foundry JV Holdco LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/25/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 350 | 362517 |
| &nbsp;&nbsp;&nbsp; 5.90%, 01/25/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 261988 |
| Intel Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.60%, 08/12/28 | &nbsp;&nbsp;&nbsp; 275 | 259145 |
| &nbsp;&nbsp;&nbsp; 2.45%, 11/15/29 | &nbsp;&nbsp;&nbsp; 645 | 603766 |
| &nbsp;&nbsp;&nbsp; 3.15%, 05/11/27 | &nbsp;&nbsp;&nbsp; 320 | 316668 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/25/27 | &nbsp;&nbsp;&nbsp; 509 | 507602 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/05/27 | &nbsp;&nbsp;&nbsp; 550 | 547709 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/25/30 | &nbsp;&nbsp;&nbsp; 590 | 578852 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/05/29 | &nbsp;&nbsp;&nbsp; 285 | 282968 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/10/28 | &nbsp;&nbsp;&nbsp; 565 | 573924 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/10/30 | &nbsp;&nbsp;&nbsp; 415 | 425469 |
| Kioxia Holdings Corp., 6.25%, 07/24/30 | &nbsp;&nbsp;&nbsp; 265 | 273929 |
| KLA Corp., 4.10%, 03/15/29 | &nbsp;&nbsp;&nbsp; 270 | 271035 |
| Lam Research Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 06/15/30 | &nbsp;&nbsp;&nbsp; 245 | 223056 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/29 | &nbsp;&nbsp;&nbsp; 340 | 340122 |
| Marvell Technology, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 04/15/28 | &nbsp;&nbsp;&nbsp; 75 | 72474 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/15/30 | &nbsp;&nbsp;&nbsp; 125 | 126559 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/22/28 | &nbsp;&nbsp;&nbsp; 235 | 239178 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/15/29 | &nbsp;&nbsp;&nbsp; 170 | 177152 |
| Microchip Technology, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/28 | &nbsp;&nbsp;&nbsp; 290 | 294528 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/29 | &nbsp;&nbsp;&nbsp; 345 | 353033 |
| &nbsp;&nbsp;&nbsp; 5.05%, 02/15/30 | &nbsp;&nbsp;&nbsp; 325 | 332366 |
| Micron Technology, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.66%, 02/15/30 | &nbsp;&nbsp;&nbsp; 315 | 317824 |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/15/31 | &nbsp;&nbsp;&nbsp; 300 | 311530 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 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)** |
| &nbsp;&nbsp;&nbsp; 5.33%, 02/06/29 | &nbsp;&nbsp;&nbsp; $235 | $242059 |
| NVIDIA Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.55%, 06/15/28 | &nbsp;&nbsp;&nbsp; 490 | 466649 |
| &nbsp;&nbsp;&nbsp; 2.85%, 04/01/30 | &nbsp;&nbsp;&nbsp; 465 | 444430 |
| NXP BV/NXP Funding LLC, 5.55%, 12/01/28 | &nbsp;&nbsp;&nbsp; 180 | 186294 |
| NXP BV/NXP Funding LLC/NXP USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 05/01/30 | &nbsp;&nbsp;&nbsp; 300 | 289235 |
| &nbsp;&nbsp;&nbsp; 4.30%, 08/19/28 | &nbsp;&nbsp;&nbsp; 165 | 165717 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/18/29 | &nbsp;&nbsp;&nbsp; 347 | 347731 |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/01/27 | &nbsp;&nbsp;&nbsp; 274 | 275378 |
| ON Semiconductor Corp., 3.88%, 09/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 250 | 244876 |
| Qorvo, Inc., 4.38%, 10/15/29 | &nbsp;&nbsp;&nbsp; 290 | 285617 |
| QUALCOMM, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.30%, 05/20/28 | &nbsp;&nbsp;&nbsp; 255 | 241261 |
| &nbsp;&nbsp;&nbsp; 2.15%, 05/20/30 | &nbsp;&nbsp;&nbsp; 355 | 327163 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/20/27 | &nbsp;&nbsp;&nbsp; 515 | 512368 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/20/30 | &nbsp;&nbsp;&nbsp; 160 | 162456 |
| SK hynix, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/11/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200777 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/11/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200427 |
| SK Hynix, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/16/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 415142 |
| &nbsp;&nbsp;&nbsp; 6.38%, 01/17/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 385 | 401471 |
| Synaptics, Inc., 4.00%, 06/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 121213 |
| Texas Instruments, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 05/04/30 | &nbsp;&nbsp;&nbsp; 230 | 209528 |
| &nbsp;&nbsp;&nbsp; 2.25%, 09/04/29 | &nbsp;&nbsp;&nbsp; 320 | 302287 |
| &nbsp;&nbsp;&nbsp; 2.90%, 11/03/27 | &nbsp;&nbsp;&nbsp; 135 | 133571 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/23/30 | &nbsp;&nbsp;&nbsp; 155 | 157429 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/08/27 | &nbsp;&nbsp;&nbsp; 115 | 115960 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/15/28 | &nbsp;&nbsp;&nbsp; 250 | 253883 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/08/29 | &nbsp;&nbsp;&nbsp; 100 | 102203 |
| TSMC Arizona Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/22/27 | &nbsp;&nbsp;&nbsp; 360 | 360269 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/22/29 | &nbsp;&nbsp;&nbsp; 200 | 200596 |
| TSMC Global Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 09/28/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 352633 |
| &nbsp;&nbsp;&nbsp; 1.75%, 04/23/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 190726 |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/22/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 402362 |
| Xilinx, Inc., 2.38%, 06/01/30 | &nbsp;&nbsp;&nbsp; 205 | 190694 |
|  |  | 23594122 |
| **Shipbuilding — 0.0%** | **Shipbuilding — 0.0%** | **Shipbuilding — 0.0%** |
| CSSC Capital 2015 Ltd., 3.00%, 02/13/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 189227 |
| Huntington Ingalls Industries, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.04%, 08/16/28 | &nbsp;&nbsp;&nbsp; 200 | 190087 |
| &nbsp;&nbsp;&nbsp; 3.48%, 12/01/27 | &nbsp;&nbsp;&nbsp; 225 | 222759 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/01/30 | &nbsp;&nbsp;&nbsp; 150 | 148847 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/30 | &nbsp;&nbsp;&nbsp; 175 | 180848 |
|  |  | 931768 |
| **Software — 0.6%** | **Software — 0.6%** | **Software — 0.6%** |
| Adobe, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 02/01/27 | &nbsp;&nbsp;&nbsp; 75 | 73893 |
| &nbsp;&nbsp;&nbsp; 2.30%, 02/01/30 | &nbsp;&nbsp;&nbsp; 395 | 369692 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/17/28 | &nbsp;&nbsp;&nbsp; 310 | 315941 |
| &nbsp;&nbsp;&nbsp; 4.80%, 04/04/29 | &nbsp;&nbsp;&nbsp; 290 | 297725 |
| &nbsp;&nbsp;&nbsp; 4.85%, 04/04/27 | &nbsp;&nbsp;&nbsp; 185 | 187327 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/17/30 | &nbsp;&nbsp;&nbsp; 265 | 274144 |
| AthenaHealth Group, Inc., 6.50%, 02/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 715 | 693677 |
| Atlassian Corp., 5.25%, 05/15/29 | &nbsp;&nbsp;&nbsp; 105 | 107954 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Software (continued)** | **Software (continued)** | **Software (continued)** |
| Autodesk, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 01/15/30 | &nbsp;&nbsp;&nbsp; $175 | $165954 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/15/27 | &nbsp;&nbsp;&nbsp; 115 | 114295 |
| &nbsp;&nbsp;&nbsp; Broadridge Financial Solutions, Inc., 2.90%, <br> 12/01/29<br>| &nbsp;&nbsp;&nbsp; 80 | 76050 |
| Cadence Design Systems, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/10/27 | &nbsp;&nbsp;&nbsp; 110 | 110504 |
| &nbsp;&nbsp;&nbsp; 4.30%, 09/10/29 | &nbsp;&nbsp;&nbsp; 335 | 337038 |
| Capstone Borrower, Inc., 8.00%, 06/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 230 | 213675 |
| &nbsp;&nbsp;&nbsp; Central Parent LLC/CDK Global II LLC/CDK <br> Financing Co., Inc., 8.00%, 06/15/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 290 | 225536 |
| &nbsp;&nbsp;&nbsp; Central Parent, Inc./CDK Global, Inc., 7.25%, <br> 06/15/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 250 | 191282 |
| Cloud Software Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/31/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1185 | 1177702 |
| &nbsp;&nbsp;&nbsp; 9.00%, 09/30/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1220 | 1233898 |
| Concentrix Corp., 6.60%, 08/02/28<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 280 | 290991 |
| &nbsp;&nbsp;&nbsp; Consensus Cloud Solutions, Inc., 6.50%, <br> 10/15/28<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 115 | 115036 |
| Constellation Software, Inc., 5.16%, 02/16/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 160 | 162759 |
| CoreWeave, Inc., 9.25%, 06/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 600 | 590766 |
| Dye & Durham Ltd., 8.63%, 04/15/29<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 215 | 195855 |
| Elastic NV, 4.13%, 07/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 170 | 163434 |
| Ellucian Holdings, Inc., 6.50%, 12/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 225 | 222389 |
| Fair Isaac Corp., 4.00%, 06/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 325 | 319672 |
| Fidelity National Information Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 03/01/28 | &nbsp;&nbsp;&nbsp; 235 | 223673 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/21/29 | &nbsp;&nbsp;&nbsp; 125 | 122680 |
| Fiserv, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/01/27 | &nbsp;&nbsp;&nbsp; 407 | 397434 |
| &nbsp;&nbsp;&nbsp; 2.65%, 06/01/30 | &nbsp;&nbsp;&nbsp; 320 | 295559 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/29 | &nbsp;&nbsp;&nbsp; 890 | 864811 |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/01/28 | &nbsp;&nbsp;&nbsp; 309 | 308746 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/15/30 | &nbsp;&nbsp;&nbsp; 275 | 276528 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/27 | &nbsp;&nbsp;&nbsp; 155 | 156695 |
| &nbsp;&nbsp;&nbsp; 5.38%, 08/21/28 | &nbsp;&nbsp;&nbsp; 240 | 246419 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/02/28 | &nbsp;&nbsp;&nbsp; 305 | 312602 |
| Intuit, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.35%, 07/15/27 | &nbsp;&nbsp;&nbsp; 105 | 101528 |
| &nbsp;&nbsp;&nbsp; 1.65%, 07/15/30 | &nbsp;&nbsp;&nbsp; 155 | 139206 |
| &nbsp;&nbsp;&nbsp; 5.13%, 09/15/28 | &nbsp;&nbsp;&nbsp; 295 | 303589 |
| Microsoft Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 02/06/27 | &nbsp;&nbsp;&nbsp; 1275 | 1270719 |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/15/27 | &nbsp;&nbsp;&nbsp; 115 | 114802 |
| MSCI, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 260 | 248628 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 465 | 455509 |
| Open Text Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 270 | 261324 |
| &nbsp;&nbsp;&nbsp; 3.88%, 12/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 265 | 246303 |
| &nbsp;&nbsp;&nbsp; 6.90%, 12/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 350 | 361412 |
| Open Text Holdings, Inc., 4.13%, 02/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 285 | 264756 |
| Oracle Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/25/28 | &nbsp;&nbsp;&nbsp; 655 | 625410 |
| &nbsp;&nbsp;&nbsp; 2.80%, 04/01/27 | &nbsp;&nbsp;&nbsp; 610 | 599517 |
| &nbsp;&nbsp;&nbsp; 2.95%, 04/01/30 | &nbsp;&nbsp;&nbsp; 1020 | 942547 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/15/27 | &nbsp;&nbsp;&nbsp; 1000 | 980546 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/15/30 | &nbsp;&nbsp;&nbsp; 100 | 93260 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/27/29 | &nbsp;&nbsp;&nbsp; 650 | 638768 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/26/30 | &nbsp;&nbsp;&nbsp; 1100 | 1073631 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/06/28 | &nbsp;&nbsp;&nbsp; 260 | 260390 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Software (continued)** | **Software (continued)** | **Software (continued)** |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/06/30 | &nbsp;&nbsp;&nbsp; $240 | $237383 |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/03/28 | &nbsp;&nbsp;&nbsp; 505 | 508493 |
| &nbsp;&nbsp;&nbsp; 6.15%, 11/09/29 | &nbsp;&nbsp;&nbsp; 425 | 443122 |
| Pagaya U.S. Holdings Co. LLC, 8.88%, 08/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 178554 |
| Paychex, Inc., 5.10%, 04/15/30 | &nbsp;&nbsp;&nbsp; 470 | 483084 |
| Playtika Holding Corp., 4.25%, 03/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 205 | 178386 |
| PTC, Inc., 4.00%, 02/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 168 | 165518 |
| RingCentral, Inc., 8.50%, 08/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 110 | 115502 |
| ROBLOX Corp., 3.88%, 05/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 300 | 287249 |
| Rocket Software, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 177639 |
| &nbsp;&nbsp;&nbsp; 9.00%, 11/28/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 285 | 284550 |
| Roper Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.40%, 09/15/27 | &nbsp;&nbsp;&nbsp; 340 | 326690 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/30/30 | &nbsp;&nbsp;&nbsp; 200 | 180909 |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/15/29 | &nbsp;&nbsp;&nbsp; 220 | 210791 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/15/28 | &nbsp;&nbsp;&nbsp; 130 | 130505 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/15/28 | &nbsp;&nbsp;&nbsp; 55 | 55288 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/15/30 | &nbsp;&nbsp;&nbsp; 100 | 100207 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/15/29 | &nbsp;&nbsp;&nbsp; 205 | 206931 |
| Salesforce, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 07/15/28 | &nbsp;&nbsp;&nbsp; 240 | 227796 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/11/28 | &nbsp;&nbsp;&nbsp; 545 | 545155 |
| ServiceNow, Inc., 1.40%, 09/01/30 | &nbsp;&nbsp;&nbsp; 505 | 445111 |
| SS&C Technologies, Inc., 5.50%, 09/30/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 635 | 634484 |
| Synopsys, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 04/01/27 | &nbsp;&nbsp;&nbsp; 485 | 488645 |
| &nbsp;&nbsp;&nbsp; 4.65%, 04/01/28 | &nbsp;&nbsp;&nbsp; 270 | 273465 |
| &nbsp;&nbsp;&nbsp; 4.85%, 04/01/30 | &nbsp;&nbsp;&nbsp; 640 | 653057 |
| Take-Two Interactive Software, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/14/27 | &nbsp;&nbsp;&nbsp; 292 | 291139 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/28/28 | &nbsp;&nbsp;&nbsp; 275 | 280215 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/12/29 | &nbsp;&nbsp;&nbsp; 125 | 129476 |
| Twilio, Inc., 3.63%, 03/15/29 | &nbsp;&nbsp;&nbsp; 155 | 148688 |
| VMware LLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.80%, 08/15/28 | &nbsp;&nbsp;&nbsp; 255 | 241644 |
| &nbsp;&nbsp;&nbsp; 3.90%, 08/21/27 | &nbsp;&nbsp;&nbsp; 435 | 435593 |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/15/30 | &nbsp;&nbsp;&nbsp; 200 | 203435 |
| West Technology Group LLC, 8.50%, 04/10/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 149 | 20259 |
| Workday, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/27 | &nbsp;&nbsp;&nbsp; 350 | 348222 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/01/29 | &nbsp;&nbsp;&nbsp; 235 | 231817 |
| &nbsp;&nbsp;&nbsp; ZoomInfo Technologies LLC/ZoomInfo Finance <br> Corp., 3.88%, 02/01/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 205 | 187342 |
|  |  | 30470525 |
| **Telecommunications — 1.0%** | **Telecommunications — 1.0%** | **Telecommunications — 1.0%** |
| Altice Financing SA |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 365 | 265790 |
| &nbsp;&nbsp;&nbsp; 5.75%, 08/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 660 | 473891 |
| &nbsp;&nbsp;&nbsp; 9.63%, 07/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 110 | 85027 |
| Altice France SA |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 10/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 248 | 242442 |
| &nbsp;&nbsp;&nbsp; 9.50%, 11/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 396 | 407093 |
| America Movil SAB de CV |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/07/30 | &nbsp;&nbsp;&nbsp; 200 | 187711 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/22/29 | &nbsp;&nbsp;&nbsp; 365 | 357368 |
| APLD ComputeCo LLC, 9.25%, 12/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 725 | 753214 |
| AT&T, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 02/01/28 | &nbsp;&nbsp;&nbsp; 785 | 750361 |
| &nbsp;&nbsp;&nbsp; 2.30%, 06/01/27 | &nbsp;&nbsp;&nbsp; 811 | 794327 |
| &nbsp;&nbsp;&nbsp; 3.80%, 02/15/27 | &nbsp;&nbsp;&nbsp; 295 | 294529 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Telecommunications (continued)** | **Telecommunications (continued)** | **Telecommunications (continued)** |
| &nbsp;&nbsp;&nbsp; 4.10%, 02/15/28 | &nbsp;&nbsp;&nbsp; $560 | $561253 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/01/27 | &nbsp;&nbsp;&nbsp; 512 | 513347 |
| &nbsp;&nbsp;&nbsp; 4.30%, 02/15/30 | &nbsp;&nbsp;&nbsp; 1025 | 1025719 |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/01/29 | &nbsp;&nbsp;&nbsp; 910 | 916337 |
| &nbsp;&nbsp;&nbsp; 4.70%, 08/15/30 | &nbsp;&nbsp;&nbsp; 365 | 370618 |
| &nbsp;&nbsp;&nbsp; Axian Telecom Holding & Management PLC, 7.25%, <br> 07/11/30<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 202386 |
| Axiata SPV2 Bhd, 2.16%, 08/19/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 181143 |
| &nbsp;&nbsp;&nbsp; Bell Telephone Co. of Canada or Bell Canada, <br> 6.88%, 09/15/55, (5-year CMT + 2.39%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 175 | 180963 |
| British Telecommunications PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/08/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 195 | 187871 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/23/81, (5-year CMT + 2.99%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 148878 |
| &nbsp;&nbsp;&nbsp; 5.13%, 12/04/28 | &nbsp;&nbsp;&nbsp; 200 | 205185 |
| &nbsp;&nbsp;&nbsp; 9.63%, 12/15/30 | &nbsp;&nbsp;&nbsp; 800 | 973045 |
| Ciena Corp., 4.00%, 01/31/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 144626 |
| Cipher Compute LLC, 7.13%, 11/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 525 | 540876 |
| Cisco Systems, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/24/28 | &nbsp;&nbsp;&nbsp; 260 | 264109 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/24/30 | &nbsp;&nbsp;&nbsp; 395 | 405190 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/26/27 | &nbsp;&nbsp;&nbsp; 470 | 475192 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/26/29 | &nbsp;&nbsp;&nbsp; 850 | 871737 |
| &nbsp;&nbsp;&nbsp; Connect Finco SARL/Connect U.S. Finco LLC, <br> 9.00%, 09/15/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 585 | 621027 |
| Deutsche Telekom International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/21/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 335 | 337223 |
| &nbsp;&nbsp;&nbsp; 8.75%, 06/15/30 | &nbsp;&nbsp;&nbsp; 1015 | 1183499 |
| EchoStar Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 11/30/30, (6.75 % Cash)<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 725 | 736924 |
| &nbsp;&nbsp;&nbsp; 10.75%, 11/30/29 | &nbsp;&nbsp;&nbsp; 1650 | 1808605 |
| Flash Compute LLC, 7.25%, 12/31/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 390 | 391363 |
| Frontier Communications Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 475 | 475175 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/01/29 | &nbsp;&nbsp;&nbsp; 250 | 252251 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 100939 |
| &nbsp;&nbsp;&nbsp; 6.75%, 05/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 325 | 326441 |
| &nbsp;&nbsp;&nbsp; 8.75%, 05/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 175 | 180466 |
| Frontier Florida LLC, Series E, 6.86%, 02/01/28 | &nbsp;&nbsp;&nbsp; 105 | 108713 |
| Frontier North, Inc., Series G, 6.73%, 02/15/28 | &nbsp;&nbsp;&nbsp; 80 | 82379 |
| GCI LLC, 4.75%, 10/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 190 | 185637 |
| GoTo Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 142 | 117728 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/01/28<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 132 | 44633 |
| HKT Capital No. 5 Ltd., 3.25%, 09/30/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 194150 |
| Iliad Holding SAS, 7.00%, 10/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 275 | 277872 |
| Juniper Networks, Inc., 3.75%, 08/15/29 | &nbsp;&nbsp;&nbsp; 155 | 151655 |
| KT Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/02/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200243 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/03/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201263 |
| Level 3 Financing, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 01/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 120 | 111949 |
| &nbsp;&nbsp;&nbsp; 3.75%, 07/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 145 | 133997 |
| &nbsp;&nbsp;&nbsp; 4.25%, 07/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 140 | 135171 |
| Lumen Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 125198 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 117269 |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/15/29<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 80 | 75386 |
| &nbsp;&nbsp;&nbsp; Millicom International Cellular SA, 6.25%, <br> 03/25/29<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 180 | 181533 |
| Motorola Solutions, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 11/15/30 | &nbsp;&nbsp;&nbsp; 300 | 272674 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 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; 4.60%, 02/23/28 | &nbsp;&nbsp;&nbsp; $255 | $257716 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/23/29 | &nbsp;&nbsp;&nbsp; 275 | 278245 |
| &nbsp;&nbsp;&nbsp; 4.85%, 08/15/30 | &nbsp;&nbsp;&nbsp; 100 | 101916 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/29 | &nbsp;&nbsp;&nbsp; 100 | 102533 |
| NBN Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 225 | 225132 |
| &nbsp;&nbsp;&nbsp; 4.15%, 09/16/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 199111 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200720 |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/06/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 480 | 501153 |
| Nokia OYJ, 4.38%, 06/12/27 | &nbsp;&nbsp;&nbsp; 200 | 200074 |
| NTT Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.59%, 04/03/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 240 | 227972 |
| &nbsp;&nbsp;&nbsp; 4.37%, 07/27/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 210 | 211141 |
| &nbsp;&nbsp;&nbsp; 4.57%, 07/16/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 300 | 302541 |
| &nbsp;&nbsp;&nbsp; 4.62%, 07/16/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 400 | 405328 |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/16/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 755 | 769944 |
| &nbsp;&nbsp;&nbsp; 5.10%, 07/02/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203077 |
| &nbsp;&nbsp;&nbsp; 5.11%, 07/02/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205267 |
| Orange SA, 4.25%, 01/13/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 350 | 347019 |
| Oztel Holdings SPC Ltd., 6.63%, 04/24/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 207331 |
| &nbsp;&nbsp;&nbsp; PT Tower Bersama Infrastructure Tbk, 2.80%, <br> 05/02/27<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 195847 |
| Rogers Communications, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 03/15/27 | &nbsp;&nbsp;&nbsp; 500 | 495550 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/29 | &nbsp;&nbsp;&nbsp; 405 | 413261 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/82, (5-year CMT + 3.59%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 260 | 259376 |
| &nbsp;&nbsp;&nbsp; 7.00%, 04/15/55, (5-year CMT + 2.65%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 250 | 258997 |
| Saudi Telecom Co., 3.89%, 05/13/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 394140 |
| SingTel Group Treasury Pte Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 1.88%, 06/10/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 182390 |
| &nbsp;&nbsp;&nbsp; 2.38%, 08/28/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 379591 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/28/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200067 |
| Sitios Latinoamerica SAB de CV, 6.00%, 11/25/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 207185 |
| SoftBank Corp., 4.70%, 07/09/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 190 | 190826 |
| Sprint Capital Corp., 6.88%, 11/15/28 | &nbsp;&nbsp;&nbsp; 730 | 783027 |
| &nbsp;&nbsp;&nbsp; Telecommunications Co. Telekom Srbija AD <br> Belgrade, 7.00%, 10/28/29<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 200867 |
| Telefonica Emisiones SA, 4.10%, 03/08/27 | &nbsp;&nbsp;&nbsp; 442 | 442250 |
| Telefonica Europe BV, 8.25%, 09/15/30 | &nbsp;&nbsp;&nbsp; 300 | 343577 |
| Telesat Canada/Telesat LLC, 6.50%, 10/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 4665 |
| TELUS Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 02/16/27 | &nbsp;&nbsp;&nbsp; 145 | 143189 |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/15/27 | &nbsp;&nbsp;&nbsp; 89 | 88408 |
| &nbsp;&nbsp;&nbsp; 6.63%, 10/15/55, (5-year CMT + 2.77%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 215 | 219789 |
| T-Mobile USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.05%, 02/15/28 | &nbsp;&nbsp;&nbsp; 618 | 594677 |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/15/29 | &nbsp;&nbsp;&nbsp; 185 | 175561 |
| &nbsp;&nbsp;&nbsp; 2.63%, 02/15/29 | &nbsp;&nbsp;&nbsp; 390 | 373338 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/15/29 | &nbsp;&nbsp;&nbsp; 835 | 814993 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/15/27 | &nbsp;&nbsp;&nbsp; 1329 | 1325618 |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/15/30 | &nbsp;&nbsp;&nbsp; 2190 | 2151457 |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/01/29 | &nbsp;&nbsp;&nbsp; 225 | 225531 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/01/28 | &nbsp;&nbsp;&nbsp; 160 | 160000 |
| &nbsp;&nbsp;&nbsp; 4.80%, 07/15/28 | &nbsp;&nbsp;&nbsp; 355 | 361184 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/15/29 | &nbsp;&nbsp;&nbsp; 275 | 280910 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/28 | &nbsp;&nbsp;&nbsp; 390 | 397353 |
| TT Varlik Kiralama AS, 6.50%, 10/30/30<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201801 |
| Turk Telekomunikasyon A/S, 7.38%, 05/20/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 208039 |
| Turkcell Iletisim Hizmetleri AS |  |  |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/11/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201836 |
| &nbsp;&nbsp;&nbsp; 7.45%, 01/24/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 209793 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Telecommunications (continued)** | **Telecommunications (continued)** | **Telecommunications (continued)** |
| &nbsp;&nbsp;&nbsp; Uniti Group LP/Uniti Group Finance 2019, Inc./CSL <br> Capital LLC<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $170 | $169550 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 350 | 340692 |
| Verizon Communications, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/18/30 | &nbsp;&nbsp;&nbsp; 395 | 348820 |
| &nbsp;&nbsp;&nbsp; 1.75%, 01/20/31 | &nbsp;&nbsp;&nbsp; 700 | 617303 |
| &nbsp;&nbsp;&nbsp; 2.10%, 03/22/28 | &nbsp;&nbsp;&nbsp; 690 | 664260 |
| &nbsp;&nbsp;&nbsp; 3.15%, 03/22/30 | &nbsp;&nbsp;&nbsp; 485 | 464715 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/08/29 | &nbsp;&nbsp;&nbsp; 391 | 389811 |
| &nbsp;&nbsp;&nbsp; 4.02%, 12/03/29 | &nbsp;&nbsp;&nbsp; 1130 | 1123747 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/16/27 | &nbsp;&nbsp;&nbsp; 59 | 59173 |
| &nbsp;&nbsp;&nbsp; 4.33%, 09/21/28 | &nbsp;&nbsp;&nbsp; 1280 | 1290302 |
| Viasat, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 225 | 224869 |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 123456 |
| Viavi Solutions, Inc., 3.75%, 10/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 135 | 128737 |
| Vmed O2 U.K. Financing I PLC, 4.25%, 01/31/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 415 | 375457 |
| Vodafone Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 04/04/79, (5-year USD Swap + 4.87%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 665 | 701215 |
| &nbsp;&nbsp;&nbsp; 7.88%, 02/15/30 | &nbsp;&nbsp;&nbsp; 155 | 176104 |
| WULF Compute LLC, 7.75%, 10/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 970 | 1011577 |
| &nbsp;&nbsp;&nbsp; Xiaomi Best Time International Ltd., 3.38%, <br> 04/29/30<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 192001 |
| Zegona Finance PLC, 8.63%, 07/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 246 | 259862 |
|  |  | 48604555 |
| **Toys, Games & Hobbies — 0.0%** | **Toys, Games & Hobbies — 0.0%** | **Toys, Games & Hobbies — 0.0%** |
| Hasbro, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/15/27 | &nbsp;&nbsp;&nbsp; 50 | 49611 |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/19/29 | &nbsp;&nbsp;&nbsp; 310 | 305771 |
| Mattel, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 210 | 205580 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/17/30 | &nbsp;&nbsp;&nbsp; 100 | 100949 |
| &nbsp;&nbsp;&nbsp; 5.88%, 12/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 160 | 160232 |
|  |  | 822143 |
| **Transportation — 0.3%** | **Transportation — 0.3%** | **Transportation — 0.3%** |
| AP Moller - Maersk A/S, 4.50%, 06/20/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 135 | 136290 |
| Beacon Mobility Corp., 7.25%, 08/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 160 | 167648 |
| Brightline East LLC, 11.00%, 01/31/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 335 | 92062 |
| Burlington Northern Santa Fe LLC, 3.25%, 06/15/27 | &nbsp;&nbsp;&nbsp; 185 | 183940 |
| Canadian National Railway Co., 6.90%, 07/15/28 | &nbsp;&nbsp;&nbsp; 185 | 197735 |
| Canadian Pacific Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.05%, 03/05/30 | &nbsp;&nbsp;&nbsp; 160 | 147320 |
| &nbsp;&nbsp;&nbsp; 2.88%, 11/15/29 | &nbsp;&nbsp;&nbsp; 100 | 96066 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/28 | &nbsp;&nbsp;&nbsp; 210 | 210254 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/30/30 | &nbsp;&nbsp;&nbsp; 190 | 194281 |
| CH Robinson Worldwide, Inc., 4.20%, 04/15/28 | &nbsp;&nbsp;&nbsp; 245 | 245444 |
| CSX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 02/15/30 | &nbsp;&nbsp;&nbsp; 125 | 116921 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/01/27 | &nbsp;&nbsp;&nbsp; 330 | 327619 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/01/28 | &nbsp;&nbsp;&nbsp; 355 | 354730 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/29 | &nbsp;&nbsp;&nbsp; 230 | 232079 |
| Danaos Corp., 8.50%, 03/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 75 | 75424 |
| FedEx Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 08/05/29 | &nbsp;&nbsp;&nbsp; 445 | 429601 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/30 | &nbsp;&nbsp;&nbsp; 227 | 227986 |
| &nbsp;&nbsp;&nbsp; First Student Bidco, Inc./First Transit Parent, Inc., <br> 4.00%, 07/31/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 150 | 145994 |
| Georgian Railway JSC, 4.00%, 06/17/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 190875 |
| GXO Logistics, Inc., 6.25%, 05/06/29 | &nbsp;&nbsp;&nbsp; 225 | 237382 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 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)** |
| Indian Railway Finance Corp. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/13/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; $200 | $190345 |
| &nbsp;&nbsp;&nbsp; 3.84%, 12/13/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 198510 |
| JB Hunt Transport Services, Inc., 4.90%, 03/15/30 | &nbsp;&nbsp;&nbsp; 255 | 260672 |
| Kirby Corp., 4.20%, 03/01/28 | &nbsp;&nbsp;&nbsp; 140 | 140312 |
| Misc Capital Two Labuan Ltd., 3.75%, 04/06/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 198883 |
| &nbsp;&nbsp;&nbsp; MTR Corp. CI Ltd., 4.88%, , (5-year CMT + <br> 0.86%)<sup>(a)(d)(i)</sup><br>| &nbsp;&nbsp;&nbsp; 400 | 406988 |
| MTR Corp. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 08/19/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 181107 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/01/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203442 |
| Norfolk Southern Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 11/01/29 | &nbsp;&nbsp;&nbsp; 15 | 14224 |
| &nbsp;&nbsp;&nbsp; 3.15%, 06/01/27 | &nbsp;&nbsp;&nbsp; 160 | 158479 |
| &nbsp;&nbsp;&nbsp; 3.80%, 08/01/28 | &nbsp;&nbsp;&nbsp; 254 | 253200 |
| &nbsp;&nbsp;&nbsp; 5.05%, 08/01/30 | &nbsp;&nbsp;&nbsp; 200 | 206653 |
| &nbsp;&nbsp;&nbsp; 7.80%, 05/15/27 | &nbsp;&nbsp;&nbsp; 105 | 110105 |
| &nbsp;&nbsp;&nbsp; Pacific National Finance Pty. Ltd., 4.75%, <br> 03/22/28<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 198448 |
| Rand Parent LLC, 8.50%, 02/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 290 | 303045 |
| Rumo Luxembourg SARL, 5.25%, 01/10/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200027 |
| RXO, Inc., 7.50%, 11/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 115 | 117212 |
| Ryder System, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 03/01/27 | &nbsp;&nbsp;&nbsp; 140 | 138381 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/15/27 | &nbsp;&nbsp;&nbsp; 110 | 110344 |
| &nbsp;&nbsp;&nbsp; 4.30%, 12/01/30 | &nbsp;&nbsp;&nbsp; 75 | 74611 |
| &nbsp;&nbsp;&nbsp; 4.85%, 06/15/30 | &nbsp;&nbsp;&nbsp; 110 | 111978 |
| &nbsp;&nbsp;&nbsp; 4.90%, 12/01/29 | &nbsp;&nbsp;&nbsp; 70 | 71500 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/01/29 | &nbsp;&nbsp;&nbsp; 90 | 91992 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/30 | &nbsp;&nbsp;&nbsp; 115 | 117739 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/28 | &nbsp;&nbsp;&nbsp; 200 | 205494 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/15/27 | &nbsp;&nbsp;&nbsp; 90 | 91193 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/15/29 | &nbsp;&nbsp;&nbsp; 155 | 160214 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/29 | &nbsp;&nbsp;&nbsp; 60 | 62301 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/01/28 | &nbsp;&nbsp;&nbsp; 205 | 211232 |
| &nbsp;&nbsp;&nbsp; 6.30%, 12/01/28 | &nbsp;&nbsp;&nbsp; 160 | 169139 |
| Sats Treasury Pte Ltd., 4.83%, 01/23/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203862 |
| Seaspan Corp., 5.50%, 08/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 190167 |
| SF Holding Investment Ltd., 2.88%, 02/20/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 189085 |
| Simpar Europe SA, 5.20%, 01/26/31<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 165019 |
| Star Leasing Co. LLC, 7.63%, 02/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 180 | 172138 |
| Transnet, 8.25%, 02/06/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 422085 |
| Union Pacific Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 02/05/27 | &nbsp;&nbsp;&nbsp; 70 | 68867 |
| &nbsp;&nbsp;&nbsp; 2.40%, 02/05/30 | &nbsp;&nbsp;&nbsp; 255 | 238882 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/15/27 | &nbsp;&nbsp;&nbsp; 140 | 138767 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/01/29 | &nbsp;&nbsp;&nbsp; 255 | 253287 |
| &nbsp;&nbsp;&nbsp; 3.95%, 09/10/28 | &nbsp;&nbsp;&nbsp; 415 | 415939 |
| &nbsp;&nbsp;&nbsp; 6.63%, 02/01/29 | &nbsp;&nbsp;&nbsp; 165 | 177832 |
| United Parcel Service, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/01/29 | &nbsp;&nbsp;&nbsp; 105 | 99779 |
| &nbsp;&nbsp;&nbsp; 3.05%, 11/15/27 | &nbsp;&nbsp;&nbsp; 410 | 405531 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/15/29 | &nbsp;&nbsp;&nbsp; 250 | 246629 |
| &nbsp;&nbsp;&nbsp; 4.45%, 04/01/30 | &nbsp;&nbsp;&nbsp; 275 | 279632 |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/15/30<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 50 | 51188 |
| Walmart, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/22/28 | &nbsp;&nbsp;&nbsp; 640 | 606415 |
| &nbsp;&nbsp;&nbsp; 3.95%, 09/09/27 | &nbsp;&nbsp;&nbsp; 320 | 321710 |
| XPO, Inc., 6.25%, 06/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 265 | 269943 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Transportation (continued)** | **Transportation (continued)** | **Transportation (continued)** |
| &nbsp;&nbsp;&nbsp; Zhengzhou Transportation Development Investment <br> Group Co. Ltd., 4.75%, 10/31/27<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; $200 | $200861 |
|  |  | 14085039 |
| **Trucking & Leasing — 0.1%** | **Trucking & Leasing — 0.1%** | **Trucking & Leasing — 0.1%** |
| Avolon Holdings Funding Ltd., 4.90%, 10/10/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 260 | 261569 |
| DAE Funding LLC, 3.38%, 03/20/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 194623 |
| FTAI Aviation Investors LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 305 | 305048 |
| &nbsp;&nbsp;&nbsp; 7.88%, 12/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 155 | 164161 |
| GATX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/15/28 | &nbsp;&nbsp;&nbsp; 150 | 148160 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/30/30 | &nbsp;&nbsp;&nbsp; 170 | 166826 |
| &nbsp;&nbsp;&nbsp; 4.55%, 11/07/28 | &nbsp;&nbsp;&nbsp; 115 | 116248 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/01/29 | &nbsp;&nbsp;&nbsp; 180 | 182148 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/27 | &nbsp;&nbsp;&nbsp; 50 | 50701 |
| &nbsp;&nbsp;&nbsp; Penske Truck Leasing Co. LP / PTL Finance Corp., <br> 4.55%, 01/15/31<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 165 | 164626 |
| Penske Truck Leasing Co. LP/PTL Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.35%, 11/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 120481 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 180 | 180179 |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 286 | 286991 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 215 | 220961 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 240 | 247045 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/30/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 154441 |
| &nbsp;&nbsp;&nbsp; 5.55%, 05/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 230 | 236349 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 275 | 282712 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 235 | 241558 |
| &nbsp;&nbsp;&nbsp; 6.05%, 08/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 290 | 302115 |
| &nbsp;&nbsp;&nbsp; 6.20%, 06/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 159939 |
| SMBC Aviation Capital Finance DAC |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 06/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 191462 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 195 | 199174 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/03/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205382 |
| &nbsp;&nbsp;&nbsp; 5.45%, 05/03/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205090 |
|  |  | 4987989 |
| **Venture Capital — 0.0%** | **Venture Capital — 0.0%** | **Venture Capital — 0.0%** |
| Hercules Capital, Inc., 6.00%, 06/16/30 | &nbsp;&nbsp;&nbsp; 105 | 106198 |
| **Water — 0.0%** | **Water — 0.0%** | **Water — 0.0%** |
| Aegea Finance SARL, 9.00%, 01/20/31<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 212071 |
| American Water Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 05/01/30 | &nbsp;&nbsp;&nbsp; 150 | 142216 |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/01/27 | &nbsp;&nbsp;&nbsp; 200 | 197424 |
| &nbsp;&nbsp;&nbsp; 3.45%, 06/01/29 | &nbsp;&nbsp;&nbsp; 175 | 171796 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/01/28 | &nbsp;&nbsp;&nbsp; 140 | 139353 |
| Essential Utilities, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 04/15/30 | &nbsp;&nbsp;&nbsp; 150 | 141216 |
| &nbsp;&nbsp;&nbsp; 3.57%, 05/01/29 | &nbsp;&nbsp;&nbsp; 120 | 117679 |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/15/27 | &nbsp;&nbsp;&nbsp; 125 | 126461 |
| Manila Water Co., Inc., 4.38%, 07/30/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 198308 |
| Sabesp Lux Sarl, 5.63%, 08/20/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201785 |
| United Utilities PLC, 6.88%, 08/15/28 | &nbsp;&nbsp;&nbsp; 120 | 127717 |
|  |  | 1776026 |
| **Total Corporate Bonds & Notes — 34.0%** <br>**(Cost: $1,596,569,969)** | **Total Corporate Bonds & Notes — 34.0%** <br>**(Cost: $1,596,569,969)** | 1618658885 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Floating Rate Loan Interests** | **Floating Rate Loan Interests** | **Floating Rate Loan Interests** |
| **Media — 0.0%** | **Media — 0.0%** | **Media — 0.0%** |
| &nbsp;&nbsp;&nbsp; Radiate Holdco, LLC, 2025 FLFO Term Loan, (1-mo. <br> CME Term SOFR at 0.00% Floor + 3.50% and <br> 1.50% PIK), 8.79%, 09/25/29<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; $0 | $312 |
| **Retail — 0.0%** | **Retail — 0.0%** | **Retail — 0.0%** |
| SAKS Global Enterprises LLC |  |  |
| &nbsp;&nbsp;&nbsp; PIK DIP Fisrt Out Term Loan, 07/07/26<sup>(a)(l)</sup> | &nbsp;&nbsp;&nbsp; 56 | 55684 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DIP First Out Interim Delayed Draw Term Loan, <br> (3-mo. CME Term SOFR at 0.00% Floor + <br> 11.00%), 14.68%, 01/14/33<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 206 | 206235 |
|  |  | 261919 |
| **Total Floating Rate Loan Interests — 0.0%** <br>**(Cost: $206,555)** | **Total Floating Rate Loan Interests — 0.0%** <br>**(Cost: $206,555)** | 262231 |
| **Foreign Government Obligations**<sup>(m)</sup> | **Foreign Government Obligations**<sup>(m)</sup> | **Foreign Government Obligations**<sup>(m)</sup> |
| **Angola — 0.0%** | **Angola — 0.0%** | **Angola — 0.0%** |
| Angolan Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 11/26/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 600 | 589628 |
| &nbsp;&nbsp;&nbsp; 8.25%, 05/09/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 402513 |
| &nbsp;&nbsp;&nbsp; 9.24%, 01/15/31<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201827 |
|  |  | 1193968 |
| **Argentina — 0.2%** | **Argentina — 0.2%** | **Argentina — 0.2%** |
| Argentina Republic Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 07/09/29 | &nbsp;&nbsp;&nbsp; 1148 | 1010788 |
| &nbsp;&nbsp;&nbsp; 1.75%, 07/09/30<sup>(j)</sup> | &nbsp;&nbsp;&nbsp; 6192 | 5246411 |
| &nbsp;&nbsp;&nbsp; Bonos Para La Reconstruccion De Una <br> Argentina Libre<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/31/28 | &nbsp;&nbsp;&nbsp; 266 | 226758 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/31/27 | &nbsp;&nbsp;&nbsp; 2600 | 2479555 |
| &nbsp;&nbsp;&nbsp; Ciudad Autonoma De Buenos Aires/Government <br> Bonds, 7.50%, 06/01/27<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 267 | 271273 |
|  |  | 9234785 |
| **Australia — 0.0%** | **Australia — 0.0%** | **Australia — 0.0%** |
| &nbsp;&nbsp;&nbsp; Export Finance & Insurance Corp., 3.88%, <br> 10/23/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 370 | 370978 |
| **Azerbaijan — 0.0%** | **Azerbaijan — 0.0%** | **Azerbaijan — 0.0%** |
| &nbsp;&nbsp;&nbsp; State Oil Co. of the Azerbaijan Republic, 6.95%, <br> 03/18/30<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 216417 |
| **Bahrain — 0.1%** | **Bahrain — 0.1%** | **Bahrain — 0.1%** |
| Bahrain Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/25/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 195293 |
| &nbsp;&nbsp;&nbsp; 6.75%, 09/20/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 408461 |
| &nbsp;&nbsp;&nbsp; 7.00%, 10/12/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 413219 |
| &nbsp;&nbsp;&nbsp; 7.38%, 05/14/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 419413 |
| CBB International Sukuk Programme Co. WLL |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/18/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 377559 |
| &nbsp;&nbsp;&nbsp; 3.95%, 09/16/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 391946 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/30/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 198199 |
|  |  | 2404090 |
| **Bermuda — 0.0%** | **Bermuda — 0.0%** | **Bermuda — 0.0%** |
| Bermuda Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 08/20/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 300 | 272534 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 340 | 343207 |
|  |  | 615741 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Bolivia — 0.0%** | **Bolivia — 0.0%** | **Bolivia — 0.0%** |
| Bolivia Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/20/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; $400 | $375970 |
| &nbsp;&nbsp;&nbsp; 7.50%, 03/02/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 186899 |
|  |  | 562869 |
| **Brazil — 0.1%** | **Brazil — 0.1%** | **Brazil — 0.1%** |
| Brazil Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/12/30 | &nbsp;&nbsp;&nbsp; 1000 | 957336 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/30/29 | &nbsp;&nbsp;&nbsp; 600 | 596204 |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/13/28 | &nbsp;&nbsp;&nbsp; 800 | 801954 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/06/30 | &nbsp;&nbsp;&nbsp; 800 | 814154 |
| &nbsp;&nbsp;&nbsp; 10.13%, 05/15/27 | &nbsp;&nbsp;&nbsp; 200 | 214253 |
|  |  | 3383901 |
| **Canada — 0.6%** | **Canada — 0.6%** | **Canada — 0.6%** |
| Canada Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/26/28 | &nbsp;&nbsp;&nbsp; 1125 | 1129072 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/18/30 | &nbsp;&nbsp;&nbsp; 1205 | 1217066 |
| &nbsp;&nbsp;&nbsp; 4.63%, 04/30/29 | &nbsp;&nbsp;&nbsp; 1030 | 1060271 |
| CDP Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 07/25/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 420 | 425229 |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/24/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 500 | 514160 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/05/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 625 | 646138 |
| CPPIB Capital, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/10/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 725 | 733292 |
| &nbsp;&nbsp;&nbsp; 4.25%, 07/20/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2045 | 2072161 |
| Export Development Canada |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/25/27 | &nbsp;&nbsp;&nbsp; 70 | 69429 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/07/27 | &nbsp;&nbsp;&nbsp; 25 | 25051 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/14/28 | &nbsp;&nbsp;&nbsp; 2300 | 2311021 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/20/30 | &nbsp;&nbsp;&nbsp; 395 | 398319 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/13/29 | &nbsp;&nbsp;&nbsp; 950 | 962509 |
| Hydro-Quebec, Series HK, 9.38%, 04/15/30 | &nbsp;&nbsp;&nbsp; 100 | 119895 |
| Ontario Teachers' Finance Trust |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 09/27/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 500 | 442399 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/25/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1440 | 1454116 |
| Province of Alberta Canada |  |  |
| &nbsp;&nbsp;&nbsp; 1.30%, 07/22/30 | &nbsp;&nbsp;&nbsp; 20 | 17863 |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/15/28 | &nbsp;&nbsp;&nbsp; 370 | 366776 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/26/29 | &nbsp;&nbsp;&nbsp; 495 | 506344 |
| Province of British Columbia Canada |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 08/27/30 | &nbsp;&nbsp;&nbsp; 970 | 968917 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/24/28 | &nbsp;&nbsp;&nbsp; 1055 | 1075714 |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/15/28 | &nbsp;&nbsp;&nbsp; 615 | 632289 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/24/29 | &nbsp;&nbsp;&nbsp; 865 | 894707 |
| Province of Manitoba Canada, 1.50%, 10/25/28 | &nbsp;&nbsp;&nbsp; 360 | 338993 |
| &nbsp;&nbsp;&nbsp; Province of New Brunswick Canada, 3.63%, <br> 02/24/28<br>| &nbsp;&nbsp;&nbsp; 5 | 4981 |
| Province of Ontario Canada |  |  |
| &nbsp;&nbsp;&nbsp; 1.05%, 05/21/27 | &nbsp;&nbsp;&nbsp; 495 | 478539 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/02/29 | &nbsp;&nbsp;&nbsp; 450 | 422626 |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/19/27 | &nbsp;&nbsp;&nbsp; 1240 | 1231060 |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/17/29 | &nbsp;&nbsp;&nbsp; 650 | 647912 |
| &nbsp;&nbsp;&nbsp; 3.90%, 09/04/30 | &nbsp;&nbsp;&nbsp; 1000 | 998962 |
| &nbsp;&nbsp;&nbsp; 4.20%, 01/18/29 | &nbsp;&nbsp;&nbsp; 920 | 932065 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/15/30 | &nbsp;&nbsp;&nbsp; 1055 | 1087212 |
| Province of Quebec Canada |  |  |
| &nbsp;&nbsp;&nbsp; 1.35%, 05/28/30 | &nbsp;&nbsp;&nbsp; 470 | 422685 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/12/27 | &nbsp;&nbsp;&nbsp; 405 | 400482 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/13/28 | &nbsp;&nbsp;&nbsp; 1245 | 1242869 |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/14/31<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 1360 | 1353702 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/03/29 | &nbsp;&nbsp;&nbsp; 955 | 975513 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| &nbsp;&nbsp;&nbsp; Series PD, 7.50%, 09/15/29 | &nbsp;&nbsp;&nbsp; $570 | $640081 |
| Province of Saskatchewan Canada |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/08/27 | &nbsp;&nbsp;&nbsp; 70 | 69534 |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/28/30 | &nbsp;&nbsp;&nbsp; 320 | 328630 |
| PSP Capital, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 10/26/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 33102 |
| &nbsp;&nbsp;&nbsp; 3.75%, 10/02/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 400 | 399206 |
|  |  | 30050892 |
| **Cayman Islands — 0.0%** | **Cayman Islands — 0.0%** | **Cayman Islands — 0.0%** |
| KSA Ijarah Sukuk Ltd., 4.25%, 09/09/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 800 | 795251 |
| KSA Sukuk Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/04/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203061 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/04/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 600 | 620216 |
| Sharjah Sukuk Program Ltd., 3.89%, 04/04/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 192139 |
|  |  | 1810667 |
| **Chile — 0.0%** | **Chile — 0.0%** | **Chile — 0.0%** |
| Chile Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/31/31 | &nbsp;&nbsp;&nbsp; 200 | 182874 |
| &nbsp;&nbsp;&nbsp; 3.24%, 02/06/28 | &nbsp;&nbsp;&nbsp; 600 | 590121 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/22/29 | &nbsp;&nbsp;&nbsp; 600 | 612145 |
|  |  | 1385140 |
| **China — 0.1%** | **China — 0.1%** | **China — 0.1%** |
| China Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 10/27/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 180236 |
| &nbsp;&nbsp;&nbsp; 3.97%, 07/02/28, (1-day SOFR + 0.30%)<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 199769 |
| &nbsp;&nbsp;&nbsp; China Development Bank/Hong Kong, 2.00%, <br> 02/16/27<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 196392 |
| China Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 1.20%, 10/21/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 180343 |
| &nbsp;&nbsp;&nbsp; 2.13%, 12/03/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 600 | 573727 |
| &nbsp;&nbsp;&nbsp; 2.63%, 11/02/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 395901 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/19/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 401745 |
| &nbsp;&nbsp;&nbsp; 3.63%, 11/13/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 600 | 604236 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/13/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 1007107 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/20/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203238 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/20/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 206226 |
| Export-Import Bank of China(The) |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/28/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 198191 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/14/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 397974 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.23%, 11/05/27, (1-day SOFR Index + <br> 0.38%)<sup>(a)(d)</sup><br>| &nbsp;&nbsp;&nbsp; 400 | 400387 |
|  |  | 5145472 |
| **Colombia — 0.1%** | **Colombia — 0.1%** | **Colombia — 0.1%** |
| Colombia Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/30/30 | &nbsp;&nbsp;&nbsp; 600 | 539100 |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/25/27 | &nbsp;&nbsp;&nbsp; 600 | 594911 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/29 | &nbsp;&nbsp;&nbsp; 400 | 388671 |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/21/29 | &nbsp;&nbsp;&nbsp; 200 | 199532 |
| &nbsp;&nbsp;&nbsp; 6.13%, 01/21/31 | &nbsp;&nbsp;&nbsp; 400 | 399639 |
| &nbsp;&nbsp;&nbsp; 7.38%, 04/25/30 | &nbsp;&nbsp;&nbsp; 600 | 629944 |
|  |  | 2751797 |
| **Denmark — 0.0%** | **Denmark — 0.0%** | **Denmark — 0.0%** |
| Kommunekredit |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/24/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 400048 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/05/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201811 |
|  |  | 601859 |
| **Dominican Republic — 0.0%** | **Dominican Republic — 0.0%** | **Dominican Republic — 0.0%** |
| Dominican Republic International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/30/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 600 | 585724 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Dominican Republic (continued)** | **Dominican Republic (continued)** | **Dominican Republic (continued)** |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/22/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; $500 | $507556 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/19/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 450 | 461296 |
|  |  | 1554576 |
| **Ecuador — 0.0%** | **Ecuador — 0.0%** | **Ecuador — 0.0%** |
| Ecuador Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 07/31/30<sup>(d)(k)</sup> | &nbsp;&nbsp;&nbsp; 200 | 168513 |
| &nbsp;&nbsp;&nbsp; 6.90%, 07/31/30<sup>(a)(d)(j)</sup> | &nbsp;&nbsp;&nbsp; 300 | 297690 |
|  |  | 466203 |
| **Egypt — 0.0%** | **Egypt — 0.0%** | **Egypt — 0.0%** |
| Egypt Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/30/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 199784 |
| &nbsp;&nbsp;&nbsp; 6.59%, 02/21/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 405061 |
| &nbsp;&nbsp;&nbsp; 7.60%, 03/01/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 600 | 627674 |
| &nbsp;&nbsp;&nbsp; 8.63%, 02/04/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 435257 |
| &nbsp;&nbsp;&nbsp; Egyptian Financial Co for Sovereign Taskeek.(The), <br> 6.38%, 04/07/29<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 202824 |
|  |  | 1870600 |
| **El Salvador — 0.0%** | **El Salvador — 0.0%** | **El Salvador — 0.0%** |
| El Salvador Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 8.63%, 02/28/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 250 | 267979 |
| &nbsp;&nbsp;&nbsp; 9.25%, 04/17/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 216633 |
|  |  | 484612 |
| **Finland — 0.0%** | **Finland — 0.0%** | **Finland — 0.0%** |
| Kuntarahoitus OYJ |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/09/29<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 955 | 950543 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/31/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 500 | 507530 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 300 | 304877 |
|  |  | 1762950 |
| **France — 0.2%** | **France — 0.2%** | **France — 0.2%** |
| Agence Francaise de Developpement EPIC |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/15/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200268 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/21/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 600 | 601187 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/05/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 600 | 608305 |
| &nbsp;&nbsp;&nbsp; 4.88%, 01/16/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205607 |
| Caisse d'Amortissement de la Dette Sociale |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 01/20/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1500 | 1318861 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/12/27<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 900 | 900142 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/24/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3985 | 3980259 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/22/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1060 | 1080470 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/22/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 425 | 437090 |
| SFIL SA, 5.00%, 04/26/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 405289 |
|  |  | 9737478 |
| **Gabon — 0.0%** | **Gabon — 0.0%** | **Gabon — 0.0%** |
| &nbsp;&nbsp;&nbsp; Gabon Government International Bonds, 9.50%, <br> 02/18/29<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 187703 |
| **Germany — 0.0%** | **Germany — 0.0%** | **Germany — 0.0%** |
| State of North Rhine-Westphalia Germany |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/16/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 800 | 805170 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/12/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 407762 |
|  |  | 1212932 |
| **Ghana — 0.0%** | **Ghana — 0.0%** | **Ghana — 0.0%** |
| &nbsp;&nbsp;&nbsp; Ghana Government International Bonds, 6.00%, <br> 07/03/29<sup>(a)(d)(j)</sup><br>| &nbsp;&nbsp;&nbsp; 822 | 804839 |
| **Guatemala — 0.0%** | **Guatemala — 0.0%** | **Guatemala — 0.0%** |
| Guatemala Government Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/05/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 198956 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/01/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 199120 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Guatemala (continued)** | **Guatemala (continued)** | **Guatemala (continued)** |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/10/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; $200 | $201796 |
|  |  | 599872 |
| **Honduras — 0.0%** | **Honduras — 0.0%** | **Honduras — 0.0%** |
| &nbsp;&nbsp;&nbsp; Honduras Government International Bonds, 5.63%, <br> 06/24/30<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 200838 |
| **Hong Kong — 0.1%** | **Hong Kong — 0.1%** | **Hong Kong — 0.1%** |
| Airport Authority |  |  |
| &nbsp;&nbsp;&nbsp; 2.40% , (7-year CMT + 4.74%)<sup>(a)(d)(i)</sup> | &nbsp;&nbsp;&nbsp; 400 | 386053 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/12/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 400 | 406895 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/15/28<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 400 | 408967 |
| &nbsp;&nbsp;&nbsp; 4.88%, 01/12/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 206156 |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 600 | 621827 |
| Hong Kong Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/10/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 400 | 404662 |
| &nbsp;&nbsp;&nbsp; 4.25%, 07/24/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201949 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/11/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 600 | 609923 |
| Hong Kong Mortgage Corp. Ltd.(The) |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/26/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 398084 |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/18/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201021 |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/13/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205110 |
| Hong Kong Sukuk 2017 Ltd., 3.13%, 02/28/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 199021 |
|  |  | 4249668 |
| **Hungary — 0.1%** | **Hungary — 0.1%** | **Hungary — 0.1%** |
| Hungary Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/16/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 600 | 610569 |
| &nbsp;&nbsp;&nbsp; 5.38%, 09/26/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 409210 |
| &nbsp;&nbsp;&nbsp; 6.13%, 05/22/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 800 | 828862 |
| Magyar Export-Import Bank Zrt, 6.13%, 12/04/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 410547 |
| &nbsp;&nbsp;&nbsp; MFB Magyar Fejlesztesi Bank Zrt, 6.50%, <br> 06/29/28<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 400 | 416107 |
|  |  | 2675295 |
| **India — 0.0%** | **India — 0.0%** | **India — 0.0%** |
| Export-Import Bank of India |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/13/31<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 359300 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 191567 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/01/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 198574 |
|  |  | 749441 |
| **Indonesia — 0.2%** | **Indonesia — 0.2%** | **Indonesia — 0.2%** |
| Indonesia Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 02/14/30 | &nbsp;&nbsp;&nbsp; 400 | 378146 |
| &nbsp;&nbsp;&nbsp; 3.40%, 09/18/29 | &nbsp;&nbsp;&nbsp; 200 | 194713 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/11/28 | &nbsp;&nbsp;&nbsp; 600 | 594900 |
| &nbsp;&nbsp;&nbsp; 3.85%, 07/18/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 399655 |
| &nbsp;&nbsp;&nbsp; 3.85%, 10/15/30 | &nbsp;&nbsp;&nbsp; 400 | 392155 |
| &nbsp;&nbsp;&nbsp; 4.15%, 09/20/27 | &nbsp;&nbsp;&nbsp; 300 | 300784 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/10/29 | &nbsp;&nbsp;&nbsp; 200 | 201223 |
| &nbsp;&nbsp;&nbsp; 4.55%, 01/11/28 | &nbsp;&nbsp;&nbsp; 400 | 403722 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/11/29 | &nbsp;&nbsp;&nbsp; 400 | 406540 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/30 | &nbsp;&nbsp;&nbsp; 200 | 206814 |
| Perusahaan Penerbit SBSN Indonesia III |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/23/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 186721 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/29/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 800 | 801535 |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/06/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 800 | 803281 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/01/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 402147 |
| &nbsp;&nbsp;&nbsp; 4.45%, 02/20/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201307 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/01/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 398911 |
| &nbsp;&nbsp;&nbsp; 4.55%, 07/23/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 400830 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/25/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 409426 |
| &nbsp;&nbsp;&nbsp; 5.10%, 07/02/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 204894 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Indonesia (continued)** | **Indonesia (continued)** | **Indonesia (continued)** |
| &nbsp;&nbsp;&nbsp; 5.40%, 11/15/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; $200 | $207006 |
|  |  | 7494710 |
| **Iraq — 0.0%** | **Iraq — 0.0%** | **Iraq — 0.0%** |
| Iraq International Bonds, 5.80%, 01/15/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 375 | 373194 |
| **Israel — 0.1%** | **Israel — 0.1%** | **Israel — 0.1%** |
| Israel Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 07/03/30 | &nbsp;&nbsp;&nbsp; 600 | 557887 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/17/28 | &nbsp;&nbsp;&nbsp; 600 | 588998 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/13/31 | &nbsp;&nbsp;&nbsp; 600 | 596781 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/12/29 | &nbsp;&nbsp;&nbsp; 600 | 616088 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/19/30 | &nbsp;&nbsp;&nbsp; 800 | 825555 |
| State of Israel |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/15/30 | &nbsp;&nbsp;&nbsp; 200 | 185681 |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/21/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 207421 |
|  |  | 3578411 |
| **Italy — 0.0%** | **Italy — 0.0%** | **Italy — 0.0%** |
| Cassa Depositi e Prestiti SpA |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 500 | 498944 |
| &nbsp;&nbsp;&nbsp; 5.88%, 04/30/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 500 | 526023 |
| &nbsp;&nbsp;&nbsp; Republic of Italy Government International Bonds, <br> 2.88%, 10/17/29<br>| &nbsp;&nbsp;&nbsp; 10 | 9612 |
|  |  | 1034579 |
| **Ivory Coast — 0.0%** | **Ivory Coast — 0.0%** | **Ivory Coast — 0.0%** |
| &nbsp;&nbsp;&nbsp; Ivory Coast Government International Bonds, <br> 6.38%, 03/03/28<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 202783 |
| **Jamaica — 0.0%** | **Jamaica — 0.0%** | **Jamaica — 0.0%** |
| &nbsp;&nbsp;&nbsp; Jamaica Government International Bonds, 6.75%, <br> 04/28/28<br>| &nbsp;&nbsp;&nbsp; 400 | 411519 |
| **Japan — 0.2%** | **Japan — 0.2%** | **Japan — 0.2%** |
| Development Bank of Japan, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.88%, 08/28/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 186577 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/28/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 993646 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/08/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10055 |
| &nbsp;&nbsp;&nbsp; 4.63%, 04/10/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 300 | 306579 |
| Japan Bank for International Cooperation |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 02/16/29 | &nbsp;&nbsp;&nbsp; 425 | 404263 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/16/27 | &nbsp;&nbsp;&nbsp; 540 | 530599 |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/01/27 | &nbsp;&nbsp;&nbsp; 245 | 242113 |
| &nbsp;&nbsp;&nbsp; 2.88%, 07/21/27 | &nbsp;&nbsp;&nbsp; 881 | 869784 |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/20/28 | &nbsp;&nbsp;&nbsp; 416 | 410781 |
| &nbsp;&nbsp;&nbsp; 4.63%, 07/22/27 | &nbsp;&nbsp;&nbsp; 490 | 495928 |
| &nbsp;&nbsp;&nbsp; 4.63%, 07/19/28 | &nbsp;&nbsp;&nbsp; 1995 | 2033409 |
| Japan International Cooperation Agency |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/27/27 | &nbsp;&nbsp;&nbsp; 500 | 493380 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/25/27 | &nbsp;&nbsp;&nbsp; 670 | 665323 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/23/28 | &nbsp;&nbsp;&nbsp; 650 | 652033 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/22/30 | &nbsp;&nbsp;&nbsp; 300 | 303020 |
|  |  | 8597490 |
| **Jordan — 0.0%** | **Jordan — 0.0%** | **Jordan — 0.0%** |
| Jordan Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 5.85%, 07/07/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 401887 |
| &nbsp;&nbsp;&nbsp; 7.50%, 01/13/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 419527 |
| &nbsp;&nbsp;&nbsp; 7.75%, 01/15/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 208278 |
|  |  | 1029692 |
| **Kazakhstan — 0.0%** | **Kazakhstan — 0.0%** | **Kazakhstan — 0.0%** |
| Baiterek National Managing Holding JSC |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/01/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 199288 |
| &nbsp;&nbsp;&nbsp; 5.45%, 05/08/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203566 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Kazakhstan (continued)** | **Kazakhstan (continued)** | **Kazakhstan (continued)** |
| Development Bank of Kazakhstan JSC |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/23/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; $200 | $205167 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/07/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 206914 |
| &nbsp;&nbsp;&nbsp; Kazakhstan Government International Bonds, <br> 4.41%, 10/28/30<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 400 | 395906 |
|  |  | 1210841 |
| **Kuwait — 0.1%** | **Kuwait — 0.1%** | **Kuwait — 0.1%** |
| Kuwait International Government Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/20/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 1400 | 1393796 |
| &nbsp;&nbsp;&nbsp; 4.02%, 10/09/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 800 | 798429 |
| &nbsp;&nbsp;&nbsp; 4.14%, 10/09/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 992556 |
|  |  | 3184781 |
| **Kyrgyzstan — 0.0%** | **Kyrgyzstan — 0.0%** | **Kyrgyzstan — 0.0%** |
| &nbsp;&nbsp;&nbsp; Kyrgyz Republic International Bonds, 7.75%, <br> 06/03/30<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 207675 |
| **Lebanon — 0.0%** | **Lebanon — 0.0%** | **Lebanon — 0.0%** |
| Lebanon Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 6.65%, 11/03/28<sup>(d)(e)(g)</sup> | &nbsp;&nbsp;&nbsp; 110 | 32088 |
| &nbsp;&nbsp;&nbsp; 6.65%, 02/26/30<sup>(d)(e)</sup> | &nbsp;&nbsp;&nbsp; 250 | 72719 |
| &nbsp;&nbsp;&nbsp; 6.75%, 11/29/27<sup>(d)(e)(g)</sup> | &nbsp;&nbsp;&nbsp; 470 | 136520 |
| &nbsp;&nbsp;&nbsp; 6.85%, 03/23/27<sup>(d)(e)(g)</sup> | &nbsp;&nbsp;&nbsp; 483 | 140142 |
| &nbsp;&nbsp;&nbsp; 6.85%, 05/25/29<sup>(d)(e)</sup> | &nbsp;&nbsp;&nbsp; 200 | 58385 |
|  |  | 439854 |
| **Luxembourg — 0.0%** | **Luxembourg — 0.0%** | **Luxembourg — 0.0%** |
| Isdb Trust Services No. 2 SARL, 4.75%, 05/15/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 600 | 616888 |
| **Mexico — 0.2%** | **Mexico — 0.2%** | **Mexico — 0.2%** |
| Eagle Funding Luxco Sarl, 5.50%, 08/17/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 3550 | 3605052 |
| Mexico Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/16/30 | &nbsp;&nbsp;&nbsp; 600 | 564809 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/11/28 | &nbsp;&nbsp;&nbsp; 400 | 396036 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/28/27 | &nbsp;&nbsp;&nbsp; 600 | 599202 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/22/29 | &nbsp;&nbsp;&nbsp; 600 | 601625 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/22/31 | &nbsp;&nbsp;&nbsp; 400 | 394721 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/07/29<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 400 | 405449 |
| &nbsp;&nbsp;&nbsp; 5.40%, 02/09/28 | &nbsp;&nbsp;&nbsp; 400 | 407940 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/13/30 | &nbsp;&nbsp;&nbsp; 600 | 626138 |
|  |  | 7600972 |
| **Mongolia — 0.0%** | **Mongolia — 0.0%** | **Mongolia — 0.0%** |
| Mongolia Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 02/25/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 207804 |
| &nbsp;&nbsp;&nbsp; 8.65%, 01/19/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 214166 |
|  |  | 421970 |
| **Morocco — 0.0%** | **Morocco — 0.0%** | **Morocco — 0.0%** |
| Morocco Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 12/15/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 192455 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/08/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 410969 |
|  |  | 603424 |
| **Netherlands — 0.1%** | **Netherlands — 0.1%** | **Netherlands — 0.1%** |
| BNG Bank NV |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/19/28<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 995 | 991431 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/25/29<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 740 | 750931 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/11/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 61 | 61851 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 400 | 403267 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 750 | 775640 |
| &nbsp;&nbsp;&nbsp; Nederlandse Financierings-Maatschappij voor <br> Ontwikkelingslanden NV<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/26/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203266 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/12/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 204304 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Netherlands (continued)** | **Netherlands (continued)** | **Netherlands (continued)** |
| Nederlandse Waterschapsbank NV |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $300 | $301899 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/28/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 500 | 509203 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/16/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 204827 |
|  |  | 4406619 |
| **Nigeria — 0.1%** | **Nigeria — 0.1%** | **Nigeria — 0.1%** |
| Nigeria Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 09/28/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 402790 |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/28/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 405113 |
| &nbsp;&nbsp;&nbsp; 7.14%, 02/23/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 412429 |
| &nbsp;&nbsp;&nbsp; 8.38%, 03/24/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 425032 |
| &nbsp;&nbsp;&nbsp; 8.75%, 01/21/31<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 434376 |
|  |  | 2079740 |
| **Norway — 0.1%** | **Norway — 0.1%** | **Norway — 0.1%** |
| Kommunalbanken AS |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/19/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 70 | 70464 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/29/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 752 | 759998 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/24/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 500 | 507547 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2010 | 2049639 |
|  |  | 3387648 |
| **Oman — 0.1%** | **Oman — 0.1%** | **Oman — 0.1%** |
| Oman Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/08/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 350 | 353393 |
| &nbsp;&nbsp;&nbsp; 5.63%, 01/17/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 800 | 816213 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/01/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 800 | 833261 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/25/31<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 600 | 637045 |
| &nbsp;&nbsp;&nbsp; 6.75%, 10/28/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 415261 |
| Oman Sovereign Sukuk Co., 4.88%, 06/15/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 406608 |
|  |  | 3461781 |
| **Pakistan — 0.0%** | **Pakistan — 0.0%** | **Pakistan — 0.0%** |
| &nbsp;&nbsp;&nbsp; Pakistan Global Sukuk Programme Co. Ltd. (The), <br> 7.95%, 01/31/29<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 400 | 414939 |
| &nbsp;&nbsp;&nbsp; Pakistan Government International Bonds, 6.88%, <br> 12/05/27<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 400 | 405837 |
|  |  | 820776 |
| **Panama — 0.0%** | **Panama — 0.0%** | **Panama — 0.0%** |
| Panama Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 3.16%, 01/23/30 | &nbsp;&nbsp;&nbsp; 600 | 563103 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/17/28 | &nbsp;&nbsp;&nbsp; 400 | 394021 |
| &nbsp;&nbsp;&nbsp; 8.88%, 09/30/27 | &nbsp;&nbsp;&nbsp; 350 | 374473 |
| &nbsp;&nbsp;&nbsp; 9.38%, 04/01/29 | &nbsp;&nbsp;&nbsp; 400 | 454712 |
|  |  | 1786309 |
| **Peru — 0.0%** | **Peru — 0.0%** | **Peru — 0.0%** |
| &nbsp;&nbsp;&nbsp; Corp Financiera de Desarrollo SA, 5.50%, <br> 05/06/30<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 206360 |
| Corp. Financiera de Desarrollo SA |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 09/28/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 194190 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/30/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 208926 |
| Fondo MIVIVIENDA SA, 4.63%, 04/12/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 150 | 150642 |
| Peru Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 2.78%, 01/23/31 | &nbsp;&nbsp;&nbsp; 800 | 738353 |
| &nbsp;&nbsp;&nbsp; 2.84%, 06/20/30 | &nbsp;&nbsp;&nbsp; 200 | 188572 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/25/27 | &nbsp;&nbsp;&nbsp; 100 | 100270 |
|  |  | 1787313 |
| **Philippines — 0.1%** | **Philippines — 0.1%** | **Philippines — 0.1%** |
| Philippines Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/28 | &nbsp;&nbsp;&nbsp; 800 | 784688 |
| &nbsp;&nbsp;&nbsp; 3.23%, 03/29/27 | &nbsp;&nbsp;&nbsp; 200 | 198033 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/14/29 | &nbsp;&nbsp;&nbsp; 400 | 395929 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Philippines (continued)** | **Philippines (continued)** | **Philippines (continued)** |
| &nbsp;&nbsp;&nbsp; 4.63%, 07/17/28 | &nbsp;&nbsp;&nbsp; $200 | $202606 |
| &nbsp;&nbsp;&nbsp; 5.17%, 10/13/27 | &nbsp;&nbsp;&nbsp; 200 | 204107 |
| &nbsp;&nbsp;&nbsp; 7.75%, 01/14/31 | &nbsp;&nbsp;&nbsp; 600 | 691383 |
| &nbsp;&nbsp;&nbsp; 9.50%, 02/02/30 | &nbsp;&nbsp;&nbsp; 800 | 954983 |
| ROP Sukuk Trust, 5.05%, 06/06/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 409358 |
|  |  | 3841087 |
| **Poland — 0.1%** | **Poland — 0.1%** | **Poland — 0.1%** |
| Bank Gospodarstwa Krajowego, 6.25%, 10/31/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 423223 |
| Republic of Poland Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/18/29 | &nbsp;&nbsp;&nbsp; 400 | 406958 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/12/30 | &nbsp;&nbsp;&nbsp; 800 | 822017 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/16/27 | &nbsp;&nbsp;&nbsp; 600 | 616452 |
|  |  | 2268650 |
| **Qatar — 0.1%** | **Qatar — 0.1%** | **Qatar — 0.1%** |
| Qatar Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 11/10/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 198533 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/16/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 988259 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/14/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 1400 | 1399304 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/27/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202462 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/23/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 1012780 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/29/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 204059 |
| &nbsp;&nbsp;&nbsp; 9.75%, 06/15/30<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 400 | 489753 |
|  |  | 4495150 |
| **Romania — 0.1%** | **Romania — 0.1%** | **Romania — 0.1%** |
| Romanian Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/27/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 394227 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/25/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 405695 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/16/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 600 | 618725 |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/30/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 630 | 650028 |
| &nbsp;&nbsp;&nbsp; 6.63%, 02/17/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 500 | 520983 |
|  |  | 2589658 |
| **Saudi Arabia — 0.3%** | **Saudi Arabia — 0.3%** | **Saudi Arabia — 0.3%** |
| KSA Sukuk Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.97%, 10/29/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 800 | 761823 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/20/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 1400 | 1392108 |
| &nbsp;&nbsp;&nbsp; 4.27%, 05/22/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 800 | 798175 |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/19/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 600 | 600308 |
| &nbsp;&nbsp;&nbsp; 5.27%, 10/25/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 800 | 821546 |
| Saudi Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/03/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 600 | 591354 |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/22/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 190308 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/04/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 1600 | 1583286 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/12/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 600 | 597961 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/16/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 1200 | 1203550 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/12/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 800 | 796362 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/17/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 800 | 804715 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/18/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 1010118 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/16/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 1200 | 1215489 |
| &nbsp;&nbsp;&nbsp; 5.13%, 01/13/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 1600 | 1630050 |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/13/31<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 800 | 830011 |
|  |  | 14827164 |
| **Serbia — 0.0%** | **Serbia — 0.0%** | **Serbia — 0.0%** |
| Serbia International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 12/01/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 351571 |
| &nbsp;&nbsp;&nbsp; 6.25%, 05/26/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 207078 |
|  |  | 558649 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **South Africa — 0.0%** | **South Africa — 0.0%** | **South Africa — 0.0%** |
| &nbsp;&nbsp;&nbsp; Republic of South Africa Government <br> International Bonds<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 10/12/28 | &nbsp;&nbsp;&nbsp; $600 | $594036 |
| &nbsp;&nbsp;&nbsp; 4.85%, 09/27/27 | &nbsp;&nbsp;&nbsp; 200 | 201778 |
| &nbsp;&nbsp;&nbsp; 4.85%, 09/30/29 | &nbsp;&nbsp;&nbsp; 600 | 598445 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/22/30 | &nbsp;&nbsp;&nbsp; 400 | 411548 |
|  |  | 1805807 |
| **South Korea — 0.4%** | **South Korea — 0.4%** | **South Korea — 0.4%** |
| Export-Import Bank of Korea |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 09/21/30 | &nbsp;&nbsp;&nbsp; 200 | 176736 |
| &nbsp;&nbsp;&nbsp; 1.75%, 10/19/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 189556 |
| &nbsp;&nbsp;&nbsp; 2.38%, 04/21/27 | &nbsp;&nbsp;&nbsp; 200 | 196677 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/13/29 | &nbsp;&nbsp;&nbsp; 200 | 200105 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/22/30 | &nbsp;&nbsp;&nbsp; 400 | 395265 |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/13/31 | &nbsp;&nbsp;&nbsp; 200 | 198763 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/11/27 | &nbsp;&nbsp;&nbsp; 200 | 200687 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/11/29 | &nbsp;&nbsp;&nbsp; 200 | 201459 |
| &nbsp;&nbsp;&nbsp; 4.06%, 01/13/29, (1-day SOFR + 0.40%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200060 |
| &nbsp;&nbsp;&nbsp; 4.13%, 09/22/28, (1-day SOFR + 0.46%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200304 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/15/27 | &nbsp;&nbsp;&nbsp; 400 | 402710 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/11/29 | &nbsp;&nbsp;&nbsp; 200 | 204037 |
| &nbsp;&nbsp;&nbsp; 4.52%, 09/11/29, (1-day SOFR + 0.82%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202771 |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/14/28 | &nbsp;&nbsp;&nbsp; 200 | 203093 |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/21/28, (1-day SOFR + 0.88%)<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 404865 |
| &nbsp;&nbsp;&nbsp; 4.88%, 01/14/30 | &nbsp;&nbsp;&nbsp; 400 | 412246 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/11/28 | &nbsp;&nbsp;&nbsp; 400 | 408932 |
| &nbsp;&nbsp;&nbsp; 5.13%, 09/18/28 | &nbsp;&nbsp;&nbsp; 600 | 619780 |
| Industrial Bank of Korea |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/30/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201270 |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/24/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202619 |
| &nbsp;&nbsp;&nbsp; 5.38%, 10/04/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 207960 |
| Korea Development Bank(The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 04/25/27 | &nbsp;&nbsp;&nbsp; 200 | 194213 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/28/29 | &nbsp;&nbsp;&nbsp; 400 | 400172 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/16/30 | &nbsp;&nbsp;&nbsp; 285 | 281728 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/28/31 | &nbsp;&nbsp;&nbsp; 400 | 399748 |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/16/27 | &nbsp;&nbsp;&nbsp; 200 | 201050 |
| &nbsp;&nbsp;&nbsp; 4.16%, 01/28/31, (1-day SOFR + 0.50%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200384 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/15/28 | &nbsp;&nbsp;&nbsp; 400 | 404527 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/29 | &nbsp;&nbsp;&nbsp; 600 | 612499 |
| &nbsp;&nbsp;&nbsp; 4.62%, 02/03/30, (1-day SOFR + 0.76%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202082 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/15/27 | &nbsp;&nbsp;&nbsp; 600 | 605121 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/03/28 | &nbsp;&nbsp;&nbsp; 200 | 203180 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/26/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202556 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/03/30 | &nbsp;&nbsp;&nbsp; 400 | 412664 |
| &nbsp;&nbsp;&nbsp; 5.38%, 10/23/28 | &nbsp;&nbsp;&nbsp; 200 | 208064 |
| Korea Electric Power Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/14/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200176 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/13/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 405889 |
| Korea Expressway Corp., 5.00%, 05/14/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202771 |
| Korea Gas Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 07/10/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201070 |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/05/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 204188 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/08/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 206469 |
| Korea Housing Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/17/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 197976 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/12/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201104 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/24/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 406213 |
| &nbsp;&nbsp;&nbsp; 4.88%, 08/27/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203121 |
| &nbsp;&nbsp;&nbsp; 5.13%, 01/21/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 207451 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **South Korea (continued)** | **South Korea (continued)** | **South Korea (continued)** |
| Korea Hydro & Nuclear Power Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 07/27/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; $200 | $200689 |
| &nbsp;&nbsp;&nbsp; 4.45%, 07/30/30<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201014 |
| &nbsp;&nbsp;&nbsp; 4.63%, 07/29/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202708 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/18/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 204522 |
| Korea International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/19/29 | &nbsp;&nbsp;&nbsp; 200 | 191899 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/20/28 | &nbsp;&nbsp;&nbsp; 400 | 397466 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/29/30<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 400 | 395726 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/03/29 | &nbsp;&nbsp;&nbsp; 400 | 409051 |
| Korea Land & Housing Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/28/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200652 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/22/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200874 |
| &nbsp;&nbsp;&nbsp; Korea Mine Rehabilitation & Mineral <br> Resources Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/08/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205317 |
| &nbsp;&nbsp;&nbsp; 5.38%, 05/11/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205258 |
| Korea National Oil Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 04/18/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 195537 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/27/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 198557 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/29/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200014 |
| &nbsp;&nbsp;&nbsp; 4.13%, 09/29/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 198977 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/30/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200675 |
| &nbsp;&nbsp;&nbsp; 4.34%, 09/29/28<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200356 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/31/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202495 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/31/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203829 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/03/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201900 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/03/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203564 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/03/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 204808 |
|  |  | 18020199 |
| **Sri Lanka — 0.0%** | **Sri Lanka — 0.0%** | **Sri Lanka — 0.0%** |
| Sri Lanka Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 01/15/30<sup>(a)(d)(j)</sup> | &nbsp;&nbsp;&nbsp; 303 | 299096 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 354 | 344873 |
|  |  | 643969 |
| **Supranational — 2.2%** | **Supranational — 2.2%** | **Supranational — 2.2%** |
| Africa Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 04/28/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 191618 |
| &nbsp;&nbsp;&nbsp; 3.75%, 10/30/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 383445 |
| African Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/18/29 | &nbsp;&nbsp;&nbsp; 685 | 680114 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/12/28 | &nbsp;&nbsp;&nbsp; 30 | 30179 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/18/30 | &nbsp;&nbsp;&nbsp; 1000 | 1008478 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/25/27 | &nbsp;&nbsp;&nbsp; 685 | 688306 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/03/27 | &nbsp;&nbsp;&nbsp; 775 | 785177 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/14/28 | &nbsp;&nbsp;&nbsp; 1215 | 1233970 |
| &nbsp;&nbsp;&nbsp; African Export-Import Bank (The), 3.99%, <br> 09/21/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5 | 4640 |
| Arab Energy Fund(The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/26/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 204500 |
| &nbsp;&nbsp;&nbsp; 5.43%, 05/02/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 380 | 392726 |
| Asian Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 10/08/30 | &nbsp;&nbsp;&nbsp; 100 | 86947 |
| &nbsp;&nbsp;&nbsp; 1.25%, 06/09/28 | &nbsp;&nbsp;&nbsp; 190 | 180041 |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/19/29 | &nbsp;&nbsp;&nbsp; 605 | 565301 |
| &nbsp;&nbsp;&nbsp; 1.88%, 03/15/29 | &nbsp;&nbsp;&nbsp; 515 | 488290 |
| &nbsp;&nbsp;&nbsp; 1.88%, 01/24/30 | &nbsp;&nbsp;&nbsp; 640 | 596548 |
| &nbsp;&nbsp;&nbsp; 2.38%, 08/10/27 | &nbsp;&nbsp;&nbsp; 100 | 98250 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/02/27 | &nbsp;&nbsp;&nbsp; 225 | 220960 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/19/28 | &nbsp;&nbsp;&nbsp; 1035 | 1019102 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Supranational (continued)** | **Supranational (continued)** | **Supranational (continued)** |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/20/27 | &nbsp;&nbsp;&nbsp; $1050 | $1042959 |
| &nbsp;&nbsp;&nbsp; 3.13%, 09/26/28 | &nbsp;&nbsp;&nbsp; 270 | 266589 |
| &nbsp;&nbsp;&nbsp; 3.63%, 08/28/29 | &nbsp;&nbsp;&nbsp; 1188 | 1185632 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/25/28 | &nbsp;&nbsp;&nbsp; 2756 | 2765469 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/28/30<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 485 | 484039 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/30/30 | &nbsp;&nbsp;&nbsp; 1685 | 1710684 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/14/28 | &nbsp;&nbsp;&nbsp; 1750 | 1776367 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/06/29 | &nbsp;&nbsp;&nbsp; 1259 | 1285455 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/25/28 | &nbsp;&nbsp;&nbsp; 1335 | 1363787 |
| &nbsp;&nbsp;&nbsp; 5.82%, 06/16/28 | &nbsp;&nbsp;&nbsp; 185 | 193796 |
| &nbsp;&nbsp;&nbsp; 6.22%, 08/15/27 | &nbsp;&nbsp;&nbsp; 310 | 320265 |
| &nbsp;&nbsp;&nbsp; 6.38%, 10/01/28 | &nbsp;&nbsp;&nbsp; 40 | 42387 |
| Asian Infrastructure Investment Bank(The) |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/14/27 | &nbsp;&nbsp;&nbsp; 390 | 390948 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/18/28 | &nbsp;&nbsp;&nbsp; 1295 | 1304930 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/18/29 | &nbsp;&nbsp;&nbsp; 1405 | 1423540 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/16/30 | &nbsp;&nbsp;&nbsp; 860 | 884262 |
| &nbsp;&nbsp;&nbsp; Banque Ouest Africaine de Developpement, 5.00%, <br> 07/27/27<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 265 | 264501 |
| Corp. Andina de Fomento |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 02/08/27 | &nbsp;&nbsp;&nbsp; 235 | 231207 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/07/28 | &nbsp;&nbsp;&nbsp; 650 | 653480 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/24/29 | &nbsp;&nbsp;&nbsp; 715 | 736366 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/22/30 | &nbsp;&nbsp;&nbsp; 825 | 853103 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/26/27 | &nbsp;&nbsp;&nbsp; 1050 | 1077367 |
| Council of Europe Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 01/26/28 | &nbsp;&nbsp;&nbsp; 15 | 15008 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/14/31 | &nbsp;&nbsp;&nbsp; 325 | 323673 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/24/29 | &nbsp;&nbsp;&nbsp; 905 | 916569 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/30 | &nbsp;&nbsp;&nbsp; 360 | 369679 |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/11/27 | &nbsp;&nbsp;&nbsp; 435 | 440773 |
| European Bank for Reconstruction & Development |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/25/29 | &nbsp;&nbsp;&nbsp; 1315 | 1331663 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/09/28 | &nbsp;&nbsp;&nbsp; 940 | 954245 |
| European Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 10/21/27 | &nbsp;&nbsp;&nbsp; 200 | 190295 |
| &nbsp;&nbsp;&nbsp; 0.88%, 05/17/30 | &nbsp;&nbsp;&nbsp; 15 | 13305 |
| &nbsp;&nbsp;&nbsp; 1.38%, 03/15/27 | &nbsp;&nbsp;&nbsp; 400 | 390397 |
| &nbsp;&nbsp;&nbsp; 1.63%, 10/09/29 | &nbsp;&nbsp;&nbsp; 255 | 237019 |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/15/29 | &nbsp;&nbsp;&nbsp; 265 | 250324 |
| &nbsp;&nbsp;&nbsp; 2.38%, 05/24/27 | &nbsp;&nbsp;&nbsp; 350 | 344548 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/15/27 | &nbsp;&nbsp;&nbsp; 1405 | 1397577 |
| &nbsp;&nbsp;&nbsp; 3.63%, 07/15/30 | &nbsp;&nbsp;&nbsp; 10 | 9931 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/15/29 | &nbsp;&nbsp;&nbsp; 1350 | 1352038 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/13/31 | &nbsp;&nbsp;&nbsp; 195 | 194277 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/15/28 | &nbsp;&nbsp;&nbsp; 3680 | 3702325 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/15/28 | &nbsp;&nbsp;&nbsp; 1115 | 1122463 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/15/30 | &nbsp;&nbsp;&nbsp; 2475 | 2481898 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/15/29 | &nbsp;&nbsp;&nbsp; 2850 | 2879775 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/19/27 | &nbsp;&nbsp;&nbsp; 1025 | 1033770 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/16/28 | &nbsp;&nbsp;&nbsp; 1065 | 1089355 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/14/30 | &nbsp;&nbsp;&nbsp; 2425 | 2495275 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/15/29 | &nbsp;&nbsp;&nbsp; 1595 | 1649479 |
| Inter-American Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 09/16/27 | &nbsp;&nbsp;&nbsp; 345 | 329027 |
| &nbsp;&nbsp;&nbsp; 1.13%, 07/20/28 | &nbsp;&nbsp;&nbsp; 340 | 320165 |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/18/29 | &nbsp;&nbsp;&nbsp; 1160 | 1108018 |
| &nbsp;&nbsp;&nbsp; 2.38%, 07/07/27 | &nbsp;&nbsp;&nbsp; 555 | 545697 |
| &nbsp;&nbsp;&nbsp; 3.13%, 09/18/28 | &nbsp;&nbsp;&nbsp; 630 | 622188 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/14/29 | &nbsp;&nbsp;&nbsp; 255 | 253361 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/14/30 | &nbsp;&nbsp;&nbsp; 200 | 199986 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Supranational (continued)** | **Supranational (continued)** | **Supranational (continued)** |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/12/28 | &nbsp;&nbsp;&nbsp; $3490 | $3517234 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/15/29 | &nbsp;&nbsp;&nbsp; 1625 | 1647079 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/01/27<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 370 | 372620 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/30 | &nbsp;&nbsp;&nbsp; 2375 | 2442487 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/22/30 | &nbsp;&nbsp;&nbsp; 5 | 5041 |
| Inter-American Investment Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 02/17/27 | &nbsp;&nbsp;&nbsp; 360 | 359419 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/15/28 | &nbsp;&nbsp;&nbsp; 160 | 161306 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/14/29 | &nbsp;&nbsp;&nbsp; 465 | 471802 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/30 | &nbsp;&nbsp;&nbsp; 340 | 344995 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/19/28 | &nbsp;&nbsp;&nbsp; 875 | 897609 |
| &nbsp;&nbsp;&nbsp; International Bank for Reconstruction & <br> Development<br>|  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 11/24/27 | &nbsp;&nbsp;&nbsp; 1435 | 1364667 |
| &nbsp;&nbsp;&nbsp; 0.75%, 08/26/30 | &nbsp;&nbsp;&nbsp; 1000 | 872665 |
| &nbsp;&nbsp;&nbsp; 0.88%, 05/14/30 | &nbsp;&nbsp;&nbsp; 1095 | 971029 |
| &nbsp;&nbsp;&nbsp; 1.13%, 09/13/28 | &nbsp;&nbsp;&nbsp; 1455 | 1365562 |
| &nbsp;&nbsp;&nbsp; 1.38%, 04/20/28 | &nbsp;&nbsp;&nbsp; 2094 | 1996428 |
| &nbsp;&nbsp;&nbsp; 1.75%, 10/23/29 | &nbsp;&nbsp;&nbsp; 790 | 736723 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/22/27 | &nbsp;&nbsp;&nbsp; 720 | 706610 |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/15/27 | &nbsp;&nbsp;&nbsp; 2500 | 2484729 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/12/28 | &nbsp;&nbsp;&nbsp; 2285 | 2279216 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/28/30 | &nbsp;&nbsp;&nbsp; 3000 | 2960055 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/05/28 | &nbsp;&nbsp;&nbsp; 20 | 20016 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/21/29<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 360 | 359096 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/16/29 | &nbsp;&nbsp;&nbsp; 1615 | 1624502 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/14/30 | &nbsp;&nbsp;&nbsp; 1830 | 1839513 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/25/30 | &nbsp;&nbsp;&nbsp; 1310 | 1320340 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/20/30 | &nbsp;&nbsp;&nbsp; 3615 | 3666394 |
| &nbsp;&nbsp;&nbsp; 4.63%, 08/01/28 | &nbsp;&nbsp;&nbsp; 1715 | 1756262 |
| International Development Association |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/11/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 595 | 599127 |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/11/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1345 | 1372756 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/27/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1175 | 1200859 |
| &nbsp;&nbsp;&nbsp; Series GDIF, 0.75%, 06/10/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 430 | 413608 |
| International Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 08/27/30 | &nbsp;&nbsp;&nbsp; 50 | 43617 |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/02/30 | &nbsp;&nbsp;&nbsp; 1020 | 1022630 |
| &nbsp;&nbsp;&nbsp; 4.25%, 07/02/29 | &nbsp;&nbsp;&nbsp; 815 | 829688 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/21/28 | &nbsp;&nbsp;&nbsp; 230 | 234001 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/13/28 | &nbsp;&nbsp;&nbsp; 905 | 923694 |
| Nordic Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 09/08/27 | &nbsp;&nbsp;&nbsp; 200 | 199276 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/09/30 | &nbsp;&nbsp;&nbsp; 300 | 299614 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/23/31 | &nbsp;&nbsp;&nbsp; 500 | 497921 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/14/28 | &nbsp;&nbsp;&nbsp; 1010 | 1025485 |
|  |  | 102885503 |
| **Suriname — 0.0%** | **Suriname — 0.0%** | **Suriname — 0.0%** |
| &nbsp;&nbsp;&nbsp; Suriname Government International Bonds, 7.70%, <br> 11/06/30<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 207226 |
| **Sweden — 0.1%** | **Sweden — 0.1%** | **Sweden — 0.1%** |
| Kommuninvest I Sverige AB, 4.13%, 04/21/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 50217 |
| Svensk Exportkredit AB |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 03/22/27 | &nbsp;&nbsp;&nbsp; 75 | 73752 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/13/27 | &nbsp;&nbsp;&nbsp; 465 | 465690 |
| &nbsp;&nbsp;&nbsp; 3.75%, 07/29/30 | &nbsp;&nbsp;&nbsp; 750 | 745797 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/14/28 | &nbsp;&nbsp;&nbsp; 485 | 489843 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/01/29 | &nbsp;&nbsp;&nbsp; 385 | 390643 |
|  |  | 2215942 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Thailand — 0.0%** | **Thailand — 0.0%** | **Thailand — 0.0%** |
| Export Import Bank of Thailand, 5.35%, 05/16/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; $200 | $206617 |
| **Trinidad and Tobago — 0.0%** | **Trinidad and Tobago — 0.0%** | **Trinidad and Tobago — 0.0%** |
| &nbsp;&nbsp;&nbsp; Trinidad & Tobago Government International Bonds, <br> 4.50%, 06/26/30<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 192814 |
| **Turkey — 0.3%** | **Turkey — 0.3%** | **Turkey — 0.3%** |
| Hazine Mustesarligi Varlik Kiralama AS |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 04/26/30<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; 600 | 620792 |
| &nbsp;&nbsp;&nbsp; 6.75%, 09/01/30<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; 800 | 835293 |
| &nbsp;&nbsp;&nbsp; 7.25%, 02/24/27<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 1030069 |
| &nbsp;&nbsp;&nbsp; 8.51%, 01/14/29<sup>(a)(d)</sup> | &nbsp;&nbsp;&nbsp; 800 | 874818 |
| &nbsp;&nbsp;&nbsp; Istanbul Metropolitan Municipality, 10.50%, <br> 12/06/28<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 219690 |
| Turkiye Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/17/28 | &nbsp;&nbsp;&nbsp; 400 | 401756 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/13/30 | &nbsp;&nbsp;&nbsp; 600 | 591798 |
| &nbsp;&nbsp;&nbsp; 5.95%, 01/15/31 | &nbsp;&nbsp;&nbsp; 400 | 400045 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/25/27 | &nbsp;&nbsp;&nbsp; 1000 | 1018829 |
| &nbsp;&nbsp;&nbsp; 6.13%, 10/24/28 | &nbsp;&nbsp;&nbsp; 800 | 821812 |
| &nbsp;&nbsp;&nbsp; 7.63%, 04/26/29 | &nbsp;&nbsp;&nbsp; 1000 | 1066097 |
| &nbsp;&nbsp;&nbsp; 8.60%, 09/24/27 | &nbsp;&nbsp;&nbsp; 600 | 639038 |
| &nbsp;&nbsp;&nbsp; 9.13%, 07/13/30 | &nbsp;&nbsp;&nbsp; 800 | 907011 |
| &nbsp;&nbsp;&nbsp; 9.38%, 03/14/29 | &nbsp;&nbsp;&nbsp; 600 | 668139 |
| &nbsp;&nbsp;&nbsp; 9.88%, 01/15/28 | &nbsp;&nbsp;&nbsp; 1200 | 1312745 |
| &nbsp;&nbsp;&nbsp; 11.88%, 01/15/30 | &nbsp;&nbsp;&nbsp; 400 | 494690 |
| Turkiye Ihracat Kredi Bankasi AS |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 10/03/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200431 |
| &nbsp;&nbsp;&nbsp; 6.38%, 01/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 199164 |
| &nbsp;&nbsp;&nbsp; 7.50%, 02/06/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 209318 |
|  |  | 12511535 |
| **Ukraine — 0.0%** | **Ukraine — 0.0%** | **Ukraine — 0.0%** |
| &nbsp;&nbsp;&nbsp; Ukraine Government International Bonds, 6.00%, <br> 02/01/29<sup>(a)(d)(j)</sup><br>| &nbsp;&nbsp;&nbsp; 463 | 359196 |
| **United Arab Emirates — 0.1%** | **United Arab Emirates — 0.1%** | **United Arab Emirates — 0.1%** |
| Abu Dhabi Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 06/02/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 600 | 569447 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/30/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 800 | 761392 |
| &nbsp;&nbsp;&nbsp; 3.13%, 10/11/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 1400 | 1384608 |
| &nbsp;&nbsp;&nbsp; 3.13%, 04/16/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 967650 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/02/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 198787 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/30/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 600 | 618461 |
| Dubai DOF Sukuk Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.76%, 09/09/30<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 188227 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/30/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 411864 |
| Sharjah Sukuk Program Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.94%, 06/10/27<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 390154 |
| &nbsp;&nbsp;&nbsp; 3.23%, 10/23/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 375207 |
| &nbsp;&nbsp;&nbsp; 4.23%, 03/14/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 400 | 393931 |
|  |  | 6259728 |
| **United Kingdom — 0.0%** | **United Kingdom — 0.0%** | **United Kingdom — 0.0%** |
| Bank of England Euro Note |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 10/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9961 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/05/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 575 | 580173 |
| &nbsp;&nbsp;&nbsp; International Finance Facility for Immunisation Co., <br> 4.13%, 10/29/27<sup>(d)</sup><br>| &nbsp;&nbsp;&nbsp; 151 | 151919 |
|  |  | 742053 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Uruguay — 0.0%** | **Uruguay — 0.0%** | **Uruguay — 0.0%** |
| Uruguay Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/27/27 | &nbsp;&nbsp;&nbsp; $267 | $268097 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/23/31 | &nbsp;&nbsp;&nbsp; 600 | 606245 |
|  |  | 874342 |
| **Uzbekistan — 0.0%** | **Uzbekistan — 0.0%** | **Uzbekistan — 0.0%** |
| Republic of Uzbekistan International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/20/29<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201719 |
| &nbsp;&nbsp;&nbsp; 7.85%, 10/12/28<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 200 | 214165 |
|  |  | 415884 |
| **Total Foreign Government Obligations — 6.6%** <br>**(Cost: $311,323,396)** | **Total Foreign Government Obligations — 6.6%** <br>**(Cost: $311,323,396)** | 316945725 |
| **Municipal Debt Obligations** | **Municipal Debt Obligations** | **Municipal Debt Obligations** |
| **California — 0.0%** | **California — 0.0%** | **California — 0.0%** |
| &nbsp;&nbsp;&nbsp; San Francisco City & County Public Utilities <br> Commission Wastewater Revenue RB, <br> Class A,4.66%, 10/01/27<br>| &nbsp;&nbsp;&nbsp; 250 | 253393 |
| State of California GO |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/01/29 | &nbsp;&nbsp;&nbsp; 500 | 511078 |
| &nbsp;&nbsp;&nbsp; 5.13%, 09/01/29 | &nbsp;&nbsp;&nbsp; 200 | 210375 |
| &nbsp;&nbsp;&nbsp; University of California RB, Series BG, 1.32%, <br> 05/15/27<br>| &nbsp;&nbsp;&nbsp; 600 | 582349 |
|  |  | 1557195 |
| **Florida — 0.0%** | **Florida — 0.0%** | **Florida — 0.0%** |
| &nbsp;&nbsp;&nbsp; State Board of Administration Finance Corp. RB, <br> 1.71%, 07/01/27<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 250 | 242549 |
| **Oregon — 0.0%** | **Oregon — 0.0%** | **Oregon — 0.0%** |
| State of Oregon GO, 5.89%, 06/01/27 | &nbsp;&nbsp;&nbsp; 276 | 280246 |
| **Wisconsin — 0.0%** | **Wisconsin — 0.0%** | **Wisconsin — 0.0%** |
| State of Wisconsin RB, Series C, 3.15%, 05/01/27 | &nbsp;&nbsp;&nbsp; 215 | 213568 |
| **Total Municipal Debt Obligations — 0.0%** <br>**(Cost: $2,263,492)** | **Total Municipal Debt Obligations — 0.0%** <br>**(Cost: $2,263,492)** | 2293558 |
| **U.S. Government & Agency Obligations** | **U.S. Government & Agency Obligations** | **U.S. Government & Agency Obligations** |
| **Mortgage-Backed Securities — 3.5%** | **Mortgage-Backed Securities — 3.5%** | **Mortgage-Backed Securities — 3.5%** |
| Federal Home Loan Banks, 3.25%, 06/09/28 | &nbsp;&nbsp;&nbsp; 1000 | 991661 |
| Federal Home Loan Mortgage Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/01/36 | &nbsp;&nbsp;&nbsp; 96 | 89134 |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/01/37 | &nbsp;&nbsp;&nbsp; 37 | 33981 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/01/30 | &nbsp;&nbsp;&nbsp; 126 | 122849 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/01/31 | &nbsp;&nbsp;&nbsp; 121 | 117496 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/01/31 | &nbsp;&nbsp;&nbsp; 315 | 304823 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/01/31 | &nbsp;&nbsp;&nbsp; 182 | 176430 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/01/32 | &nbsp;&nbsp;&nbsp; 213 | 205951 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/01/33 | &nbsp;&nbsp;&nbsp; 555 | 535319 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/01/29 | &nbsp;&nbsp;&nbsp; 2932 | 2900478 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/01/30 | &nbsp;&nbsp;&nbsp; 118 | 116405 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/01/30 | &nbsp;&nbsp;&nbsp; 8 | 8056 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/30 | &nbsp;&nbsp;&nbsp; 94 | 91770 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/01/30 | &nbsp;&nbsp;&nbsp; 131 | 128346 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/01/31 | &nbsp;&nbsp;&nbsp; 53 | 52285 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/01/31 | &nbsp;&nbsp;&nbsp; 36 | 35429 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/01/32 | &nbsp;&nbsp;&nbsp; 31 | 31036 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/01/32 | &nbsp;&nbsp;&nbsp; 23 | 23035 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/33 | &nbsp;&nbsp;&nbsp; 62 | 60854 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/34 | &nbsp;&nbsp;&nbsp; 296 | 291117 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/01/33 | &nbsp;&nbsp;&nbsp; $55 | $54866 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/01/40 | &nbsp;&nbsp;&nbsp; 164 | 162326 |
| &nbsp;&nbsp;&nbsp; 6.31%, 02/01/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4 | 4191 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily <br> Structured Pass-Through Certificates<br>|  |  |
| &nbsp;&nbsp;&nbsp; Series K077, Class A2, 3.85%, 05/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 804 | 804085 |
| &nbsp;&nbsp;&nbsp; Series K094, Class A2, 2.90%, 06/25/29 | &nbsp;&nbsp;&nbsp; 3000 | 2907658 |
| &nbsp;&nbsp;&nbsp; Series K098, Class A2, 2.43%, 08/25/29 | &nbsp;&nbsp;&nbsp; 5000 | 4761389 |
| &nbsp;&nbsp;&nbsp; Series K128, Class A2, 2.02%, 03/25/31 | &nbsp;&nbsp;&nbsp; 500 | 454274 |
| &nbsp;&nbsp;&nbsp; Series K-1512, Class A2, 2.99%, 05/25/31 | &nbsp;&nbsp;&nbsp; 460 | 436834 |
| &nbsp;&nbsp;&nbsp; Series K-1512, Class A3, 3.06%, 04/25/34 | &nbsp;&nbsp;&nbsp; 450 | 408398 |
| &nbsp;&nbsp;&nbsp; Series K154, Class A2, 3.42%, 04/25/32 | &nbsp;&nbsp;&nbsp; 1300 | 1278001 |
| &nbsp;&nbsp;&nbsp; Series K739, Class A2, 1.34%, 09/25/27 | &nbsp;&nbsp;&nbsp; 1957 | 1893907 |
| Federal National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/17/41<sup>(n)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 944191 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/17/41<sup>(n)</sup> | &nbsp;&nbsp;&nbsp; 10829 | 10680374 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/17/41<sup>(n)</sup> | &nbsp;&nbsp;&nbsp; 178 | 179998 |
| &nbsp;&nbsp;&nbsp; 6.33%, 12/01/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5087 |
| &nbsp;&nbsp;&nbsp; 6.59%, 04/01/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 18 | 18225 |
| &nbsp;&nbsp;&nbsp; Series 2016-M3, Class A2, 2.70%, 02/25/26 | &nbsp;&nbsp;&nbsp; 782 | 782440 |
| Uniform Mortgage-Backed Securities |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 02/01/36 | &nbsp;&nbsp;&nbsp; 1572 | 1432561 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/01/36 | &nbsp;&nbsp;&nbsp; 1714 | 1554914 |
| &nbsp;&nbsp;&nbsp; 1.50%, 10/01/36 | &nbsp;&nbsp;&nbsp; 1709 | 1550145 |
| &nbsp;&nbsp;&nbsp; 1.50%, 11/01/36 | &nbsp;&nbsp;&nbsp; 1420 | 1285741 |
| &nbsp;&nbsp;&nbsp; 1.50%, 02/01/37 | &nbsp;&nbsp;&nbsp; 9738 | 8808236 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/01/37 | &nbsp;&nbsp;&nbsp; 6994 | 6315926 |
| &nbsp;&nbsp;&nbsp; 1.50%, 08/01/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1224 | 1106869 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/01/35 | &nbsp;&nbsp;&nbsp; 6631 | 6171453 |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/01/35 | &nbsp;&nbsp;&nbsp; 2099 | 1957176 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/01/35 | &nbsp;&nbsp;&nbsp; 4490 | 4172144 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/01/36 | &nbsp;&nbsp;&nbsp; 13722 | 12757569 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/01/36 | &nbsp;&nbsp;&nbsp; 5005 | 4647993 |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/01/36 | &nbsp;&nbsp;&nbsp; 1894 | 1755853 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/01/36 | &nbsp;&nbsp;&nbsp; 8649 | 8033780 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/01/36 | &nbsp;&nbsp;&nbsp; 727 | 673393 |
| &nbsp;&nbsp;&nbsp; 2.00%, 07/01/36 | &nbsp;&nbsp;&nbsp; 5007 | 4642966 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/01/36 | &nbsp;&nbsp;&nbsp; 538 | 499229 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/01/36 | &nbsp;&nbsp;&nbsp; 1183 | 1095358 |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/01/36 | &nbsp;&nbsp;&nbsp; 3671 | 3396991 |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/01/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1883 | 1744227 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/01/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5364 | 4963649 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/01/36 | &nbsp;&nbsp;&nbsp; 2220 | 2054969 |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/01/37 | &nbsp;&nbsp;&nbsp; 5473 | 5067978 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/01/37 | &nbsp;&nbsp;&nbsp; 3392 | 3139252 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/17/41<sup>(n)</sup> | &nbsp;&nbsp;&nbsp; 1850 | 1708629 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/01/28 | &nbsp;&nbsp;&nbsp; 114 | 112340 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 22 | 21958 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/01/30 | &nbsp;&nbsp;&nbsp; 24 | 23519 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/01/30 | &nbsp;&nbsp;&nbsp; 26 | 25307 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/01/30 | &nbsp;&nbsp;&nbsp; 88 | 86111 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/01/30 | &nbsp;&nbsp;&nbsp; 14 | 13260 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/01/31 | &nbsp;&nbsp;&nbsp; 12 | 11953 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/01/31 | &nbsp;&nbsp;&nbsp; 265 | 257617 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/01/31 | &nbsp;&nbsp;&nbsp; 353 | 342487 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/01/31 | &nbsp;&nbsp;&nbsp; 293 | 283896 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/01/31 | &nbsp;&nbsp;&nbsp; 892 | 863922 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 279 | 273829 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/01/31 | &nbsp;&nbsp;&nbsp; 436 | 422031 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/01/32 | &nbsp;&nbsp;&nbsp; 915 | 885800 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 350 | 339517 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/01/32 | &nbsp;&nbsp;&nbsp; $358 | $345746 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 438 | 423225 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/01/32 | &nbsp;&nbsp;&nbsp; 1918 | 1859345 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/01/32 | &nbsp;&nbsp;&nbsp; 2417 | 2345563 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/01/32 | &nbsp;&nbsp;&nbsp; 48 | 46665 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/01/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 410 | 397233 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/01/35 | &nbsp;&nbsp;&nbsp; 4246 | 4045604 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/01/35 | &nbsp;&nbsp;&nbsp; 461 | 438057 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/01/36 | &nbsp;&nbsp;&nbsp; 1025 | 973271 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/01/36 | &nbsp;&nbsp;&nbsp; 6667 | 6316035 |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/01/36 | &nbsp;&nbsp;&nbsp; 168 | 159545 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/01/36 | &nbsp;&nbsp;&nbsp; 415 | 392191 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/01/36 | &nbsp;&nbsp;&nbsp; 2223 | 2105284 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/01/37 | &nbsp;&nbsp;&nbsp; 1292 | 1220514 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/01/37 | &nbsp;&nbsp;&nbsp; 376 | 354683 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/01/27 | &nbsp;&nbsp;&nbsp; 8 | 8224 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/01/28 | &nbsp;&nbsp;&nbsp; 42 | 41061 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/01/28 | &nbsp;&nbsp;&nbsp; 46 | 45576 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 317 | 314768 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/30 | &nbsp;&nbsp;&nbsp; 706 | 696583 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/01/30 | &nbsp;&nbsp;&nbsp; 30 | 29966 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/30 | &nbsp;&nbsp;&nbsp; 21 | 20897 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/01/30 | &nbsp;&nbsp;&nbsp; 74 | 73192 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/01/30 | &nbsp;&nbsp;&nbsp; 107 | 105329 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/01/30 | &nbsp;&nbsp;&nbsp; 58 | 56659 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/01/30 | &nbsp;&nbsp;&nbsp; 13 | 13222 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/01/30 | &nbsp;&nbsp;&nbsp; 53 | 52429 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 638 | 628361 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/31 | &nbsp;&nbsp;&nbsp; 327 | 321983 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/31 | &nbsp;&nbsp;&nbsp; 73 | 71549 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/01/31 | &nbsp;&nbsp;&nbsp; 38 | 37076 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 228 | 223253 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/01/31 | &nbsp;&nbsp;&nbsp; 71 | 69297 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/01/31 | &nbsp;&nbsp;&nbsp; 12 | 11638 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/01/32 | &nbsp;&nbsp;&nbsp; 24 | 23106 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 201 | 197057 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/32 | &nbsp;&nbsp;&nbsp; 45 | 44259 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 438 | 429177 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 75 | 73134 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/01/32 | &nbsp;&nbsp;&nbsp; 241 | 236669 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/01/32 | &nbsp;&nbsp;&nbsp; 257 | 251374 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/01/32 | &nbsp;&nbsp;&nbsp; 421 | 410658 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/01/33 | &nbsp;&nbsp;&nbsp; 318 | 309610 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/34 | &nbsp;&nbsp;&nbsp; 132 | 127929 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/01/34 | &nbsp;&nbsp;&nbsp; 1607 | 1558454 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/01/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 258 | 249983 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/37 | &nbsp;&nbsp;&nbsp; 597 | 576571 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/01/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1 | 811 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5 | 4470 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 43 | 42581 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/01/30 | &nbsp;&nbsp;&nbsp; 5 | 5060 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/01/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 14 | 13771 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/01/30 | &nbsp;&nbsp;&nbsp; 3 | 3238 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/31 | &nbsp;&nbsp;&nbsp; 41 | 40370 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 54 | 53105 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 35 | 35031 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/01/32 | &nbsp;&nbsp;&nbsp; 57 | 55849 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 77 | 76266 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/32 | &nbsp;&nbsp;&nbsp; 21 | 20677 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/01/32 | &nbsp;&nbsp;&nbsp; 17 | 16979 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 94 | 92786 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/01/32 | &nbsp;&nbsp;&nbsp; $18 | $17397 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/01/32 | &nbsp;&nbsp;&nbsp; 11 | 11299 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/33 | &nbsp;&nbsp;&nbsp; 201 | 198298 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/33 | &nbsp;&nbsp;&nbsp; 242 | 238585 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/01/33 | &nbsp;&nbsp;&nbsp; 154 | 152158 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/33 | &nbsp;&nbsp;&nbsp; 291 | 286209 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/01/34 | &nbsp;&nbsp;&nbsp; 2149 | 2117466 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/34 | &nbsp;&nbsp;&nbsp; 94 | 93341 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/01/34 | &nbsp;&nbsp;&nbsp; 309 | 302997 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/01/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 244 | 239583 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/01/29 | &nbsp;&nbsp;&nbsp; 1 | 684 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/01/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 7 | 6894 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/01/33 | &nbsp;&nbsp;&nbsp; 117 | 116931 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/33 | &nbsp;&nbsp;&nbsp; 57 | 57180 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/01/33 | &nbsp;&nbsp;&nbsp; 37 | 36775 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/01/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6 | 5788 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/01/37 | &nbsp;&nbsp;&nbsp; 146 | 145086 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/01/37 | &nbsp;&nbsp;&nbsp; 193 | 191573 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/01/37 | &nbsp;&nbsp;&nbsp; 283 | 280095 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/38 | &nbsp;&nbsp;&nbsp; 960 | 950836 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/01/38 | &nbsp;&nbsp;&nbsp; 128 | 126992 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/01/38 | &nbsp;&nbsp;&nbsp; 78 | 77418 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/01/39 | &nbsp;&nbsp;&nbsp; 547 | 540478 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/01/39 | &nbsp;&nbsp;&nbsp; 3391 | 3348648 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/40<sup>(n)</sup> | &nbsp;&nbsp;&nbsp; 112 | 112094 |
|  |  | 165441051 |
| **U.S. Government Obligations — 51.6%** | **U.S. Government Obligations — 51.6%** | **U.S. Government Obligations — 51.6%** |
| U.S. Treasury Note/Bond |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 09/30/27 | &nbsp;&nbsp;&nbsp; 17100 | 16239656 |
| &nbsp;&nbsp;&nbsp; 0.50%, 04/30/27 | &nbsp;&nbsp;&nbsp; 18000 | 17343281 |
| &nbsp;&nbsp;&nbsp; 0.50%, 05/31/27 | &nbsp;&nbsp;&nbsp; 14000 | 13455313 |
| &nbsp;&nbsp;&nbsp; 0.50%, 06/30/27 | &nbsp;&nbsp;&nbsp; 9570 | 9174490 |
| &nbsp;&nbsp;&nbsp; 0.50%, 08/31/27 | &nbsp;&nbsp;&nbsp; 10600 | 10111406 |
| &nbsp;&nbsp;&nbsp; 0.50%, 10/31/27 | &nbsp;&nbsp;&nbsp; 23100 | 21929660 |
| &nbsp;&nbsp;&nbsp; 0.63%, 11/30/27 | &nbsp;&nbsp;&nbsp; 23800 | 22587688 |
| &nbsp;&nbsp;&nbsp; 0.63%, 12/31/27 | &nbsp;&nbsp;&nbsp; 14469 | 13697508 |
| &nbsp;&nbsp;&nbsp; 0.75%, 01/31/28 | &nbsp;&nbsp;&nbsp; 27543 | 26076550 |
| &nbsp;&nbsp;&nbsp; 1.00%, 07/31/28 | &nbsp;&nbsp;&nbsp; 15000 | 14087109 |
| &nbsp;&nbsp;&nbsp; 1.13%, 02/28/27 | &nbsp;&nbsp;&nbsp; 6400 | 6238250 |
| &nbsp;&nbsp;&nbsp; 1.13%, 02/29/28 | &nbsp;&nbsp;&nbsp; 20000 | 19039063 |
| &nbsp;&nbsp;&nbsp; 1.13%, 08/31/28 | &nbsp;&nbsp;&nbsp; 19000 | 17860000 |
| &nbsp;&nbsp;&nbsp; 1.25%, 03/31/28 | &nbsp;&nbsp;&nbsp; 20000 | 19051563 |
| &nbsp;&nbsp;&nbsp; 1.25%, 04/30/28 | &nbsp;&nbsp;&nbsp; 6684 | 6354500 |
| &nbsp;&nbsp;&nbsp; 1.25%, 05/31/28 | &nbsp;&nbsp;&nbsp; 7129 | 6763639 |
| &nbsp;&nbsp;&nbsp; 1.25%, 06/30/28 | &nbsp;&nbsp;&nbsp; 7832 | 7416537 |
| &nbsp;&nbsp;&nbsp; 1.25%, 09/30/28 | &nbsp;&nbsp;&nbsp; 10000 | 9411719 |
| &nbsp;&nbsp;&nbsp; 1.38%, 10/31/28 | &nbsp;&nbsp;&nbsp; 10000 | 9425000 |
| &nbsp;&nbsp;&nbsp; 1.38%, 12/31/28 | &nbsp;&nbsp;&nbsp; 24000 | 22535625 |
| &nbsp;&nbsp;&nbsp; 1.50%, 11/30/28 | &nbsp;&nbsp;&nbsp; 12000 | 11328750 |
| &nbsp;&nbsp;&nbsp; 1.75%, 01/31/29 | &nbsp;&nbsp;&nbsp; 24754 | 23454415 |
| &nbsp;&nbsp;&nbsp; 1.88%, 02/28/27 | &nbsp;&nbsp;&nbsp; 20000 | 19651563 |
| &nbsp;&nbsp;&nbsp; 1.88%, 02/28/29 | &nbsp;&nbsp;&nbsp; 5000 | 4748047 |
| &nbsp;&nbsp;&nbsp; 2.25%, 08/15/27 | &nbsp;&nbsp;&nbsp; 20350 | 19965258 |
| &nbsp;&nbsp;&nbsp; 2.25%, 11/15/27 | &nbsp;&nbsp;&nbsp; 20900 | 20437914 |
| &nbsp;&nbsp;&nbsp; 2.38%, 05/15/27 | &nbsp;&nbsp;&nbsp; 21450 | 21138305 |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/31/29 | &nbsp;&nbsp;&nbsp; 20000 | 19253125 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/31/27 | &nbsp;&nbsp;&nbsp; 24048 | 23761491 |
| &nbsp;&nbsp;&nbsp; 2.63%, 05/31/27 | &nbsp;&nbsp;&nbsp; 2000 | 1976328 |
| &nbsp;&nbsp;&nbsp; 2.63%, 07/31/29 | &nbsp;&nbsp;&nbsp; 29479 | 28484084 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/30/27 | &nbsp;&nbsp;&nbsp; 21800 | 21593070 |
| &nbsp;&nbsp;&nbsp; 2.75%, 07/31/27 | &nbsp;&nbsp;&nbsp; 21440 | 21198800 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 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; 2.75%, 02/15/28 | &nbsp;&nbsp;&nbsp; $20000 | $19689063 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/31/29 | &nbsp;&nbsp;&nbsp; 21997 | 21383490 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/15/28 | &nbsp;&nbsp;&nbsp; 25000 | 24626953 |
| &nbsp;&nbsp;&nbsp; 2.88%, 08/15/28 | &nbsp;&nbsp;&nbsp; 22000 | 21628750 |
| &nbsp;&nbsp;&nbsp; 2.88%, 04/30/29 | &nbsp;&nbsp;&nbsp; 25000 | 24419922 |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/31/27 | &nbsp;&nbsp;&nbsp; 18447 | 18332427 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/15/28 | &nbsp;&nbsp;&nbsp; 22000 | 21728438 |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/31/29 | &nbsp;&nbsp;&nbsp; 31950 | 31360922 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/30/27 | &nbsp;&nbsp;&nbsp; 20000 | 19924219 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/30/29 | &nbsp;&nbsp;&nbsp; 20000 | 19742188 |
| &nbsp;&nbsp;&nbsp; 3.38%, 09/15/27 | &nbsp;&nbsp;&nbsp; 12586 | 12554535 |
| &nbsp;&nbsp;&nbsp; 3.38%, 11/30/27 | &nbsp;&nbsp;&nbsp; 36896 | 36792230 |
| &nbsp;&nbsp;&nbsp; 3.38%, 12/31/27 | &nbsp;&nbsp;&nbsp; 16429 | 16381510 |
| &nbsp;&nbsp;&nbsp; 3.38%, 09/15/28 | &nbsp;&nbsp;&nbsp; 7692 | 7652338 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/30/27 | &nbsp;&nbsp;&nbsp; 16205 | 16196138 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/31/27 | &nbsp;&nbsp;&nbsp; 15089 | 15078980 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/31/28 | &nbsp;&nbsp;&nbsp; 14701 | 14691238 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/30/28 | &nbsp;&nbsp;&nbsp; 18422 | 18397533 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/15/28 | &nbsp;&nbsp;&nbsp; 7278 | 7260942 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/15/28 | &nbsp;&nbsp;&nbsp; 9456 | 9431621 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/15/28 | &nbsp;&nbsp;&nbsp; 3561 | 3551541 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/15/29 | &nbsp;&nbsp;&nbsp; 10514 | 10483608 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/30/29 | &nbsp;&nbsp;&nbsp; 25905 | 25741070 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/30/30 | &nbsp;&nbsp;&nbsp; 44173 | 43607033 |
| &nbsp;&nbsp;&nbsp; 3.63%, 08/31/27 | &nbsp;&nbsp;&nbsp; 9842 | 9855071 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/31/28 | &nbsp;&nbsp;&nbsp; 4043 | 4049317 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/31/28 | &nbsp;&nbsp;&nbsp; 4159 | 4164524 |
| &nbsp;&nbsp;&nbsp; 3.63%, 08/15/28 | &nbsp;&nbsp;&nbsp; 7278 | 7287666 |
| &nbsp;&nbsp;&nbsp; 3.63%, 08/31/29 | &nbsp;&nbsp;&nbsp; 8804 | 8787493 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/31/30 | &nbsp;&nbsp;&nbsp; 2620 | 2608742 |
| &nbsp;&nbsp;&nbsp; 3.63%, 08/31/30 | &nbsp;&nbsp;&nbsp; 41367 | 41101993 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/30/30 | &nbsp;&nbsp;&nbsp; 47003 | 46690871 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/31/30 | &nbsp;&nbsp;&nbsp; 53503 | 53126807 |
| &nbsp;&nbsp;&nbsp; 3.63%, 12/31/30 | &nbsp;&nbsp;&nbsp; 32165 | 31911198 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/30/27 | &nbsp;&nbsp;&nbsp; 34780 | 34871026 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/30/27 | &nbsp;&nbsp;&nbsp; 12103 | 12139404 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/15/27 | &nbsp;&nbsp;&nbsp; 23574 | 23650431 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/15/28 | &nbsp;&nbsp;&nbsp; 7249 | 7278449 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/15/28 | &nbsp;&nbsp;&nbsp; 6540 | 6567080 |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/31/28 | &nbsp;&nbsp;&nbsp; 17578 | 17648037 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/31/30 | &nbsp;&nbsp;&nbsp; 25990 | 25990000 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/31/27 | &nbsp;&nbsp;&nbsp; 25660 | 25754220 |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/31/27 | &nbsp;&nbsp;&nbsp; 28683 | 28806247 |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/31/27 | &nbsp;&nbsp;&nbsp; 12898 | 12961986 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/15/27 | &nbsp;&nbsp;&nbsp; 6732 | 6769342 |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/30/27 | &nbsp;&nbsp;&nbsp; 19180 | 19293132 |
| &nbsp;&nbsp;&nbsp; 3.88%, 12/31/27 | &nbsp;&nbsp;&nbsp; 19760 | 19882728 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/15/28 | &nbsp;&nbsp;&nbsp; 15320 | 15422931 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/15/28 | &nbsp;&nbsp;&nbsp; 12253 | 12340111 |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/15/28 | &nbsp;&nbsp;&nbsp; 8001 | 8057882 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/30/29 | &nbsp;&nbsp;&nbsp; 29108 | 29294473 |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/30/29 | &nbsp;&nbsp;&nbsp; 18700 | 18812492 |
| &nbsp;&nbsp;&nbsp; 3.88%, 12/31/29 | &nbsp;&nbsp;&nbsp; 20000 | 20118750 |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/30/30 | &nbsp;&nbsp;&nbsp; 25129 | 25260535 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/30/30 | &nbsp;&nbsp;&nbsp; 32057 | 32209772 |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/31/30 | &nbsp;&nbsp;&nbsp; 26785 | 26908462 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/15/27 | &nbsp;&nbsp;&nbsp; 22445 | 22631749 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/29/28 | &nbsp;&nbsp;&nbsp; 11066 | 11164557 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/30/28 | &nbsp;&nbsp;&nbsp; 16000 | 16162500 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/31/29 | &nbsp;&nbsp;&nbsp; 23882 | 24143209 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/31/29 | &nbsp;&nbsp;&nbsp; 41143 | 41593002 |

---

---

| | | |
|:---|:---|:---|
| *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; 4.00%, 10/31/29 | &nbsp;&nbsp;&nbsp; $20000 | $20207813 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/28/30 | &nbsp;&nbsp;&nbsp; 46928 | 47408279 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/31/30 | &nbsp;&nbsp;&nbsp; 30177 | 30478770 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/31/30 | &nbsp;&nbsp;&nbsp; 39213 | 39602067 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/31/30 | &nbsp;&nbsp;&nbsp; 18600 | 18781641 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/31/31 | &nbsp;&nbsp;&nbsp; 15700 | 15832469 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/15/27 | &nbsp;&nbsp;&nbsp; 14809 | 14894036 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/28/27 | &nbsp;&nbsp;&nbsp; 8844 | 8896857 |
| &nbsp;&nbsp;&nbsp; 4.13%, 09/30/27 | &nbsp;&nbsp;&nbsp; 9000 | 9084727 |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/31/27 | &nbsp;&nbsp;&nbsp; 15200 | 15348438 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/15/27<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 10912 | 11020694 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/31/28 | &nbsp;&nbsp;&nbsp; 19518 | 19777223 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/31/29 | &nbsp;&nbsp;&nbsp; 30000 | 30440625 |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/31/29 | &nbsp;&nbsp;&nbsp; 38238 | 38802608 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/30/29 | &nbsp;&nbsp;&nbsp; 9270 | 9406877 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/31/30 | &nbsp;&nbsp;&nbsp; 16024 | 16254345 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/27 | &nbsp;&nbsp;&nbsp; 23921 | 24101342 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/28 | &nbsp;&nbsp;&nbsp; 25006 | 25336157 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/15/28 | &nbsp;&nbsp;&nbsp; 14839 | 15041877 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/28/29 | &nbsp;&nbsp;&nbsp; 27780 | 28283512 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/30/29 | &nbsp;&nbsp;&nbsp; 33148 | 33772115 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/31/30 | &nbsp;&nbsp;&nbsp; 32072 | 32700912 |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/15/27 | &nbsp;&nbsp;&nbsp; 14201 | 14369082 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/31/28 | &nbsp;&nbsp;&nbsp; 14382 | 14658404 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/30/28 | &nbsp;&nbsp;&nbsp; 9362 | 9554360 |
| &nbsp;&nbsp;&nbsp; 4.38%, 12/31/29 | &nbsp;&nbsp;&nbsp; 20622 | 21116606 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/30/30 | &nbsp;&nbsp;&nbsp; 17110 | 17541760 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/27 | &nbsp;&nbsp;&nbsp; 7569 | 7653264 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/27 | &nbsp;&nbsp;&nbsp; 27461 | 27786027 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/31/29 | &nbsp;&nbsp;&nbsp; 33094 | 33967888 |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/15/27 | &nbsp;&nbsp;&nbsp; 13540 | 13734638 |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/30/28 | &nbsp;&nbsp;&nbsp; 19392 | 19899525 |
| &nbsp;&nbsp;&nbsp; 4.63%, 04/30/29 | &nbsp;&nbsp;&nbsp; 15000 | 15448828 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/31/28 | &nbsp;&nbsp;&nbsp; 17732 | 18317987 |
|  |  | 2461284338 |
| **Total U.S. Government & Agency Obligations — 55.1%** <br>**(Cost: $2,620,582,160)** | **Total U.S. Government & Agency Obligations — 55.1%** <br>**(Cost: $2,620,582,160)** | 2626725389 |
|  | &nbsp;&nbsp; *Shares* |  |
| **Common Stocks** | **Common Stocks** | **Common Stocks** |
| **Aerospace & Defense — 0.0%** | **Aerospace & Defense — 0.0%** | **Aerospace & Defense — 0.0%** |
| Incora Top Holdco LLC, NVS<sup>(c)(f)</sup> | &nbsp;&nbsp;&nbsp; 6956 | 41388 |
| **Commercial Services & Supplies — 0.0%** | **Commercial Services & Supplies — 0.0%** | **Commercial Services & Supplies — 0.0%** |
| MYT Holding LLC, NVS | &nbsp;&nbsp;&nbsp; 1 |  |
| **Financial Services — 0.0%** | **Financial Services — 0.0%** | **Financial Services — 0.0%** |
| HoldCo.<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 16280 |  |
| Yeoman Capital SA, NVS<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 10527 | 92027 |
|  |  | 92027 |
| **Health Care Technology — 0.0%** | **Health Care Technology — 0.0%** | **Health Care Technology — 0.0%** |
| Quincy Health LLC<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 978 |  |
| **Metals & Mining — 0.0%** | **Metals & Mining — 0.0%** | **Metals & Mining — 0.0%** |
| Foresight Energy LLC<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 112 |  |
| **Total Common Stocks — 0.0%** <br>**(Cost $1,139,843)** | **Total Common Stocks — 0.0%** <br>**(Cost $1,139,843)** | 133415 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Preferred Stocks** | **Preferred Stocks** | **Preferred Stocks** |
| **Financial Services — 0.0%** | **Financial Services — 0.0%** | **Financial Services — 0.0%** |
| HoldCo. Preference Shares<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 104 | $— |
| **Total Preferred Stocks — 0.0%** <br>**(Cost $98)** | **Total Preferred Stocks — 0.0%** <br>**(Cost $98)** |  |
| **Total Long-Term Investments — 98.2%** <br>**(Cost: $4,648,228,328)** | **Total Long-Term Investments — 98.2%** <br>**(Cost: $4,648,228,328)** | 4682491163 |
| **Short-Term Securities** | **Short-Term Securities** | **Short-Term Securities** |
| **Money Market Funds — 1.7%** | **Money Market Funds — 1.7%** | **Money Market Funds — 1.7%** |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Institutional, SL Agency <br> Shares, 3.82%<sup>(o)(p)</sup><br>| &nbsp;&nbsp;&nbsp; 33552064 | 33568840 |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Treasury, SL Agency <br> Shares, 3.64%<sup>(o)(p)(q)</sup><br>| &nbsp;&nbsp;&nbsp; 44963090 | 44963090 |
| **Total Short-Term Securities — 1.7%** <br>**(Cost: $78,530,906)** | **Total Short-Term Securities — 1.7%** <br>**(Cost: $78,530,906)** | 78531930 |
| **Total Investments — 99.9%** <br>**(Cost: $4,726,759,234)** | **Total Investments — 99.9%** <br>**(Cost: $4,726,759,234)** | 4761023093 |
| **Other Assets Less Liabilities — 0.1%** | **Other Assets Less Liabilities — 0.1%** | 6241590 |
| **Net Assets — 100.0%** | **Net Assets — 100.0%** | $4767264683 |

---

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

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

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

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

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

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

<sup>(f)</sup> Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. 

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

<sup>(h)</sup> Payment-in-kind security which may pay interest/dividends in additional par/shares and/or in cash. Rates shown are the current rate and possible payment rates. 

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

<sup>(j)</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>(k)</sup> Zero-coupon bond.

<sup>(l)</sup> Represents an unsettled loan commitment at period end. Certain details associated with this purchase are not known prior to the settlement date, including coupon rate. 

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

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

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

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

<sup>(q)</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 January 31, 2026 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at* <br>*10/31/25*<br>| *Purchases* <br>*at Cost*<br>| *Proceeds* <br>*from Sales*<br>| *Net Realized* <br>*Gain (Loss)*<br>| *Change in* <br>*Unrealized* <br>*Appreciation* <br>*(Depreciation)*<br>| *Value at* <br>*01/31/26*<br>| *Shares* <br>*Held at* <br>*01/31/26*<br>| *Income* | &nbsp;&nbsp; *Capital* <br>*Gain* <br>*Distributions* <br>*from* <br>*Underlying* <br>*Funds*<br>|
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Institutional, SL <br> Agency Shares<br>| $45038139 | $— | &nbsp;&nbsp; $(11469222 )<sup>(a)</sup><br>| &nbsp;&nbsp; $(78)<br>| $1 | $33568840 | 33552064 | $374119 | $— |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Treasury, SL <br> Agency Shares<br>| &nbsp;&nbsp; 24116359 | 20846731 <br><sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; 44963090 | 44963090 | 62464 <br><sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
|  |  |  |  | $(78) | $1 | $78531930 |  | $436583 | $— |

---

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

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

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

**Fair Value Hierarchy as of Period End** 

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

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

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

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

The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in its entirety. Investments classified within Level 3 have significant unobservable

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**iShares® Core 1-5 Year USD Bond ETF**

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

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; $36388754 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $36388754 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Collateralized Mortgage Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 81083206 | &nbsp;&nbsp; — | &nbsp;&nbsp; 81083206 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corporate Bonds & Notes | &nbsp;&nbsp; — | &nbsp;&nbsp; 1618625916 | &nbsp;&nbsp; 32969 | &nbsp;&nbsp; 1618658885 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Floating Rate Loan Interests | &nbsp;&nbsp; — | &nbsp;&nbsp; 262231 | &nbsp;&nbsp; — | &nbsp;&nbsp; 262231 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Government Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 316945725 | &nbsp;&nbsp; — | &nbsp;&nbsp; 316945725 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Municipal Debt Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 2293558 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2293558 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Government & Agency Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 2626725389 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2626725389 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Common Stocks | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 133415 | &nbsp;&nbsp; 133415 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Preferred Stocks | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| &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; 78531930 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 78531930 |
|  | &nbsp;&nbsp; $78531930 | &nbsp;&nbsp; $4682324779 | &nbsp;&nbsp; $166384 | &nbsp;&nbsp; $4761023093 |

---

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

---

| | |
|:---|:---|
| **Portfolio Abbreviation** | **Portfolio Abbreviation** |
| CME | Chicago Mercantile Exchange |
| CMT | Constant Maturity Treasury |
| CPI | Consumer Price Index |
| DIP | Debtor-In-Possession |
| GO | General Obligation |
| GOL | General Obligation Limited |
| JSC | Joint Stock Company |

---

---

| | |
|:---|:---|
| NVS | Non-Voting Shares |
| PIK | Payment-in-kind |
| PJSC | Public Joint Stock Company |
| RB | Revenue Bonds |
| REIT | Real Estate Investment Trust |
| SOFR | Secured Overnight Financing Rate |

---

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

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

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

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

- **a. Name of Series:** iShares Core 1-5 Year USD Bond ETF

- **b. EDGAR series identifier (if any):** S000038926

- **c. LEI of Series:** 549300EL16PGODA21E74

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4841035922.79

**Total Liabilities:** $73964002.47

**Net Assets:** $4767071920.32

**Delayed Delivery Securities:** $1395861.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 143.55000000 | **1-Year:** 131420.34000000 | **5-Year:** 380578.75000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 1452.76000000 | **1-Year:** 20061.49000000 | **5-Year:** 60399.57000000 | **10-Year:** 363.33000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000119711 | 0.52%                | 0.29%                | 0.26%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-832248.38              | $10023164.73                               |
| Month 2  | $186742.08               | $-4588970.92                               |
| Month 3  | $-105812.71              | $-4591896.55                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GLOBAL AUTO HO/AAG FH UK                                                   | Global Auto Holdings Ltd/AAG FH UK Ltd                                           | CUSIP: 00033GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    180000 | PA      | $178848.06    | 0.00%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                                                   | Global Auto Holdings Ltd/AAG FH UK Ltd                                           | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    190000 | PA      | $201432.37    | 0.00%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ABB FINANCE USA INC                                                        | ABB Finance USA Inc                                                              | CUSIP: 00037BAF9<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35038.18     | 0.00%             | 2028-04-03      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ACCO BRANDS CORP                                                           | ACCO Brands Corp                                                                 | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185243.65    | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| ABN AMRO BANK NV                                                           | ABN AMRO Bank NV                                                                 | CUSIP: 00084DAW0<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    210000 | PA      | $200253.68    | 0.00%             | 2029-12-13      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                           | ABN AMRO Bank NV                                                                 | CUSIP: 00084DBD1<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    210000 | PA      | $213476.24    | 0.00%             | 2028-12-03      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                           | ABN AMRO Bank NV                                                                 | CUSIP: 00084DBH2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $201275.17    | 0.00%             | 2028-07-07      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                                  | Aflac Inc                                                                        | CUSIP: 001055BJ0<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    305000 | PA      | $299699.86    | 0.01%             | 2030-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                                                  | AGCO Corp                                                                        | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146961.74    | 0.00%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                              | AEP Texas Inc                                                                    | CUSIP: 00108WAH3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74800.95     | 0.00%             | 2028-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                              | AEP Texas Inc                                                                    | CUSIP: 00108WAM2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    155000 | PA      | $141391.57    | 0.00%             | 2030-07-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                              | AEP Texas Inc                                                                    | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    210000 | PA      | $217868.75    | 0.00%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                                               | ADT Security Corp/The                                                            | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    275000 | PA      | $267800.65    | 0.01%             | 2029-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                               | AES Corp/The                                                                     | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195430.48    | 0.00%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                               | AES Corp/The                                                                     | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    360000 | PA      | $369529.12    | 0.01%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                               | AES Corp/The                                                                     | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    290000 | PA      | $294007.77    | 0.01%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                               | AES Corp/The                                                                     | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    145000 | PA      | $141968.27    | 0.00%             | 2055-07-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                              | AIA Group Ltd                                                                    | CUSIP: 00131LAH8<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    315000 | PA      | $311303.18    | 0.01%             | 2029-04-09      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                              | AIA Group Ltd                                                                    | CUSIP: 00131LAJ4<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    300000 | PA      | $292391.52    | 0.01%             | 2030-04-07      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                              | AIA Group Ltd                                                                    | CUSIP: 00131LAN5<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    500000 | PA      | $513622.48    | 0.01%             | 2027-10-25      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                              | AIB Group PLC                                                                    | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    215000 | PA      | $227988.70    | 0.00%             | 2029-09-13      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                              | AIB Group PLC                                                                    | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $206585.82    | 0.00%             | 2031-05-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                                    | Corebridge Global Funding                                                        | CUSIP: 00138CAV0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    145000 | PA      | $151281.54    | 0.00%             | 2028-09-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                                    | Corebridge Global Funding                                                        | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118121.50    | 0.00%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                                    | Corebridge Global Funding                                                        | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138698.07    | 0.00%             | 2029-06-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                                    | Corebridge Global Funding                                                        | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    245000 | PA      | $247530.86    | 0.01%             | 2027-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                                    | Corebridge Global Funding                                                        | CUSIP: 00138CBC1<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132534.85    | 0.00%             | 2029-12-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                                    | Corebridge Global Funding                                                        | CUSIP: 00138CBD9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187983.22    | 0.00%             | 2028-01-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                                    | Corebridge Global Funding                                                        | CUSIP: 00138CBF4<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202737.65    | 0.00%             | 2030-06-06      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                                    | Corebridge Global Funding                                                        | CUSIP: 00138CBG2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135386.04    | 0.00%             | 2028-08-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                                    | Corebridge Global Funding                                                        | CUSIP: 00138CBJ6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124698.09    | 0.00%             | 2030-10-02      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                                    | Corebridge Global Funding                                                        | CUSIP: 00138CBM9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99782.04     | 0.00%             | 2031-01-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AHP HEALTH PARTN                                                           | AHP Health Partners Inc                                                          | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97505.96     | 0.00%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| AMC NETWORKS INC                                                           | AMC Networks Inc                                                                 | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     62000 | PA      | $54145.00     | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| AMC NETWORKS INC                                                           | AMC Networks Inc                                                                 | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    275000 | PA      | $286747.65    | 0.01%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HLDGS                                                    | AMC Entertainment Holdings Inc                                                   | CUSIP: 00165CBA1<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |    170000 | PA      | $132609.56    | 0.00%             | 2029-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| AMN HEALTHCARE INC                                                         | AMN Healthcare Inc                                                               | CUSIP: 00175PAC7<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |    105000 | PA      | $100424.94    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| AMN HEALTHCARE INC                                                         | AMN Healthcare Inc                                                               | CUSIP: 00175PAD5<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126937.08    | 0.00%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANZ NEW ZEALAND INTL/LDN                                                   | ANZ New Zealand Int'l Ltd/London                                                 | CUSIP: 00182EBF5<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |     45000 | PA      | $44731.40     | 0.00%             | 2027-07-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ANZ NEW ZEALAND INTL/LDN                                                   | ANZ New Zealand Int'l Ltd/London                                                 | CUSIP: 00182EBJ7<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |    200000 | PA      | $198210.81    | 0.00%             | 2028-01-21      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ANZ NEW ZEALAND INTL/LDN                                                   | ANZ New Zealand Int'l Ltd/London                                                 | CUSIP: 00182EBM0<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |    270000 | PA      | $253235.92    | 0.01%             | 2030-02-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ANZ NEW ZEALAND INTL/LDN                                                   | ANZ New Zealand Int'l Ltd/London                                                 | CUSIP: 00182EBU2<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |    270000 | PA      | $279272.70    | 0.01%             | 2028-08-14      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| ANZ BANK NEW ZEALAND LTD                                                   | ANZ Bank New Zealand Ltd                                                         | CUSIP: 00182YAA3<br>LEI: HZSN7FQBPO5IEWYIGC72 | Long             | DBT              | CORP              | NZ        |    200000 | PA      | $203650.57    | 0.00%             | 2032-08-11      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ANZ BANK NEW ZEALAND LTD                                                   | ANZ Bank New Zealand Ltd                                                         | CUSIP: 00182YAC9<br>LEI: HZSN7FQBPO5IEWYIGC72 | Long             | DBT              | CORP              | NZ        |    190000 | PA      | $197519.09    | 0.00%             | 2034-07-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ANGI GROUP LLC                                                             | ANGI Group LLC                                                                   | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $193481.52    | 0.00%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                                           | APi Group DE Inc                                                                 | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83476.35     | 0.00%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                                           | APi Group DE Inc                                                                 | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63294.78     | 0.00%             | 2029-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| APH/APH2/APH3/AQUARIAN                                                     | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $248613.62    | 0.01%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                                                             | ARD Finance SA                                                                   | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |         1 | PA      | $0.01         | 0.00%             | 2027-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASGN INCORPORATED                                                          | ASGN Inc                                                                         | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176786.24    | 0.00%             | 2028-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ATS CORP                                                                   | ATS Corp                                                                         | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $112163.78    | 0.00%             | 2028-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                                         | APLD ComputeCo LLC                                                               | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    725000 | PA      | $753214.34    | 0.02%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AP MOLLER-MAERSK A/S                                                       | AP Moller - Maersk A/S                                                           | CUSIP: 00203QAE7<br>LEI: 549300D2K6PKKKXVNN73 | Long             | DBT              | CORP              | DK        |    135000 | PA      | $136289.70    | 0.00%             | 2029-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                   | AT&T Inc                                                                         | CUSIP: 00206RDQ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    512000 | PA      | $513346.76    | 0.01%             | 2027-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                   | AT&T Inc                                                                         | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    560000 | PA      | $561253.51    | 0.01%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                   | AT&T Inc                                                                         | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1025719.14   | 0.02%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                   | AT&T Inc                                                                         | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    910000 | PA      | $916337.35    | 0.02%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                   | AT&T Inc                                                                         | CUSIP: 00206RHW5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    295000 | PA      | $294528.69    | 0.01%             | 2027-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                   | AT&T Inc                                                                         | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    811000 | PA      | $794326.90    | 0.02%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                   | AT&T Inc                                                                         | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    785000 | PA      | $750360.55    | 0.02%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                   | AT&T Inc                                                                         | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    365000 | PA      | $370617.67    | 0.01%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED                                                           | ASB Bank Ltd                                                                     | CUSIP: 00216LAF0<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |    215000 | PA      | $220588.13    | 0.00%             | 2027-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED                                                           | ASB Bank Ltd                                                                     | CUSIP: 00216LAH6<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |    200000 | PA      | $199063.56    | 0.00%             | 2030-10-29      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| ASG FINANCE DAC                                                            | ASG Finance DAC                                                                  | CUSIP: 00217AAB2<br>LEI: 5493005UOB0OMEJ4WK10 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $185159.52    | 0.00%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                                     | AS Mileage Plan IP Ltd                                                           | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    235000 | PA      | $237712.03    | 0.00%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                                                      | AAR Escrow Issuer LLC                                                            | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $207035.48    | 0.00%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                   | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    900000 | PA      | $909408.22    | 0.02%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                        | Abbott Laboratories                                                              | CUSIP: 002824BP4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190520.80    | 0.00%             | 2028-01-30      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                 | AbbVie Inc                                                                       | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    565000 | PA      | $570652.85    | 0.01%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                 | AbbVie Inc                                                                       | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1692982.30   | 0.04%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                 | AbbVie Inc                                                                       | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    715000 | PA      | $722587.38    | 0.02%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                 | AbbVie Inc                                                                       | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    805000 | PA      | $824403.71    | 0.02%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                 | AbbVie Inc                                                                       | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    430000 | PA      | $437040.00    | 0.01%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                 | AbbVie Inc                                                                       | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    410000 | PA      | $421765.92    | 0.01%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ACADEMY LTD                                                                | Academy Ltd                                                                      | CUSIP: 00401YAA8<br>LEI: 549300BN53IR80C35Z14 | Long             | DBT              | CORP              | US        |    132000 | PA      | $132124.02    | 0.00%             | 2027-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                   | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163008.35    | 0.00%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                   | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    165000 | PA      | $158417.74    | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ACE CAPITAL TRUST II                                                       | ACE Capital Trust II                                                             | CUSIP: 00440FAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $131637.19    | 0.00%             | 2030-04-01      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                      | Accenture Capital Inc                                                            | CUSIP: 00440KAA1<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301255.12    | 0.01%             | 2027-10-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                      | Accenture Capital Inc                                                            | CUSIP: 00440KAB9<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    405000 | PA      | $406249.09    | 0.01%             | 2029-10-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                     | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $217888.08    | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                     | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $148371.38    | 0.00%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| ACRISURE LLC / FIN INC                                                     | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    287000 | PA      | $297685.41    | 0.01%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                     | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $346919.80    | 0.01%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                     | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $162232.06    | 0.00%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ADAMS HOMES INC                                                            | Adams Homes Inc                                                                  | CUSIP: 00623PAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    113000 | PA      | $117894.63    | 0.00%             | 2028-10-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                            | AdaptHealth LLC                                                                  | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $165627.67    | 0.00%             | 2028-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                            | AdaptHealth LLC                                                                  | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $154721.98    | 0.00%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                            | AdaptHealth LLC                                                                  | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $194277.22    | 0.00%             | 2030-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                                     | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    190000 | PA      | $194356.13    | 0.00%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                  | Adobe Inc                                                                        | CUSIP: 00724PAC3<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73893.35     | 0.00%             | 2027-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                  | Adobe Inc                                                                        | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    395000 | PA      | $369691.97    | 0.01%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                  | Adobe Inc                                                                        | CUSIP: 00724PAE9<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187326.79    | 0.00%             | 2027-04-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                  | Adobe Inc                                                                        | CUSIP: 00724PAF6<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    290000 | PA      | $297725.48    | 0.01%             | 2029-04-04      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                  | Adobe Inc                                                                        | CUSIP: 00724PAH2<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    310000 | PA      | $315941.14    | 0.01%             | 2028-01-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                  | Adobe Inc                                                                        | CUSIP: 00724PAJ8<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    265000 | PA      | $274143.93    | 0.01%             | 2030-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION                                                   | Adtalem Global Education Inc                                                     | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |    136000 | PA      | $135882.07    | 0.00%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                                         | Advance Auto Parts Inc                                                           | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138617.02    | 0.00%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                                         | Advance Auto Parts Inc                                                           | CUSIP: 00751YAF3<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94957.70     | 0.00%             | 2027-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                                         | Advance Auto Parts Inc                                                           | CUSIP: 00751YAJ5<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138283.87    | 0.00%             | 2028-03-09      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| ADVANCE AUTO PARTS                                                         | Advance Auto Parts Inc                                                           | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    285000 | PA      | $289501.02    | 0.01%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                       | Advocate Health & Hospitals Corp                                                 | CUSIP: 007589AA2<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9987.82      | 0.00%             | 2028-08-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                       | Advocate Health & Hospitals Corp                                                 | CUSIP: 007589AD6<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73695.50     | 0.00%             | 2030-06-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAB1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $397845.60    | 0.01%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAE5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    235000 | PA      | $234356.63    | 0.00%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $151305.72    | 0.00%             | 2027-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1140000 | PA      | $1105857.30   | 0.02%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    285000 | PA      | $295059.60    | 0.01%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    155000 | PA      | $157908.25    | 0.00%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    250000 | PA      | $266526.31    | 0.01%             | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    415000 | PA      | $425929.76    | 0.01%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    210000 | PA      | $214898.54    | 0.00%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    200000 | PA      | $209283.04    | 0.00%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    345000 | PA      | $348604.77    | 0.01%             | 2029-09-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    215000 | PA      | $218437.16    | 0.00%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBR5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    170000 | PA      | $169204.51    | 0.00%             | 2030-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBT1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $149477.58    | 0.00%             | 2029-02-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ADVANTAGE SALES & MARKET                                                   | Advantage Sales & Marketing Inc                                                  | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |    170000 | PA      | $144189.17    | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AERCAP SUKUK LTD                                                           | Aercap Sukuk Ltd/ Cayman Islands                                                 | CUSIP: 00782EAA1<br>LEI: 391200JQT9N8N6OA4N81 | Long             | DBT              | CORP              | KY        |    265000 | PA      | $261771.19    | 0.01%             | 2029-10-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                                     | Advanced Micro Devices Inc                                                       | CUSIP: 007903BJ5<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35404.99     | 0.00%             | 2028-03-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                                                   | Advanced Drainage Systems Inc                                                    | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104870.67    | 0.00%             | 2027-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                                                   | Advanced Drainage Systems Inc                                                    | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153356.19    | 0.00%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AEGON LTD                                                                  | Aegon Ltd                                                                        | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |    295000 | PA      | $298959.34    | 0.01%             | 2048-04-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                                                    | Aethon United BR LP / Aethon United Finance Corp                                 | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $326115.17    | 0.01%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                                                   | Affiliated Managers Group Inc                                                    | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    105000 | PA      | $100120.27    | 0.00%             | 2030-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                   | African Development Bank                                                         | CUSIP: 00828EEP0<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    775000 | PA      | $785177.21    | 0.02%             | 2027-11-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                   | African Development Bank                                                         | CUSIP: 00828EER6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |   1215000 | PA      | $1233969.73   | 0.03%             | 2028-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                   | African Development Bank                                                         | CUSIP: 00828EEY1<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    800000 | PA      | $806888.27    | 0.02%             | 2027-01-04      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                   | African Development Bank                                                         | CUSIP: 00828EEZ8<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    685000 | PA      | $688305.71    | 0.01%             | 2027-02-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                   | African Development Bank                                                         | CUSIP: 00828EFD6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    685000 | PA      | $680114.40    | 0.01%             | 2029-09-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                   | African Development Bank                                                         | CUSIP: 00828EFF1<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1008477.98   | 0.02%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                   | African Development Bank                                                         | CUSIP: 00828EFH7<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |     30000 | PA      | $30178.89     | 0.00%             | 2028-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AFRICA FINANCE CORP                                                        | Africa Finance Corp                                                              | CUSIP: 00830YAD3<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $191618.43    | 0.00%             | 2028-04-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AFRICAN EXPORT-IMPORT BA                                                   | African Export-Import Bank/The                                                   | CUSIP: 00831TAA9<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | XX        |      5000 | PA      | $4639.97      | 0.00%             | 2029-09-21      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| AFFINITY INTERACTIVE                                                       | Affinity Interactive                                                             | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    179000 | PA      | $107379.05    | 0.00%             | 2027-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| AGILENT TECHNOLOGIES INC                                                   | Agilent Technologies Inc                                                         | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    165000 | PA      | $157765.71    | 0.00%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                   | Agilent Technologies Inc                                                         | CUSIP: 00846UAM3<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    105000 | PA      | $96017.97     | 0.00%             | 2030-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                   | Agilent Technologies Inc                                                         | CUSIP: 00846UAQ4<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180828.77    | 0.00%             | 2027-09-09      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                   | Agree LP                                                                         | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |    105000 | PA      | $100338.93    | 0.00%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AHEAD DB HOLDINGS LLC                                                      | Ahead DB Holdings LLC                                                            | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128689.18    | 0.00%             | 2028-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| AHOLD FINANCE USA LLC                                                      | Ahold Finance USA LLC                                                            | CUSIP: 008685AB5<br>LEI: 549300XB4647UBM7K822 | Long             | DBT              | CORP              | US        |    115000 | PA      | $124474.87    | 0.00%             | 2029-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2015-1A PTT                                                     | Air Canada 2015-1 Class A Pass Through Trust                                     | CUSIP: 009090AA9<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    110460 | PA      | $109250.17    | 0.00%             | 2027-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| AIR LEASE CORP                                                             | Air Lease Corp                                                                   | CUSIP: 00912XAV6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188976.75    | 0.00%             | 2027-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                             | Air Lease Corp                                                                   | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64430.83     | 0.00%             | 2027-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                             | Air Lease Corp                                                                   | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85619.79     | 0.00%             | 2028-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AIR LIQUIDE FINANCE                                                        | Air Liquide Finance SA                                                           | CUSIP: 00913RAF3<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |    265000 | PA      | $248653.64    | 0.01%             | 2029-09-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                             | Air Lease Corp                                                                   | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    215000 | PA      | $206244.58    | 0.00%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                             | Air Lease Corp                                                                   | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    270000 | PA      | $253834.70    | 0.01%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                             | Air Lease Corp                                                                   | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    220000 | PA      | $208138.75    | 0.00%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                             | Air Lease Corp                                                                   | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    242000 | PA      | $237928.35    | 0.00%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                             | Air Lease Corp                                                                   | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309105.33    | 0.01%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                             | Air Lease Corp                                                                   | CUSIP: 00914AAU6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305903.38    | 0.01%             | 2028-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                             | Air Lease Corp                                                                   | CUSIP: 00914AAV4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162986.28    | 0.00%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP SUKUK LTD                                                   | AIR Lease Corp Sukuk Ltd                                                         | CUSIP: 00914QAA5<br>LEI: 549300FDSPH65OVJVS35 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $255654.60    | 0.01%             | 2028-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                   | Air Products and Chemicals Inc                                                   | CUSIP: 009158AY2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48833.69     | 0.00%             | 2027-05-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                   | Air Products and Chemicals Inc                                                   | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276240.82    | 0.01%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                   | Air Products and Chemicals Inc                                                   | CUSIP: 009158BH8<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    367000 | PA      | $373756.73    | 0.01%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                   | Air Products and Chemicals Inc                                                   | CUSIP: 009158BN5<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106013.81    | 0.00%             | 2028-06-11      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                                                  | Airbus SE                                                                        | CUSIP: 009279AA8<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |    260000 | PA      | $257838.67    | 0.01%             | 2027-04-10      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                              | Aircastle Ltd                                                                    | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    300000 | PA      | $291957.39    | 0.01%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                              | Aircastle Ltd                                                                    | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    225000 | PA      | $236455.37    | 0.00%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                              | Aircastle Ltd                                                                    | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    150000 | PA      | $156252.02    | 0.00%             | 2029-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                                                    | Aircastle Ltd / Aircastle Ireland DAC                                            | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    150000 | PA      | $153435.94    | 0.00%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                                                    | Aircastle Ltd / Aircastle Ireland DAC                                            | CUSIP: 00929JAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $253124.33    | 0.01%             | 2030-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AIRPORT AUTHORITY HK                                                       | Airport Authority                                                                | CUSIP: 00946AAC8<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    200000 | PA      | $196102.64    | 0.00%             | 2027-01-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AIRPORT AUTHORITY HK                                                       | Airport Authority                                                                | CUSIP: 00946AAG9<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    400000 | PA      | $406894.83    | 0.01%             | 2028-01-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AIRPORT AUTHORITY HK                                                       | Airport Authority                                                                | CUSIP: 00946AAH7<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    200000 | PA      | $206156.39    | 0.00%             | 2030-01-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AIRPORT AUTHORITY HK                                                       | Airport Authority                                                                | CUSIP: 00946AAL8<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    400000 | PA      | $408966.84    | 0.01%             | 2028-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| AIRPORT AUTHORITY HK                                                       | Airport Authority                                                                | CUSIP: 00946AAM6<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    600000 | PA      | $621827.38    | 0.01%             | 2030-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                | Aker BP ASA                                                                      | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    250000 | PA      | $242191.93    | 0.01%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                | Aker BP ASA                                                                      | CUSIP: 00973RAL7<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    185000 | PA      | $190457.69    | 0.00%             | 2028-06-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                      | Svensk Exportkredit AB                                                           | CUSIP: 01021NAA0<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    385000 | PA      | $390642.84    | 0.01%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                      | Svensk Exportkredit AB                                                           | CUSIP: 01021NAB8<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    465000 | PA      | $465689.98    | 0.01%             | 2027-09-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                      | Svensk Exportkredit AB                                                           | CUSIP: 01021NAF9<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    750000 | PA      | $745797.15    | 0.02%             | 2030-07-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                           | Alabama Power Co                                                                 | CUSIP: 010392FU7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    280000 | PA      | $248212.91    | 0.01%             | 2030-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                           | Alabama Power Co                                                                 | CUSIP: 010392FY9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    530000 | PA      | $529895.75    | 0.01%             | 2027-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020 TR                                                    | Alaska Airlines 2020-1 Class A Pass Through Trust                                | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    328352 | PA      | $329588.63    | 0.01%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| ALBEMARLE CORP                                                             | Albemarle Corp                                                                   | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    270000 | PA      | $271784.36    | 0.01%             | 2027-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                | Ovintiv Inc                                                                      | CUSIP: 012873AH8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     15000 | PA      | $17140.36     | 0.00%             | 2030-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                        | Province of Alberta Canada                                                       | CUSIP: 013051EA1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    370000 | PA      | $366775.99    | 0.01%             | 2028-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                        | Province of Alberta Canada                                                       | CUSIP: 013051EM5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     20000 | PA      | $17862.99     | 0.00%             | 2030-07-22      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                        | Province of Alberta Canada                                                       | CUSIP: 013051EV5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    495000 | PA      | $506343.98    | 0.01%             | 2029-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                     | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AB7<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200139.59    | 0.00%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                     | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AC5<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349911.18    | 0.01%             | 2027-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                     | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AE1<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    310000 | PA      | $306052.59    | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                     | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AG6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    375000 | PA      | $360051.35    | 0.01%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                     | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAA6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    255000 | PA      | $259141.92    | 0.01%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                                   | Albion Financing 1 SARL / Aggreko Holdings Inc                                   | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    415000 | PA      | $433109.69    | 0.01%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                                                    | Alcoa Nederland Holding BV                                                       | CUSIP: 013822AC5<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    105000 | PA      | $105109.74    | 0.00%             | 2028-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                                                    | Alcoa Nederland Holding BV                                                       | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $147665.94    | 0.00%             | 2029-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                                         | Alcon Finance Corp                                                               | CUSIP: 01400EAB9<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239994.96    | 0.01%             | 2029-09-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                                         | Alcon Finance Corp                                                               | CUSIP: 01400EAD5<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    210000 | PA      | $195686.30    | 0.00%             | 2030-05-27      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ALEXANDER FUND TRUST II                                                    | Alexander Funding Trust II                                                       | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $239473.98    | 0.01%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                   | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AG4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    105000 | PA      | $105556.30    | 0.00%             | 2029-07-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                   | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    363000 | PA      | $362117.51    | 0.01%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                   | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AN9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    160000 | PA      | $161350.69    | 0.00%             | 2030-07-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                   | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    145000 | PA      | $136683.04    | 0.00%             | 2029-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ALGOMA STEEL INC                                                           | Algoma Steel Inc                                                                 | CUSIP: 01566MAD7<br>LEI: 5493006RXIB5GVHWJS53 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $116210.25    | 0.00%             | 2029-04-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                                    | Algonquin Power & Utilities Corp                                                 | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    260000 | PA      | $257248.44    | 0.01%             | 2082-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                      | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WAT9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    860000 | PA      | $852506.73    | 0.02%             | 2027-12-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                      | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WBM3<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $308174.67    | 0.01%             | 2030-05-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                                   | Alimentation Couche-Tard Inc                                                     | CUSIP: 01626PAH9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    280000 | PA      | $278032.74    | 0.01%             | 2027-07-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                                   | Alimentation Couche-Tard Inc                                                     | CUSIP: 01626PAM8<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    285000 | PA      | $270594.95    | 0.01%             | 2030-01-25      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                                   | Alimentation Couche-Tard Inc                                                     | CUSIP: 01626PAW6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $150091.29    | 0.00%             | 2028-09-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                                             | Alleghany Corp                                                                   | CUSIP: 017175AE0<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146873.51    | 0.00%             | 2030-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                    | ATI Inc                                                                          | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130202.37    | 0.00%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                    | ATI Inc                                                                          | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99854.47     | 0.00%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                    | ATI Inc                                                                          | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5241.11      | 0.00%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                                                     | Allegion US Holding Co Inc                                                       | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148706.31    | 0.00%             | 2027-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ALLEGION PLC                                                               | Allegion plc                                                                     | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |    115000 | PA      | $112241.38    | 0.00%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                                                        | Allegiant Travel Co                                                              | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |    143000 | PA      | $144569.03    | 0.00%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                                      | Bread Financial Holdings Inc                                                     | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102645.57    | 0.00%             | 2035-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| ALLIANCE RES OP/FINANCE                                                    | Alliance Resource Operating Partners LP / Alliance Resource Finance Corp         | CUSIP: 01879NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $126371.73    | 0.00%             | 2029-06-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                                                     | Alliant Energy Finance LLC                                                       | CUSIP: 01882YAB2<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144401.34    | 0.00%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                                                     | Alliant Energy Finance LLC                                                       | CUSIP: 01882YAE6<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    155000 | PA      | $162281.34    | 0.00%             | 2029-03-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                                                     | Alliant Energy Finance LLC                                                       | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228079.96    | 0.00%             | 2027-06-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                   | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $381308.60    | 0.01%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                   | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $251822.52    | 0.01%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                   | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $124590.05    | 0.00%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                   | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $498520.72    | 0.01%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                   | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $466552.67    | 0.01%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                                           | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $282606.49    | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                                           | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $301150.80    | 0.01%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                                    | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    390000 | PA      | $384733.23    | 0.01%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                   | Allison Transmission Inc                                                         | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145002.57    | 0.00%             | 2027-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                   | Allison Transmission Inc                                                         | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151896.61    | 0.00%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                   | Allison Transmission Inc                                                         | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282713.94    | 0.01%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                  | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F020422<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1850000 | PA      | $1708629.16   | 0.04%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                  | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F022428<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $944190.56    | 0.02%             | 2041-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                  | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F040420<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10829000 | PA      | $10680374.14  | 0.22%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                  | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F042426<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    112000 | PA      | $112093.56    | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                  | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F050429<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    178000 | PA      | $179998.23    | 0.00%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                              | Allstate Corp/The                                                                | CUSIP: 020002BL4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    195000 | PA      | $201025.71    | 0.00%             | 2029-06-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                         | Ally Financial Inc                                                               | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    265000 | PA      | $251170.57    | 0.01%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                         | Ally Financial Inc                                                               | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    370000 | PA      | $373145.08    | 0.01%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                         | Ally Financial Inc                                                               | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    315000 | PA      | $330750.23    | 0.01%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                         | Ally Financial Inc                                                               | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    275000 | PA      | $290002.11    | 0.01%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                         | Ally Financial Inc                                                               | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    185000 | PA      | $195892.55    | 0.00%             | 2030-01-03      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                         | Ally Financial Inc                                                               | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163684.33    | 0.00%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                         | Ally Financial Inc                                                               | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    235000 | PA      | $241171.65    | 0.01%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                                                | Ally Auto Receivables Trust 2025-1                                               | CUSIP: 02008KAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1503976.61   | 0.03%             | 2030-03-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                               | Alphabet Inc                                                                     | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    565000 | PA      | $498392.74    | 0.01%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                               | Alphabet Inc                                                                     | CUSIP: 02079KAJ6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    360000 | PA      | $345549.75    | 0.01%             | 2027-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                               | Alphabet Inc                                                                     | CUSIP: 02079KAK3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300103.38    | 0.01%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                               | Alphabet Inc                                                                     | CUSIP: 02079KAV9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125550.66    | 0.00%             | 2028-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                               | Alphabet Inc                                                                     | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    985000 | PA      | $986120.64    | 0.02%             | 2030-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                           | Altice France SA                                                                 | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    396342 | PA      | $407092.73    | 0.01%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                           | Altice France SA                                                                 | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    247713 | PA      | $242441.65    | 0.01%             | 2030-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALTA EQUIPMENT GROUP                                                       | Alta Equipment Group Inc                                                         | CUSIP: 02128LAC0<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |    175000 | PA      | $167029.82    | 0.00%             | 2029-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| ALTICE FINANCING SA                                                        | Altice Financing SA                                                              | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    365000 | PA      | $265789.55    | 0.01%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                        | Altice Financing SA                                                              | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    660000 | PA      | $473890.98    | 0.01%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                        | Altice Financing SA                                                              | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    110000 | PA      | $85027.09     | 0.00%             | 2027-07-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                           | Altria Group Inc                                                                 | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    620000 | PA      | $630820.38    | 0.01%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                           | Altria Group Inc                                                                 | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    245000 | PA      | $236204.67    | 0.00%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                           | Altria Group Inc                                                                 | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    210000 | PA      | $221283.84    | 0.00%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                           | Altria Group Inc                                                                 | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157770.98    | 0.00%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                           | Altria Group Inc                                                                 | CUSIP: 02209SBU6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140973.88    | 0.00%             | 2030-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                                            | Alumina Pty Ltd                                                                  | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $154653.39    | 0.00%             | 2030-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                       | Howmet Aerospace Inc                                                             | CUSIP: 022249AU0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    170000 | PA      | $178826.84    | 0.00%             | 2028-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                             | Amazon.com Inc                                                                   | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1310911.83   | 0.03%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                             | Amazon.com Inc                                                                   | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    537000 | PA      | $520816.28    | 0.01%             | 2027-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                             | Amazon.com Inc                                                                   | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    660000 | PA      | $594575.17    | 0.01%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                             | Amazon.com Inc                                                                   | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    675000 | PA      | $645316.90    | 0.01%             | 2028-05-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                             | Amazon.com Inc                                                                   | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    728000 | PA      | $725189.37    | 0.02%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                             | Amazon.com Inc                                                                   | CUSIP: 023135CG9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    420000 | PA      | $415668.70    | 0.01%             | 2029-04-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                             | Amazon.com Inc                                                                   | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    910000 | PA      | $925196.30    | 0.02%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                             | Amazon.com Inc                                                                   | CUSIP: 023135CQ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    435000 | PA      | $446334.34    | 0.01%             | 2029-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                             | Amazon.com Inc                                                                   | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    485000 | PA      | $486677.84    | 0.01%             | 2028-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                             | Amazon.com Inc                                                                   | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    610000 | PA      | $610191.39    | 0.01%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMDOCS LTD                                                                 | Amdocs Ltd                                                                       | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | CORP              | GG        |    205000 | PA      | $188342.36    | 0.00%             | 2030-06-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                                                      | Amcor Finance USA Inc                                                            | CUSIP: 02343UAH8<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151078.07    | 0.00%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                   | Amcor Flexibles North America Inc                                                | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    270000 | PA      | $273951.46    | 0.01%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                   | Amcor Flexibles North America Inc                                                | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    220000 | PA      | $226009.50    | 0.00%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMCOR GROUP FINANCE                                                        | Amcor Group Finance PLC                                                          | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |    237000 | PA      | $246000.62    | 0.01%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                  | Hess Corp                                                                        | CUSIP: 023551AF1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     26000 | PA      | $29267.24     | 0.00%             | 2029-10-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                | Ameren Corp                                                                      | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38114.66     | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                | Ameren Corp                                                                      | CUSIP: 023608AL6<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    225000 | PA      | $220120.93    | 0.00%             | 2027-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                | Ameren Corp                                                                      | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184363.00    | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                         | Ameren Illinois Co                                                               | CUSIP: 02361DAS9<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19962.79     | 0.00%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                    | America Movil SAB de CV                                                          | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    365000 | PA      | $357367.54    | 0.01%             | 2029-04-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                    | America Movil SAB de CV                                                          | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $187710.90    | 0.00%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-1 AA PTT                                                   | American Airlines 2017-1 Class AA Pass Through Trust                             | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112338 | PA      | $110254.83    | 0.00%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-2 AA PTT                                                   | American Airlines 2016-2 Class AA Pass Through Trust                             | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    146125 | PA      | $142703.71    | 0.00%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-2 AA PTT                                                   | American Airlines 2017-2 Class AA Pass Through Trust                             | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    124757 | PA      | $120914.51    | 0.00%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-1 AA PTT                                                   | American Airlines 2016-1 Class AA Pass Through Trust                             | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     82230 | PA      | $81020.63     | 0.00%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-1 A PTT                                                      | American Airlines 2015-1 Class A Pass Through Trust                              | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    187264 | PA      | $184409.62    | 0.00%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-3 AA PTT                                                   | American Airlines 2016-3 Class AA Pass Through Trust                             | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78020 | PA      | $75528.61     | 0.00%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                      | American Airlines Inc                                                            | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    240000 | PA      | $244437.55    | 0.01%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                      | American Airlines Inc                                                            | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312943.20    | 0.01%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-2 AA PTT                                                     | American Airlines 2015-2 Class AA Pass Through Trust                             | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    101734 | PA      | $100488.24    | 0.00%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| AMERICAN AXLE & MFG INC                                                    | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBA7<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    118000 | PA      | $118144.04    | 0.00%             | 2028-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                                    | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    195000 | PA      | $190372.27    | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                                                          | American Builders & Contractors Supply Co Inc                                    | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123400.76    | 0.00%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                                                          | American Builders & Contractors Supply Co Inc                                    | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106235.76    | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                    | American Electric Power Co Inc                                                   | CUSIP: 025537AJ0<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93782.31     | 0.00%             | 2027-11-13      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                    | American Electric Power Co Inc                                                   | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151062.03    | 0.00%             | 2028-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                    | American Electric Power Co Inc                                                   | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    140000 | PA      | $129555.20    | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                    | American Electric Power Co Inc                                                   | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    239000 | PA      | $235243.22    | 0.00%             | 2062-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                    | American Electric Power Co Inc                                                   | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    475000 | PA      | $488508.72    | 0.01%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                    | American Electric Power Co Inc                                                   | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    330000 | PA      | $340185.86    | 0.01%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                    | American Electric Power Co Inc                                                   | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109729.94    | 0.00%             | 2054-12-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                                    | American National Group Inc                                                      | CUSIP: 025676AM9<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81604.67     | 0.00%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                                    | American National Group Inc                                                      | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    145000 | PA      | $150047.65    | 0.00%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                                    | American National Group Inc                                                      | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151456.67    | 0.00%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                        | American Express Co                                                              | CUSIP: 025816CP2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    540000 | PA      | $536997.90    | 0.01%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                        | American Express Co                                                              | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    575000 | PA      | $567522.91    | 0.01%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                        | American Express Co                                                              | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    370000 | PA      | $371372.30    | 0.01%             | 2029-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                        | American Express Co                                                              | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    539000 | PA      | $556635.91    | 0.01%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                        | American Express Co                                                              | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    535000 | PA      | $550171.33    | 0.01%             | 2029-07-27      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                        | American Express Co                                                              | CUSIP: 025816DN6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    120000 | PA      | $130631.39    | 0.00%             | 2031-10-30      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                        | American Express Co                                                              | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    560000 | PA      | $566439.03    | 0.01%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                        | American Express Co                                                              | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    410000 | PA      | $426950.29    | 0.01%             | 2030-04-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                        | American Express Co                                                              | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    380000 | PA      | $385959.71    | 0.01%             | 2028-07-26      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                        | American Express Co                                                              | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    455000 | PA      | $467535.91    | 0.01%             | 2031-01-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                        | American Express Co                                                              | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    525000 | PA      | $532681.76    | 0.01%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                        | American Express Co                                                              | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    460000 | PA      | $471865.10    | 0.01%             | 2031-04-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                        | American Express Co                                                              | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    480000 | PA      | $482948.69    | 0.01%             | 2029-07-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                               | American Express Credit Account Master Trust                                     | CUSIP: 02582JKP4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $707277.10    | 0.01%             | 2030-04-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                               | American Express Credit Account Master Trust                                     | CUSIP: 02582JKR0<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $305708.45    | 0.01%             | 2032-04-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                               | American Express Credit Account Master Trust Series 2025-5                       | CUSIP: 02582JKT6<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $509686.97    | 0.01%             | 2032-07-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                               | American Express Credit Account Master Trust                                     | CUSIP: 02582JKV1<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1011956.02   | 0.02%             | 2030-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                               | American Express Credit Account Master Trust                                     | CUSIP: 02589BAC4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1032593.10   | 0.02%             | 2030-09-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                               | American Express Credit Account Master Trust                                     | CUSIP: 02589BAE0<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   1110000 | PA      | $1124298.85   | 0.02%             | 2029-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT                                                    | American Express Credit Corp                                                     | CUSIP: 0258M0EL9<br>LEI: 9ET6B8VCXWW51H8Z3M54 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208767.22    | 0.00%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                                                   | American Financial Group Inc/OH                                                  | CUSIP: 025932AP9<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94161.83     | 0.00%             | 2030-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE INC                                                       | Global Net Lease Inc                                                             | CUSIP: 02608AAA7<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              |  | US        |    125000 | PA      | $122380.61    | 0.00%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                     | American Honda Finance Corp                                                      | CUSIP: 02665WCE9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178465.96    | 0.00%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                     | American Honda Finance Corp                                                      | CUSIP: 02665WDJ7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    265000 | PA      | $261440.93    | 0.01%             | 2027-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                     | American Honda Finance Corp                                                      | CUSIP: 02665WDW8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    270000 | PA      | $259178.15    | 0.01%             | 2028-03-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                     | American Honda Finance Corp                                                      | CUSIP: 02665WEB3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285023.40    | 0.01%             | 2029-01-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                     | American Honda Finance Corp                                                      | CUSIP: 02665WED9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162336.57    | 0.00%             | 2028-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                     | American Honda Finance Corp                                                      | CUSIP: 02665WEH0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201970.43    | 0.00%             | 2030-04-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                     | American Honda Finance Corp                                                      | CUSIP: 02665WEM9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    365000 | PA      | $374406.28    | 0.01%             | 2028-07-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                     | American Honda Finance Corp                                                      | CUSIP: 02665WER8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    195000 | PA      | $206701.03    | 0.00%             | 2030-10-04      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                     | American Honda Finance Corp                                                      | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166790.10    | 0.00%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                     | American Honda Finance Corp                                                      | CUSIP: 02665WFD8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151682.60    | 0.00%             | 2027-03-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                     | American Honda Finance Corp                                                      | CUSIP: 02665WFE6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    245000 | PA      | $250461.26    | 0.01%             | 2029-03-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                     | American Honda Finance Corp                                                      | CUSIP: 02665WFK2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202857.21    | 0.00%             | 2027-07-09      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                     | American Honda Finance Corp                                                      | CUSIP: 02665WFQ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252237.56    | 0.01%             | 2029-09-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                     | American Honda Finance Corp                                                      | CUSIP: 02665WFT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    245000 | PA      | $247198.46    | 0.01%             | 2027-10-22      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                     | American Honda Finance Corp                                                      | CUSIP: 02665WFX4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136537.88    | 0.00%             | 2028-03-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                     | American Honda Finance Corp                                                      | CUSIP: 02665WFY2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127482.00    | 0.00%             | 2030-03-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                     | American Honda Finance Corp                                                      | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100932.34    | 0.00%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                     | American Honda Finance Corp                                                      | CUSIP: 02665WGK1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    190000 | PA      | $191139.72    | 0.00%             | 2028-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                     | American Honda Finance Corp                                                      | CUSIP: 02665WGL9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200713.95    | 0.00%             | 2030-09-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                     | American Honda Finance Corp                                                      | CUSIP: 02665WGR6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150345.60    | 0.00%             | 2029-01-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                     | American Honda Finance Corp                                                      | CUSIP: 02665WGS4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149915.64    | 0.00%             | 2031-01-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                      | American Homes 4 Rent LP                                                         | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    170000 | PA      | $170074.55    | 0.00%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                      | American Homes 4 Rent LP                                                         | CUSIP: 02666TAB3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    120000 | PA      | $121983.96    | 0.00%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                      | American Homes 4 Rent LP                                                         | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    205000 | PA      | $207623.35    | 0.00%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                        | American International Group Inc                                                 | CUSIP: 026874DM6<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50941.43     | 0.00%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                        | American International Group Inc                                                 | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125751.75    | 0.00%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                                     | American International Group Inc                                                 | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153700.05    | 0.00%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF                                                       | American National Global Funding                                                 | CUSIP: 02771D2A1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $195388.24    | 0.00%             | 2030-01-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF                                                       | American National Global Funding                                                 | CUSIP: 02771D2B9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $126957.84    | 0.00%             | 2030-06-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF                                                       | American National Global Funding                                                 | CUSIP: 02771D2D5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $125472.20    | 0.00%             | 2028-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF                                                       | American National Global Funding                                                 | CUSIP: 02771D2E3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $124520.56    | 0.00%             | 2031-01-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                        | American Tower Corp                                                              | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    200000 | PA      | $198577.68    | 0.00%             | 2027-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                        | American Tower Corp                                                              | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    204000 | PA      | $202662.67    | 0.00%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                        | American Tower Corp                                                              | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    225000 | PA      | $223188.44    | 0.00%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                        | American Tower Corp                                                              | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    240000 | PA      | $238430.30    | 0.01%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                        | American Tower Corp                                                              | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    555000 | PA      | $547128.96    | 0.01%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                        | American Tower Corp                                                              | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    194000 | PA      | $191933.31    | 0.00%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                        | American Tower Corp                                                              | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    210000 | PA      | $199332.03    | 0.00%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                        | American Tower Corp                                                              | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    320000 | PA      | $291208.33    | 0.01%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                        | American Tower Corp                                                              | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    175000 | PA      | $166494.47    | 0.00%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                        | American Tower Corp                                                              | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    262000 | PA      | $261071.98    | 0.01%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                        | American Tower Corp                                                              | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    340000 | PA      | $349450.07    | 0.01%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                        | American Tower Corp                                                              | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    195000 | PA      | $200358.55    | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                        | American Tower Corp                                                              | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    295000 | PA      | $308006.82    | 0.01%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                        | American Tower Corp                                                              | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    215000 | PA      | $221045.65    | 0.00%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                        | American Tower Corp                                                              | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    255000 | PA      | $261223.44    | 0.01%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                        | American Tower Corp                                                              | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    345000 | PA      | $352288.97    | 0.01%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                   | American Water Capital Corp                                                      | CUSIP: 03040WAQ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197423.63    | 0.00%             | 2027-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                   | American Water Capital Corp                                                      | CUSIP: 03040WAS4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139352.75    | 0.00%             | 2028-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                   | American Water Capital Corp                                                      | CUSIP: 03040WAU9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171795.58    | 0.00%             | 2029-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                   | American Water Capital Corp                                                      | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142216.45    | 0.00%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                | Cencora Inc                                                                      | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198073.68    | 0.00%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                | Cencora Inc                                                                      | CUSIP: 03073EAR6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141241.03    | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                | Cencora Inc                                                                      | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136634.03    | 0.00%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                | Cencora Inc                                                                      | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163680.77    | 0.00%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                                   | Ameriprise Financial Inc                                                         | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    185000 | PA      | $193572.52    | 0.00%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                                     | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AL8<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176135.81    | 0.00%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                                     | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $289567.06    | 0.01%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                                     | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $160844.18    | 0.00%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                  | Amgen Inc                                                                        | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197843.13    | 0.00%             | 2027-11-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                  | Amgen Inc                                                                        | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    580000 | PA      | $570054.83    | 0.01%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                  | Amgen Inc                                                                        | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    420000 | PA      | $392710.79    | 0.01%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                  | Amgen Inc                                                                        | CUSIP: 031162DB3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    480000 | PA      | $453996.38    | 0.01%             | 2028-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                  | Amgen Inc                                                                        | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    425000 | PA      | $412625.86    | 0.01%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                  | Amgen Inc                                                                        | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    430000 | PA      | $429840.50    | 0.01%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                  | Amgen Inc                                                                        | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1269221.29   | 0.03%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                  | Amgen Inc                                                                        | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    895000 | PA      | $928740.69    | 0.02%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                           | AmWINS Group Inc                                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246559.25    | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                           | AmWINS Group Inc                                                                 | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    255000 | PA      | $261627.76    | 0.01%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                              | Amphenol Corp                                                                    | CUSIP: 032095AH4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176924.00    | 0.00%             | 2029-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                              | Amphenol Corp                                                                    | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    335000 | PA      | $318261.26    | 0.01%             | 2030-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                              | Amphenol Corp                                                                    | CUSIP: 032095AN1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    195000 | PA      | $197623.85    | 0.00%             | 2027-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                              | Amphenol Corp                                                                    | CUSIP: 032095AP6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    215000 | PA      | $221279.84    | 0.00%             | 2029-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                              | Amphenol Corp                                                                    | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100992.35    | 0.00%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                              | Amphenol Corp                                                                    | CUSIP: 032095AW1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    255000 | PA      | $254904.84    | 0.01%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                              | Amphenol Corp                                                                    | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119918.77    | 0.00%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                              | Amphenol Corp                                                                    | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238406.80    | 0.01%             | 2030-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                                          | Amsted Industries Inc                                                            | CUSIP: 032177AJ6<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118728.85    | 0.00%             | 2030-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                                               | ams-OSRAM AG                                                                     | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |    185000 | PA      | $197725.77    | 0.00%             | 2029-03-30      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                         | Analog Devices Inc                                                               | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236387.28    | 0.00%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                         | Analog Devices Inc                                                               | CUSIP: 032654BA2<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74642.71     | 0.00%             | 2027-06-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                         | Analog Devices Inc                                                               | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226731.69    | 0.00%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                         | Analog Devices Inc                                                               | CUSIP: 032654BE4<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233009.97    | 0.00%             | 2030-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANDREW W MELLON FOUNDATI                                                   | Andrew W Mellon Foundation/The                                                   | CUSIP: 03444RAB4<br>LEI: HVIJIPOQ5TXYVD3NET54 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52767.17     | 0.00%             | 2027-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                                     | Anglo American Capital PLC                                                       | CUSIP: 034863AR1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $226581.64    | 0.00%             | 2027-04-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                                     | Anglo American Capital PLC                                                       | CUSIP: 034863AU4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $276604.94    | 0.01%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                                     | AngloGold Ashanti Holdings PLC                                                   | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    200000 | PA      | $192556.54    | 0.00%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                                     | AngloGold Ashanti Holdings PLC                                                   | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    280000 | PA      | $271952.18    | 0.01%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                   | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    917000 | PA      | $935904.75    | 0.02%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                   | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    520000 | PA      | $508004.76    | 0.01%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                                           | Antares Holdings LP                                                              | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    225000 | PA      | $220432.34    | 0.00%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                                           | Antares Holdings LP                                                              | CUSIP: 03666HAF8<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    260000 | PA      | $274776.08    | 0.01%             | 2028-08-11      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                                           | Antares Holdings LP                                                              | CUSIP: 03666HAG6<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    245000 | PA      | $251023.73    | 0.01%             | 2029-02-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                                      | Antero Resources Corp                                                            | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    255000 | PA      | $258826.31    | 0.01%             | 2029-02-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                                      | Antero Resources Corp                                                            | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162298.05    | 0.00%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                        | Elevance Health Inc                                                              | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    470000 | PA      | $467804.81    | 0.01%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                        | Elevance Health Inc                                                              | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    505000 | PA      | $505784.76    | 0.01%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                        | Elevance Health Inc                                                              | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238803.61    | 0.01%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                        | Elevance Health Inc                                                              | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    305000 | PA      | $280093.99    | 0.01%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                        | Elevance Health Inc                                                              | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    190000 | PA      | $195798.81    | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                        | Elevance Health Inc                                                              | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    290000 | PA      | $295203.71    | 0.01%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                        | Elevance Health Inc                                                              | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    360000 | PA      | $359643.82    | 0.01%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                                   | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $240187.83    | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                                   | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $250382.53    | 0.01%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                   | Aon Corp                                                                         | CUSIP: 037389BB8<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151994.95    | 0.00%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                   | Aon Corp                                                                         | CUSIP: 037389BC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247478.86    | 0.01%             | 2029-05-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                   | Aon Corp                                                                         | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283029.26    | 0.01%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                   | Aon Corp / Aon Global Holdings PLC                                               | CUSIP: 03740LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    135000 | PA      | $133215.83    | 0.00%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                      | Aon North America Inc                                                            | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $242931.40    | 0.01%             | 2027-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                      | Aon North America Inc                                                            | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $339859.06    | 0.01%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                   | APA Corp                                                                         | CUSIP: 03743QAZ1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118538.64    | 0.00%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| APOLLO CMMRL REAL EST FI                                                   | Apollo Commercial Real Estate Finance Inc                                        | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              |  | US        |    155000 | PA      | $154476.52    | 0.00%             | 2029-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| APOLLO MANAGEMENT HOLDIN                                                   | Apollo Management Holdings LP                                                    | CUSIP: 03765HAD3<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |    290000 | PA      | $294827.41    | 0.01%             | 2029-02-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| APOLLO MANAGEMENT HOLDIN                                                   | Apollo Management Holdings LP                                                    | CUSIP: 03765HAF8<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |    165000 | PA      | $153511.58    | 0.00%             | 2030-06-05      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                                   | Apollo Global Management Inc                                                     | CUSIP: 03769MAF3<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100461.24    | 0.00%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                                   | Apollo Debt Solutions BDC                                                        | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    280000 | PA      | $292185.96    | 0.01%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                                   | Apollo Debt Solutions BDC                                                        | CUSIP: 03770DAK9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80602.90     | 0.00%             | 2030-08-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                                   | Apollo Debt Solutions BDC                                                        | CUSIP: 03770DAL7<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49717.60     | 0.00%             | 2031-01-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                  | Apple Inc                                                                        | CUSIP: 037833CJ7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    800000 | PA      | $797424.34    | 0.02%             | 2027-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                  | Apple Inc                                                                        | CUSIP: 037833CR9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    405000 | PA      | $402925.70    | 0.01%             | 2027-05-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                  | Apple Inc                                                                        | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    630000 | PA      | $625184.78    | 0.01%             | 2027-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                  | Apple Inc                                                                        | CUSIP: 037833DB3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    355000 | PA      | $351139.43    | 0.01%             | 2027-09-12      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                  | Apple Inc                                                                        | CUSIP: 037833DK3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    415000 | PA      | $411242.13    | 0.01%             | 2027-11-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                  | Apple Inc                                                                        | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    630000 | PA      | $595648.14    | 0.01%             | 2029-09-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                  | Apple Inc                                                                        | CUSIP: 037833DU1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    520000 | PA      | $472940.94    | 0.01%             | 2030-05-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                  | Apple Inc                                                                        | CUSIP: 037833DY3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    350000 | PA      | $310641.83    | 0.01%             | 2030-08-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                  | Apple Inc                                                                        | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    895000 | PA      | $853048.84    | 0.02%             | 2028-02-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                  | Apple Inc                                                                        | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    790000 | PA      | $748012.72    | 0.02%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                  | Apple Inc                                                                        | CUSIP: 037833EN6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    325000 | PA      | $319461.16    | 0.01%             | 2029-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                  | Apple Inc                                                                        | CUSIP: 037833ET3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    570000 | PA      | $574460.91    | 0.01%             | 2028-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                  | Apple Inc                                                                        | CUSIP: 037833EY2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    280000 | PA      | $282264.16    | 0.01%             | 2028-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                  | Apple Inc                                                                        | CUSIP: 037833EZ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    330000 | PA      | $333490.34    | 0.01%             | 2030-05-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                      | Applied Materials Inc                                                            | CUSIP: 038222AL9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    405000 | PA      | $403033.19    | 0.01%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                      | Applied Materials Inc                                                            | CUSIP: 038222AN5<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    205000 | PA      | $185463.19    | 0.00%             | 2030-06-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                      | Applied Materials Inc                                                            | CUSIP: 038222AS4<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    260000 | PA      | $266759.60    | 0.01%             | 2029-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                              | AppLovin Corp                                                                    | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    315000 | PA      | $323085.23    | 0.01%             | 2029-12-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                    | Essential Utilities Inc                                                          | CUSIP: 03836WAB9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117679.45    | 0.00%             | 2029-05-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                   | Aptiv Swiss Holdings Ltd                                                         | CUSIP: 03837AAA8<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    205000 | PA      | $209280.05    | 0.00%             | 2029-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                   | Aptiv Swiss Holdings Ltd                                                         | CUSIP: 03837AAD2<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    125000 | PA      | $130553.94    | 0.00%             | 2054-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARAB ENERGY FUND                                                           | Arab Energy Fund /The                                                            | CUSIP: 03845EAD4<br>LEI: 213800A54KIUYH5YD185 | Long             | DBT              | NUSS              | XX        |    380000 | PA      | $392726.22    | 0.01%             | 2029-05-02      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                                       | Aramark Services Inc                                                             | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    390000 | PA      | $389946.70    | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY SR INC                                                        | Arbor Realty SR Inc                                                              | CUSIP: 03881NAJ6<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              |  | US        |    150000 | PA      | $137632.76    | 0.00%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY SR INC                                                        | Arbor Realty SR Inc                                                              | CUSIP: 03881NAL1<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              |  | US        |     65000 | PA      | $63538.20     | 0.00%             | 2028-12-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| ARBOR REALTY TRUST INC                                                     | Arbor Realty Trust Inc                                                           | CUSIP: 038923AQ1<br>LEI: 549300ASFUWYQO0RW077 | Long             | DBT              |  | US        |    150000 | PA      | $143455.91    | 0.00%             | 2027-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                                              | ArcelorMittal SA                                                                 | CUSIP: 03938LBC7<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    105000 | PA      | $105205.86    | 0.00%             | 2029-07-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                                           | ArcelorMittal SA                                                                 | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    457000 | PA      | $475799.13    | 0.01%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                   | Archer-Daniels-Midland Co                                                        | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    330000 | PA      | $318652.62    | 0.01%             | 2030-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                           | Arches Buyer Inc                                                                 | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    315000 | PA      | $309898.79    | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                           | Arches Buyer Inc                                                                 | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156564.64    | 0.00%             | 2028-12-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                                   | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $270681.75    | 0.01%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                                 | Arcosa Inc                                                                       | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122709.62    | 0.00%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                                            | Ardagh Group SA                                                                  | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |    375000 | PA      | $353616.62    | 0.01%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                                     | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $192402.96    | 0.00%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                                     | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    300000 | PA      | $284969.36    | 0.01%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                                     | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $205562.46    | 0.00%             | 2031-01-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                                       | Ares Management Corp                                                             | CUSIP: 03990BAA9<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |    155000 | PA      | $163535.09    | 0.00%             | 2028-11-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                                            | Ardagh Group SA                                                                  | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |    480026 | PA      | $519093.83    | 0.01%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                          | Ares Capital Corp                                                                | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    440000 | PA      | $422375.62    | 0.01%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                          | Ares Capital Corp                                                                | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127536.29    | 0.00%             | 2027-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                          | Ares Capital Corp                                                                | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205345.75    | 0.00%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                          | Ares Capital Corp                                                                | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    305000 | PA      | $312770.97    | 0.01%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                          | Ares Capital Corp                                                                | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    280000 | PA      | $287707.43    | 0.01%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                          | Ares Capital Corp                                                                | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    255000 | PA      | $256375.03    | 0.01%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                          | Argentina Republic Government International Bonds                                | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   6192000 | PA      | $5246410.83   | 0.11%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                          | Argentina Republic Government International Bonds                                | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1148000 | PA      | $1010787.62   | 0.02%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                           | Aretec Group Inc                                                                 | CUSIP: 040133AA8<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125004.54    | 0.00%             | 2029-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARES FINANCE CO II LLC                                                     | Ares Finance Co II LLC                                                           | CUSIP: 04015KAB6<br>LEI: 54930012GWL4VKKENG46 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109136.48    | 0.00%             | 2030-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                   | Ares Strategic Income Fund                                                       | CUSIP: 04020EAB3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205942.76    | 0.00%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                   | Ares Strategic Income Fund                                                       | CUSIP: 04020EAD9<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    245000 | PA      | $245125.41    | 0.01%             | 2030-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                   | Ares Strategic Income Fund                                                       | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    295000 | PA      | $298933.55    | 0.01%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                   | Ares Strategic Income Fund                                                       | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200605.51    | 0.00%             | 2030-09-09      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                   | Ares Strategic Income Fund                                                       | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100815.59    | 0.00%             | 2028-09-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                   | Ares Strategic Income Fund                                                       | CUSIP: 04020EAP2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74160.20     | 0.00%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                   | Ares Strategic Income Fund                                                       | CUSIP: 04020EAU1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74155.14     | 0.00%             | 2031-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                           | Aretec Group Inc                                                                 | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |    180000 | PA      | $194119.14    | 0.00%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                   | Western Midstream Operating LP                                                   | CUSIP: 04041NAA0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    155000 | PA      | $165044.33    | 0.00%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                     | Arizona Public Service Co                                                        | CUSIP: 040555CW2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24594.95     | 0.00%             | 2027-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                     | Arizona Public Service Co                                                        | CUSIP: 040555CZ5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142045.98    | 0.00%             | 2029-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ARKO CORP                                                                  | Arko Corp                                                                        | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $130614.02    | 0.00%             | 2029-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| ARROW ELECTRONICS INC                                                      | Arrow Electronics Inc                                                            | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218552.72    | 0.00%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                                      | Arrow Electronics Inc                                                            | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179009.31    | 0.00%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                                     | Arsenal AIC Parent LLC                                                           | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $212098.76    | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                    | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166976.76    | 0.00%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                    | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    230000 | PA      | $235334.89    | 0.00%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED                                                           | ASB Bank Ltd                                                                     | CUSIP: 04342JAA5<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |    205000 | PA      | $207459.63    | 0.00%             | 2032-06-17      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                    | Asbury Automotive Group Inc                                                      | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134549.96    | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                    | Asbury Automotive Group Inc                                                      | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157589.76    | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                    | Asbury Automotive Group Inc                                                      | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147586.53    | 0.00%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                           | Ascension Health                                                                 | CUSIP: 04351LAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50241.35     | 0.00%             | 2028-11-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                           | Ascension Health                                                                 | CUSIP: 04351LAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $155099.64    | 0.00%             | 2030-11-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                           | Ascension Health                                                                 | CUSIP: 04352EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $350999.05    | 0.01%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                                   | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAU7<br>LEI: 549300164ZV2301BC703 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130815.54    | 0.00%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASCOT GROUP LTD                                                            | Ascot Group Ltd                                                                  | CUSIP: 04365XAA6<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $185439.62    | 0.00%             | 2030-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                        | Ashtead Capital Inc                                                              | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    485000 | PA      | $484856.62    | 0.01%             | 2027-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                        | Ashtead Capital Inc                                                              | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198386.65    | 0.00%             | 2028-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                        | Ashtead Capital Inc                                                              | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153543.22    | 0.00%             | 2029-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                                   | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $110174.69    | 0.00%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                                   | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $118528.11    | 0.00%             | 2030-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                     | Asian Development Bank                                                           | CUSIP: 045167AU7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    310000 | PA      | $320264.65    | 0.01%             | 2027-08-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                     | Asian Development Bank                                                           | CUSIP: 045167AW3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    185000 | PA      | $193796.11    | 0.00%             | 2028-06-16      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                     | Asian Development Bank                                                           | CUSIP: 045167AZ6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     40000 | PA      | $42386.75     | 0.00%             | 2028-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                     | Asian Development Bank                                                           | CUSIP: 045167DU4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    150000 | PA      | $148626.58    | 0.00%             | 2027-01-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                     | Asian Development Bank                                                           | CUSIP: 045167EC3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    100000 | PA      | $98250.12     | 0.00%             | 2027-08-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                     | Asian Development Bank                                                           | CUSIP: 045167EE9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    225000 | PA      | $220960.42    | 0.00%             | 2027-11-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                     | Asian Development Bank                                                           | CUSIP: 045167EG4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1035000 | PA      | $1019101.95   | 0.02%             | 2028-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                     | Asian Development Bank                                                           | CUSIP: 045167EJ8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    270000 | PA      | $266589.21    | 0.01%             | 2028-09-26      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                     | Asian Development Bank                                                           | CUSIP: 045167EP4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    605000 | PA      | $565300.91    | 0.01%             | 2029-09-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                     | Asian Development Bank                                                           | CUSIP: 045167ER0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    640000 | PA      | $596548.47    | 0.01%             | 2030-01-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                     | Asian Development Bank                                                           | CUSIP: 045167EY5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    100000 | PA      | $86947.11     | 0.00%             | 2030-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                     | Asian Development Bank                                                           | CUSIP: 045167FF5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    190000 | PA      | $180040.88    | 0.00%             | 2028-06-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                     | Asian Development Bank                                                           | CUSIP: 045167FH1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   2090000 | PA      | $2048281.95   | 0.04%             | 2027-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                     | Asian Development Bank                                                           | CUSIP: 045167FL2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    515000 | PA      | $488289.65    | 0.01%             | 2029-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                     | Asian Development Bank                                                           | CUSIP: 045167FP3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1050000 | PA      | $1042958.53   | 0.02%             | 2027-08-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                     | Asian Development Bank                                                           | CUSIP: 045167FW8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   2756000 | PA      | $2765469.09   | 0.06%             | 2028-04-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                     | Asian Development Bank                                                           | CUSIP: 045167FZ1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1335000 | PA      | $1363787.38   | 0.03%             | 2028-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                     | Asian Development Bank                                                           | CUSIP: 045167GA5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1190000 | PA      | $1195524.97   | 0.03%             | 2027-01-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                     | Asian Development Bank                                                           | CUSIP: 045167GD9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1259000 | PA      | $1285454.52   | 0.03%             | 2029-03-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                     | Asian Development Bank                                                           | CUSIP: 045167GH0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1188000 | PA      | $1185632.17   | 0.02%             | 2029-08-28      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                     | Asian Development Bank                                                           | CUSIP: 045167GJ6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1750000 | PA      | $1776367.06   | 0.04%             | 2028-01-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                     | Asian Development Bank                                                           | CUSIP: 045167GL1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1685000 | PA      | $1710684.27   | 0.04%             | 2030-05-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                     | Asian Development Bank                                                           | CUSIP: 045167GM9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    485000 | PA      | $484038.62    | 0.01%             | 2030-08-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| ASIAN INFRASTRUCTURE INV                                                   | Asian Infrastructure Investment Bank/The                                         | CUSIP: 04522KAH9<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    390000 | PA      | $390947.65    | 0.01%             | 2027-09-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                   | Asian Infrastructure Investment Bank/The                                         | CUSIP: 04522KAJ5<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   1295000 | PA      | $1304930.45   | 0.03%             | 2028-01-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                   | Asian Infrastructure Investment Bank/The                                         | CUSIP: 04522KAL0<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   1405000 | PA      | $1423539.85   | 0.03%             | 2029-01-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                   | Asian Infrastructure Investment Bank/The                                         | CUSIP: 04522KAP1<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    860000 | PA      | $884261.86    | 0.02%             | 2030-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASSOC BANC-CORP                                                            | Associated Banc-Corp                                                             | CUSIP: 045487AD7<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78099.42     | 0.00%             | 2030-08-29      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                                                   | Assured Guaranty US Holdings Inc                                                 | CUSIP: 04621WAF7<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    125000 | PA      | $131172.77    | 0.00%             | 2028-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                               | Assurant Inc                                                                     | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146666.35    | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                               | Assurant Inc                                                                     | CUSIP: 04621XAK4<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5159.04      | 0.00%             | 2048-03-27      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                               | Assurant Inc                                                                     | CUSIP: 04621XAM0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116461.25    | 0.00%             | 2030-02-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                                                   | Aston Martin Capital Holdings Ltd                                                | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |    325000 | PA      | $290307.10    | 0.01%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ARMOR HOLDCO INC                                                           | Armor Holdco Inc                                                                 | CUSIP: 04625PAA9<br>LEI: 254900X6HLK0YPTHHF09 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105680.05    | 0.00%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                            | AstraZeneca PLC                                                                  | CUSIP: 046353AN8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $99343.90     | 0.00%             | 2027-06-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                            | AstraZeneca PLC                                                                  | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    330000 | PA      | $331012.46    | 0.01%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                            | AstraZeneca PLC                                                                  | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    415000 | PA      | $368689.17    | 0.01%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                    | Astrazeneca Finance LLC                                                          | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    465000 | PA      | $444204.98    | 0.01%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                    | Astrazeneca Finance LLC                                                          | CUSIP: 04636NAF0<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    385000 | PA      | $393068.56    | 0.01%             | 2028-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                    | Astrazeneca Finance LLC                                                          | CUSIP: 04636NAG8<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206111.33    | 0.00%             | 2030-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                    | Astrazeneca Finance LLC                                                          | CUSIP: 04636NAK9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    335000 | PA      | $338365.38    | 0.01%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                    | Astrazeneca Finance LLC                                                          | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    360000 | PA      | $369403.11    | 0.01%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                      | Athene Global Funding                                                            | CUSIP: 04685A2P5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73042.61     | 0.00%             | 2027-08-20      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                      | Athene Global Funding                                                            | CUSIP: 04685A2R1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45186.09     | 0.00%             | 2030-11-19      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                      | Athene Global Funding                                                            | CUSIP: 04685A2V2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    265000 | PA      | $255160.64    | 0.01%             | 2028-03-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                      | Athene Global Funding                                                            | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    280000 | PA      | $264049.01    | 0.01%             | 2028-08-19      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                      | Athene Global Funding                                                            | CUSIP: 04685A3G4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    120000 | PA      | $113988.87    | 0.00%             | 2029-01-07      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                      | Athene Global Funding                                                            | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    350000 | PA      | $360071.47    | 0.01%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                      | Athene Global Funding                                                            | CUSIP: 04685A3R0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45537.24     | 0.00%             | 2027-01-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                      | Athene Global Funding                                                            | CUSIP: 04685A3T6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172556.21    | 0.00%             | 2027-03-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                      | Athene Global Funding                                                            | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177940.88    | 0.00%             | 2027-07-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                      | Athene Global Funding                                                            | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    235000 | PA      | $235696.70    | 0.00%             | 2029-10-08      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                      | Athene Global Funding                                                            | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302443.77    | 0.01%             | 2027-01-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                      | Athene Global Funding                                                            | CUSIP: 04685A4G3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    270000 | PA      | $276084.95    | 0.01%             | 2030-01-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                      | Athene Global Funding                                                            | CUSIP: 04685A4N8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166686.66    | 0.00%             | 2028-05-09      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                      | Athene Global Funding                                                            | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    415000 | PA      | $418651.66    | 0.01%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                         | Athene Holding Ltd                                                               | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    475000 | PA      | $474994.90    | 0.01%             | 2028-01-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                         | Athene Holding Ltd                                                               | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158918.16    | 0.00%             | 2030-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ATLANTIC CITY ELECTRIC                                                     | Atlantic City Electric Co                                                        | CUSIP: 048303CH2<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45062.50     | 0.00%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATLANTICUS HOLDINGS CORP                                                   | Atlanticus Holdings Corp                                                         | CUSIP: 04914AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $114342.04    | 0.00%             | 2030-09-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ATLANTICA SUSTAIN INFRA                                                    | Atlantica Sustainable Infrastructure Ltd                                         | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $122541.09    | 0.00%             | 2028-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                                    | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    250000 | PA      | $246892.05    | 0.01%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                                                       | Atlas Warehouse Lending Co LP                                                    | CUSIP: 049463AE2<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263789.88    | 0.01%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                                                      | Atlassian Corp                                                                   | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107953.72    | 0.00%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                          | Atmos Energy Corp                                                                | CUSIP: 049560AN5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198056.02    | 0.00%             | 2027-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                          | Atmos Energy Corp                                                                | CUSIP: 049560AR6<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    130000 | PA      | $123976.90    | 0.00%             | 2029-09-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| AUSGRID FINANCE PTY LTD                                                    | Ausgrid Finance Pty Ltd                                                          | CUSIP: 052113AB3<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | AU        |     20000 | PA      | $20053.66     | 0.00%             | 2028-08-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                                    | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $180715.79    | 0.00%             | 2035-11-25      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                                    | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 052528AR7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    255000 | PA      | $264123.12    | 0.01%             | 2034-09-18      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                 | Australia & New Zealand Banking Group Ltd.                                       | CUSIP: 05253JAZ4<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    350000 | PA      | $353148.31    | 0.01%             | 2027-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                 | Australia & New Zealand Banking Group Ltd.                                       | CUSIP: 05253JB34<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    260000 | PA      | $264159.88    | 0.01%             | 2027-07-16      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                 | Australia & New Zealand Banking Group Ltd.                                       | CUSIP: 05253JB42<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $250901.58    | 0.01%             | 2027-09-30      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                 | Australia & New Zealand Banking Group Ltd.                                       | CUSIP: 05253JB59<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    325000 | PA      | $331829.99    | 0.01%             | 2029-12-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                 | Australia & New Zealand Banking Group Ltd.                                       | CUSIP: 05253JB75<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    225000 | PA      | $227598.48    | 0.00%             | 2028-06-18      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GRP NY                                                   | Australia & New Zealand Banking Group Ltd/New York NY                            | CUSIP: 05253JB83<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $250332.12    | 0.01%             | 2028-12-08      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                               | Autodesk Inc                                                                     | CUSIP: 052769AE6<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114295.20    | 0.00%             | 2027-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                               | Autodesk Inc                                                                     | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    175000 | PA      | $165953.67    | 0.00%             | 2030-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                                   | Automatic Data Processing Inc                                                    | CUSIP: 053015AG8<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    275000 | PA      | $263229.89    | 0.01%             | 2028-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                             | AutoNation Inc                                                                   | CUSIP: 05329WAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $39775.72     | 0.00%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                             | AutoNation Inc                                                                   | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $115988.65    | 0.00%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                             | AutoNation Inc                                                                   | CUSIP: 05329WAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $175047.06    | 0.00%             | 2028-08-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                             | AutoNation Inc                                                                   | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100136.96    | 0.00%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                               | AutoZone Inc                                                                     | CUSIP: 053332AV4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54845.27     | 0.00%             | 2027-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                               | AutoZone Inc                                                                     | CUSIP: 053332AW2<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98669.04     | 0.00%             | 2029-04-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                               | AutoZone Inc                                                                     | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227104.64    | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                               | AutoZone Inc                                                                     | CUSIP: 053332BC5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    265000 | PA      | $267438.21    | 0.01%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                               | AutoZone Inc                                                                     | CUSIP: 053332BG6<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    175000 | PA      | $184597.94    | 0.00%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                               | AutoZone Inc                                                                     | CUSIP: 053332BJ0<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179938.17    | 0.00%             | 2029-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                               | AutoZone Inc                                                                     | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66955.52     | 0.00%             | 2030-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                      | AvalonBay Communities Inc                                                        | CUSIP: 053484AC5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    190000 | PA      | $180027.64    | 0.00%             | 2028-12-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                      | AvalonBay Communities Inc                                                        | CUSIP: 053484AH4<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    110000 | PA      | $110057.86    | 0.00%             | 2030-12-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                      | AvalonBay Communities Inc                                                        | CUSIP: 05348EBA6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    208000 | PA      | $206564.79    | 0.00%             | 2027-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                      | AvalonBay Communities Inc                                                        | CUSIP: 05348EBC2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    165000 | PA      | $162907.45    | 0.00%             | 2028-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                      | AvalonBay Communities Inc                                                        | CUSIP: 05348EBF5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     20000 | PA      | $19509.90     | 0.00%             | 2029-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                      | AvalonBay Communities Inc                                                        | CUSIP: 05348EBG3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    200000 | PA      | $185681.52    | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                                                               | Avangrid Inc                                                                     | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    265000 | PA      | $261563.35    | 0.01%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                        | Avantor Funding Inc                                                              | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    480000 | PA      | $476516.90    | 0.01%             | 2028-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                        | Avantor Funding Inc                                                              | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    235000 | PA      | $225166.71    | 0.00%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                                        | Avery Dennison Corp                                                              | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127360.93    | 0.00%             | 2028-12-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                                        | Avery Dennison Corp                                                              | CUSIP: 053611AK5<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    125000 | PA      | $116794.94    | 0.00%             | 2030-04-30      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                     | Aviation Capital Group LLC                                                       | CUSIP: 05366DAA6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $160076.84    | 0.00%             | 2030-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                                | Avient Corp                                                                      | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    210000 | PA      | $216013.63    | 0.00%             | 2030-08-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                     | Aviation Capital Group LLC                                                       | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    295000 | PA      | $291269.31    | 0.01%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                     | Aviation Capital Group LLC                                                       | CUSIP: 05369AAN1<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    265000 | PA      | $275106.67    | 0.01%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                     | Aviation Capital Group LLC                                                       | CUSIP: 05369AAP6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    145000 | PA      | $153632.82    | 0.00%             | 2028-10-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                     | Aviation Capital Group LLC                                                       | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164439.52    | 0.00%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                     | Aviation Capital Group LLC                                                       | CUSIP: 05369AAR2<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90501.28     | 0.00%             | 2027-04-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                     | Aviation Capital Group LLC                                                       | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152350.11    | 0.00%             | 2030-04-10      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                     | Aviation Capital Group LLC                                                       | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    260000 | PA      | $260620.79    | 0.01%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                     | Aviation Capital Group LLC                                                       | CUSIP: 05369AAV3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99642.16     | 0.00%             | 2029-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                                        | Avianca Midco 2 PLC                                                              | CUSIP: 05369YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204924.14    | 0.00%             | 2030-02-14      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                                        | Avianca Midco 2 PLC                                                              | CUSIP: 05369YAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    202168 | PA      | $205928.66    | 0.00%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                                    | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    117000 | PA      | $116897.80    | 0.00%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                                    | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     97000 | PA      | $97016.32     | 0.00%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                                    | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $219391.43    | 0.00%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                                    | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $171201.41    | 0.00%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                                    | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $212160.48    | 0.00%             | 2030-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                                  | Avnet Inc                                                                        | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    222000 | PA      | $230107.42    | 0.00%             | 2028-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                   | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    262000 | PA      | $259505.13    | 0.01%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                   | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    120000 | PA      | $116465.80    | 0.00%             | 2028-02-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                   | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    315000 | PA      | $306126.36    | 0.01%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                   | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    310000 | PA      | $322894.79    | 0.01%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                   | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    380000 | PA      | $393528.80    | 0.01%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                   | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    315000 | PA      | $327457.54    | 0.01%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                   | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    175000 | PA      | $177207.09    | 0.00%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                   | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    195000 | PA      | $198322.56    | 0.00%             | 2030-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                   | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    265000 | PA      | $272032.50    | 0.01%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                   | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    260000 | PA      | $261569.32    | 0.01%             | 2030-10-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                   | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    175000 | PA      | $173998.83    | 0.00%             | 2031-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS                                                     | Axalta Coating Systems LLC                                                       | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    245000 | PA      | $235804.49    | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AXALTA COAT/DUTCH HLD BV                                                   | Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV           | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    150000 | PA      | $149644.75    | 0.00%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                     | Equitable Holdings Inc                                                           | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    353000 | PA      | $354987.05    | 0.01%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                     | Equitable Holdings Inc                                                           | CUSIP: 054561AN5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105332.17    | 0.00%             | 2029-02-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                                                     | AXIS Specialty Finance LLC                                                       | CUSIP: 05463HAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $227843.71    | 0.00%             | 2029-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                                                     | AXIS Specialty Finance LLC                                                       | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $73003.38     | 0.00%             | 2040-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                        | Axon Enterprise Inc                                                              | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    260000 | PA      | $268009.20    | 0.01%             | 2030-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINAN PLC                                                   | AXIS Specialty Finance PLC                                                       | CUSIP: 05464HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    250000 | PA      | $249572.90    | 0.01%             | 2027-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                                             | Azorra Finance Ltd                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    170000 | PA      | $178824.51    | 0.00%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                                             | Azorra Finance Ltd                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     70000 | PA      | $73333.38     | 0.00%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                | BBCMS Mortgage Trust 2018-C2                                                     | CUSIP: 05491UBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $498134.91    | 0.01%             | 2051-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                | BBCMS Mortgage Trust 2018-C2                                                     | CUSIP: 05491UBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $801373.95    | 0.02%             | 2051-12-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                | BBCMS Mortgage Trust 2025-5C37                                                   | CUSIP: 05494NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1269000 | PA      | $1297193.66   | 0.03%             | 2058-09-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                           | BAT Capital Corp                                                                 | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    300000 | PA      | $324191.75    | 0.01%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                                              | B&G Foods Inc                                                                    | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    175000 | PA      | $169158.93    | 0.00%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                                              | B&G Foods Inc                                                                    | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    325000 | PA      | $306802.33    | 0.01%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Credit Card Trust                                          | BA Credit Card Trust                                                             | CUSIP: 05522RDJ4<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |   1450000 | PA      | $1472140.66   | 0.03%             | 2029-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                            | BAE Systems PLC                                                                  | CUSIP: 05523RAD9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    405000 | PA      | $391264.36    | 0.01%             | 2030-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                            | BAE Systems PLC                                                                  | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $207390.82    | 0.00%             | 2027-03-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                            | BAE Systems PLC                                                                  | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    380000 | PA      | $391249.92    | 0.01%             | 2029-03-26      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                           | BAT Capital Corp                                                                 | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    616000 | PA      | $612156.31    | 0.01%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                           | BAT Capital Corp                                                                 | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97505.83     | 0.00%             | 2029-09-06      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                           | BAT Capital Corp                                                                 | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    305000 | PA      | $311172.13    | 0.01%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                           | BAT Capital Corp                                                                 | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    292000 | PA      | $294057.24    | 0.01%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                           | BAT Capital Corp                                                                 | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    635000 | PA      | $612150.73    | 0.01%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                                       | BAT International Finance PLC                                                    | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    295000 | PA      | $297366.30    | 0.01%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                                       | BAT International Finance PLC                                                    | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    330000 | PA      | $346370.37    | 0.01%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                      | Truist Financial Corp                                                            | CUSIP: 05531GAB7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178197.31    | 0.00%             | 2029-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                   | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451AZ1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    389000 | PA      | $395410.65    | 0.01%             | 2028-02-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                   | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BC1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    315000 | PA      | $323852.47    | 0.01%             | 2028-09-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                   | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BJ6<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    315000 | PA      | $324404.92    | 0.01%             | 2030-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                | BBCMS Trust 2021-C10                                                             | CUSIP: 05551VBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $474218.81    | 0.01%             | 2054-07-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                        | LBM Acquisition LLC                                                              | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    220000 | PA      | $203393.50    | 0.00%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Barclays Commercial Mortgage Securities LLC                                | BBCMS Mortgage Trust 2024-5C25                                                   | CUSIP: 05554VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $257877.21    | 0.01%             | 2057-03-15      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                              | BGC Group Inc                                                                    | CUSIP: 05555LAB7<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    190000 | PA      | $198837.09    | 0.00%             | 2029-06-10      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                              | BGC Group Inc                                                                    | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    185000 | PA      | $190980.91    | 0.00%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                | BBCMS Mortgage Trust 2024-5C29                                                   | CUSIP: 05555PAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $308751.30    | 0.01%             | 2057-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                | BBCMS Mortgage Trust 2025-5C38                                                   | CUSIP: 05556RAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $513641.28    | 0.01%             | 2058-11-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                         | BMW US Capital LLC                                                               | CUSIP: 05565EAT2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    257000 | PA      | $255321.12    | 0.01%             | 2027-04-06      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                         | BMW US Capital LLC                                                               | CUSIP: 05565EAY1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134289.63    | 0.00%             | 2028-04-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                         | BMW US Capital LLC                                                               | CUSIP: 05565EBE4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    320000 | PA      | $319008.38    | 0.01%             | 2028-08-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                         | BMW US Capital LLC                                                               | CUSIP: 05565EBJ3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    255000 | PA      | $250739.19    | 0.01%             | 2029-04-18      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                         | BMW US Capital LLC                                                               | CUSIP: 05565EBL8<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    295000 | PA      | $292679.40    | 0.01%             | 2030-04-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                         | BMW US Capital LLC                                                               | CUSIP: 05565ECA1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    242000 | PA      | $240824.07    | 0.01%             | 2027-04-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                         | BMW US Capital LLC                                                               | CUSIP: 05565ECE3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    415000 | PA      | $424842.39    | 0.01%             | 2028-08-11      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                         | BMW US Capital LLC                                                               | CUSIP: 05565ECH6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202315.33    | 0.00%             | 2027-04-02      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                         | BMW US Capital LLC                                                               | CUSIP: 05565ECJ2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    270000 | PA      | $275504.60    | 0.01%             | 2029-04-02      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                         | BMW US Capital LLC                                                               | CUSIP: 05565ECQ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    235000 | PA      | $237315.09    | 0.00%             | 2027-08-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                         | BMW US Capital LLC                                                               | CUSIP: 05565ECR4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121582.23    | 0.00%             | 2029-08-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                         | BMW US Capital LLC                                                               | CUSIP: 05565ECU7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126044.06    | 0.00%             | 2027-03-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                         | BMW US Capital LLC                                                               | CUSIP: 05565ECW3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111672.79    | 0.00%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                         | BMW US Capital LLC                                                               | CUSIP: 05565ECY9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    380000 | PA      | $389845.01    | 0.01%             | 2030-03-21      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                         | BMW US Capital LLC                                                               | CUSIP: 05565EDA0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50178.73     | 0.00%             | 2027-08-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                         | BMW US Capital LLC                                                               | CUSIP: 05565EDC6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    315000 | PA      | $316045.00    | 0.01%             | 2030-08-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                     | BP Capital Markets PLC                                                           | CUSIP: 05565QDH8<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    265000 | PA      | $263732.54    | 0.01%             | 2028-11-28      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                     | BP Capital Markets PLC                                                           | CUSIP: 05565QDN5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    444000 | PA      | $440840.39    | 0.01%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                    | BPCE SA                                                                          | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    370000 | PA      | $391968.04    | 0.01%             | 2029-10-19      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                    | BPCE SA                                                                          | CUSIP: 05571AAT2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $253152.52    | 0.01%             | 2027-01-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                    | BPCE SA                                                                          | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    280000 | PA      | $290121.27    | 0.01%             | 2030-01-18      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                    | BPCE SA                                                                          | CUSIP: 05571AAX3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    335000 | PA      | $345067.27    | 0.01%             | 2029-05-30      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                    | BPCE SA                                                                          | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    425000 | PA      | $443668.91    | 0.01%             | 2031-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                    | BPCE SA                                                                          | CUSIP: 05571ABE4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $249806.72    | 0.01%             | 2032-01-13      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                    | BPCE SA                                                                          | CUSIP: 05578AAN8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    310000 | PA      | $293096.60    | 0.01%             | 2029-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                    | BPCE SA                                                                          | CUSIP: 05578AAY4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    220000 | PA      | $224581.14    | 0.00%             | 2028-01-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                    | BPCE SA                                                                          | CUSIP: 05578AE46<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    295000 | PA      | $298246.48    | 0.01%             | 2027-07-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                | BNP Paribas SA                                                                   | CUSIP: 05581KAC5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    475000 | PA      | $477756.75    | 0.01%             | 2027-03-13      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                | BNP Paribas SA                                                                   | CUSIP: 05581KAF8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    545000 | PA      | $558802.85    | 0.01%             | 2029-06-12      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                | BNP Paribas SA                                                                   | CUSIP: 05581KAH4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    570000 | PA      | $584301.04    | 0.01%             | 2030-01-09      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                    | BPCE SA                                                                          | CUSIP: 05583JAC6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    475000 | PA      | $470358.34    | 0.01%             | 2027-10-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                    | BPCE SA                                                                          | CUSIP: 05583JAE2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $252433.57    | 0.01%             | 2028-09-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                                                | BNG Bank NV                                                                      | CUSIP: 05591F2S8<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |    995000 | PA      | $991431.22    | 0.02%             | 2028-05-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| BNG BANK NV                                                                | BNG Bank NV                                                                      | CUSIP: 05591F2V1<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |    740000 | PA      | $750930.49    | 0.02%             | 2029-01-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| BNG BANK NV                                                                | BNG Bank NV                                                                      | CUSIP: 05591F2W9<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |    400000 | PA      | $403266.56    | 0.01%             | 2027-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                                                | BNG Bank NV                                                                      | CUSIP: 05591F2Y5<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |    750000 | PA      | $775639.77    | 0.02%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                                                | BNG Bank NV                                                                      | CUSIP: 05591F2Z2<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |     61000 | PA      | $61851.45     | 0.00%             | 2028-02-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                         | BMO 2024-5C6 Mortgage Trust                                                      | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $205894.07    | 0.00%             | 2057-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                         | BMO 2024-5C6 Mortgage Trust                                                      | CUSIP: 05593QAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $511948.24    | 0.01%             | 2057-09-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                         | BMO 2024-5C6 Mortgage Trust                                                      | CUSIP: 05593QAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $198432.25    | 0.00%             | 2057-09-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                         | BMO 2024-5C5 Mortgage Trust                                                      | CUSIP: 05593RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $679179.88    | 0.01%             | 2057-02-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                                    | BMW Vehicle Lease Trust 2025-2                                                   | CUSIP: 05594HAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $751217.75    | 0.02%             | 2028-09-25      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BMW FINANCE NV                                                             | BMW Finance NV                                                                   | CUSIP: 05600LAC0<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $190790.54    | 0.00%             | 2029-08-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                       | BWX Technologies Inc                                                             | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123187.28    | 0.00%             | 2028-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                       | BWX Technologies Inc                                                             | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127445.89    | 0.00%             | 2029-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                    | BPCE SA                                                                          | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    275000 | PA      | $282637.65    | 0.01%             | 2031-05-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                         | BMO 2025-5C10 Mortgage Trust                                                     | CUSIP: 05615BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $468483.60    | 0.01%             | 2058-05-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| BKV UPSTREAM MIDSTREAM L                                                   | BKV Upstream Midstream LLC                                                       | CUSIP: 05619CAA3<br>LEI: 254900LG75NBYHBBAU18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151910.59    | 0.00%             | 2030-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BACARDI-MARTINI BV                                                         | Bacardi-Martini BV                                                               | CUSIP: 05634WAA0<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |    205000 | PA      | $211233.02    | 0.00%             | 2030-02-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD / MARTINI BV                                                   | Bacardi Ltd / Bacardi-Martini BV                                                 | CUSIP: 05635JAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    150000 | PA      | $152820.38    | 0.00%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                                  | Baidu Inc                                                                        | CUSIP: 056752AJ7<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     80000 | PA      | $79628.05     | 0.00%             | 2027-07-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                                  | Baidu Inc                                                                        | CUSIP: 056752AL2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    225000 | PA      | $226629.21    | 0.00%             | 2028-03-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                                  | Baidu Inc                                                                        | CUSIP: 056752AR9<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $193959.58    | 0.00%             | 2030-04-07      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                                  | Baidu Inc                                                                        | CUSIP: 056752AV0<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    160000 | PA      | $156139.93    | 0.00%             | 2027-02-23      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                                                   | Bain Capital Specialty Finance Inc                                               | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174993.54    | 0.00%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                                                   | Bain Capital Specialty Finance Inc                                               | CUSIP: 05684BAF4<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49142.38     | 0.00%             | 2031-03-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                    | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | CUSIP: 05723KAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515000 | PA      | $510055.44    | 0.01%             | 2027-12-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                    | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | CUSIP: 05723KAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $101413.70    | 0.00%             | 2029-11-07      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                    | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | CUSIP: 05724BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $161658.87    | 0.00%             | 2030-05-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                  | Ball Corp                                                                        | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    350000 | PA      | $322109.55    | 0.01%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                  | Ball Corp                                                                        | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    315000 | PA      | $324678.10    | 0.01%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANC CREDITO INVERSIONES                                                   | Banco de Credito e Inversiones SA                                                | CUSIP: 05890PZA7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $197927.01    | 0.00%             | 2027-10-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                              | CUSIP: 059438AK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    270000 | PA      | $283662.63    | 0.01%             | 2027-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                                   | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 05946KAL5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $206771.69    | 0.00%             | 2028-09-14      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                                   | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 05946KAQ4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    220000 | PA      | $228046.96    | 0.00%             | 2029-03-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANCO BRADESCO (CAYMAN)                                                    | Banco Bradesco SA/Cayman Islands                                                 | CUSIP: 05947LBA5<br>LEI: 549300CTUU1RFXHQJE44 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $199870.54    | 0.00%             | 2027-03-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANCO BRADESCO (CAYMAN)                                                    | Banco Bradesco SA/Cayman Islands                                                 | CUSIP: 05947LBB3<br>LEI: 549300CTUU1RFXHQJE44 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $419768.56    | 0.01%             | 2030-01-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                         | Banco Santander SA                                                               | CUSIP: 05964HAB1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    210000 | PA      | $210370.57    | 0.00%             | 2027-04-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                         | Banco Santander SA                                                               | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    350000 | PA      | $347901.37    | 0.01%             | 2028-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                         | Banco Santander SA                                                               | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $603582.55    | 0.01%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                         | Banco Santander SA                                                               | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    655000 | PA      | $655328.74    | 0.01%             | 2028-03-24      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                         | Banco Santander SA                                                               | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    515000 | PA      | $524189.00    | 0.01%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                         | Banco Santander SA                                                               | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    590000 | PA      | $611582.64    | 0.01%             | 2028-08-08      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                         | Banco Santander SA                                                               | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    205000 | PA      | $218588.26    | 0.00%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                         | Banco Santander SA                                                               | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    210000 | PA      | $213246.26    | 0.00%             | 2028-03-14      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                         | Banco Santander SA                                                               | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    480000 | PA      | $497160.90    | 0.01%             | 2030-03-14      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                         | Banco Santander SA                                                               | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    405000 | PA      | $412355.90    | 0.01%             | 2028-07-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                         | Banco Santander SA                                                               | CUSIP: 05964HBJ3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    325000 | PA      | $338289.51    | 0.01%             | 2030-01-17      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| BANCO BTG PACTUAL/CAYMAN                                                   | Banco BTG Pactual SA/Cayman Islands                                              | CUSIP: 05971AAM3<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $200252.34    | 0.00%             | 2031-01-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANCO BTG PACTUAL/CAYMAN                                                   | Banco BTG Pactual SA/Cayman Islands                                              | CUSIP: 05971BAK5<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $206764.19    | 0.00%             | 2029-04-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANCO BTG PACTUAL/CAYMAN                                                   | Banco BTG Pactual SA/Cayman Islands                                              | CUSIP: 05971BAL3<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $203104.26    | 0.00%             | 2030-01-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                         | Banco Santander SA                                                               | CUSIP: 05971KAC3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    280000 | PA      | $272476.07    | 0.01%             | 2029-06-27      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                         | Banco Santander SA                                                               | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    360000 | PA      | $347201.10    | 0.01%             | 2030-05-28      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                         | Banco Santander SA                                                               | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $200129.43    | 0.00%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                                                   | Banco de Credito del Peru S.A.                                                   | CUSIP: 05971V2H7<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $203270.16    | 0.00%             | 2035-03-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                                                   | Banco de Credito del Peru S.A.                                                   | CUSIP: 05971V2J3<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    400000 | PA      | $417188.04    | 0.01%             | 2035-07-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                                        | Bangkok Bank PCL/Hong Kong                                                       | CUSIP: 059895AH5<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    100000 | PA      | $112179.88    | 0.00%             | 2029-03-15      | Fixed         | 9.03%                 | No            |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT                                                      | Banijay Entertainment SAS                                                        | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |    135000 | PA      | $140104.88    | 0.00%             | 2029-05-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                             | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    410000 | PA      | $406653.08    | 0.01%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                             | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    370000 | PA      | $370501.11    | 0.01%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                             | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    777000 | PA      | $775747.14    | 0.02%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                             | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    820000 | PA      | $816875.85    | 0.02%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                             | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    685000 | PA      | $680801.74    | 0.01%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                             | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1923798.31   | 0.04%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                             | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    765000 | PA      | $763585.55    | 0.02%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                             | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    965000 | PA      | $969154.80    | 0.02%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                             | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    915000 | PA      | $910584.58    | 0.02%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                             | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    855000 | PA      | $826842.82    | 0.02%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                             | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    675000 | PA      | $643520.23    | 0.01%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                             | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1081048.35   | 0.02%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                             | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    955000 | PA      | $890210.83    | 0.02%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                             | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    875000 | PA      | $787400.58    | 0.02%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                             | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    795000 | PA      | $711154.39    | 0.01%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                             | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    985000 | PA      | $940985.86    | 0.02%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                             | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    830000 | PA      | $818184.86    | 0.02%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                             | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    650000 | PA      | $652758.39    | 0.01%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                             | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1094903.35   | 0.02%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                             | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    655000 | PA      | $679513.03    | 0.01%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                             | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1341604.01   | 0.03%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                             | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    960000 | PA      | $1000943.29   | 0.02%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                             | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1059226.40   | 0.02%             | 2029-01-24      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                             | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1092927.32   | 0.02%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                             | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    860000 | PA      | $871343.78    | 0.02%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                      | BANK5 2023-5YR4                                                                  | CUSIP: 06211FAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    432807 | PA      | $455133.28    | 0.01%             | 2056-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                                      | Bank of Ireland Group PLC                                                        | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    230000 | PA      | $239047.59    | 0.01%             | 2030-03-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                           | Bank of Montreal                                                                 | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    430000 | PA      | $425574.30    | 0.01%             | 2032-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                           | Bank of Montreal                                                                 | CUSIP: 06368FAJ8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    495000 | PA      | $488848.02    | 0.01%             | 2027-03-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                           | Bank of Montreal                                                                 | CUSIP: 06368L3K0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    340000 | PA      | $346624.77    | 0.01%             | 2027-06-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                           | Bank of Montreal                                                                 | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    245000 | PA      | $248359.62    | 0.01%             | 2030-09-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                           | Bank of Montreal                                                                 | CUSIP: 06368LAQ9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    305000 | PA      | $308798.27    | 0.01%             | 2027-09-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                           | Bank of Montreal                                                                 | CUSIP: 06368LGV2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    484000 | PA      | $495807.31    | 0.01%             | 2028-02-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                           | Bank of Montreal                                                                 | CUSIP: 06368LWU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    310000 | PA      | $323103.69    | 0.01%             | 2028-09-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                           | Bank of Montreal                                                                 | CUSIP: 06368ME67<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $199553.82    | 0.00%             | 2032-01-14      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                           | Bank of Montreal                                                                 | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $193520.73    | 0.00%             | 2029-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                           | Bank of Montreal                                                                 | CUSIP: 06368MXU3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    270000 | PA      | $270417.23    | 0.01%             | 2028-09-22      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                           | Bank of Montreal                                                                 | CUSIP: 06368MXV1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    680000 | PA      | $678561.43    | 0.01%             | 2031-09-22      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                                                    | Bank of New York Mellon/The                                                      | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    480000 | PA      | $488058.48    | 0.01%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                     | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406GAA9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     68000 | PA      | $66349.76     | 0.00%             | 2028-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                     | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RAB3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    375000 | PA      | $373451.51    | 0.01%             | 2028-02-07      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                     | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RAD9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179167.33    | 0.00%             | 2027-05-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                     | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RAF4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    260000 | PA      | $258217.90    | 0.01%             | 2028-01-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                     | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RAH0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275707.02    | 0.01%             | 2028-04-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                     | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RAU1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    190000 | PA      | $180970.10    | 0.00%             | 2028-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                     | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RAZ0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4719.45      | 0.00%             | 2029-01-25      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                     | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBA4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    235000 | PA      | $231301.14    | 0.00%             | 2027-01-26      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                     | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBD8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155062.89    | 0.00%             | 2029-04-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                     | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBG1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    355000 | PA      | $355427.40    | 0.01%             | 2028-06-13      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                     | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBK2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    215000 | PA      | $218765.13    | 0.00%             | 2030-07-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                     | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    375000 | PA      | $386989.00    | 0.01%             | 2028-10-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                     | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBN6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    355000 | PA      | $359128.08    | 0.01%             | 2029-02-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                     | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    335000 | PA      | $354735.58    | 0.01%             | 2029-10-25      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                     | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411194.08    | 0.01%             | 2030-03-14      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                     | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBX4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    380000 | PA      | $385767.26    | 0.01%             | 2028-07-21      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                     | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    395000 | PA      | $405778.26    | 0.01%             | 2031-02-11      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                     | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RCG0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164806.29    | 0.00%             | 2030-01-22      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                     | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75556.42     | 0.00%             | 2028-06-09      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                     | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406YAA0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    225000 | PA      | $218968.92    | 0.00%             | 2029-08-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND                                                        | Bank of New Zealand                                                              | CUSIP: 06407EAE5<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |    250000 | PA      | $246270.14    | 0.01%             | 2027-01-27      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND                                                        | Bank of New Zealand                                                              | CUSIP: 06407EAG0<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |    270000 | PA      | $274670.58    | 0.01%             | 2028-02-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND                                                        | Bank of New Zealand                                                              | CUSIP: 06407EAH8<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |    230000 | PA      | $236432.21    | 0.00%             | 2029-01-30      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                        | Bank of Nova Scotia/The                                                          | CUSIP: 06417XAD3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    304000 | PA      | $298555.02    | 0.01%             | 2027-02-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                        | Bank of Nova Scotia/The                                                          | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    370000 | PA      | $378069.90    | 0.01%             | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                        | Bank of Nova Scotia/The                                                          | CUSIP: 06418BAE8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    245000 | PA      | $242717.17    | 0.01%             | 2027-03-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                        | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $211146.70    | 0.00%             | 2028-06-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                        | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAH0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $254950.92    | 0.01%             | 2027-06-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                        | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAK3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $208336.13    | 0.00%             | 2029-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                        | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $276657.31    | 0.01%             | 2028-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                        | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $407460.36    | 0.01%             | 2029-02-14      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                        | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAQ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $308601.78    | 0.01%             | 2031-02-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                        | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAU1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $175053.54    | 0.00%             | 2028-09-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                        | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAW7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $348510.84    | 0.01%             | 2031-09-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                        | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAY3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $250462.44    | 0.01%             | 2030-02-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                              | CUSIP: 06423AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     35000 | PA      | $41225.47     | 0.00%             | 2030-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Bank                                                                       | BANK 2019-BNK17                                                                  | CUSIP: 065403BB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    342160 | PA      | $335615.47    | 0.01%             | 2052-04-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                      | BANK5 2024-5YR8                                                                  | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $523250.38    | 0.01%             | 2057-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                      | BANK5 2025-5YR14                                                                 | CUSIP: 06604MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1570365.42   | 0.03%             | 2058-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                                            | BANK5 2024-5YR9                                                                  | CUSIP: 06644VBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1561248.71   | 0.03%             | 2057-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BANKUNITED INC                                                             | BankUnited Inc                                                                   | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15052.71     | 0.00%             | 2030-06-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                                     | Banque Federative du Credit Mutuel SA                                            | CUSIP: 06675DCE0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    280000 | PA      | $283043.25    | 0.01%             | 2027-07-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                                     | Banque Federative du Credit Mutuel SA                                            | CUSIP: 06675DCM2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    285000 | PA      | $291495.67    | 0.01%             | 2028-02-16      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                                     | Banque Federative du Credit Mutuel SA                                            | CUSIP: 06675DCN0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $259904.87    | 0.01%             | 2030-01-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                                     | Banque Federative du Credit Mutuel SA                                            | CUSIP: 06675DCR1<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    225000 | PA      | $227484.80    | 0.00%             | 2028-10-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                                     | Banque Federative du Credit Mutuel SA                                            | CUSIP: 06675DCU4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $199602.72    | 0.00%             | 2031-01-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                                     | Banque Federative du Credit Mutuel SA                                            | CUSIP: 06675FBB2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    275000 | PA      | $285578.21    | 0.01%             | 2028-07-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                                     | Banque Federative du Credit Mutuel SA                                            | CUSIP: 06675FBC0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    210000 | PA      | $212449.54    | 0.00%             | 2027-01-23      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                                                   | Banque Ouest Africaine de Developpement                                          | CUSIP: 06675QAB9<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | XX        |    265000 | PA      | $264501.46    | 0.01%             | 2027-07-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                                                        | BlackRock Cash Funds: Treasury, SL Agency Shares                                 | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |  28598033 | NS      | $28598033.42  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                               | Barclays PLC                                                                     | CUSIP: 06738EAU9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    455000 | PA      | $456238.45    | 0.01%             | 2028-01-10      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                               | Barclays PLC                                                                     | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $554166.74    | 0.01%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                               | Barclays PLC                                                                     | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    475000 | PA      | $483117.31    | 0.01%             | 2029-05-16      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                               | Barclays PLC                                                                     | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    415000 | PA      | $422572.61    | 0.01%             | 2030-06-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                               | Barclays PLC                                                                     | CUSIP: 06738EBM6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    545000 | PA      | $505364.85    | 0.01%             | 2031-06-24      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                               | Barclays PLC                                                                     | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $189146.75    | 0.00%             | 2035-09-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                               | Barclays PLC                                                                     | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    680000 | PA      | $694250.62    | 0.01%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                               | Barclays PLC                                                                     | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    480000 | PA      | $506390.76    | 0.01%             | 2028-11-02      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                               | Barclays PLC                                                                     | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $422215.36    | 0.01%             | 2029-09-13      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                               | Barclays PLC                                                                     | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $406769.45    | 0.01%             | 2028-03-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                               | Barclays PLC                                                                     | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    735000 | PA      | $765155.84    | 0.02%             | 2030-03-12      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                               | Barclays PLC                                                                     | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $252866.89    | 0.01%             | 2028-09-10      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                               | Barclays PLC                                                                     | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    420000 | PA      | $427763.91    | 0.01%             | 2030-09-10      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                               | Barclays PLC                                                                     | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $407519.96    | 0.01%             | 2029-02-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                               | Barclays PLC                                                                     | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $670776.02    | 0.01%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                               | Barclays PLC                                                                     | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    425000 | PA      | $427487.36    | 0.01%             | 2029-11-11      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| BARINGS BDC INC                                                            | Barings BDC Inc                                                                  | CUSIP: 06759LAD5<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51636.33     | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BARINGS PRIVATE CREDIT                                                     | Barings Private Credit Corp                                                      | CUSIP: 06763AAA9<br>LEI: 549300K2GGNA2FQFQL45 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124187.43    | 0.00%             | 2030-06-11      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                         | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $438259.95    | 0.01%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                      | Bausch Health Cos Inc                                                            | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $54367.85     | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                      | Bausch Health Cos Inc                                                            | CUSIP: 071734AF4<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $79602.47     | 0.00%             | 2029-05-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                      | Bausch Health Cos Inc                                                            | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $116114.05    | 0.00%             | 2028-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                      | Bausch Health Cos Inc                                                            | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $159890.68    | 0.00%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                      | Bausch Health Cos Inc                                                            | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    245000 | PA      | $193865.59    | 0.00%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                      | Bausch Health Cos Inc                                                            | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $171593.63    | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                      | Bausch Health Cos Inc                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    131000 | PA      | $121639.17    | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                      | Bausch Health Cos Inc                                                            | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    222000 | PA      | $230662.75    | 0.00%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                      | Bausch Health Cos Inc                                                            | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100730.17    | 0.00%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                   | Baxter International Inc                                                         | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146599.42    | 0.00%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                   | Baxter International Inc                                                         | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    217000 | PA      | $212521.56    | 0.00%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                   | Baxter International Inc                                                         | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    470000 | PA      | $445134.24    | 0.01%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                   | Baxter International Inc                                                         | CUSIP: 071813DC0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35101.10     | 0.00%             | 2029-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                   | Baxter International Inc                                                         | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    190000 | PA      | $191310.68    | 0.00%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BAYER CORP/NJ                                                              | Bayer Corp/NJ                                                                    | CUSIP: 072732AC4<br>LEI: 54930050NR9YMICYZM28 | Long             | DBT              | CORP              | US        |    115000 | PA      | $120348.85    | 0.00%             | 2028-02-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                       | Bayer US Finance LLC                                                             | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    335000 | PA      | $352277.92    | 0.01%             | 2029-01-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                       | Bayer US Finance LLC                                                             | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214332.19    | 0.00%             | 2030-11-21      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                    | Bayer US Finance II LLC                                                          | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1017941.72   | 0.02%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAYPORT POLYMERS LLC                                                       | Bayport Polymers LLC                                                             | CUSIP: 073096AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55158.68     | 0.00%             | 2027-04-14      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                | BBCMS Mortgage Trust 2024-C28                                                    | CUSIP: 07336WAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1037856.22   | 0.02%             | 2057-09-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                | BBCMS Mortgage Trust 2024-5C31                                                   | CUSIP: 07336YAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1024149.83   | 0.02%             | 2057-12-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| BEACON MOBILITY CORP                                                       | Beacon Mobility Corp                                                             | CUSIP: 073644AA4<br>LEI: 254900EBTYFG24UQEM31 | Long             | DBT              | CORP              | US        |    160000 | PA      | $167648.51    | 0.00%             | 2030-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BEASLEY MEZ HLDGS LLC                                                      | Beasley Mezzanine Holdings LLC                                                   | CUSIP: 07403VAB5<br>LEI: 549300VK8LJV1TK18D38 | Long             | DBT              | CORP              | US        |     67000 | PA      | $26453.66     | 0.00%             | 2028-08-01      | Fixed         | 9.20%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                                           | Beazer Homes USA Inc                                                             | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129689.38    | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                      | Becton Dickinson & Co                                                            | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    652000 | PA      | $649971.54    | 0.01%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                      | Becton Dickinson & Co                                                            | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188516.64    | 0.00%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                      | Becton Dickinson & Co                                                            | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    325000 | PA      | $329448.95    | 0.01%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                      | Becton Dickinson & Co                                                            | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147927.74    | 0.00%             | 2029-02-08      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                      | Becton Dickinson & Co                                                            | CUSIP: 075887CU1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    265000 | PA      | $272435.42    | 0.01%             | 2029-06-07      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $180963.27    | 0.00%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BELLRING BRANDS INC                                                        | BellRing Brands Inc                                                              | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128457.74    | 0.00%             | 2030-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BELO CORP                                                                  | Belo Corp                                                                        | CUSIP: 080555AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $65544.65     | 0.00%             | 2027-06-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BELO CORP                                                                  | Belo Corp                                                                        | CUSIP: 080555AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $119488.58    | 0.00%             | 2027-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                                      | Belron UK Finance PLC                                                            | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    335000 | PA      | $341468.17    | 0.01%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                   | Amcor Flexibles North America Inc                                                | CUSIP: 081437AT2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139760.67    | 0.00%             | 2030-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                   | Benchmark 2019-B15 Mortgage Trust                                                | CUSIP: 08160KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $473054.57    | 0.01%             | 2072-12-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                   | Benchmark 2020-B21 Mortgage Trust                                                | CUSIP: 08163LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    203343 | PA      | $196134.73    | 0.00%             | 2053-12-17      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                   | Benchmark 2023-V2 Mortgage Trust                                                 | CUSIP: 08163TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $305949.62    | 0.01%             | 2055-05-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                   | Benchmark 2024-V5 Mortgage Trust                                                 | CUSIP: 08163XBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $513058.78    | 0.01%             | 2057-01-10      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                   | Benchmark 2025-V14 Mortgage Trust                                                | CUSIP: 08164BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $256648.81    | 0.01%             | 2057-04-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                   | Benchmark 2025-V18 Mortgage Trust                                                | CUSIP: 08164EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $412277.96    | 0.01%             | 2058-10-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Trust                                           | Benchmark 2024-V8 Mortgage Trust                                                 | CUSIP: 08190AAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $148985.35    | 0.00%             | 2057-07-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                   | Benchmark 2023-B38 Mortgage Trust                                                | CUSIP: 081916AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $7177909.90   | 0.15%             | 2056-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                   | Benchmark 2024-V9 Mortgage Trust                                                 | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $520257.45    | 0.01%             | 2057-08-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                   | Benchmark 2024-V9 Mortgage Trust                                                 | CUSIP: 081919AS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $519874.97    | 0.01%             | 2057-08-15      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                   | BMARK 2023-V4                                                                    | CUSIP: 081926AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $265424.56    | 0.01%             | 2056-11-15      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                   | Benchmark 2024-V6 Mortgage Trust                                                 | CUSIP: 081927AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1045377.58   | 0.02%             | 2057-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                   | Benchmark 2024-V6 Mortgage Trust                                                 | CUSIP: 081927AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $524096.64    | 0.01%             | 2057-03-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                   | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177798.35    | 0.00%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                   | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    325000 | PA      | $319452.19    | 0.01%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                     | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664CU3<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    155000 | PA      | $142627.99    | 0.00%             | 2030-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                     | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664CZ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    245000 | PA      | $241333.04    | 0.01%             | 2027-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                           | Berry Global Inc                                                                 | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    201000 | PA      | $196686.90    | 0.00%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                           | Berry Global Inc                                                                 | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154627.84    | 0.00%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BEST BUY CO INC                                                            | Best Buy Co Inc                                                                  | CUSIP: 08652BAA7<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156457.56    | 0.00%             | 2028-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BEST BUY CO INC                                                            | Best Buy Co Inc                                                                  | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    240000 | PA      | $215878.16    | 0.00%             | 2030-10-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                              | BGC Group Inc                                                                    | CUSIP: 088929AC8<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    150000 | PA      | $160250.85    | 0.00%             | 2028-05-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BIO-RAD LABS                                                               | Bio-Rad Laboratories Inc                                                         | CUSIP: 090572AR9<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188557.95    | 0.00%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                 | Biogen Inc                                                                       | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    460000 | PA      | $422854.77    | 0.01%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                           | Black Hills Corp                                                                 | CUSIP: 092113AM1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99161.94     | 0.00%             | 2027-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                           | Black Hills Corp                                                                 | CUSIP: 092113AR0<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    135000 | PA      | $129220.46    | 0.00%             | 2029-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                           | Black Hills Corp                                                                 | CUSIP: 092113AT6<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92411.26     | 0.00%             | 2030-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                           | Black Hills Corp                                                                 | CUSIP: 092113AV1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    215000 | PA      | $222812.44    | 0.00%             | 2028-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                                   | Blackstone Holdings Finance Co LLC                                               | CUSIP: 09256BAJ6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    252000 | PA      | $248615.48    | 0.01%             | 2027-10-02      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                                   | Blackstone Holdings Finance Co LLC                                               | CUSIP: 09256BAL1<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140206.15    | 0.00%             | 2030-01-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                                                     | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |     50000 | PA      | $49374.41     | 0.00%             | 2027-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                                                     | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |    140000 | PA      | $149951.22    | 0.00%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                                   | Blackstone Holdings Finance Co LLC                                               | CUSIP: 09261BAC4<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188238.78    | 0.00%             | 2028-08-05      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                                   | Blackstone Holdings Finance Co LLC                                               | CUSIP: 09261BAJ9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205923.83    | 0.00%             | 2027-11-03      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                     | Blackstone Private Credit Fund                                                   | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    340000 | PA      | $334899.21    | 0.01%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                     | Blackstone Private Credit Fund                                                   | CUSIP: 09261HAR8<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    295000 | PA      | $286442.10    | 0.01%             | 2029-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                     | Blackstone Private Credit Fund                                                   | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    145000 | PA      | $153370.90    | 0.00%             | 2028-11-27      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                     | Blackstone Private Credit Fund                                                   | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    235000 | PA      | $239031.66    | 0.01%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                     | Blackstone Private Credit Fund                                                   | CUSIP: 09261HBR7<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75401.86     | 0.00%             | 2027-09-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                     | Blackstone Private Credit Fund                                                   | CUSIP: 09261HBS5<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103730.22    | 0.00%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                     | Blackstone Private Credit Fund                                                   | CUSIP: 09261HBU0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155950.21    | 0.00%             | 2029-11-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                     | Blackstone Private Credit Fund                                                   | CUSIP: 09261HBY2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    230000 | PA      | $225282.95    | 0.00%             | 2030-09-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                     | Blackstone Private Credit Fund                                                   | CUSIP: 09261HBZ9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73254.65     | 0.00%             | 2031-03-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                    | Blackstone Secured Lending Fund                                                  | CUSIP: 09261XAD4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    210000 | PA      | $204996.11    | 0.00%             | 2027-02-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                    | Blackstone Secured Lending Fund                                                  | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    180000 | PA      | $170317.99    | 0.00%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                    | Blackstone Secured Lending Fund                                                  | CUSIP: 09261XAH5<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122390.01    | 0.00%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                    | Blackstone Secured Lending Fund                                                  | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    265000 | PA      | $267377.42    | 0.01%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                    | Blackstone Secured Lending Fund                                                  | CUSIP: 09261XAK8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153785.38    | 0.00%             | 2030-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE                                                     | Blackstone Reg Finance Co LLC                                                    | CUSIP: 092914AB6<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134558.18    | 0.00%             | 2030-11-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BRIGHTLINE EAST LLC                                                        | Brightline East LLC                                                              | CUSIP: 093536AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $92061.85     | 0.00%             | 2030-01-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BLOCK COMMUNICATIONS INC                                                   | Block Communications Inc                                                         | CUSIP: 093645AJ8<br>LEI: M5G68A9OHJWIL4SFC742 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107908.18    | 0.00%             | 2028-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                                        | Block Financial LLC                                                              | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $192660.82    | 0.00%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                                        | Block Financial LLC                                                              | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $234771.29    | 0.00%             | 2028-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLOOMIN' BRANDS INC/OSI                                                    | Bloomin' Brands Inc / OSI Restaurant Partners LLC                                | CUSIP: 094234AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $102155.16    | 0.00%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                                   | Blue Racer Midstream LLC / Blue Racer Finance Corp                               | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $140308.18    | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                     | Blue Owl Credit Income Corp                                                      | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    245000 | PA      | $252132.40    | 0.01%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                     | Blue Owl Credit Income Corp                                                      | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    320000 | PA      | $317318.09    | 0.01%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                                   | Blue Owl Technology Finance Corp                                                 | CUSIP: 095924AB2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172400.38    | 0.00%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BLUELINX HOLDING                                                           | BlueLinx Holdings Inc                                                            | CUSIP: 09624HAA7<br>LEI: 549300YSX7GU28F5I540 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89077.09     | 0.00%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                                        | Leland Stanford Junior University/The                                            | CUSIP: 09659DAC0<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140545.45    | 0.00%             | 2030-08-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                | BNP Paribas SA                                                                   | CUSIP: 09659T2A8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    445000 | PA      | $442467.05    | 0.01%             | 2033-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                | BNP Paribas SA                                                                   | CUSIP: 09659T2B6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    310000 | PA      | $280993.86    | 0.01%             | 2035-08-12      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                | BNP Paribas SA                                                                   | CUSIP: 09659W2C7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    565000 | PA      | $559429.09    | 0.01%             | 2027-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                | BNP Paribas SA                                                                   | CUSIP: 09659W2F0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    610000 | PA      | $612825.97    | 0.01%             | 2028-08-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                | BNP Paribas SA                                                                   | CUSIP: 09659W2H6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    320000 | PA      | $327521.47    | 0.01%             | 2030-01-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                | BNP Paribas SA                                                                   | CUSIP: 09659W2K9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $662700.54    | 0.01%             | 2031-01-13      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                | BNP Paribas SA                                                                   | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    340000 | PA      | $327794.59    | 0.01%             | 2028-09-30      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                | BNP Paribas SA                                                                   | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    445000 | PA      | $421658.02    | 0.01%             | 2029-09-15      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                | BNP Paribas SA                                                                   | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $493268.95    | 0.01%             | 2028-01-20      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                | BNP Paribas SA                                                                   | CUSIP: 09659W2V5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    575000 | PA      | $585552.37    | 0.01%             | 2029-01-13      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                | BNP Paribas SA                                                                   | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    405000 | PA      | $419070.11    | 0.01%             | 2030-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                | BNP Paribas SA                                                                   | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    795000 | PA      | $818424.88    | 0.02%             | 2030-11-19      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                | BNP Paribas SA                                                                   | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $101120.32    | 0.00%             | 2029-05-09      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                | BNP Paribas SA                                                                   | CUSIP: 09659W3D4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    480000 | PA      | $490104.33    | 0.01%             | 2031-05-09      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                         | BMO 2024-5C7 Mortgage Trust                                                      | CUSIP: 09660WAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $411662.86    | 0.01%             | 2057-11-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                         | BMO 2024-5C7 Mortgage Trust                                                      | CUSIP: 09660WAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $937583.15    | 0.02%             | 2057-11-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                         | BMO 2024-5C8 Mortgage Trust                                                      | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $729295.56    | 0.02%             | 2057-12-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                         | BMO 2024-5C8 Mortgage Trust                                                      | CUSIP: 09661XAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $489142.21    | 0.01%             | 2057-12-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                     | Boardwalk Pipelines LP                                                           | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    210000 | PA      | $210980.36    | 0.00%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                     | Boardwalk Pipelines LP                                                           | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152121.30    | 0.00%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BOC AVIATION LTD                                                           | BOC Aviation Ltd                                                                 | CUSIP: 09681LAK6<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $192281.90    | 0.00%             | 2029-09-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOC AVIATION LTD                                                           | BOC Aviation Ltd                                                                 | CUSIP: 09681MAE8<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | CORP              | SG        |    400000 | PA      | $396731.78    | 0.01%             | 2027-09-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust                                                    | BMW Vehicle Owner Trust 2025-A                                                   | CUSIP: 096924AE5<br>LEI: 5493002H8OC00FUV1078 | Long             | ABS-O            | CORP              | US        |    270000 | PA      | $274782.64    | 0.01%             | 2032-12-27      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                         | BMO 2025-5C9 Mortgage Trust                                                      | CUSIP: 096933AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $523554.24    | 0.01%             | 2058-04-15      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                  | Boeing Co/The                                                                    | CUSIP: 097023BU8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128408.35    | 0.00%             | 2027-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                  | Boeing Co/The                                                                    | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64020.10     | 0.00%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                  | Boeing Co/The                                                                    | CUSIP: 097023CA1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34393.85     | 0.00%             | 2028-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                  | Boeing Co/The                                                                    | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    295000 | PA      | $286612.23    | 0.01%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                  | Boeing Co/The                                                                    | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    355000 | PA      | $350644.15    | 0.01%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                  | Boeing Co/The                                                                    | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    225000 | PA      | $213481.67    | 0.00%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                  | Boeing Co/The                                                                    | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    625000 | PA      | $631557.46    | 0.01%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                  | Boeing Co/The                                                                    | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1418081.60   | 0.03%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                  | Boeing Co/The                                                                    | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    395000 | PA      | $389140.35    | 0.01%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                              | Boeing Co/The                                                                    | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    345000 | PA      | $353820.98    | 0.01%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                              | Boeing Co/The                                                                    | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    465000 | PA      | $493931.83    | 0.01%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BOISE CASCADE COMPANY                                                      | Boise Cascade Co                                                                 | CUSIP: 09739DAD2<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119662.18    | 0.00%             | 2030-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                             | Bombardier Inc                                                                   | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $250326.35    | 0.01%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                             | Bombardier Inc                                                                   | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    255000 | PA      | $264977.72    | 0.01%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                             | Bombardier Inc                                                                   | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $246370.52    | 0.01%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY                                                          | Bon Secours Mercy Health Inc                                                     | CUSIP: 09778PAA3<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9743.99      | 0.00%             | 2030-06-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                    | Booz Allen Hamilton Inc                                                          | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    238000 | PA      | $234239.96    | 0.00%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                    | Booz Allen Hamilton Inc                                                          | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245577.34    | 0.01%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| BORGWARNER INC                                                             | BorgWarner Inc                                                                   | CUSIP: 099724AL0<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    460000 | PA      | $451417.37    | 0.01%             | 2027-07-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                                             | BorgWarner Inc                                                                   | CUSIP: 099724AP1<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81815.28     | 0.00%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                                         | Boston Gas Co                                                                    | CUSIP: 100743AK9<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113461.88    | 0.00%             | 2027-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                                         | Boston Gas Co                                                                    | CUSIP: 100743AL7<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191635.32    | 0.00%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                       | Boston Properties LP                                                             | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    270000 | PA      | $271885.65    | 0.01%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                       | Boston Properties LP                                                             | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    310000 | PA      | $301080.82    | 0.01%             | 2029-06-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                       | Boston Properties LP                                                             | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    195000 | PA      | $183009.70    | 0.00%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                       | Boston Properties LP                                                             | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    445000 | PA      | $465199.82    | 0.01%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                     | Boston Scientific Corp                                                           | CUSIP: 101137AS6<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15042.61     | 0.00%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                     | Boston Scientific Corp                                                           | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    350000 | PA      | $328968.48    | 0.01%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                           | Boyd Gaming Corp                                                                 | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    310000 | PA      | $309839.10    | 0.01%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                                              | Boyne USA Inc                                                                    | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $197417.54    | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                     | BP Capital Markets America Inc                                                   | CUSIP: 10373QAC4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    205000 | PA      | $205259.64    | 0.00%             | 2028-09-21      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                     | BP Capital Markets America Inc                                                   | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    699000 | PA      | $704307.50    | 0.01%             | 2028-11-06      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                     | BP Capital Markets America Inc                                                   | CUSIP: 10373QAV2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    265000 | PA      | $263256.14    | 0.01%             | 2027-01-16      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                     | BP Capital Markets America Inc                                                   | CUSIP: 10373QAZ3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    265000 | PA      | $264349.66    | 0.01%             | 2027-04-14      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                     | BP Capital Markets America Inc                                                   | CUSIP: 10373QBK5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    205000 | PA      | $204441.33    | 0.00%             | 2027-04-06      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                     | BP Capital Markets America Inc                                                   | CUSIP: 10373QBL3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    380000 | PA      | $373139.80    | 0.01%             | 2030-04-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                     | BP Capital Markets America Inc                                                   | CUSIP: 10373QBM1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    300000 | PA      | $269815.95    | 0.01%             | 2030-08-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                     | BP Capital Markets America Inc                                                   | CUSIP: 10373QBX7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    415000 | PA      | $423652.70    | 0.01%             | 2029-04-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                     | BP Capital Markets America Inc                                                   | CUSIP: 10373QBY5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    405000 | PA      | $413167.14    | 0.01%             | 2027-11-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                     | BP Capital Markets America Inc                                                   | CUSIP: 10373QBZ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    245000 | PA      | $252183.86    | 0.01%             | 2029-10-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                     | BP Capital Markets America Inc                                                   | CUSIP: 10373QCB4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    255000 | PA      | $261774.42    | 0.01%             | 2029-11-25      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                                                   | Brand Industrial Services Inc                                                    | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |    420000 | PA      | $403412.65    | 0.01%             | 2030-08-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                                   | Brandywine Operating Partnership LP                                              | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |    125000 | PA      | $118828.31    | 0.00%             | 2029-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                                   | Brandywine Operating Partnership LP                                              | CUSIP: 105340AQ6<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |    125000 | PA      | $122685.88    | 0.00%             | 2027-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                                   | Brandywine Operating Partnership LP                                              | CUSIP: 105340AR4<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |    119000 | PA      | $125530.66    | 0.00%             | 2028-03-15      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                                   | Brandywine Operating Partnership LP                                              | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |    160000 | PA      | $171806.23    | 0.00%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                     | Brazilian Government International Bond                                          | CUSIP: 105756AE0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $214252.84    | 0.00%             | 2027-05-15      | Fixed         | 10.13%                | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                                      | Brazil Government International Bonds                                            | CUSIP: 105756BZ2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    800000 | PA      | $801953.63    | 0.02%             | 2028-01-13      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                                      | Brazil Government International Bonds                                            | CUSIP: 105756CA6<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    600000 | PA      | $596203.68    | 0.01%             | 2029-05-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                                      | Brazil Government International Bonds                                            | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1000000 | PA      | $957336.63    | 0.02%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                     | Brazilian Government International Bond                                          | CUSIP: 105756CM0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    800000 | PA      | $814153.93    | 0.02%             | 2030-11-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BREAKWATER ENRGY HOLD                                                      | Breakwater Energy Holdings Sarl                                                  | CUSIP: 10637BAA3<br>LEI: 984500969HAFA937F390 | Long             | DBT              | CORP              | LU        |    250000 | PA      | $262144.91    | 0.01%             | 2030-11-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                                                    | Brighthouse Financial Global Funding                                             | CUSIP: 10921U2E7<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    180000 | PA      | $169218.37    | 0.00%             | 2028-06-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                                                    | Brighthouse Financial Global Funding                                             | CUSIP: 10921U2J6<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    205000 | PA      | $207645.91    | 0.00%             | 2027-04-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                                                    | Brighthouse Financial Global Funding                                             | CUSIP: 10921U2L1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189090.44    | 0.00%             | 2029-06-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                                   | Brighthouse Financial Inc                                                        | CUSIP: 10922NAC7<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    220000 | PA      | $217745.92    | 0.00%             | 2027-06-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                                   | Brighthouse Financial Inc                                                        | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152619.88    | 0.00%             | 2030-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| BRINKER INTERNATIONAL IN                                                   | Brinker International Inc                                                        | CUSIP: 109641AK6<br>LEI: 52990067JY6PBGJNTG76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105529.49    | 0.00%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                                             | Brink's Co/The                                                                   | CUSIP: 109696AA2<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    230000 | PA      | $229735.30    | 0.00%             | 2027-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                                             | Brink's Co/The                                                                   | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92880.58     | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                    | Bristol-Myers Squibb Co                                                          | CUSIP: 110122BB3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39774.21     | 0.00%             | 2027-02-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                    | Bristol-Myers Squibb Co                                                          | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    725000 | PA      | $711888.53    | 0.01%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                    | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DD7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179487.19    | 0.00%             | 2027-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                    | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DP0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    380000 | PA      | $363542.49    | 0.01%             | 2027-11-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                    | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    340000 | PA      | $300677.79    | 0.01%             | 2030-11-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BRISTOW GROUP INC                                                          | Bristow Group Inc                                                                | CUSIP: 11040GAA1<br>LEI: 5493005Q24EN3UC1PV68 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135251.92    | 0.00%             | 2028-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS FINANCE INC                                                    | BAE Systems Finance Inc                                                          | CUSIP: 11041RAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $120576.65    | 0.00%             | 2027-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                   | Province of British Columbia Canada                                              | CUSIP: 110709AJ1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    615000 | PA      | $632288.96    | 0.01%             | 2028-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                   | Province of British Columbia Canada                                              | CUSIP: 110709AL6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    865000 | PA      | $894706.58    | 0.02%             | 2029-04-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                   | Province of British Columbia Canada                                              | CUSIP: 110709GQ9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    970000 | PA      | $968916.95    | 0.02%             | 2030-08-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                   | Province of British Columbia Canada                                              | CUSIP: 11070TAN8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   1055000 | PA      | $1075713.59   | 0.02%             | 2028-01-24      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                   | British Telecommunications PLC                                                   | CUSIP: 111021AL5<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205185.30    | 0.00%             | 2028-12-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                   | British Telecommunications PLC                                                   | CUSIP: 11102AAE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    195000 | PA      | $187871.47    | 0.00%             | 2029-11-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                   | British Telecommunications PLC                                                   | CUSIP: 11102AAF8<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $148878.09    | 0.00%             | 2081-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                     | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    120000 | PA      | $119823.92    | 0.00%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                     | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    210000 | PA      | $209250.26    | 0.00%             | 2029-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                     | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    200000 | PA      | $197007.85    | 0.00%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                     | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    290000 | PA      | $279068.47    | 0.01%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                                                   | Broadridge Financial Solutions Inc                                               | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76049.78     | 0.00%             | 2029-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                                                    | Broadcom Corp / Broadcom Cayman Finance Ltd                                      | CUSIP: 11134LAR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | XX        |    275000 | PA      | $273350.71    | 0.01%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                               | Broadcom Inc                                                                     | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496955.48    | 0.01%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                               | Broadcom Inc                                                                     | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    525000 | PA      | $534807.22    | 0.01%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                               | Broadcom Inc                                                                     | CUSIP: 11135FBD2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    155000 | PA      | $159534.50    | 0.00%             | 2030-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                               | Broadcom Inc                                                                     | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    245000 | PA      | $244311.43    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                               | Broadcom Inc                                                                     | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    685000 | PA      | $705651.22    | 0.01%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                               | Broadcom Inc                                                                     | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    168000 | PA      | $170965.74    | 0.00%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                               | Broadcom Inc                                                                     | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    570000 | PA      | $573350.37    | 0.01%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                               | Broadcom Inc                                                                     | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407820.79    | 0.01%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                               | Broadcom Inc                                                                     | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    260000 | PA      | $267884.45    | 0.01%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                               | Broadcom Inc                                                                     | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    405000 | PA      | $410544.44    | 0.01%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                               | Broadcom Inc                                                                     | CUSIP: 11135FCP4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    220000 | PA      | $211891.16    | 0.00%             | 2028-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                               | Broadcom Inc                                                                     | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199376.47    | 0.00%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                               | Broadcom Inc                                                                     | CUSIP: 11135FCZ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124889.39    | 0.00%             | 2031-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS GRP                                                   | Broadstreet Partners Group LLC                                                   | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273678.88    | 0.01%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                     | Brookfield Finance Inc                                                           | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $399506.70    | 0.01%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                     | Brookfield Finance Inc                                                           | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    320000 | PA      | $325616.92    | 0.01%             | 2029-03-29      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                     | Brookfield Finance Inc                                                           | CUSIP: 11271LAE2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $240544.76    | 0.01%             | 2030-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                                   | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    205000 | PA      | $204978.26    | 0.00%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                                   | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    160000 | PA      | $149295.25    | 0.00%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                                   | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    100000 | PA      | $96885.84     | 0.00%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                                                   | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              |  | US        |    166000 | PA      | $163735.98    | 0.00%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                                   | Brookfield Asset Management Ltd                                                  | CUSIP: 113004AB1<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $126097.39    | 0.00%             | 2030-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                                      | Brooklyn Union Gas Co/The                                                        | CUSIP: 114259AT1<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133227.98    | 0.00%             | 2029-03-04      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                                      | Brooklyn Union Gas Co/The                                                        | CUSIP: 114259AV6<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    198000 | PA      | $198998.02    | 0.00%             | 2027-08-05      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                          | Brown & Brown Inc                                                                | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    185000 | PA      | $186218.66    | 0.00%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                          | Brown & Brown Inc                                                                | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167165.92    | 0.00%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                          | Brown & Brown Inc                                                                | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    255000 | PA      | $258404.98    | 0.01%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| BRUNSWICK CORP                                                             | Brunswick Corp/DE                                                                | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    145000 | PA      | $150895.30    | 0.00%             | 2029-03-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| BUCKEYE PARTNERS LP                                                        | Buckeye Partners LP                                                              | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    185000 | PA      | $183325.42    | 0.00%             | 2027-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                                        | Buckeye Partners LP                                                              | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174028.80    | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                                        | Buckeye Partners LP                                                              | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    220000 | PA      | $228878.51    | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                                        | Buckeye Partners LP                                                              | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    145000 | PA      | $151765.94    | 0.00%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                   | Builders FirstSource Inc                                                         | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174328.70    | 0.00%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                     | Bunge Ltd Finance Corp                                                           | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139580.99    | 0.00%             | 2027-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                     | Bunge Ltd Finance Corp                                                           | CUSIP: 120568BD1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    270000 | PA      | $270604.89    | 0.01%             | 2028-01-07      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                     | Bunge Ltd Finance Corp                                                           | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    265000 | PA      | $265216.19    | 0.01%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                     | Bunge Ltd Finance Corp                                                           | CUSIP: 120568BM1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212186.87    | 0.00%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                     | Bunge Ltd Finance Corp                                                           | CUSIP: 120568BQ2<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100732.06    | 0.00%             | 2030-08-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                                                   | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAA7<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149841.28    | 0.00%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                                                   | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAC3<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146631.21    | 0.00%             | 2030-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                   | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $183939.58    | 0.00%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| C&S GROUP ENTERPRISES LL                                                   | C&S Group Enterprises LLC                                                        | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $150353.82    | 0.00%             | 2028-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                           | Paramount Global                                                                 | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     94000 | PA      | $92520.00     | 0.00%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                           | Paramount Global                                                                 | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    310000 | PA      | $301096.56    | 0.01%             | 2028-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                           | Paramount Global                                                                 | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    114000 | PA      | $111061.99    | 0.00%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                           | Paramount Global                                                                 | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    255000 | PA      | $248006.89    | 0.01%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                     | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    910000 | PA      | $910847.56    | 0.02%             | 2027-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                     | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    810000 | PA      | $805139.15    | 0.02%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                     | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $454880.54    | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                     | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    990000 | PA      | $946434.30    | 0.02%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                     | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    825000 | PA      | $776378.30    | 0.02%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                     | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $464601.01    | 0.01%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CCL INDUSTRIES INC                                                         | CCL Industries Inc                                                               | CUSIP: 124900AD3<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $211773.50    | 0.00%             | 2030-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                               | CD 2017-CD6 Mortgage Trust                                                       | CUSIP: 125039AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $192294.99    | 0.00%             | 2050-11-13      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                                                    | Cboe Global Markets Inc                                                          | CUSIP: 12503MAA6<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164828.16    | 0.00%             | 2027-01-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                                                    | Cboe Global Markets Inc                                                          | CUSIP: 12503MAC2<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4424.23      | 0.00%             | 2030-12-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                          | CBRE Services Inc                                                                | CUSIP: 12505BAH3<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103619.90    | 0.00%             | 2029-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                          | CBRE Services Inc                                                                | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126738.98    | 0.00%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                                                          | CDP Financial Inc                                                                | CUSIP: 125094BE1<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |    420000 | PA      | $425229.19    | 0.01%             | 2028-07-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                                                          | CDP Financial Inc                                                                | CUSIP: 125094BG6<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |    625000 | PA      | $646138.14    | 0.01%             | 2029-06-05      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                                                          | CDP Financial Inc                                                                | CUSIP: 125094BH4<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $514160.27    | 0.01%             | 2030-01-24      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                        | Churchill Downs Inc                                                              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    365000 | PA      | $367010.47    | 0.01%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                        | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $244189.57    | 0.01%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                        | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $255818.54    | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                        | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $150945.99    | 0.00%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                        | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $219145.16    | 0.00%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CD&R SMOKEY / RADIO SYS                                                    | CD&R Smokey Buyer Inc / Radio Systems Corp                                       | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $224917.00    | 0.00%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending                                      | Cantor Commercial Real Estate Lending 2019-CF2                                   | CUSIP: 12528YAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $475656.48    | 0.01%             | 2052-11-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                                   | Viridien                                                                         | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $215157.66    | 0.00%             | 2030-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CGI INC                                                                    | CGI Inc                                                                          | CUSIP: 12532HAM6<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    255000 | PA      | $258278.93    | 0.01%             | 2030-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CH ROBINSON WORLDWIDE                                                      | CH Robinson Worldwide Inc                                                        | CUSIP: 12541WAA8<br>LEI: 529900WNWN5L0OVDHA79 | Long             | DBT              | CORP              | US        |    245000 | PA      | $245444.06    | 0.01%             | 2028-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                   | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224539.74    | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                   | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    455000 | PA      | $418179.50    | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                   | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    380000 | PA      | $313489.55    | 0.01%             | 2030-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                   | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    450000 | PA      | $424216.26    | 0.01%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                          | CI Financial Corp                                                                | CUSIP: 125491AT7<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    245000 | PA      | $261110.66    | 0.01%             | 2029-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHC GROUP LLC                                                              | CHC Group LLC                                                                    | CUSIP: 12550EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    160000 | PA      | $153996.36    | 0.00%             | 2030-09-01      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                            | Cigna Group/The                                                                  | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1108918.79   | 0.02%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                            | Cigna Group/The                                                                  | CUSIP: 125523AZ3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147990.83    | 0.00%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                            | Cigna Group/The                                                                  | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    489000 | PA      | $486330.95    | 0.01%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                            | Cigna Group/The                                                                  | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    535000 | PA      | $497824.96    | 0.01%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                            | Cigna Group/The                                                                  | CUSIP: 125523CT5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    305000 | PA      | $313220.09    | 0.01%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                            | Cigna Group/The                                                                  | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226361.07    | 0.00%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK/TRST                                                   | First-Citizens Bank & Trust Co                                                   | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46563.87     | 0.00%             | 2028-03-09      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTL 19 II                                                    | CK Hutchison International 19 II Ltd                                             | CUSIP: 12563DAA3<br>LEI: 2549000ZHWNMHC09DR77 | Long             | DBT              | CORP              | KY        |     30000 | PA      | $28579.36     | 0.00%             | 2029-09-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CK HUTCH INTL 17 II LTD                                                    | CK Hutchison International 17 II Ltd                                             | CUSIP: 12563XAC5<br>LEI: 254900F7C0PB6TKONV55 | Long             | DBT              | CORP              | KY        |     20000 | PA      | $19751.26     | 0.00%             | 2027-09-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTL 19 LTD                                                   | CK Hutchison International 19 Ltd                                                | CUSIP: 12564CAB2<br>LEI: 254900FPY8WXG61CMU70 | Long             | DBT              | CORP              | KY        |    290000 | PA      | $285387.48    | 0.01%             | 2029-04-11      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTL 20 LTD                                                   | CK Hutchison International 20 Ltd                                                | CUSIP: 12564HAA3<br>LEI: 254900SSPRZHBMNJF043 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $186120.90    | 0.00%             | 2030-05-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTL 23                                                       | CK Hutchison International 23 Ltd                                                | CUSIP: 12570FAA9<br>LEI: 2549003AJI1YI8883K46 | Long             | DBT              | CORP              | KY        |    455000 | PA      | $461358.23    | 0.01%             | 2028-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CIMB BANK BHD                                                              | CIMB Bank Bhd                                                                    | CUSIP: 12570TAA9<br>LEI: SR3J0ZUTXT7OTFT2VU03 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $194660.87    | 0.00%             | 2027-07-20      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                              | CME Group Inc                                                                    | CUSIP: 12572QAJ4<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179860.25    | 0.00%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                              | CME Group Inc                                                                    | CUSIP: 12572QAL9<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    265000 | PA      | $268478.11    | 0.01%             | 2030-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                                                      | CMG Media Corp                                                                   | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $168890.89    | 0.00%             | 2029-06-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                            | CMS Energy Corp                                                                  | CUSIP: 125896BS8<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    205000 | PA      | $203310.30    | 0.00%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                            | CMS Energy Corp                                                                  | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98639.50     | 0.00%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                     | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAQ7<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    270000 | PA      | $272229.35    | 0.01%             | 2028-04-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                     | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    190000 | PA      | $196667.86    | 0.00%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                     | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    230000 | PA      | $235711.54    | 0.00%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                     | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAT1<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90601.53     | 0.00%             | 2027-10-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                     | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106218.20    | 0.00%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                     | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAV6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125075.91    | 0.00%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                     | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAW4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74374.43     | 0.00%             | 2031-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV                                                          | CNH Industrial NV                                                                | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |    155000 | PA      | $154437.35    | 0.00%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                            | CSAIL 2019-C18 Commercial Mortgage Trust                                         | CUSIP: 12597DAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    710000 | PA      | $678934.11    | 0.01%             | 2052-12-15      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                            | CSAIL 2019-C18 Commercial Mortgage Trust                                         | CUSIP: 12597DAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $90198.18     | 0.00%             | 2052-12-15      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                                         | CP Atlas Buyer Inc                                                               | CUSIP: 12597YAC3<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |    145000 | PA      | $150823.93    | 0.00%             | 2030-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                                         | CP Atlas Buyer Inc                                                               | CUSIP: 12597YAD1<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |    154001 | PA      | $141832.90    | 0.00%             | 2031-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| CPI CG INC                                                                 | CPI CG Inc                                                                       | CUSIP: 12598FAC3<br>LEI: 254900H3R50WH1B1LB48 | Long             | DBT              | CORP              | US        |     93000 | PA      | $99066.38     | 0.00%             | 2029-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                         | CNA Financial Corp                                                               | CUSIP: 126117AU4<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    260000 | PA      | $257635.53    | 0.01%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                         | CNA Financial Corp                                                               | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119221.58    | 0.00%             | 2029-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                         | CNA Financial Corp                                                               | CUSIP: 126117AW0<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9049.21      | 0.00%             | 2030-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                                                    | CNO Financial Group Inc                                                          | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111934.33    | 0.00%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CNOOC FINANCE 2013 LTD                                                     | CNOOC Finance 2013 Ltd                                                           | CUSIP: 12625GAF1<br>LEI: 5493006KAH3PSSMCES09 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $192556.19    | 0.00%             | 2029-09-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                           | CSC Holdings LLC                                                                 | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    405000 | PA      | $356965.44    | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                           | CSC Holdings LLC                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    305000 | PA      | $228541.17    | 0.00%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                           | CSC Holdings LLC                                                                 | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    310000 | PA      | $184908.01    | 0.00%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                           | CSC Holdings LLC                                                                 | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    555000 | PA      | $356112.85    | 0.01%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                           | CSC Holdings LLC                                                                 | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    695000 | PA      | $271733.51    | 0.01%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                           | CSC Holdings LLC                                                                 | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    330000 | PA      | $200575.12    | 0.00%             | 2030-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                           | CSC Holdings LLC                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    700000 | PA      | $260648.56    | 0.01%             | 2030-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                           | CSC Holdings LLC                                                                 | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    305000 | PA      | $243597.47    | 0.01%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                           | CSC Holdings LLC                                                                 | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    645000 | PA      | $470801.34    | 0.01%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CNOOC FINANCE 2015 US                                                      | CNOOC Finance 2015 USA LLC                                                       | CUSIP: 12634MAE0<br>LEI: 549300Q3CTIH31RFPO82 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403751.54    | 0.01%             | 2028-05-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                    | CRH America Finance Inc                                                          | CUSIP: 12636YAA0<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208563.25    | 0.00%             | 2027-05-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                    | CRH America Finance Inc                                                          | CUSIP: 12636YAC6<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    230000 | PA      | $229489.78    | 0.00%             | 2028-04-04      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                   | CSX Corp                                                                         | CUSIP: 126408HH9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    330000 | PA      | $327619.23    | 0.01%             | 2027-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                   | CSX Corp                                                                         | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    355000 | PA      | $354729.75    | 0.01%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                   | CSX Corp                                                                         | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    230000 | PA      | $232079.08    | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                   | CSX Corp                                                                         | CUSIP: 126408HQ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    125000 | PA      | $116920.72    | 0.00%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CTR PARTNERSHIP/CARETRST                                                   | CTR Partnership LP / CareTrust Capital Corp                                      | CUSIP: 126458AE8<br>LEI: N/A                  | Long             | DBT              |  | US        |    160000 | PA      | $157139.16    | 0.00%             | 2028-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                            | CSAIL 2018-CX11 Commercial Mortgage Trust                                        | CUSIP: 12652UAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $390201.81    | 0.01%             | 2051-04-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                         | CNX Resources Corp                                                               | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155957.72    | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                         | CNX Resources Corp                                                               | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    155000 | PA      | $160624.57    | 0.00%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PART LP                                                      | CNX Midstream Partners LP                                                        | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $121511.72    | 0.00%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                                            | CSL Finance PLC                                                                  | CUSIP: 12661PAA7<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    195000 | PA      | $194766.58    | 0.00%             | 2027-04-27      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                                            | CSL Finance PLC                                                                  | CUSIP: 12661PAB5<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     35000 | PA      | $34897.71     | 0.00%             | 2029-04-27      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                             | CVR Energy Inc                                                                   | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134888.09    | 0.00%             | 2028-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                             | CVR Energy Inc                                                                   | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    185000 | PA      | $192724.27    | 0.00%             | 2029-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                             | CVR Energy Inc                                                                   | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79895.33     | 0.00%             | 2031-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS/CVR NITROGE                                                   | CVR Partners LP / CVR Nitrogen Finance Corp                                      | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    184000 | PA      | $184369.92    | 0.00%             | 2028-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                            | CVS Health Corp                                                                  | CUSIP: 126650BJ8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118195.47    | 0.00%             | 2027-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                            | CVS Health Corp                                                                  | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1520394.01   | 0.03%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                            | CVS Health Corp                                                                  | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    675000 | PA      | $652119.28    | 0.01%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                            | CVS Health Corp                                                                  | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    307000 | PA      | $305599.03    | 0.01%             | 2027-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                            | CVS Health Corp                                                                  | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    455000 | PA      | $443483.10    | 0.01%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                            | CVS Health Corp                                                                  | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    682000 | PA      | $654081.64    | 0.01%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                            | CVS Health Corp                                                                  | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $355419.07    | 0.01%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                            | CVS Health Corp                                                                  | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    480000 | PA      | $492363.87    | 0.01%             | 2030-02-21      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                            | CVS Health Corp                                                                  | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    440000 | PA      | $449521.34    | 0.01%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                            | CVS Health Corp                                                                  | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51576.09     | 0.00%             | 2031-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                            | CVS Health Corp                                                                  | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    365000 | PA      | $377795.97    | 0.01%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                            | CVS Health Corp                                                                  | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    730000 | PA      | $763292.19    | 0.02%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                                              | Cable One Inc                                                                    | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    195000 | PA      | $142087.11    | 0.00%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                                                      | Cablevision Lightpath LLC                                                        | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134483.59    | 0.00%             | 2027-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                                                      | Cablevision Lightpath LLC                                                        | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129541.95    | 0.00%             | 2028-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                                        | CRH SMW Finance DAC                                                              | CUSIP: 12704PAA6<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $206459.80    | 0.00%             | 2029-05-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                                        | CRH SMW Finance DAC                                                              | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    360000 | PA      | $370992.94    | 0.01%             | 2030-01-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CABOT CORP                                                                 | Cabot Corp                                                                       | CUSIP: 127055AL5<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64443.88     | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                         | Coterra Energy Inc                                                               | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     92000 | PA      | $91811.96     | 0.00%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                         | Coterra Energy Inc                                                               | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110635.27    | 0.00%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                                       | COPT Defense Properties LP                                                       | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    100000 | PA      | $99698.06     | 0.00%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                                                     | Cadence Design Systems Inc                                                       | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110503.49    | 0.00%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                                                     | Cadence Design Systems Inc                                                       | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    335000 | PA      | $337038.47    | 0.01%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                      | Caesars Entertainment Inc                                                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    365000 | PA      | $350427.92    | 0.01%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| CAESARS ENTERTAIN INC                                                      | Caesars Entertainment Inc                                                        | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    635000 | PA      | $655881.48    | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                                   | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 12802D2M7<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   3985000 | PA      | $3980259.20   | 0.08%             | 2028-05-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                                   | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 12802D2P0<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   1000000 | PA      | $1004859.08   | 0.02%             | 2027-01-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                                   | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 12802D2Q8<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   1060000 | PA      | $1080469.99   | 0.02%             | 2029-05-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                                   | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 12802D2R6<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |    900000 | PA      | $900142.46    | 0.02%             | 2027-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| CAISSE D'AMORT DETTE SOC                                                   | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 12802D2S4<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |    425000 | PA      | $437089.91    | 0.01%             | 2030-01-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                               | CaixaBank SA                                                                     | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    380000 | PA      | $394391.65    | 0.01%             | 2029-01-18      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                               | CaixaBank SA                                                                     | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    245000 | PA      | $254488.11    | 0.01%             | 2030-03-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                               | CaixaBank SA                                                                     | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $202085.56    | 0.00%             | 2029-07-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                               | CaixaBank SA                                                                     | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    360000 | PA      | $365127.05    | 0.01%             | 2031-07-03      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| CAIXA ECONOMICA FEDERAL                                                    | Caixa Economica Federal                                                          | CUSIP: 12804DAA2<br>LEI: 254900EX2KZ57WQ1PL07 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $203066.31    | 0.00%             | 2030-05-13      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CALDERYS FINANCING LLC                                                     | Calderys Financing LLC                                                           | CUSIP: 128786AA8<br>LEI: 254900ZIKDM74XNEFV84 | Long             | DBT              | CORP              | US        |    175000 | PA      | $182425.65    | 0.00%             | 2028-06-01      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                                   | California Resources Corp                                                        | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    265000 | PA      | $278770.66    | 0.01%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| State of California                                                        | CALIFORNIA ST                                                                    | CUSIP: 13063EBP0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    200000 | PA      | $210374.85    | 0.00%             | 2029-09-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| State of California                                                        | CALIFORNIA ST                                                                    | CUSIP: 13063EGT7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    500000 | PA      | $511077.88    | 0.01%             | 2029-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                               | Calpine Corp                                                                     | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    395000 | PA      | $394873.50    | 0.01%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                               | Calpine Corp                                                                     | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    420000 | PA      | $419817.93    | 0.01%             | 2028-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PROD                                                     | Calumet Specialty Products Partners LP / Calumet Finance Corp                    | CUSIP: 131477AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $108141.86    | 0.00%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PROD                                                     | Calumet Specialty Products Partners LP / Calumet Finance Corp                    | CUSIP: 131477BA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41239.81     | 0.00%             | 2031-02-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                      | Camden Property Trust                                                            | CUSIP: 133131AW2<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    135000 | PA      | $135441.74    | 0.00%             | 2028-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                      | Camden Property Trust                                                            | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    215000 | PA      | $208079.79    | 0.00%             | 2029-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                      | Camden Property Trust                                                            | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    200000 | PA      | $188761.20    | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CAMELOT RETURN MERGER SU                                                   | Camelot Return Merger Sub Inc                                                    | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $166910.06    | 0.00%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| CAMPBELLS COMPANY/THE                                                      | Campbell's Company/The                                                           | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    420000 | PA      | $420450.64    | 0.01%             | 2028-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                      | Campbell's Company/The                                                           | CUSIP: 134429BJ7<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    165000 | PA      | $151630.83    | 0.00%             | 2030-04-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                      | Campbell's Company/The                                                           | CUSIP: 134429BM0<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167087.44    | 0.00%             | 2027-03-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                      | Campbell's Company/The                                                           | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189725.45    | 0.00%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                                                          | Canada Government International Bond                                             | CUSIP: 135087Q56<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1125000 | PA      | $1129071.38   | 0.02%             | 2028-04-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                     | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607HR61<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $398398.00    | 0.01%             | 2027-04-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                     | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    485000 | PA      | $494013.82    | 0.01%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                     | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607LNG4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    335000 | PA      | $342248.09    | 0.01%             | 2028-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                     | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607LWV1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    195000 | PA      | $204392.31    | 0.00%             | 2028-10-03      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                     | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $457261.09    | 0.01%             | 2029-03-30      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                     | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    345000 | PA      | $349601.04    | 0.01%             | 2030-09-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                     | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PVP6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    280000 | PA      | $282260.12    | 0.01%             | 2028-01-13      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                     | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    265000 | PA      | $273443.18    | 0.01%             | 2031-01-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                     | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607QFD9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $105379.03    | 0.00%             | 2028-09-08      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                     | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607QFE7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $251781.39    | 0.01%             | 2031-09-08      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                     | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607QWB4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $275757.49    | 0.01%             | 2030-01-29      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                     | Canadian Imperial Bank of Commerce                                               | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    315000 | PA      | $325936.08    | 0.01%             | 2029-04-08      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                      | Canadian National Railway Co                                                     | CUSIP: 136375BD3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    185000 | PA      | $197735.11    | 0.00%             | 2028-07-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                    | Canadian Natural Resources Ltd                                                   | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    457000 | PA      | $456612.38    | 0.01%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                    | Canadian Natural Resources Ltd                                                   | CUSIP: 136385BD2<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    235000 | PA      | $241494.15    | 0.01%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                   | Canadian Pacific Railway Co                                                      | CUSIP: 13645RAY0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $210253.57    | 0.00%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                   | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBJ2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $194281.07    | 0.00%             | 2030-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                   | Canadian Pacific Railway Co                                                      | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $147320.07    | 0.00%             | 2030-03-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                   | Canadian Pacific Railway Co                                                      | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $96065.54     | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP                                                       | Cantor Fitzgerald LP                                                             | CUSIP: 138616AK3<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |    217000 | PA      | $217051.94    | 0.00%             | 2027-04-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP                                                       | Cantor Fitzgerald LP                                                             | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |    265000 | PA      | $282175.28    | 0.01%             | 2028-12-12      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                   | Capital One Financial Corp                                                       | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199593.37    | 0.00%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                   | Capital One Financial Corp                                                       | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    485000 | PA      | $482540.07    | 0.01%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                   | Capital One Financial Corp                                                       | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273722.63    | 0.01%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                   | Capital One Financial Corp                                                       | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    465000 | PA      | $450942.64    | 0.01%             | 2030-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                   | Capital One Financial Corp                                                       | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    637000 | PA      | $643551.79    | 0.01%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                   | Capital One Financial Corp                                                       | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    270000 | PA      | $277516.15    | 0.01%             | 2030-07-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                   | Capital One Financial Corp                                                       | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    345000 | PA      | $353482.74    | 0.01%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                   | Capital One Financial Corp                                                       | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    620000 | PA      | $648902.06    | 0.01%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                   | Capital One Financial Corp                                                       | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    515000 | PA      | $578117.56    | 0.01%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                   | Capital One Financial Corp                                                       | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    280000 | PA      | $290610.48    | 0.01%             | 2030-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                   | Capital One Financial Corp                                                       | CUSIP: 14040HDG7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    295000 | PA      | $305006.84    | 0.01%             | 2030-07-26      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                   | Capital One Financial Corp                                                       | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    425000 | PA      | $422056.75    | 0.01%             | 2031-09-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                   | Capital One Financial Corp                                                       | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225035.39    | 0.00%             | 2032-01-30      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER US HOLDING                                                   | Capital Power US Holdings Inc                                                    | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $208984.82    | 0.00%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust                                   | Capital One Prime Auto Receivables Trust 2024-1                                  | CUSIP: 14043NAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $504419.30    | 0.01%             | 2029-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL SOUTHWEST CORP                                                     | Capital Southwest Corp                                                           | CUSIP: 140501AF4<br>LEI: 54930023YZ4YEJEDBO56 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60016.21     | 0.00%             | 2030-09-18      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CAPSTONE BORROWER INC                                                      | Capstone Borrower Inc                                                            | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |    230000 | PA      | $213675.20    | 0.00%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                        | Cardinal Health Inc                                                              | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    367000 | PA      | $364625.11    | 0.01%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                        | Cardinal Health Inc                                                              | CUSIP: 14149YBN7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    240000 | PA      | $246971.74    | 0.01%             | 2029-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                        | Cardinal Health Inc                                                              | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    260000 | PA      | $267128.93    | 0.01%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                        | Cardinal Health Inc                                                              | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156134.51    | 0.00%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                                | Cargill Inc                                                                      | CUSIP: 141781BK9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146217.94    | 0.00%             | 2029-05-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                                | Cargill Inc                                                                      | CUSIP: 141781BM5<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    215000 | PA      | $197528.73    | 0.00%             | 2030-04-23      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                                | Cargill Inc                                                                      | CUSIP: 141781BV5<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    295000 | PA      | $294148.45    | 0.01%             | 2027-04-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                                | Cargill Inc                                                                      | CUSIP: 141781CE2<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101482.94    | 0.00%             | 2028-02-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| CARGILL INC                                                                | Cargill Inc                                                                      | CUSIP: 141781CF9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149097.60    | 0.00%             | 2030-10-23      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                           | Carlisle Cos Inc                                                                 | CUSIP: 142339AH3<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    295000 | PA      | $293902.71    | 0.01%             | 2027-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                           | Carlisle Cos Inc                                                                 | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    220000 | PA      | $207850.17    | 0.00%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                    | Carmax Auto Owner Trust 2025-3                                                   | CUSIP: 14290FAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $404790.53    | 0.01%             | 2031-01-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| CARLYLE FINANCE SUB LLC                                                    | Carlyle Finance Subsidiary LLC                                                   | CUSIP: 14314DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $155529.07    | 0.00%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                    | Carmax Auto Owner Trust 2025-2                                                   | CUSIP: 14320AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2003103.54   | 0.04%             | 2030-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                    | Carmax Auto Owner Trust 2025-4                                                   | CUSIP: 14320HAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1001818.04   | 0.02%             | 2030-12-16      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                              | Carnival Corp                                                                    | CUSIP: 143658AH5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     83000 | PA      | $86349.70     | 0.00%             | 2028-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                              | Carnival Corp                                                                    | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    820000 | PA      | $811725.71    | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                              | Carnival Corp                                                                    | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    120000 | PA      | $125584.65    | 0.00%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                              | Carnival Corp                                                                    | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    320000 | PA      | $329345.71    | 0.01%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                              | Carnival Corp                                                                    | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    175000 | PA      | $176987.83    | 0.00%             | 2029-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CARRIAGE SERVICES INC                                                      | Carriage Services Inc                                                            | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $125232.69    | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                        | Carrier Global Corp                                                              | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    380000 | PA      | $374777.98    | 0.01%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                        | Carrier Global Corp                                                              | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    605000 | PA      | $570099.92    | 0.01%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CARS.COM INC                                                               | Cars.com Inc                                                                     | CUSIP: 14575EAA3<br>LEI: 5493002G6J07LNGX4M98 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129802.57    | 0.00%             | 2028-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                 | Carvana Co                                                                       | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    505000 | PA      | $526699.13    | 0.01%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CASCADES INC/USA INC                                                       | Cascades Inc/Cascades USA Inc                                                    | CUSIP: 14739LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    205000 | PA      | $204735.88    | 0.00%             | 2028-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CASCADES INC/USA INC                                                       | Cascades Inc/Cascades USA Inc                                                    | CUSIP: 14739LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    115000 | PA      | $119162.00    | 0.00%             | 2030-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                                                   | Cassa Depositi e Prestiti SpA                                                    | CUSIP: 147918AC0<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |    500000 | PA      | $526022.84    | 0.01%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                                                   | Cassa Depositi e Prestiti SpA                                                    | CUSIP: 147918AF3<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |    500000 | PA      | $498944.36    | 0.01%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                            | Caterpillar Inc                                                                  | CUSIP: 149123CG4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    140000 | PA      | $133826.68    | 0.00%             | 2029-09-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                            | Caterpillar Inc                                                                  | CUSIP: 149123CH2<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236546.31    | 0.00%             | 2030-04-09      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                   | Caterpillar Financial Services Corp                                              | CUSIP: 14913R2G1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    230000 | PA      | $220803.28    | 0.00%             | 2027-09-14      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                   | Caterpillar Financial Services Corp                                              | CUSIP: 14913R2U0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    225000 | PA      | $221036.75    | 0.00%             | 2027-01-08      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                   | Caterpillar Financial Services Corp                                              | CUSIP: 14913R3A3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    370000 | PA      | $369585.51    | 0.01%             | 2027-08-12      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                   | Caterpillar Financial Services Corp                                              | CUSIP: 14913UAE0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    190000 | PA      | $191454.63    | 0.00%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                   | Caterpillar Financial Services Corp                                              | CUSIP: 14913UAJ9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154144.96    | 0.00%             | 2029-02-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                   | Caterpillar Financial Services Corp                                              | CUSIP: 14913UAL4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162609.11    | 0.00%             | 2027-05-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                   | Caterpillar Financial Services Corp                                              | CUSIP: 14913UAQ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    195000 | PA      | $197890.13    | 0.00%             | 2029-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                   | Caterpillar Financial Services Corp                                              | CUSIP: 14913UAR1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    240000 | PA      | $242828.46    | 0.01%             | 2027-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                   | Caterpillar Financial Services Corp                                              | CUSIP: 14913UAS9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    375000 | PA      | $380991.87    | 0.01%             | 2027-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                   | Caterpillar Financial Services Corp                                              | CUSIP: 14913UAU4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    305000 | PA      | $312794.68    | 0.01%             | 2029-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                   | Caterpillar Financial Services Corp                                              | CUSIP: 14913UAV2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151117.27    | 0.00%             | 2027-01-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                   | Caterpillar Financial Services Corp                                              | CUSIP: 14913UAX8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144557.76    | 0.00%             | 2030-01-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                   | Caterpillar Financial Services Corp                                              | CUSIP: 14913UAY6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136634.84    | 0.00%             | 2028-03-03      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                   | Caterpillar Financial Services Corp                                              | CUSIP: 14913UBB5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156126.59    | 0.00%             | 2028-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                   | Caterpillar Financial Services Corp                                              | CUSIP: 14913UBD1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200658.02    | 0.00%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                   | Caterpillar Financial Services Corp                                              | CUSIP: 14913UBF6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124988.12    | 0.00%             | 2028-01-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                   | Caterpillar Financial Services Corp                                              | CUSIP: 14913UBH2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149915.01    | 0.00%             | 2031-01-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                                                       | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp   | CUSIP: 150190AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $185000.00    | 0.00%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                                                       | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp   | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |    135000 | PA      | $129580.16    | 0.00%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                                                       | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp   | CUSIP: 150190AK2<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49901.30     | 0.00%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                   | Celanese US Holdings LLC                                                         | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    230000 | PA      | $241840.78    | 0.01%             | 2029-07-15      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                   | Celanese US Holdings LLC                                                         | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    209000 | PA      | $219433.53    | 0.00%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                   | Celanese US Holdings LLC                                                         | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    305000 | PA      | $322283.43    | 0.01%             | 2030-11-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                   | Celanese US Holdings LLC                                                         | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228689.93    | 0.00%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                   | Celulosa Arauco y Constitucion SA                                                | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    210000 | PA      | $207929.62    | 0.00%             | 2027-11-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                               | Centene Corp                                                                     | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    725000 | PA      | $720887.39    | 0.02%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                               | Centene Corp                                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1106349.26   | 0.02%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                               | Centene Corp                                                                     | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    685000 | PA      | $632107.17    | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                               | Centene Corp                                                                     | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    700000 | PA      | $626691.67    | 0.01%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                               | Centene Corp                                                                     | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    805000 | PA      | $757237.27    | 0.02%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                     | CenterPoint Energy Inc                                                           | CUSIP: 15189TAX5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    105000 | PA      | $99618.40     | 0.00%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                     | CenterPoint Energy Inc                                                           | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259229.59    | 0.01%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                     | CenterPoint Energy Inc                                                           | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104764.14    | 0.00%             | 2055-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                     | CenterPoint Energy Inc                                                           | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153768.49    | 0.00%             | 2055-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                     | CenterPoint Energy Resources Corp                                                | CUSIP: 15189WAL4<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90036.13     | 0.00%             | 2028-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                   | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBD9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    225000 | PA      | $232081.57    | 0.00%             | 2028-10-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                   | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBG2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153477.31    | 0.00%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                     | CenterPoint Energy Resources Corp                                                | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8914.67      | 0.00%             | 2030-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                     | CenterPoint Energy Resources Corp                                                | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    405000 | PA      | $415180.69    | 0.01%             | 2028-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                                    | Central Garden & Pet Co                                                          | CUSIP: 153527AM8<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85011.08     | 0.00%             | 2028-02-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                                    | Central Garden & Pet Co                                                          | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144075.16    | 0.00%             | 2030-10-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CNTRL PARENT/CDK GLB INC                                                   | Central Parent Inc / CDK Global Inc                                              | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $191281.65    | 0.00%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CNT PRNT/CDK GLO II/FIN                                                    | Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc                    | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $225535.92    | 0.00%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                                                        | Century Communities Inc                                                          | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |    155000 | PA      | $147472.78    | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                     | Lumen Technologies Inc                                                           | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    125000 | PA      | $117268.71    | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHAMPIONS FINANCING INC                                                    | Champions Financing Inc                                                          | CUSIP: 15870LAA6<br>LEI: 391200ZDD75EGEUJ7625 | Long             | DBT              | CORP              | US        |    180000 | PA      | $174639.88    | 0.00%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| CHARLES RIVER LABORATORI                                                   | Charles River Laboratories International Inc                                     | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153028.27    | 0.00%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                                   | Charles River Laboratories International Inc                                     | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    175000 | PA      | $168883.03    | 0.00%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                       | Chart Industries Inc                                                             | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    435000 | PA      | $453219.09    | 0.01%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                   | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $350415.95    | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                   | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    472000 | PA      | $470223.98    | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                   | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $424617.27    | 0.01%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                   | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $385079.75    | 0.01%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                   | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $474553.55    | 0.01%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                                       | Chase Issuance Trust                                                             | CUSIP: 161571HU1<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1031861.07   | 0.02%             | 2030-09-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                | Chemours Co/The                                                                  | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    190000 | PA      | $191285.21    | 0.00%             | 2027-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                | Chemours Co/The                                                                  | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    265000 | PA      | $262976.85    | 0.01%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                | Chemours Co/The                                                                  | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186573.13    | 0.00%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                   | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    515000 | PA      | $517123.92    | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                        | Cheniere Energy Inc                                                              | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    580000 | PA      | $580184.28    | 0.01%             | 2028-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                                   | Cheniere Corpus Christi Holdings LLC                                             | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    467000 | PA      | $471417.82    | 0.01%             | 2027-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                                   | Cheniere Corpus Christi Holdings LLC                                             | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    260000 | PA      | $254420.44    | 0.01%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                         | Expand Energy Corp                                                               | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    280000 | PA      | $280279.10    | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHEVRON PHILLIPS CHEM CO                                                   | Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP               | CUSIP: 166754AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $108866.26    | 0.00%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHEVRON PHILLIPS CHEM CO                                                   | Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP               | CUSIP: 166754AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $126570.34    | 0.00%             | 2030-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                            | Chevron USA Inc                                                                  | CUSIP: 166756AL0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    275000 | PA      | $264436.38    | 0.01%             | 2027-08-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                            | Chevron USA Inc                                                                  | CUSIP: 166756AR7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     91000 | PA      | $91367.77     | 0.00%             | 2028-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                            | Chevron USA Inc                                                                  | CUSIP: 166756AS5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    170000 | PA      | $166271.06    | 0.00%             | 2029-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                            | Chevron USA Inc                                                                  | CUSIP: 166756AZ9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55461.59     | 0.00%             | 2027-02-26      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                            | Chevron USA Inc                                                                  | CUSIP: 166756BB1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    375000 | PA      | $380472.02    | 0.01%             | 2028-02-26      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                            | Chevron USA Inc                                                                  | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306785.87    | 0.01%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                            | Chevron USA Inc                                                                  | CUSIP: 166756BG0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    245000 | PA      | $246076.09    | 0.01%             | 2027-08-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                            | Chevron USA Inc                                                                  | CUSIP: 166756BH8<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211623.14    | 0.00%             | 2028-08-13      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                            | Chevron USA Inc                                                                  | CUSIP: 166756BJ4<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    320000 | PA      | $323267.97    | 0.01%             | 2030-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                               | Chevron Corp                                                                     | CUSIP: 166764BX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585000 | PA      | $573258.50    | 0.01%             | 2027-05-11      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                               | Chevron Corp                                                                     | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $464426.69    | 0.01%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                       | Chile Government International Bonds                                             | CUSIP: 168863CF3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    600000 | PA      | $590121.23    | 0.01%             | 2028-02-06      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                       | Chile Government International Bonds                                             | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    400000 | PA      | $394508.42    | 0.01%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                       | Chile Government International Bonds                                             | CUSIP: 168863EB0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    600000 | PA      | $612145.42    | 0.01%             | 2029-01-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                                                     | Choice Hotels International Inc                                                  | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102418.14    | 0.00%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHOBANI HOLDCO II LLC                                                      | Chobani Holdco II LLC                                                            | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    218289 | PA      | $233084.82    | 0.00%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                                                   | Chobani LLC / Chobani Finance Corp Inc                                           | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $124450.06    | 0.00%             | 2028-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                                                   | Chobani LLC / Chobani Finance Corp Inc                                           | CUSIP: 17027NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $156008.06    | 0.00%             | 2029-07-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CHRISTUS HEALTH                                                            | CHRISTUS Health                                                                  | CUSIP: 17108JAA1<br>LEI: OQUVMAC1TV7BMO6XVW61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100304.59    | 0.00%             | 2028-07-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                     | Chubb INA Holdings LLC                                                           | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    360000 | PA      | $317703.09    | 0.01%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                     | Chubb INA Holdings LLC                                                           | CUSIP: 171239AL0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    230000 | PA      | $235263.25    | 0.00%             | 2029-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                     | Church & Dwight Co Inc                                                           | CUSIP: 171340AN2<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247160.92    | 0.01%             | 2027-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                        | Churchill Downs Inc                                                              | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249162.75    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                        | Churchill Downs Inc                                                              | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180075.82    | 0.00%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIENA CORP                                                                 | Ciena Corp                                                                       | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144625.90    | 0.00%             | 2030-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CINCINNATI FINL CORP                                                       | Cincinnati Financial Corp                                                        | CUSIP: 172062AF8<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |    130000 | PA      | $138153.62    | 0.00%             | 2028-05-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                           | Cinemark USA Inc                                                                 | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    270000 | PA      | $269704.52    | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                                                   | Cintas Corp No 2                                                                 | CUSIP: 17252MAN0<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    345000 | PA      | $344332.65    | 0.01%             | 2027-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                                                   | Cintas Corp No 2                                                                 | CUSIP: 17252MAR1<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125742.83    | 0.00%             | 2028-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                                         | Cipher Compute LLC                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $540876.04    | 0.01%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                          | Cisco Systems Inc                                                                | CUSIP: 17275RBQ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    470000 | PA      | $475191.90    | 0.01%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                          | Cisco Systems Inc                                                                | CUSIP: 17275RBR2<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    850000 | PA      | $871736.75    | 0.02%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                          | Cisco Systems Inc                                                                | CUSIP: 17275RBW1<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    260000 | PA      | $264108.56    | 0.01%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                          | Cisco Systems Inc                                                                | CUSIP: 17275RBX9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    395000 | PA      | $405190.17    | 0.01%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                                        | Citadel Finance LLC                                                              | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255702.17    | 0.01%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                                                 | Citadel LP                                                                       | CUSIP: 17288XAB0<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80213.22     | 0.00%             | 2027-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                                                 | Citadel LP                                                                       | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    230000 | PA      | $239725.54    | 0.01%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA                                                   | Citadel Securities Global Holdings LLC                                           | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    240000 | PA      | $246773.48    | 0.01%             | 2030-06-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                              | Citigroup Inc                                                                    | CUSIP: 172967AR2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    385000 | PA      | $405012.98    | 0.01%             | 2028-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                              | Citigroup Inc                                                                    | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1273398.35   | 0.03%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                              | Citigroup Inc                                                                    | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    270000 | PA      | $270229.82    | 0.01%             | 2028-07-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                              | Citigroup Inc                                                                    | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    900000 | PA      | $898830.33    | 0.02%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                              | Citigroup Inc                                                                    | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1024760.18   | 0.02%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                              | Citigroup Inc                                                                    | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    915000 | PA      | $907621.67    | 0.02%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                              | Citigroup Inc                                                                    | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    825000 | PA      | $825050.31    | 0.02%             | 2029-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                              | Citigroup Inc                                                                    | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    925000 | PA      | $917607.87    | 0.02%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                              | Citigroup Inc                                                                    | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    770000 | PA      | $721284.96    | 0.02%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                              | Citigroup Inc                                                                    | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1299497.37   | 0.03%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                              | Citigroup Inc                                                                    | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1074919.59   | 0.02%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                              | Citigroup Inc                                                                    | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    920000 | PA      | $910967.73    | 0.02%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                              | Citigroup Inc                                                                    | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    620000 | PA      | $625061.97    | 0.01%             | 2028-05-24      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                              | Citigroup Inc                                                                    | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1068511.29   | 0.02%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                              | Citigroup Inc                                                                    | CUSIP: 172967PN5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    380000 | PA      | $390958.44    | 0.01%             | 2034-11-19      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                              | Citigroup Inc                                                                    | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    805000 | PA      | $811144.52    | 0.02%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                              | Citigroup Inc                                                                    | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    645000 | PA      | $657844.48    | 0.01%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                              | Citigroup Inc                                                                    | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    960000 | PA      | $960759.48    | 0.02%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                        | Citibank Credit Card Issuance Trust                                              | CUSIP: 17305EHB4<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $508472.00    | 0.01%             | 2032-06-21      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                              | Citigroup Inc                                                                    | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    805000 | PA      | $767329.88    | 0.02%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                | Citibank NA                                                                      | CUSIP: 17325FBB3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    850000 | PA      | $889807.01    | 0.02%             | 2028-09-29      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                | Citibank NA                                                                      | CUSIP: 17325FBK3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    545000 | PA      | $557464.14    | 0.01%             | 2029-08-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                | Citibank NA                                                                      | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    990000 | PA      | $999039.17    | 0.02%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                | Citibank NA                                                                      | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    770000 | PA      | $790031.52    | 0.02%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                              | Citigroup Inc                                                                    | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1033723.29   | 0.02%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                              | Citigroup Inc                                                                    | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    740000 | PA      | $750543.05    | 0.02%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                        | Citigroup Commercial Mortgage Trust 2018-B2                                      | CUSIP: 17327FAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $996197.11    | 0.02%             | 2051-03-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                        | Citigroup Commercial Mortgage Trust 2019-C7                                      | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $955540.11    | 0.02%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                        | Citigroup Commercial Mortgage Trust 2019-C7                                      | CUSIP: 17328CAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $183420.78    | 0.00%             | 2072-12-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                        | Citigroup Commercial Mortgage Trust 2019-GC41                                    | CUSIP: 17328FAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1902611.18   | 0.04%             | 2056-08-10      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                   | Citizens Financial Group Inc                                                     | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    115000 | PA      | $107195.71    | 0.00%             | 2030-02-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                   | Citizens Financial Group Inc                                                     | CUSIP: 174610AT2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    240000 | PA      | $229370.46    | 0.00%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                   | Citizens Financial Group Inc                                                     | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    465000 | PA      | $485098.73    | 0.01%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                   | Citizens Financial Group Inc                                                     | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230675.34    | 0.00%             | 2031-03-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                   | Citizens Financial Group Inc                                                     | CUSIP: 174610BK0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30141.70     | 0.00%             | 2036-01-29      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTL 24                                                       | CK Hutchison International 24 Ltd                                                | CUSIP: 17887UAA3<br>LEI: 254900GAYV1MAUETUO84 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $207079.38    | 0.00%             | 2029-04-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                               | SM Energy Co                                                                     | CUSIP: 17888HAA1<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    415000 | PA      | $429124.62    | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                               | SM Energy Co                                                                     | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    305000 | PA      | $322754.66    | 0.01%             | 2030-11-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTL 24 II                                                    | CK Hutchison International 24 II Ltd                                             | CUSIP: 178908AA7<br>LEI: 254900C3VDI6RVRNF366 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $200563.73    | 0.00%             | 2030-03-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTL 25                                                       | CK Hutchison International 25 Ltd                                                | CUSIP: 178909AA5<br>LEI: 25490034BP1Z4Y4HOG05 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $199457.66    | 0.00%             | 2030-09-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                                   | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    260000 | PA      | $266207.53    | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                                   | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    225000 | PA      | $235375.59    | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                                        | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    277000 | PA      | $261482.94    | 0.01%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                                        | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $244708.30    | 0.01%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                          | Clean Harbors Inc                                                                | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5008.74      | 0.00%             | 2029-07-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                   | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    305000 | PA      | $305559.01    | 0.01%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                   | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    310000 | PA      | $306972.94    | 0.01%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| CLEAR CHANNEL OUTDOOR HO                                                   | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263086.13    | 0.01%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CLEARWATER PAPER CORP                                                      | Clearwater Paper Corp                                                            | CUSIP: 18538RAJ2<br>LEI: 549300HCVV19GXN4P292 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85374.86     | 0.00%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                                     | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    280000 | PA      | $279421.36    | 0.01%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                       | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132904.53    | 0.00%             | 2029-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                       | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AN1<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    230000 | PA      | $235920.61    | 0.00%             | 2030-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                       | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    270000 | PA      | $280671.95    | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                                                   | Cleveland Electric Illuminating Co/The                                           | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $369453.15    | 0.01%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                                             | Clorox Co/The                                                                    | CUSIP: 189054AV1<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83924.88     | 0.00%             | 2027-10-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                                             | Clorox Co/The                                                                    | CUSIP: 189054AW9<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239757.68    | 0.01%             | 2028-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                                             | Clorox Co/The                                                                    | CUSIP: 189054AX7<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135449.23    | 0.00%             | 2030-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                                             | Clorox Co/The                                                                    | CUSIP: 189054AY5<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136321.10    | 0.00%             | 2029-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                     | Cloud Software Group Inc                                                         | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1284468.02   | 0.03%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                                     | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181766.47    | 0.00%             | 2029-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                                     | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350444.98    | 0.01%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                                     | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167075.36    | 0.00%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                               | Tapestry Inc                                                                     | CUSIP: 189754AC8<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37014.17     | 0.00%             | 2027-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                         | CNO Global Funding                                                               | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    185000 | PA      | $176494.14    | 0.00%             | 2029-01-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                         | CNO Global Funding                                                               | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    240000 | PA      | $245200.64    | 0.01%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                         | CNO Global Funding                                                               | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203359.01    | 0.00%             | 2029-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                         | CNO Global Funding                                                               | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187244.41    | 0.00%             | 2027-12-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                         | CNO Global Funding                                                               | CUSIP: 18977W2H2<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50122.05     | 0.00%             | 2028-09-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                         | CNO Global Funding                                                               | CUSIP: 18977W2J8<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99936.50     | 0.00%             | 2030-12-11      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COBRA ACQUISITIONCO LLC                                                    | Cobra AcquisitionCo LLC                                                          | CUSIP: 19106CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $103606.39    | 0.00%             | 2029-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COBRA ACQUISITIONCO LLC                                                    | Cobra AcquisitionCo LLC                                                          | CUSIP: 19106CAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $60717.84     | 0.00%             | 2029-11-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED                                                     | Coca-Cola Consolidated Inc                                                       | CUSIP: 191098AM4<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |    170000 | PA      | $175501.20    | 0.00%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                           | Coca-Cola Co/The                                                                 | CUSIP: 191216CE8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148646.76    | 0.00%             | 2027-05-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                           | Coca-Cola Co/The                                                                 | CUSIP: 191216CM0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    350000 | PA      | $330188.11    | 0.01%             | 2029-09-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                           | Coca-Cola Co/The                                                                 | CUSIP: 191216CR9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398942.09    | 0.01%             | 2027-03-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                           | Coca-Cola Co/The                                                                 | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    425000 | PA      | $416358.51    | 0.01%             | 2030-03-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                           | Coca-Cola Co/The                                                                 | CUSIP: 191216CU2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    605000 | PA      | $588362.75    | 0.01%             | 2027-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                           | Coca-Cola Co/The                                                                 | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    450000 | PA      | $407818.08    | 0.01%             | 2030-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                           | Coca-Cola Co/The                                                                 | CUSIP: 191216DD9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    334000 | PA      | $316053.90    | 0.01%             | 2028-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                           | Coca-Cola Co/The                                                                 | CUSIP: 191216DJ6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86149.64     | 0.00%             | 2028-03-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC                                                      | Coca-Cola Europacific Partners PLC                                               | CUSIP: 19123MAF0<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $200142.54    | 0.00%             | 2027-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                                     | Coca-Cola Femsa SAB de CV                                                        | CUSIP: 191241AH1<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    250000 | PA      | $236237.22    | 0.00%             | 2030-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COEUR MINING INC                                                           | Coeur Mining Inc                                                                 | CUSIP: 192108BC1<br>LEI: 5493003AVK173D48DR70 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109772.48    | 0.00%             | 2029-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN                                                     | Cogent Communications Group LLC / Cogent Finance Inc                             | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149219.84    | 0.00%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN                                                     | Cogent Communications Group LLC / Cogent Finance Inc                             | CUSIP: 19240WAA7<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109232.07    | 0.00%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                        | Coinbase Global Inc                                                              | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    350000 | PA      | $334199.20    | 0.01%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                       | Colgate-Palmolive Co                                                             | CUSIP: 194162AN3<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    280000 | PA      | $277922.21    | 0.01%             | 2027-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                       | Colgate-Palmolive Co                                                             | CUSIP: 194162AR4<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101680.70    | 0.00%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                       | Colgate-Palmolive Co                                                             | CUSIP: 194162AT0<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135996.15    | 0.00%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                                   | Permian Resources Operating LLC                                                  | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225917.80    | 0.00%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                    | Colombia Government International Bonds                                          | CUSIP: 195325DL6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    600000 | PA      | $594910.78    | 0.01%             | 2027-04-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                    | Colombia Government International Bonds                                          | CUSIP: 195325DP7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    400000 | PA      | $388671.26    | 0.01%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                    | Colombia Government International Bonds                                          | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    600000 | PA      | $539099.93    | 0.01%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                    | Colombia Government International Bonds                                          | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    600000 | PA      | $629943.70    | 0.01%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                       | Colombia Government International Bond                                           | CUSIP: 195325ET8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $199532.21    | 0.00%             | 2029-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COLONIAL ENTERPRISES INC                                                   | Colonial Enterprises Inc                                                         | CUSIP: 19565CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $145863.48    | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                                   | Columbia Pipelines Holding Co LLC                                                | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $296765.41    | 0.01%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                                    | Columbia Pipelines Operating Co LLC                                              | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $211905.30    | 0.00%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                               | Comcast Corp                                                                     | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    459000 | PA      | $452779.40    | 0.01%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                               | Comcast Corp                                                                     | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    421000 | PA      | $419087.37    | 0.01%             | 2027-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                               | Comcast Corp                                                                     | CUSIP: 20030NCA7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    595000 | PA      | $586262.74    | 0.01%             | 2028-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                               | Comcast Corp                                                                     | CUSIP: 20030NCH2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    287000 | PA      | $285094.50    | 0.01%             | 2028-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                               | Comcast Corp                                                                     | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1246711.98   | 0.03%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                               | Comcast Corp                                                                     | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499743.65    | 0.01%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                               | Comcast Corp                                                                     | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    575000 | PA      | $542368.04    | 0.01%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                               | Comcast Corp                                                                     | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    515000 | PA      | $499076.46    | 0.01%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                               | Comcast Corp                                                                     | CUSIP: 20030NDK4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    245000 | PA      | $243639.95    | 0.01%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                               | Comcast Corp                                                                     | CUSIP: 20030NED9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    470000 | PA      | $477817.61    | 0.01%             | 2029-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                               | Comcast Corp                                                                     | CUSIP: 20030NEH0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309968.74    | 0.01%             | 2029-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                                               | Comerica Inc                                                                     | CUSIP: 200340AT4<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    230000 | PA      | $228705.59    | 0.00%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                                               | Comerica Inc                                                                     | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    320000 | PA      | $334478.86    | 0.01%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                       | Commercial Metals Co                                                             | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92372.56     | 0.00%             | 2030-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                        | CommonSpirit Health                                                              | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    325000 | PA      | $314612.00    | 0.01%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                        | CommonSpirit Health                                                              | CUSIP: 20268JAK9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    245000 | PA      | $252617.63    | 0.01%             | 2027-11-01      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                        | CommonSpirit Health                                                              | CUSIP: 20268JAY9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84576.85     | 0.00%             | 2030-09-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                                     | Commonwealth Bank of Australia                                                   | CUSIP: 202712BK0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    310000 | PA      | $299648.17    | 0.01%             | 2034-09-12      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BK AUSTR NY                                                   | Commonwealth Bank of Australia/New York NY                                       | CUSIP: 20271RAV2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $253191.48    | 0.01%             | 2028-03-14      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BK AUSTR NY                                                   | Commonwealth Bank of Australia/New York NY                                       | CUSIP: 20271RAW0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $249709.31    | 0.01%             | 2030-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                     | Commonwealth Edison Co                                                           | CUSIP: 202795JN1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    215000 | PA      | $214278.04    | 0.00%             | 2028-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                                     | Commonwealth Bank of Australia                                                   | CUSIP: 2027A0JT7<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    240000 | PA      | $237633.79    | 0.00%             | 2027-09-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                                     | Commonwealth Bank of Australia                                                   | CUSIP: 2027A0JZ3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    205000 | PA      | $205229.04    | 0.00%             | 2028-03-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                                     | Commonwealth Bank of Australia                                                   | CUSIP: 2027A0KK4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    315000 | PA      | $310784.64    | 0.01%             | 2027-03-14      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                                     | Commonwealth Bank of Australia                                                   | CUSIP: 2027A0KX6<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    360000 | PA      | $366826.53    | 0.01%             | 2030-03-14      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                                                   | Compass Minerals International Inc                                               | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |    139000 | PA      | $139058.22    | 0.00%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| COMPASS MINERALS INTERNA                                                   | Compass Minerals International Inc                                               | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |    190000 | PA      | $201510.87    | 0.00%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                                                   | Compass Group Diversified Holdings LLC                                           | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    308811 | PA      | $288018.39    | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                     | Comstock Resources Inc                                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    375000 | PA      | $377270.19    | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                     | Comstock Resources Inc                                                           | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    315000 | PA      | $307481.32    | 0.01%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                     | Comstock Resources Inc                                                           | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    275000 | PA      | $276026.14    | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                         | Conagra Brands Inc                                                               | CUSIP: 205887AR3<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    173000 | PA      | $184684.01    | 0.00%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                         | Conagra Brands Inc                                                               | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    355000 | PA      | $359723.54    | 0.01%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                         | Conagra Brands Inc                                                               | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    430000 | PA      | $410315.49    | 0.01%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                         | Conagra Brands Inc                                                               | CUSIP: 205887CK6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181928.45    | 0.00%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                                                            | Concentrix Corp                                                                  | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |    280000 | PA      | $290990.87    | 0.01%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| CONDUENT BUS SERVICES                                                      | Conduent Business Services LLC / Conduent State & Local Solutions Inc            | CUSIP: 20679LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $167217.21    | 0.00%             | 2029-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                                   | Connect Finco SARL / Connect US Finco LLC                                        | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    585000 | PA      | $621027.46    | 0.01%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                    | Connecticut Light and Power Co/The                                               | CUSIP: 207597EJ0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    185000 | PA      | $183861.14    | 0.00%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                    | Connecticut Light and Power Co/The                                               | CUSIP: 207597ER2<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132424.60    | 0.00%             | 2029-01-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                    | Connecticut Light and Power Co/The                                               | CUSIP: 207597ET8<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    220000 | PA      | $225663.67    | 0.00%             | 2030-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                     | ConocoPhillips Co                                                                | CUSIP: 208251AE8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    170000 | PA      | $184729.43    | 0.00%             | 2029-04-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                     | ConocoPhillips Co                                                                | CUSIP: 20826FBJ4<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    440000 | PA      | $448464.69    | 0.01%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CONSENSUS CLOUD SOLUTION                                                   | Consensus Cloud Solutions Inc                                                    | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $115035.74    | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                    | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111FM0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    205000 | PA      | $202599.41    | 0.00%             | 2027-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                    | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111FS7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125435.96    | 0.00%             | 2028-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                    | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    160000 | PA      | $155090.38    | 0.00%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN                                                    | Consolidated Energy Finance SA                                                   | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    210000 | PA      | $173555.84    | 0.00%             | 2028-10-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                   | Constellation Brands Inc                                                         | CUSIP: 21036PAS7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    215000 | PA      | $213709.18    | 0.00%             | 2027-05-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                   | Constellation Brands Inc                                                         | CUSIP: 21036PAY4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    280000 | PA      | $277888.65    | 0.01%             | 2028-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                   | Constellation Brands Inc                                                         | CUSIP: 21036PBC1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96237.55     | 0.00%             | 2028-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                   | Constellation Brands Inc                                                         | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    295000 | PA      | $284882.24    | 0.01%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                   | Constellation Brands Inc                                                         | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    190000 | PA      | $179331.19    | 0.00%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                   | Constellation Brands Inc                                                         | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    249000 | PA      | $249928.43    | 0.01%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                   | Constellation Brands Inc                                                         | CUSIP: 21036PBQ0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167813.64    | 0.00%             | 2029-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                   | Constellation Brands Inc                                                         | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96616.69     | 0.00%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION SOFTWARE                                                     | Constellation Software Inc/Canada                                                | CUSIP: 21037XAC4<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $162758.49    | 0.00%             | 2029-02-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                   | Constellation Energy Generation LLC                                              | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    260000 | PA      | $268102.85    | 0.01%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                   | Constellation Energy Generation LLC                                              | CUSIP: 210385AG5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225052.73    | 0.00%             | 2029-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                   | Constellation Energy Generation LLC                                              | CUSIP: 210385AP5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249752.80    | 0.01%             | 2028-01-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                   | Constellation Energy Generation LLC                                              | CUSIP: 210385AQ3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94777.41     | 0.00%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                                             | Constellium SE                                                                   | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     35000 | PA      | $35027.20     | 0.00%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                                             | Constellium SE                                                                   | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    150000 | PA      | $145043.81    | 0.00%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                        | Consumers Energy Co                                                              | CUSIP: 210518DC7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114655.16    | 0.00%             | 2028-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                        | Consumers Energy Co                                                              | CUSIP: 210518DS2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253742.25    | 0.01%             | 2028-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                        | Consumers Energy Co                                                              | CUSIP: 210518DV5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184666.54    | 0.00%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                        | Consumers Energy Co                                                              | CUSIP: 210518DW3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    255000 | PA      | $259444.23    | 0.01%             | 2029-05-30      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                        | Consumers Energy Co                                                              | CUSIP: 210518DX1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    190000 | PA      | $194080.80    | 0.00%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                      | Continental Resources Inc/OK                                                     | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    335000 | PA      | $335372.25    | 0.01%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                                                   | ContourGlobal Power Holdings SA                                                  | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |    160000 | PA      | $165085.76    | 0.00%             | 2030-02-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COOPER-STANDARD AUTOMOTI                                                   | Cooper-Standard Automotive Inc                                                   | CUSIP: 216762AJ3<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |    136684 | PA      | $134335.92    | 0.00%             | 2027-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| COOPERAT RABOBANK UA/NY                                                    | Cooperatieve Rabobank UA/NY                                                      | CUSIP: 21688ABC5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    195000 | PA      | $199608.61    | 0.00%             | 2029-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                                    | Cooperatieve Rabobank UA/NY                                                      | CUSIP: 21688ABD3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $253311.06    | 0.01%             | 2027-03-05      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                                    | Cooperatieve Rabobank UA/NY                                                      | CUSIP: 21688ABH4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    240000 | PA      | $244257.01    | 0.01%             | 2029-10-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                                    | Cooperatieve Rabobank UA/NY                                                      | CUSIP: 21688ABK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $255416.79    | 0.01%             | 2028-01-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                                    | Cooperatieve Rabobank UA/NY                                                      | CUSIP: 21688ABM3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $251944.35    | 0.01%             | 2027-05-27      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                                    | Cooperatieve Rabobank UA/NY                                                      | CUSIP: 21688ABP6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $250943.47    | 0.01%             | 2028-10-17      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                                              | CoreLogic Inc                                                                    | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |    235000 | PA      | $230865.21    | 0.00%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                                              | CoreCivic Inc                                                                    | CUSIP: 21871NAA9<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94824.16     | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CORECIVIC INC                                                              | CoreCivic Inc                                                                    | CUSIP: 21871NAC5<br>LEI: 529900JFA3K6PTLT8B15 | Long             | DBT              | CORP              | US        |    170000 | PA      | $178112.11    | 0.00%             | 2029-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                   | Corebridge Financial Inc                                                         | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    520000 | PA      | $517725.38    | 0.01%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                   | Corebridge Financial Inc                                                         | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    430000 | PA      | $425406.77    | 0.01%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                   | Corebridge Financial Inc                                                         | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    430000 | PA      | $441372.69    | 0.01%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                              | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    600000 | PA      | $590766.16    | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CORNELL UNIVERSITY                                                         | Cornell University                                                               | CUSIP: 219207AD9<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115323.91    | 0.00%             | 2030-06-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                                                       | Cornerstone Building Brands Inc                                                  | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    120000 | PA      | $52912.86     | 0.00%             | 2029-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                                                       | Cornerstone Building Brands Inc                                                  | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    205000 | PA      | $154882.57    | 0.00%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CORONADO FINANCE PTY LTD                                                   | Coronado Finance Pty Ltd                                                         | CUSIP: 21979LAB2<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |    135000 | PA      | $127536.81    | 0.00%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                     | Corp Andina de Fomento                                                           | CUSIP: 219868CF1<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |    235000 | PA      | $231207.26    | 0.00%             | 2027-02-08      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                     | Corp Andina de Fomento                                                           | CUSIP: 219868CH7<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |   1050000 | PA      | $1077366.72   | 0.02%             | 2027-04-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                     | Corp Andina de Fomento                                                           | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |    715000 | PA      | $736366.17    | 0.02%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                     | Corp Andina de Fomento                                                           | CUSIP: 219868CK0<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |    650000 | PA      | $653479.85    | 0.01%             | 2028-01-07      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                     | Corp Andina de Fomento                                                           | CUSIP: 219868CL8<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |    825000 | PA      | $853103.34    | 0.02%             | 2030-01-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                                       | COPT Defense Properties LP                                                       | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    115000 | PA      | $108113.87    | 0.00%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                      | Costco Wholesale Corp                                                            | CUSIP: 22160KAM7<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    312000 | PA      | $309809.52    | 0.01%             | 2027-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                      | Costco Wholesale Corp                                                            | CUSIP: 22160KAN5<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    612000 | PA      | $594090.29    | 0.01%             | 2027-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                      | Costco Wholesale Corp                                                            | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    580000 | PA      | $525856.66    | 0.01%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP INC                                                           | CoStar Group Inc                                                                 | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |    160000 | PA      | $147273.55    | 0.00%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                                   | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC             | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $187952.81    | 0.00%             | 2029-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                                   | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC             | CUSIP: 22207AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $220665.74    | 0.00%             | 2030-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                                          | Council Of Europe Development Bank                                               | CUSIP: 222213BB5<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |     15000 | PA      | $15008.22     | 0.00%             | 2028-01-26      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                                          | Council Of Europe Development Bank                                               | CUSIP: 222213BE9<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    905000 | PA      | $916569.47    | 0.02%             | 2029-01-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                                          | Council Of Europe Development Bank                                               | CUSIP: 222213BF6<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    435000 | PA      | $440772.56    | 0.01%             | 2027-06-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                                          | Council Of Europe Development Bank                                               | CUSIP: 222213BG4<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    360000 | PA      | $369679.04    | 0.01%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                                          | Council Of Europe Development Bank                                               | CUSIP: 222213BJ8<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    125000 | PA      | $124489.61    | 0.00%             | 2031-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                                      | Cousins Properties LP                                                            | CUSIP: 222793AC5<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |    100000 | PA      | $102604.53    | 0.00%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                                       | Reworld Holding Corp                                                             | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    235000 | PA      | $227449.59    | 0.00%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                     | Cox Communications Inc                                                           | CUSIP: 224044CJ4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    182000 | PA      | $180099.93    | 0.00%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                     | Cox Communications Inc                                                           | CUSIP: 224044CR6<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359977.11    | 0.01%             | 2028-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                                          | CPPIB Capital Inc                                                                | CUSIP: 22411VAZ1<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |   2045000 | PA      | $2072161.22   | 0.04%             | 2028-07-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                                          | CPPIB Capital Inc                                                                | CUSIP: 22411VBD9<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |    725000 | PA      | $733292.20    | 0.02%             | 2030-06-10      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                                           | Credit Acceptance Corp                                                           | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $220030.64    | 0.00%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                                           | Credit Acceptance Corp                                                           | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $145608.82    | 0.00%             | 2030-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                         | Credit Agricole SA                                                               | CUSIP: 225313AK1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    450000 | PA      | $445726.95    | 0.01%             | 2033-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                         | Credit Agricole SA                                                               | CUSIP: 225313AM7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $285942.92    | 0.01%             | 2030-01-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                         | Credit Agricole SA                                                               | CUSIP: 22534PAB9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    375000 | PA      | $368833.44    | 0.01%             | 2027-01-11      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                         | Credit Agricole SA                                                               | CUSIP: 22534PAC7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    280000 | PA      | $288119.84    | 0.01%             | 2028-07-12      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                         | Credit Agricole SA                                                               | CUSIP: 22534PAH6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $253268.02    | 0.01%             | 2027-03-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                         | Credit Agricole SA                                                               | CUSIP: 22535WAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $526144.46    | 0.01%             | 2029-10-03      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                         | Credit Agricole SA                                                               | CUSIP: 22535WAK3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $257177.30    | 0.01%             | 2030-01-10      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                         | Credit Agricole SA                                                               | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    380000 | PA      | $382871.47    | 0.01%             | 2028-09-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                         | Credit Agricole SA                                                               | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $305971.76    | 0.01%             | 2029-01-09      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                         | Credit Agricole SA                                                               | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $513207.12    | 0.01%             | 2031-05-27      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                         | Credit Agricole SA                                                               | CUSIP: 22535WAT4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     25000 | PA      | $25012.59     | 0.00%             | 2032-01-12      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                               | UBS Group AG                                                                     | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    760000 | PA      | $761658.76    | 0.02%             | 2028-01-09      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                               | UBS Group AG                                                                     | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    715000 | PA      | $711347.38    | 0.01%             | 2029-01-12      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                               | UBS Group AG                                                                     | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1050000 | PA      | $1039604.42   | 0.02%             | 2031-04-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                               | UBS Group AG                                                                     | CUSIP: 225401AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    515000 | PA      | $532410.69    | 0.01%             | 2028-08-11      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                               | UBS Group AG                                                                     | CUSIP: 225401BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    475000 | PA      | $499381.67    | 0.01%             | 2029-09-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                               | UBS Group AG                                                                     | CUSIP: 225401BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $199745.55    | 0.00%             | 2029-12-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                               | UBS Group AG                                                                     | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    405000 | PA      | $402807.32    | 0.01%             | 2031-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                         | Energy Transfer LP                                                               | CUSIP: 226373AQ1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    575000 | PA      | $575187.31    | 0.01%             | 2027-05-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                         | Energy Transfer LP                                                               | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    315000 | PA      | $318375.07    | 0.01%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                                                  | Crocs Inc                                                                        | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96439.62     | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                                         | CrossCountry Intermediate HoldCo LLC                                             | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $274119.58    | 0.01%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                                                   | Crowdstrike Holdings Inc                                                         | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |    240000 | PA      | $229593.49    | 0.00%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                                         | Crown Americas LLC                                                               | CUSIP: 228180AB1<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153013.59    | 0.00%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                           | Crown Castle Inc                                                                 | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4997.74      | 0.00%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                           | Crown Castle Inc                                                                 | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    287000 | PA      | $285105.87    | 0.01%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                           | Crown Castle Inc                                                                 | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    456000 | PA      | $453056.85    | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                           | Crown Castle Inc                                                                 | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    220000 | PA      | $220096.19    | 0.00%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                           | Crown Castle Inc                                                                 | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     75000 | PA      | $71685.38     | 0.00%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                           | Crown Castle Inc                                                                 | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    215000 | PA      | $204029.56    | 0.00%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                           | Crown Castle Inc                                                                 | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    297000 | PA      | $293299.20    | 0.01%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                           | Crown Castle Inc                                                                 | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    455000 | PA      | $462157.81    | 0.01%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                           | Crown Castle Inc                                                                 | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     95000 | PA      | $96430.16     | 0.00%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                           | Crown Castle Inc                                                                 | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    245000 | PA      | $254147.08    | 0.01%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                           | Crown Castle Inc                                                                 | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    185000 | PA      | $188119.83    | 0.00%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                            | CSAIL 2019-C15 Commercial Mortgage Trust                                         | CUSIP: 22945DAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520000 | PA      | $515385.37    | 0.01%             | 2052-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                               | CubeSmart LP                                                                     | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    105000 | PA      | $105401.89    | 0.00%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                               | CubeSmart LP                                                                     | CUSIP: 22966RAF3<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |     10000 | PA      | $9478.92      | 0.00%             | 2030-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                               | CubeSmart LP                                                                     | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    170000 | PA      | $161726.31    | 0.00%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                | Cummins Inc                                                                      | CUSIP: 231021AT3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    300000 | PA      | $267976.96    | 0.01%             | 2030-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                | Cummins Inc                                                                      | CUSIP: 231021AV8<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107917.63    | 0.00%             | 2029-02-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                | Cummins Inc                                                                      | CUSIP: 231021AY2<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75713.73     | 0.00%             | 2028-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                                                     | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |    215000 | PA      | $216155.42    | 0.00%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                                       | DH Europe Finance II Sarl                                                        | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    210000 | PA      | $199434.46    | 0.00%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                                             | Dcli Bidco LLC                                                                   | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |    165000 | PA      | $168036.24    | 0.00%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                    | DCP Midstream Operating LP                                                       | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    165000 | PA      | $168838.10    | 0.00%             | 2029-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                    | DCP Midstream Operating LP                                                       | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    269000 | PA      | $273888.04    | 0.01%             | 2027-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortgage Trust                                    | DBJPM 2017-C6 Mortgage Trust                                                     | CUSIP: 23312JAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $972578.34    | 0.02%             | 2050-06-10      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| DPL INC/OHIO                                                               | DPL LLC/Ohio                                                                     | CUSIP: 233293AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $123621.41    | 0.00%             | 2029-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                                            | DR Horton Inc                                                                    | CUSIP: 23331ABP3<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    145000 | PA      | $139050.55    | 0.00%             | 2027-10-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                                            | DR Horton Inc                                                                    | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40921.99     | 0.00%             | 2030-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                              | DTE Energy Co                                                                    | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    210000 | PA      | $204557.40    | 0.00%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                              | DTE Energy Co                                                                    | CUSIP: 233331BF3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94831.50     | 0.00%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                              | DTE Energy Co                                                                    | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    475000 | PA      | $483347.43    | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                              | DTE Energy Co                                                                    | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    305000 | PA      | $312897.83    | 0.01%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                              | DTE Energy Co                                                                    | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    290000 | PA      | $293643.51    | 0.01%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                              | DTE Energy Co                                                                    | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    315000 | PA      | $324955.03    | 0.01%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                            | DTE Electric Co                                                                  | CUSIP: 23338VAK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139486.24    | 0.00%             | 2030-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                            | DTE Electric Co                                                                  | CUSIP: 23338VAN6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43215.89     | 0.00%             | 2028-04-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                            | DTE Electric Co                                                                  | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25168.06     | 0.00%             | 2027-05-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                               | DNB Bank ASA                                                                     | CUSIP: 23341CAE3<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    265000 | PA      | $270795.12    | 0.01%             | 2030-11-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                           | DT Midstream Inc                                                                 | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $390563.31    | 0.01%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                                          | DXC Technology Co                                                                | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190642.13    | 0.00%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                       | Mercedes-Benz Finance North America LLC                                          | CUSIP: 233851DF8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348630.57    | 0.01%             | 2028-02-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                       | Mercedes-Benz Finance North America LLC                                          | CUSIP: 233851DT8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    210000 | PA      | $210859.13    | 0.00%             | 2029-02-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                       | Mercedes-Benz Finance North America LLC                                          | CUSIP: 233851DW1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    245000 | PA      | $235921.93    | 0.00%             | 2029-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                       | Mercedes-Benz Finance North America LLC                                          | CUSIP: 233851EA8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140190.91    | 0.00%             | 2030-03-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                                     | Daimler Truck Finance North America LLC                                          | CUSIP: 233853AG5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    245000 | PA      | $233611.33    | 0.00%             | 2028-12-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                                     | Daimler Truck Finance North America LLC                                          | CUSIP: 233853AM2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249055.59    | 0.01%             | 2027-04-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                                     | Daimler Truck Finance North America LLC                                          | CUSIP: 233853AQ3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356825.28    | 0.01%             | 2028-01-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                                     | Daimler Truck Finance North America LLC                                          | CUSIP: 233853AT7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    215000 | PA      | $221774.51    | 0.00%             | 2028-09-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                                     | Daimler Truck Finance North America LLC                                          | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161782.19    | 0.00%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                                     | Daimler Truck Finance North America LLC                                          | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203293.90    | 0.00%             | 2027-09-25      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                                     | Daimler Truck Finance North America LLC                                          | CUSIP: 233853AZ3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205491.15    | 0.00%             | 2029-09-25      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                                     | Daimler Truck Finance North America LLC                                          | CUSIP: 233853BC3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66023.26     | 0.00%             | 2028-01-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                                     | Daimler Truck Finance North America LLC                                          | CUSIP: 233853BD1<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    325000 | PA      | $334662.84    | 0.01%             | 2030-01-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                                     | Daimler Truck Finance North America LLC                                          | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150719.54    | 0.00%             | 2027-08-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                                     | Daimler Truck Finance North America LLC                                          | CUSIP: 233853BH2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151010.77    | 0.00%             | 2030-10-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                                     | Daimler Truck Finance North America LLC                                          | CUSIP: 233853BK5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149955.26    | 0.00%             | 2029-01-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DANAOS CORP                                                                | Danaos Corp                                                                      | CUSIP: 23585WAA2<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |     75000 | PA      | $75424.24     | 0.00%             | 2028-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                            | Danske Bank A/S                                                                  | CUSIP: 23636AAR2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    280000 | PA      | $281704.74    | 0.01%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                            | Danske Bank A/S                                                                  | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    440000 | PA      | $441078.43    | 0.01%             | 2028-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                            | Danske Bank A/S                                                                  | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $202932.41    | 0.00%             | 2028-03-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                            | Danske Bank A/S                                                                  | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    360000 | PA      | $374150.34    | 0.01%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                            | Danske Bank A/S                                                                  | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    245000 | PA      | $246778.20    | 0.01%             | 2030-10-02      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                            | Danske Bank A/S                                                                  | CUSIP: 23636ABK6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    230000 | PA      | $234376.81    | 0.00%             | 2031-03-04      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                            | Danske Bank A/S                                                                  | CUSIP: 23636ABL4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $198856.44    | 0.00%             | 2031-09-12      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                     | Darden Restaurants Inc                                                           | CUSIP: 237194AL9<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50888.02     | 0.00%             | 2027-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                     | Darden Restaurants Inc                                                           | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120637.05    | 0.00%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                     | Darden Restaurants Inc                                                           | CUSIP: 237194AQ8<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176688.21    | 0.00%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                                    | Darling Ingredients Inc                                                          | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160049.50    | 0.00%             | 2027-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                                    | Darling Ingredients Inc                                                          | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304024.64    | 0.01%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                 | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    825000 | PA      | $794848.96    | 0.02%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DAYTON POWER & LIGHT CO/                                                   | Dayton Power & Light Co/The                                                      | CUSIP: 240019BX6<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149219.47    | 0.00%             | 2030-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                                     | DBS Group Holdings Ltd                                                           | CUSIP: 24023KAL2<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $202466.31    | 0.00%             | 2028-03-21      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DBR LAND HOLDINGS LLC                                                      | DBR Land Holdings LLC                                                            | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $158798.56    | 0.00%             | 2030-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                                                    | Dealer Tire LLC / DT Issuer LLC                                                  | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $184285.17    | 0.00%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                            | Deere & Co                                                                       | CUSIP: 244199BD6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157427.75    | 0.00%             | 2029-10-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                            | Deere & Co                                                                       | CUSIP: 244199BJ3<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    205000 | PA      | $197427.32    | 0.00%             | 2030-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                    | John Deere Capital Corp                                                          | CUSIP: 24422ETW9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    185000 | PA      | $182448.78    | 0.00%             | 2027-09-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                    | John Deere Capital Corp                                                          | CUSIP: 24422EUB3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74128.87     | 0.00%             | 2028-01-06      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                    | John Deere Capital Corp                                                          | CUSIP: 24422EUU1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197365.18    | 0.00%             | 2029-03-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                    | John Deere Capital Corp                                                          | CUSIP: 24422EUY3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    175000 | PA      | $168680.90    | 0.00%             | 2029-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                    | John Deere Capital Corp                                                          | CUSIP: 24422EVD8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    205000 | PA      | $194202.81    | 0.00%             | 2030-01-09      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                    | John Deere Capital Corp                                                          | CUSIP: 24422EVF3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107772.86    | 0.00%             | 2027-03-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                    | John Deere Capital Corp                                                          | CUSIP: 24422EVP1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52549.94     | 0.00%             | 2028-03-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                    | John Deere Capital Corp                                                          | CUSIP: 24422EWD7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    320000 | PA      | $315440.99    | 0.01%             | 2027-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                    | John Deere Capital Corp                                                          | CUSIP: 24422EWE5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196639.85    | 0.00%             | 2029-04-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                    | John Deere Capital Corp                                                          | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    425000 | PA      | $428042.79    | 0.01%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                    | John Deere Capital Corp                                                          | CUSIP: 24422EWN5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118831.20    | 0.00%             | 2029-10-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                    | John Deere Capital Corp                                                          | CUSIP: 24422EWR6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    480000 | PA      | $489883.30    | 0.01%             | 2028-01-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                    | John Deere Capital Corp                                                          | CUSIP: 24422EWV7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    131000 | PA      | $134087.36    | 0.00%             | 2028-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                    | John Deere Capital Corp                                                          | CUSIP: 24422EWZ8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307461.92    | 0.01%             | 2030-06-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                    | John Deere Capital Corp                                                          | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    490000 | PA      | $503476.18    | 0.01%             | 2028-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                    | John Deere Capital Corp                                                          | CUSIP: 24422EXF1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    185000 | PA      | $186420.28    | 0.00%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                    | John Deere Capital Corp                                                          | CUSIP: 24422EXH7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    330000 | PA      | $335916.78    | 0.01%             | 2029-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                    | John Deere Capital Corp                                                          | CUSIP: 24422EXM6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156896.45    | 0.00%             | 2027-03-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                    | John Deere Capital Corp                                                          | CUSIP: 24422EXR5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    325000 | PA      | $330399.96    | 0.01%             | 2027-06-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                    | John Deere Capital Corp                                                          | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    215000 | PA      | $221048.96    | 0.00%             | 2029-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                    | John Deere Capital Corp                                                          | CUSIP: 24422EXV6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    275000 | PA      | $277113.98    | 0.01%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                    | John Deere Capital Corp                                                          | CUSIP: 24422EXY0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75591.07     | 0.00%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                    | John Deere Capital Corp                                                          | CUSIP: 24422EXZ7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    285000 | PA      | $290059.53    | 0.01%             | 2028-01-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                    | John Deere Capital Corp                                                          | CUSIP: 24422EYD5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    240000 | PA      | $242837.82    | 0.01%             | 2028-06-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                    | John Deere Capital Corp                                                          | CUSIP: 24422EYE3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    405000 | PA      | $411880.61    | 0.01%             | 2030-06-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                    | John Deere Capital Corp                                                          | CUSIP: 24422EYF0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10100.23     | 0.00%             | 2030-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DEERE FUNDING CANADA COR                                                   | Deere Funding Canada Corp                                                        | CUSIP: 2442GAAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    115000 | PA      | $114742.59    | 0.00%             | 2030-10-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                                     | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $166132.85    | 0.00%             | 2028-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                                     | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $329520.92    | 0.01%             | 2029-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| DELL INC                                                                   | Dell Inc                                                                         | CUSIP: 247025AE9<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    115000 | PA      | $121955.70    | 0.00%             | 2028-04-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                    | Dell International LLC / EMC Corp                                                | CUSIP: 24703DBJ9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    442000 | PA      | $452065.50    | 0.01%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                    | Dell International LLC / EMC Corp                                                | CUSIP: 24703DBP5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    230000 | PA      | $229725.14    | 0.00%             | 2030-02-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                    | Dell International LLC / EMC Corp                                                | CUSIP: 24703DBR1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249867.25    | 0.01%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                    | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAF3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    205000 | PA      | $210281.61    | 0.00%             | 2027-07-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                    | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAG1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    540000 | PA      | $556918.92    | 0.01%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                    | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAH9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    225000 | PA      | $240070.80    | 0.01%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                    | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    240000 | PA      | $243372.12    | 0.01%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                    | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAM8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    340000 | PA      | $347839.53    | 0.01%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                        | Delta Air Lines Inc                                                              | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162747.28    | 0.00%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                        | Delta Air Lines Inc                                                              | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    320000 | PA      | $327803.07    | 0.01%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                        | Delta Air Lines Inc                                                              | CUSIP: 247361ZN1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180449.96    | 0.00%             | 2028-04-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                        | Delta Air Lines Inc                                                              | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156535.96    | 0.00%             | 2029-10-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-AA                                                    | Delta Air Lines 2020-1 Class AA Pass Through Trust                               | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    161072 | PA      | $155475.09    | 0.00%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                                                | Deluxe Corp                                                                      | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152574.04    | 0.00%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                                                | Deluxe Corp                                                                      | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |    135000 | PA      | $141770.48    | 0.00%             | 2029-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                | Equinor ASA                                                                      | CUSIP: 24820RAG3<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    215000 | PA      | $229715.14    | 0.00%             | 2028-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DENSO CORP                                                                 | Denso Corp                                                                       | CUSIP: 24872BAB6<br>LEI: 549300RYPA10CQM3QK38 | Long             | DBT              | CORP              | JP        |    185000 | PA      | $186326.06    | 0.00%             | 2029-09-11      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| DENSO CORP                                                                 | Denso Corp                                                                       | CUSIP: 24872BAC4<br>LEI: 549300RYPA10CQM3QK38 | Long             | DBT              | CORP              | JP        |    190000 | PA      | $189794.08    | 0.00%             | 2030-09-17      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                                                        | DENTSPLY SIRONA Inc                                                              | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    205000 | PA      | $190735.07    | 0.00%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                                                        | DENTSPLY SIRONA Inc                                                              | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74080.39     | 0.00%             | 2055-09-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                           | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    305000 | PA      | $306252.86    | 0.01%             | 2032-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                           | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    550000 | PA      | $523491.74    | 0.01%             | 2031-09-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                           | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    470000 | PA      | $492199.71    | 0.01%             | 2029-01-18      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                           | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    475000 | PA      | $506150.12    | 0.01%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                           | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    305000 | PA      | $309772.91    | 0.01%             | 2028-02-08      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                           | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CW7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $207898.44    | 0.00%             | 2029-05-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                           | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $406808.56    | 0.01%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                           | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    525000 | PA      | $537670.44    | 0.01%             | 2031-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                           | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    670000 | PA      | $677924.08    | 0.01%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                                   | Deutsche Telekom International Finance BV                                        | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |   1015000 | PA      | $1183498.93   | 0.02%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                                   | Deutsche Telekom International Finance BV                                        | CUSIP: 25156PBA0<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    210000 | PA      | $209478.78    | 0.00%             | 2027-01-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                                   | Deutsche Telekom International Finance BV                                        | CUSIP: 25156PBB8<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    335000 | PA      | $337222.70    | 0.01%             | 2028-06-21      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                                                    | Development Bank of Japan Inc                                                    | CUSIP: 25159MAY3<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $186576.69    | 0.00%             | 2029-08-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                                                    | Development Bank of Japan Inc                                                    | CUSIP: 25159MBG1<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |   1000000 | PA      | $993646.38    | 0.02%             | 2027-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                                                    | Development Bank of Japan Inc                                                    | CUSIP: 25159MBM8<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |    300000 | PA      | $306579.33    | 0.01%             | 2029-04-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                                                    | Development Bank of Japan Inc                                                    | CUSIP: 25159MBR7<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |     10000 | PA      | $10055.53     | 0.00%             | 2030-04-08      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                           | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    440000 | PA      | $433848.43    | 0.01%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                           | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAM9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    225000 | PA      | $230634.78    | 0.00%             | 2027-09-09      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                           | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $306384.15    | 0.01%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                   | Devon Energy Corp                                                                | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184955.35    | 0.00%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                   | Devon Energy Corp                                                                | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50017.73     | 0.00%             | 2028-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                   | Devon Energy Corp                                                                | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211092.66    | 0.00%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEXIA                                                                      | Dexia SA                                                                         | CUSIP: 25214BBC7<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |    605000 | PA      | $609170.75    | 0.01%             | 2027-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEXIA                                                                      | Dexia SA                                                                         | CUSIP: 25214BBD5<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |    220000 | PA      | $225698.33    | 0.00%             | 2030-01-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                         | Diageo Capital PLC                                                               | CUSIP: 25243YAZ2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    185000 | PA      | $185008.86    | 0.00%             | 2028-05-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                         | Diageo Capital PLC                                                               | CUSIP: 25243YBB4<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    325000 | PA      | $306098.23    | 0.01%             | 2029-10-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                         | Diageo Capital PLC                                                               | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $274530.33    | 0.01%             | 2030-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                         | Diageo Capital PLC                                                               | CUSIP: 25243YBG3<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    305000 | PA      | $312306.32    | 0.01%             | 2027-10-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP                                                     | Diageo Investment Corp                                                           | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258646.48    | 0.01%             | 2030-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DIAMOND FRGN/DIAMOND FIN                                                   | Diamond Foreign Asset Co / Diamond Finance LLC                                   | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    165000 | PA      | $175502.29    | 0.00%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                     | Diamondback Energy Inc                                                           | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    355000 | PA      | $344901.74    | 0.01%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                     | Diamondback Energy Inc                                                           | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    265000 | PA      | $268694.73    | 0.01%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                     | Diamondback Energy Inc                                                           | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    320000 | PA      | $329330.26    | 0.01%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                                      | Dick's Sporting Goods Inc                                                        | CUSIP: 253393AH5<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113312.99    | 0.00%             | 2029-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                                        | Diebold Nixdorf Inc                                                              | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |    295000 | PA      | $312733.47    | 0.01%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                    | Digital Realty Trust LP                                                          | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    540000 | PA      | $537628.20    | 0.01%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                    | Digital Realty Trust LP                                                          | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |    105000 | PA      | $105804.45    | 0.00%             | 2028-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                    | Digital Realty Trust LP                                                          | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |    195000 | PA      | $191318.22    | 0.00%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                    | Digital Realty Trust LP                                                          | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |    338000 | PA      | $347335.25    | 0.01%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                                      | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $457175.09    | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                      | Directv Financing LLC                                                            | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $334424.81    | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                                             | Capital One NA                                                                   | CUSIP: 25466AAP6<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    265000 | PA      | $268599.26    | 0.01%             | 2028-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                                             | Capital One NA                                                                   | CUSIP: 25466AAR2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    220000 | PA      | $207113.08    | 0.00%             | 2030-02-06      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                    | Walt Disney Co/The                                                               | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    675000 | PA      | $632094.52    | 0.01%             | 2029-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                    | Walt Disney Co/The                                                               | CUSIP: 254687FP6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239818.30    | 0.01%             | 2027-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                    | Walt Disney Co/The                                                               | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396315.54    | 0.01%             | 2030-03-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                    | Walt Disney Co/The                                                               | CUSIP: 254687FW1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    370000 | PA      | $360141.24    | 0.01%             | 2028-01-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                    | Walt Disney Co/The                                                               | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60837.41     | 0.00%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                   | TWDC Enterprises 18 Corp                                                         | CUSIP: 25468PDV5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    320000 | PA      | $317059.86    | 0.01%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                   | Capital One Financial Corp                                                       | CUSIP: 254709AM0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    305000 | PA      | $305217.95    | 0.01%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                   | Discovery Communications LLC                                                     | CUSIP: 25470DBS7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    369000 | PA      | $362618.39    | 0.01%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                   | Discovery Communications LLC                                                     | CUSIP: 25470DCA5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    225000 | PA      | $218489.47    | 0.00%             | 2029-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                   | Discovery Communications LLC                                                     | CUSIP: 25470DCC1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184902.43    | 0.00%             | 2030-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                          | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1059968.91   | 0.02%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                              | DISH DBS Corp                                                                    | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $287915.37    | 0.01%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                              | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $398250.00    | 0.01%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                              | DISH DBS Corp                                                                    | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    253000 | PA      | $245640.63    | 0.01%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                              | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    775000 | PA      | $749801.74    | 0.02%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                      | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $476220.21    | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                                   | Diversified Healthcare Trust                                                     | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              |  | US        |    110000 | PA      | $113421.67    | 0.00%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                               | DNB Bank ASA                                                                     | CUSIP: 25601B2B0<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |     20000 | PA      | $19453.46     | 0.00%             | 2028-03-30      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                               | DNB Bank ASA                                                                     | CUSIP: 25601B2E4<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $198999.42    | 0.00%             | 2031-11-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                        | Dollar General Corp                                                              | CUSIP: 256677AF2<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160296.93    | 0.00%             | 2028-05-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                        | Dollar General Corp                                                              | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289634.15    | 0.01%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                        | Dollar General Corp                                                              | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148625.30    | 0.00%             | 2028-07-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                            | Dollar Tree Inc                                                                  | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    452000 | PA      | $452480.02    | 0.01%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                        | Dominion Energy Inc                                                              | CUSIP: 25746UCY3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    260000 | PA      | $261256.34    | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                        | Dominion Energy Inc                                                              | CUSIP: 25746UDF3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49817.03     | 0.00%             | 2027-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                        | Dominion Energy Inc                                                              | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    480000 | PA      | $463239.90    | 0.01%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                        | Dominion Energy Inc                                                              | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260213.66    | 0.01%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                        | Dominion Energy Inc                                                              | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    270000 | PA      | $276997.68    | 0.01%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                        | Dominion Energy Inc                                                              | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    280000 | PA      | $283479.40    | 0.01%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| RR DONNELLEY & SONS CO                                                     | RR Donnelley & Sons Co                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    325000 | PA      | $338378.37    | 0.01%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| RR DONNELLEY & SONS CO                                                     | RR Donnelley & Sons Co                                                           | CUSIP: 257867BK6<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174666.15    | 0.00%             | 2029-08-01      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| DORNOCH DEBT MERGER SUB                                                    | Dornoch Debt Merger Sub Inc                                                      | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $187067.26    | 0.00%             | 2029-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| DOVER CORP                                                                 | Dover Corp                                                                       | CUSIP: 260003AP3<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105422.70    | 0.00%             | 2029-11-04      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                        | Dow Chemical Co/The                                                              | CUSIP: 260543BJ1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    236000 | PA      | $260138.17    | 0.01%             | 2029-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                        | Dow Chemical Co/The                                                              | CUSIP: 260543CY7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193274.86    | 0.00%             | 2028-11-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                        | Dow Chemical Co/The                                                              | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14946.20     | 0.00%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                      | DuPont de Nemours Inc                                                            | CUSIP: 26078JAD2<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40766.66     | 0.00%             | 2028-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: —       |
| KEURIG DR PEPPER INC                                                       | Keurig Dr Pepper Inc                                                             | CUSIP: 26138EAX7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133906.26    | 0.00%             | 2027-06-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| DREAM FINDERS HOMES INC                                                    | Dream Finders Homes Inc                                                          | CUSIP: 26154DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $154915.31    | 0.00%             | 2028-08-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| DREAM FINDERS HOMES INC                                                    | Dream Finders Homes Inc                                                          | CUSIP: 26154DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101222.37    | 0.00%             | 2030-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                               | Drive Auto Receivables Trust 2024-2                                              | CUSIP: 26207AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80000 | PA      | $80308.60     | 0.00%             | 2032-05-17      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                                                   | EIDP Inc                                                                         | CUSIP: 263534CP2<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60157.65     | 0.00%             | 2030-07-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                      | Duke Energy Carolinas LLC                                                        | CUSIP: 264399DK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31631.96     | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                           | Duke Energy Corp                                                                 | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54369.16     | 0.00%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                           | Duke Energy Corp                                                                 | CUSIP: 26441CBE4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    220000 | PA      | $215308.90    | 0.00%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                           | Duke Energy Corp                                                                 | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    270000 | PA      | $250709.15    | 0.01%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                           | Duke Energy Corp                                                                 | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    189000 | PA      | $184341.51    | 0.00%             | 2082-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                           | Duke Energy Corp                                                                 | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    545000 | PA      | $548682.78    | 0.01%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                           | Duke Energy Corp                                                                 | CUSIP: 26441CBW4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    465000 | PA      | $473775.01    | 0.01%             | 2027-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                           | Duke Energy Corp                                                                 | CUSIP: 26441CCB9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100929.13    | 0.00%             | 2027-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                           | Duke Energy Corp                                                                 | CUSIP: 26441CCC7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148132.34    | 0.00%             | 2029-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                      | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAX2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155226.98    | 0.00%             | 2028-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                      | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAY0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    105000 | PA      | $99585.97     | 0.00%             | 2029-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                      | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBA1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    165000 | PA      | $154530.44    | 0.00%             | 2030-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                      | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164502.23    | 0.00%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                       | Duke Energy Ohio Inc                                                             | CUSIP: 26442EAF7<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    235000 | PA      | $232931.79    | 0.00%             | 2029-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                   | Duke Energy Progress LLC                                                         | CUSIP: 26442UAG9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49841.85     | 0.00%             | 2028-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                   | Duke Energy Progress LLC                                                         | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207005.83    | 0.00%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                   | Duke Energy Progress LLC                                                         | CUSIP: 26442UAT1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45300.75     | 0.00%             | 2027-03-06      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                    | Duke Energy Florida LLC                                                          | CUSIP: 26444HAC5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238886.28    | 0.01%             | 2027-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                    | Duke Energy Florida LLC                                                          | CUSIP: 26444HAE1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169984.62    | 0.00%             | 2028-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                    | Duke Energy Florida LLC                                                          | CUSIP: 26444HAH4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    285000 | PA      | $269389.25    | 0.01%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                    | Duke Energy Florida LLC                                                          | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    160000 | PA      | $144383.69    | 0.00%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                    | Duke Energy Florida LLC                                                          | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39920.83     | 0.00%             | 2030-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                      | DuPont de Nemours Inc                                                            | CUSIP: 26614NAC6<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    231000 | PA      | $234042.46    | 0.00%             | 2028-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS                                                    | Duquesne Light Holdings Inc                                                      | CUSIP: 266233AG0<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44487.84     | 0.00%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DYCOM INDUSTRIES INC                                                       | Dycom Industries Inc                                                             | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |    167000 | PA      | $164155.30    | 0.00%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DYE & DURHAM LIMITED                                                       | Dye & Durham Ltd                                                                 | CUSIP: 267486AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    215000 | PA      | $195854.73    | 0.00%             | 2029-04-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: —       |
| ELECTRICITE DE FRANCE SA                                                   | Electricite de France SA                                                         | CUSIP: 268317AU8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    580000 | PA      | $584535.97    | 0.01%             | 2028-09-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                   | Electricite de France SA                                                         | CUSIP: 268317AY0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    545000 | PA      | $567608.70    | 0.01%             | 2029-04-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EDP FINANCE BV                                                             | EDP Finance BV                                                                   | CUSIP: 26835PAH3<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |    235000 | PA      | $224319.72    | 0.00%             | 2028-01-24      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| EMD FINANCE LLC                                                            | EMD Finance LLC                                                                  | CUSIP: 26867LAN0<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150495.51    | 0.00%             | 2028-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EMD FINANCE LLC                                                            | EMD Finance LLC                                                                  | CUSIP: 26867LAP5<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300295.83    | 0.01%             | 2030-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                                    | Eni SpA                                                                          | CUSIP: 26874RAE8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    250000 | PA      | $254253.40    | 0.01%             | 2028-09-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                                    | Eni SpA                                                                          | CUSIP: 26874RAJ7<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    370000 | PA      | $371059.07    | 0.01%             | 2029-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                          | EOG Resources Inc                                                                | CUSIP: 26875PAU5<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231435.64    | 0.00%             | 2030-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                          | EOG Resources Inc                                                                | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    260000 | PA      | $263111.71    | 0.01%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                          | EOG Resources Inc                                                                | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70126.39     | 0.00%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                           | ERP Operating LP                                                                 | CUSIP: 26884ABG7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218043.15    | 0.00%             | 2027-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                           | ERP Operating LP                                                                 | CUSIP: 26884ABJ1<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69400.64     | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                           | ERP Operating LP                                                                 | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    225000 | PA      | $226053.63    | 0.00%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                           | ERP Operating LP                                                                 | CUSIP: 26884ABL6<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    165000 | PA      | $159413.60    | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                           | ERP Operating LP                                                                 | CUSIP: 26884ABM4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    185000 | PA      | $173773.88    | 0.00%             | 2030-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                   | EQT Corp                                                                         | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    405000 | PA      | $403565.36    | 0.01%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                   | EQT Corp                                                                         | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $162981.99    | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                   | EQT Corp                                                                         | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137330.14    | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                   | EQT Corp                                                                         | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    165000 | PA      | $170142.95    | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                   | EQT Corp                                                                         | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    232000 | PA      | $233091.77    | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                   | EQT Corp                                                                         | CUSIP: 26884LAZ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    170000 | PA      | $175923.18    | 0.00%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                   | EQT Corp                                                                         | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $165078.93    | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                       | ERAC USA Finance LLC                                                             | CUSIP: 26884TAV4<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    410000 | PA      | $415402.67    | 0.01%             | 2028-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                       | ERAC USA Finance LLC                                                             | CUSIP: 26884TAY8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    280000 | PA      | $287196.89    | 0.01%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                             | EPR Properties                                                                   | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    252000 | PA      | $252499.54    | 0.01%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                             | EPR Properties                                                                   | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    175000 | PA      | $176706.95    | 0.00%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                             | EPR Properties                                                                   | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    150000 | PA      | $145854.68    | 0.00%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                             | EPR Properties                                                                   | CUSIP: 26884UAH2<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    100000 | PA      | $99165.87     | 0.00%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                                   | Permian Resources Operating LLC                                                  | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    265000 | PA      | $267649.88    | 0.01%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EAST OHIO GAS CO/THE                                                       | East Ohio Gas Co/The                                                             | CUSIP: 27409LAC7<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |    125000 | PA      | $113073.87    | 0.00%             | 2030-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                                           | Eastern Gas Transmission & Storage Inc                                           | CUSIP: 276480AH3<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119997.36    | 0.00%             | 2029-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                        | Eastman Chemical Co                                                              | CUSIP: 277432AW0<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181755.24    | 0.00%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                        | Eastman Chemical Co                                                              | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    245000 | PA      | $250254.24    | 0.01%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                 | Eaton Corp                                                                       | CUSIP: 278062AG9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    275000 | PA      | $272114.69    | 0.01%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                 | Eaton Corp                                                                       | CUSIP: 278062AK0<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126305.52    | 0.00%             | 2028-05-18      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                                          | Eaton Capital ULC                                                                | CUSIP: 27806HAA9<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |    160000 | PA      | $161201.42    | 0.00%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EATON VANCE CORP                                                           | Eaton Vance Corp                                                                 | CUSIP: 278265AE3<br>LEI: 4JJ8ORNW1AFZPSV8GJ79 | Long             | DBT              | CORP              | US        |    290000 | PA      | $288952.94    | 0.01%             | 2027-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                   | eBay Inc                                                                         | CUSIP: 278642AU7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    211000 | PA      | $209950.41    | 0.00%             | 2027-06-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                   | eBay Inc                                                                         | CUSIP: 278642AW3<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    320000 | PA      | $300903.91    | 0.01%             | 2030-03-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                   | eBay Inc                                                                         | CUSIP: 278642BA0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30989.45     | 0.00%             | 2027-11-22      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                   | eBay Inc                                                                         | CUSIP: 278642BD4<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100401.90    | 0.00%             | 2029-03-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                              | EchoStar Corp                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    725000 | PA      | $736924.50    | 0.02%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                              | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1808605.47   | 0.04%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                 | Ecolab Inc                                                                       | CUSIP: 278865BD1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79448.57     | 0.00%             | 2027-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                 | Ecolab Inc                                                                       | CUSIP: 278865BE9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    240000 | PA      | $246021.83    | 0.01%             | 2030-03-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                 | Ecolab Inc                                                                       | CUSIP: 278865BL3<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    355000 | PA      | $347795.93    | 0.01%             | 2027-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                 | Ecolab Inc                                                                       | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    390000 | PA      | $400529.51    | 0.01%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                 | Ecolab Inc                                                                       | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30301.40     | 0.00%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                               | Ecopetrol SA                                                                     | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    650000 | PA      | $657811.03    | 0.01%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                               | Ecopetrol SA                                                                     | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    400000 | PA      | $428544.47    | 0.01%             | 2029-01-19      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                                                     | Edgewell Personal Care Co                                                        | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    230000 | PA      | $229897.77    | 0.00%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                                                     | Edgewell Personal Care Co                                                        | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    165000 | PA      | $158296.96    | 0.00%             | 2029-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                       | Edison International                                                             | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134068.63    | 0.00%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                       | Edison International                                                             | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25430.19     | 0.00%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                       | Edison International                                                             | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    205000 | PA      | $218964.79    | 0.00%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                       | Edison International                                                             | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    190000 | PA      | $196952.22    | 0.00%             | 2053-06-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                       | Edison International                                                             | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223757.64    | 0.00%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                       | Edison International                                                             | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    135000 | PA      | $140424.90    | 0.00%             | 2054-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                       | Edison International                                                             | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173577.51    | 0.00%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                       | Edison International                                                             | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    180000 | PA      | $188965.37    | 0.00%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EDWARDS LIFESCIENCES COR                                                   | Edwards Lifesciences Corp                                                        | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251692.23    | 0.01%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                      | EG Global Finance PLC                                                            | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $378712.97    | 0.01%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                                   | Elanco Animal Health Inc                                                         | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260605.30    | 0.01%             | 2028-08-28      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                                                 | Elastic NV                                                                       | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |    170000 | PA      | $163434.06    | 0.00%             | 2029-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                   | Electricite de France SA                                                         | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    770000 | PA      | $795885.85    | 0.02%             | 2028-05-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                                   | Element Fleet Management Corp                                                    | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    305000 | PA      | $321417.03    | 0.01%             | 2028-12-04      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                                   | Element Fleet Management Corp                                                    | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $106671.80    | 0.00%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                                   | Element Fleet Management Corp                                                    | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    195000 | PA      | $199091.96    | 0.00%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                                   | Element Fleet Management Corp                                                    | CUSIP: 286181AR3<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $150247.67    | 0.00%             | 2030-11-24      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                                      | Element Solutions Inc                                                            | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    285000 | PA      | $277968.40    | 0.01%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                                      | Ellucian Holdings Inc                                                            | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222389.03    | 0.00%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                                               | Embecta Corp                                                                     | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    175000 | PA      | $163936.30    | 0.00%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| EMBECTA CORP                                                               | Embecta Corp                                                                     | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63128.24     | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EMERGENT BIOSOLUTIONS                                                      | Emergent BioSolutions Inc                                                        | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |    135000 | PA      | $120422.18    | 0.00%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                        | Emerson Electric Co                                                              | CUSIP: 291011BL7<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19375.19     | 0.00%             | 2027-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                        | Emerson Electric Co                                                              | CUSIP: 291011BQ6<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285002.37    | 0.01%             | 2028-12-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                                   | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |    855000 | PA      | $886325.82    | 0.02%             | 2030-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| EMPIRE COMMUNITIES CORP                                                    | Empire Communities Corp                                                          | CUSIP: 29163VAG8<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $149869.73    | 0.00%             | 2029-05-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                         | Energy Transfer LP                                                               | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    102000 | PA      | $102368.07    | 0.00%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                         | Energy Transfer LP                                                               | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142290.80    | 0.00%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                         | Energy Transfer LP                                                               | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164404.57    | 0.00%             | 2029-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EMPOWER FINANCE 2020 LP                                                    | Empower Finance 2020 LP                                                          | CUSIP: 29248HAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $33583.82     | 0.00%             | 2027-09-17      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                                                         | Enact Holdings Inc                                                               | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209623.64    | 0.00%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                               | Enbridge Inc                                                                     | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $298849.98    | 0.01%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                               | Enbridge Inc                                                                     | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    370000 | PA      | $355278.69    | 0.01%             | 2029-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                               | Enbridge Inc                                                                     | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $252138.32    | 0.01%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                               | Enbridge Inc                                                                     | CUSIP: 29250NBY0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $322387.82    | 0.01%             | 2030-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                               | Enbridge Inc                                                                     | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    195000 | PA      | $197699.05    | 0.00%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                               | Enbridge Inc                                                                     | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    245000 | PA      | $252831.60    | 0.01%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                               | Enbridge Inc                                                                     | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $143354.18    | 0.00%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                               | Enbridge Inc                                                                     | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $121637.80    | 0.00%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                               | Enbridge Inc                                                                     | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $178709.11    | 0.00%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                               | Enbridge Inc                                                                     | CUSIP: 29250NCM5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $150433.12    | 0.00%             | 2028-11-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                               | Enbridge Inc                                                                     | CUSIP: 29250NCN3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $149988.79    | 0.00%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                   | Encore Capital Group Inc                                                         | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157754.42    | 0.00%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                   | Encore Capital Group Inc                                                         | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    150000 | PA      | $160845.62    | 0.00%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                      | Encompass Health Corp                                                            | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    265000 | PA      | $263733.11    | 0.01%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                      | Encompass Health Corp                                                            | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    255000 | PA      | $253752.94    | 0.01%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                                     | Energizer Holdings Inc                                                           | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197671.70    | 0.00%             | 2028-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                                     | Energizer Holdings Inc                                                           | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    245000 | PA      | $235365.77    | 0.00%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                         | Energy Transfer LP                                                               | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    355000 | PA      | $355603.65    | 0.01%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                         | Energy Transfer LP                                                               | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    530000 | PA      | $545009.77    | 0.01%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                         | Energy Transfer LP                                                               | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    310000 | PA      | $325748.99    | 0.01%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                         | Energy Transfer LP                                                               | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    290000 | PA      | $309548.64    | 0.01%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                         | Energy Transfer LP                                                               | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    330000 | PA      | $340174.05    | 0.01%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                         | Energy Transfer LP                                                               | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103251.02    | 0.00%             | 2054-10-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                         | Energy Transfer LP                                                               | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    220000 | PA      | $226941.78    | 0.00%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                         | Energy Transfer LP                                                               | CUSIP: 29273VBJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24977.41     | 0.00%             | 2031-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ENERSYS                                                                    | EnerSys                                                                          | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84589.31     | 0.00%             | 2027-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENEL CHILE SA                                                              | Enel Chile SA                                                                    | CUSIP: 29278DAA3<br>LEI: 549300YM5CWCAUVOPB53 | Long             | DBT              | CORP              | CL        |    450000 | PA      | $456212.12    | 0.01%             | 2028-06-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                       | Enel Finance International NV                                                    | CUSIP: 29278GAA6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    260000 | PA      | $258565.51    | 0.01%             | 2027-05-25      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                       | Enel Finance International NV                                                    | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    315000 | PA      | $311036.80    | 0.01%             | 2028-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                       | Enel Finance International NV                                                    | CUSIP: 29278GAK4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    220000 | PA      | $226700.94    | 0.00%             | 2029-06-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                       | Enel Finance International NV                                                    | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    215000 | PA      | $204902.54    | 0.00%             | 2028-07-12      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                       | Enel Finance International NV                                                    | CUSIP: 29278GAW8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $251599.54    | 0.01%             | 2027-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                       | Enel Finance International NV                                                    | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    395000 | PA      | $405147.81    | 0.01%             | 2029-06-26      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                       | Enel Finance International NV                                                    | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $199968.19    | 0.00%             | 2028-09-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                       | Enel Finance International NV                                                    | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    430000 | PA      | $428743.93    | 0.01%             | 2030-09-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                         | Energy Transfer LP                                                               | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    240000 | PA      | $244237.55    | 0.01%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                         | Energy Transfer LP                                                               | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    425000 | PA      | $437201.69    | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                         | Energy Transfer LP                                                               | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    204000 | PA      | $207120.60    | 0.00%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                         | Energy Transfer LP                                                               | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    475000 | PA      | $462705.79    | 0.01%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                                                    | EnfraGen Energia Sur SA / EnfraGen Spain SA / Prime Energia SpA                  | CUSIP: 29280LAA1<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $186437.72    | 0.00%             | 2030-12-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                   | Engie SA                                                                         | CUSIP: 29286DAA3<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    265000 | PA      | $273737.29    | 0.01%             | 2029-04-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENQUEST PLC                                                                | EnQuest PLC                                                                      | CUSIP: 29357JAC0<br>LEI: 2138008LJU6WFQWOXJ73 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $126224.84    | 0.00%             | 2027-11-01      | Fixed         | 11.63%                | No            |                  2 | On Loan: No      |
| ENOVA INTERNATIONAL INC                                                    | Enova International Inc                                                          | CUSIP: 29357KAH6<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |    120000 | PA      | $127022.94    | 0.00%             | 2028-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| ENOVA INTERNATIONAL INC                                                    | Enova International Inc                                                          | CUSIP: 29357KAK9<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |    160000 | PA      | $169090.46    | 0.00%             | 2029-08-01      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                                           | Enstar Group Ltd                                                                 | CUSIP: 29359UAB5<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    180000 | PA      | $182009.48    | 0.00%             | 2029-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENSTAR FINANCE LLC                                                         | Enstar Finance LLC                                                               | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $168968.81    | 0.00%             | 2042-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                               | Entegris Inc                                                                     | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124059.61    | 0.00%             | 2028-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                               | Entegris Inc                                                                     | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115649.44    | 0.00%             | 2029-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                       | Entergy Arkansas LLC                                                             | CUSIP: 29364DAV2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70185.90     | 0.00%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                               | Entergy Corp                                                                     | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140633.02    | 0.00%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                               | Entergy Corp                                                                     | CUSIP: 29364GAN3<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190361.97    | 0.00%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                               | Entergy Corp                                                                     | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    325000 | PA      | $340068.57    | 0.01%             | 2054-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                      | Entergy Louisiana LLC                                                            | CUSIP: 29364WAW8<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49383.22     | 0.00%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                      | Entergy Louisiana LLC                                                            | CUSIP: 29364WAZ1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158262.23    | 0.00%             | 2027-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                               | Entegris Inc                                                                     | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    585000 | PA      | $584906.06    | 0.01%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                               | Entegris Inc                                                                     | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    265000 | PA      | $270211.58    | 0.01%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                          | Entergy Texas Inc                                                                | CUSIP: 29365TAG9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84778.53     | 0.00%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                   | Enterprise Products Operating LLC                                                | CUSIP: 29379VBL6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200115.04    | 0.00%             | 2027-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                   | Enterprise Products Operating LLC                                                | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    305000 | PA      | $303842.62    | 0.01%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                   | Enterprise Products Operating LLC                                                | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218936.62    | 0.00%             | 2078-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                   | Enterprise Products Operating LLC                                                | CUSIP: 29379VBT9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    285000 | PA      | $286785.78    | 0.01%             | 2028-10-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                   | Enterprise Products Operating LLC                                                | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    355000 | PA      | $344586.99    | 0.01%             | 2029-07-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                   | Enterprise Products Operating LLC                                                | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    440000 | PA      | $418156.70    | 0.01%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                   | Enterprise Products Operating LLC                                                | CUSIP: 29379VCE1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156117.29    | 0.00%             | 2027-01-11      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                   | Enterprise Products Operating LLC                                                | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252144.79    | 0.01%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                                   | Equinix Europe 2 Financing Corp LLC                                              | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |    225000 | PA      | $225823.18    | 0.00%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                | Equifax Inc                                                                      | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142233.82    | 0.00%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                | Equifax Inc                                                                      | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    280000 | PA      | $285160.48    | 0.01%             | 2027-12-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                | Equifax Inc                                                                      | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    255000 | PA      | $260444.41    | 0.01%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                | Equifax Inc                                                                      | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187984.41    | 0.00%             | 2029-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                | Equinix Inc                                                                      | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    305000 | PA      | $293587.27    | 0.01%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                | Equinix Inc                                                                      | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    260000 | PA      | $252070.66    | 0.01%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                | Equinix Inc                                                                      | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    315000 | PA      | $285926.46    | 0.01%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                | Equinix Inc                                                                      | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    250000 | PA      | $237875.95    | 0.00%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                | Equinix Inc                                                                      | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     90000 | PA      | $85967.90     | 0.00%             | 2028-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                | Equinor ASA                                                                      | CUSIP: 29446MAB8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   1025000 | PA      | $1023099.55   | 0.02%             | 2028-09-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                | Equinor ASA                                                                      | CUSIP: 29446MAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    475000 | PA      | $471438.07    | 0.01%             | 2027-04-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                | Equinor ASA                                                                      | CUSIP: 29446MAF9<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    545000 | PA      | $524874.98    | 0.01%             | 2030-04-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                | Equinor ASA                                                                      | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    265000 | PA      | $246923.82    | 0.01%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                | Equinor ASA                                                                      | CUSIP: 29446MAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    175000 | PA      | $176745.56    | 0.00%             | 2028-06-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                | Equinor ASA                                                                      | CUSIP: 29446MAM4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     50000 | PA      | $50581.36     | 0.00%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                                                   | Equitable America Global Funding                                                 | CUSIP: 29446Q2A0<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227535.36    | 0.00%             | 2028-06-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                                                   | Equitable America Global Funding                                                 | CUSIP: 29446Q2B8<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    440000 | PA      | $447655.88    | 0.01%             | 2030-06-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                                                   | Equitable America Global Funding                                                 | CUSIP: 29446Q2C6<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24969.21     | 0.00%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                                                   | Equitable America Global Funding                                                 | CUSIP: 29446Q2F9<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95375.33     | 0.00%             | 2028-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                                                   | Equitable Financial Life Global Funding                                          | CUSIP: 29449WAB3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38436.50     | 0.00%             | 2027-08-27      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                                                   | Equitable Financial Life Global Funding                                          | CUSIP: 29449WAF4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    230000 | PA      | $219450.62    | 0.00%             | 2028-03-08      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                                                   | Equitable Financial Life Global Funding                                          | CUSIP: 29449WAQ0<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    220000 | PA      | $225609.08    | 0.00%             | 2028-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                                                   | Equitable Financial Life Global Funding                                          | CUSIP: 29449WAR8<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182919.43    | 0.00%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                                                   | Equitable Financial Life Global Funding                                          | CUSIP: 29449WAT4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    245000 | PA      | $249919.55    | 0.01%             | 2030-03-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                                     | EquipmentShare.com Inc                                                           | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    390000 | PA      | $408201.17    | 0.01%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                                                  | Esab Corp                                                                        | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185014.79    | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ESSENT GROUP LTD                                                           | Essent Group Ltd                                                                 | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |    155000 | PA      | $162120.06    | 0.00%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                    | Essential Utilities Inc                                                          | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141216.27    | 0.00%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                    | Essential Utilities Inc                                                          | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126461.15    | 0.00%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                         | Essex Portfolio LP                                                               | CUSIP: 29717PAR8<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    105000 | PA      | $104580.67    | 0.00%             | 2027-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                         | Essex Portfolio LP                                                               | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    215000 | PA      | $204450.21    | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                         | Essex Portfolio LP                                                               | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    360000 | PA      | $343234.62    | 0.01%             | 2028-03-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                        | Estee Lauder Cos Inc/The                                                         | CUSIP: 29736RAJ9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153836.04    | 0.00%             | 2027-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                        | Estee Lauder Cos Inc/The                                                         | CUSIP: 29736RAP5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    230000 | PA      | $215678.73    | 0.00%             | 2029-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                        | Estee Lauder Cos Inc/The                                                         | CUSIP: 29736RAQ3<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187974.18    | 0.00%             | 2030-04-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                        | Estee Lauder Cos Inc/The                                                         | CUSIP: 29736RAS9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    255000 | PA      | $257217.89    | 0.01%             | 2028-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                                    | European Bank for Reconstruction & Development                                   | CUSIP: 29874QEX8<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    940000 | PA      | $954244.73    | 0.02%             | 2028-03-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                                    | European Bank for Reconstruction & Development                                   | CUSIP: 29874QFA7<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   1315000 | PA      | $1331663.00   | 0.03%             | 2029-01-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                   | European Investment Bank                                                         | CUSIP: 298785HM1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    350000 | PA      | $344547.81    | 0.01%             | 2027-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                   | European Investment Bank                                                         | CUSIP: 298785JA5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    255000 | PA      | $237019.26    | 0.00%             | 2029-10-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                   | European Investment Bank                                                         | CUSIP: 298785JE7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     15000 | PA      | $13304.71     | 0.00%             | 2030-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                   | European Investment Bank                                                         | CUSIP: 298785JJ6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $190295.25    | 0.00%             | 2027-10-21      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                   | European Investment Bank                                                         | CUSIP: 298785JQ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $390397.19    | 0.01%             | 2027-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                   | European Investment Bank                                                         | CUSIP: 298785JR8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    265000 | PA      | $250324.40    | 0.01%             | 2029-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                   | European Investment Bank                                                         | CUSIP: 298785JT4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1405000 | PA      | $1397576.89   | 0.03%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                   | European Investment Bank                                                         | CUSIP: 298785JU1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   3680000 | PA      | $3702325.12   | 0.08%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                   | European Investment Bank                                                         | CUSIP: 298785JW7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     10000 | PA      | $9931.10      | 0.00%             | 2030-07-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                   | European Investment Bank                                                         | CUSIP: 298785JY3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1065000 | PA      | $1089354.63   | 0.02%             | 2028-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                   | European Investment Bank                                                         | CUSIP: 298785JZ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   2850000 | PA      | $2879775.20   | 0.06%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                   | European Investment Bank                                                         | CUSIP: 298785KB1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1025000 | PA      | $1033769.97   | 0.02%             | 2027-03-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                   | European Investment Bank                                                         | CUSIP: 298785KC9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1595000 | PA      | $1649478.58   | 0.03%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                   | European Investment Bank                                                         | CUSIP: 298785KF2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1350000 | PA      | $1352038.10   | 0.03%             | 2029-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                   | European Investment Bank                                                         | CUSIP: 298785KG0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   2425000 | PA      | $2495275.12   | 0.05%             | 2030-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                   | European Investment Bank                                                         | CUSIP: 298785KJ4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1115000 | PA      | $1122463.33   | 0.02%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                   | European Investment Bank                                                         | CUSIP: 298785KM7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   2475000 | PA      | $2481897.50   | 0.05%             | 2030-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                   | European Investment Bank                                                         | CUSIP: 298785KN5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    195000 | PA      | $194277.13    | 0.00%             | 2031-03-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                                                          | EUSHI Finance Inc                                                                | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $178839.68    | 0.00%             | 2054-12-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                                                   | SK Invictus Intermediate II Sarl                                                 | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    225000 | PA      | $221816.14    | 0.00%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                                 | Evergy Inc                                                                       | CUSIP: 30034WAB2<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238293.21    | 0.00%             | 2029-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                                 | Evergy Inc                                                                       | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77073.77     | 0.00%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                      | Evergy Kansas Central Inc                                                        | CUSIP: 30036FAE1<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177303.89    | 0.00%             | 2028-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                               | Evergy Metro Inc                                                                 | CUSIP: 30037DAA3<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    175000 | PA      | $161341.88    | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST INC                                                   | Evergy Missouri West Inc                                                         | CUSIP: 30037FAA8<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |    245000 | PA      | $249418.83    | 0.01%             | 2027-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                          | Eversource Energy                                                                | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59144.00     | 0.00%             | 2028-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                          | Eversource Energy                                                                | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    210000 | PA      | $210065.86    | 0.00%             | 2029-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                          | Eversource Energy                                                                | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176970.57    | 0.00%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                          | Eversource Energy                                                                | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    213000 | PA      | $210436.45    | 0.00%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                          | Eversource Energy                                                                | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    215000 | PA      | $216615.54    | 0.00%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                          | Eversource Energy                                                                | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    665000 | PA      | $682582.13    | 0.01%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                          | Eversource Energy                                                                | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    280000 | PA      | $292793.29    | 0.01%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                          | Eversource Energy                                                                | CUSIP: 30040WAY4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111086.42    | 0.00%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                          | Eversource Energy                                                                | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159693.84    | 0.00%             | 2030-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                                                       | Excelerate Energy LP                                                             | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |    240000 | PA      | $256729.20    | 0.01%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                | Exelon Corp                                                                      | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    405000 | PA      | $401310.39    | 0.01%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                | Exelon Corp                                                                      | CUSIP: 30161NBB6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    315000 | PA      | $310891.65    | 0.01%             | 2027-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                | Exelon Corp                                                                      | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    275000 | PA      | $281241.22    | 0.01%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                | Exelon Corp                                                                      | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    215000 | PA      | $221261.88    | 0.00%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                        | Exeter Automobile Receivables Trust 2024-2                                       | CUSIP: 30166DAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2008886.52   | 0.04%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                        | Exeter Automobile Receivables Trust 2024-2                                       | CUSIP: 30166DAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1020629.60   | 0.02%             | 2030-02-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                        | Exeter Automobile Receivables Trust 2025-5                                       | CUSIP: 30166VAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $200686.10    | 0.00%             | 2032-03-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                        | Exeter Automobile Receivables Trust 2025-5                                       | CUSIP: 30166VAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $251349.61    | 0.01%             | 2032-03-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                   | F&G Annuities & Life Inc                                                         | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $193235.44    | 0.00%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                   | F&G Annuities & Life Inc                                                         | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $187069.52    | 0.00%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                          | Expedia Group Inc                                                                | CUSIP: 30212PAP0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397947.26    | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                          | Expedia Group Inc                                                                | CUSIP: 30212PAR6<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    375000 | PA      | $359906.92    | 0.01%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                          | Expedia Group Inc                                                                | CUSIP: 30212PBK0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    326000 | PA      | $328370.98    | 0.01%             | 2027-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                   | Export-Import Bank of Korea                                                      | CUSIP: 302154CG2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $196676.58    | 0.00%             | 2027-04-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                   | Export-Import Bank of Korea                                                      | CUSIP: 302154DD8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $176736.46    | 0.00%             | 2030-09-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                   | Export-Import Bank of Korea                                                      | CUSIP: 302154DM8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $392033.60    | 0.01%             | 2027-01-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                   | Export-Import Bank of Korea                                                      | CUSIP: 302154DR7<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $402710.38    | 0.01%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                   | Export-Import Bank of Korea                                                      | CUSIP: 302154DV8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $408932.51    | 0.01%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                   | Export-Import Bank of Korea                                                      | CUSIP: 302154DY2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $619780.00    | 0.01%             | 2028-09-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                   | Export-Import Bank of Korea                                                      | CUSIP: 302154EA3<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $201610.26    | 0.00%             | 2027-01-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                   | Export-Import Bank of Korea                                                      | CUSIP: 302154EB1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $204037.42    | 0.00%             | 2029-01-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                   | Export-Import Bank of Korea                                                      | CUSIP: 302154ED7<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $200687.33    | 0.00%             | 2027-09-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                   | Export-Import Bank of Korea                                                      | CUSIP: 302154EE5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $201458.72    | 0.00%             | 2029-09-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                   | Export-Import Bank of Korea                                                      | CUSIP: 302154EF2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $202770.76    | 0.00%             | 2029-09-11      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                   | Export-Import Bank of Korea                                                      | CUSIP: 302154EJ4<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $203092.74    | 0.00%             | 2028-01-14      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                   | Export-Import Bank of Korea                                                      | CUSIP: 302154EK1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $412245.78    | 0.01%             | 2030-01-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                   | Export-Import Bank of Korea                                                      | CUSIP: 302154EM7<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $395264.70    | 0.01%             | 2030-09-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                   | Export-Import Bank of Korea                                                      | CUSIP: 302154EN5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $200303.80    | 0.00%             | 2028-09-22      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                   | Export Development Canada                                                        | CUSIP: 30216BJR4<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |     70000 | PA      | $69429.07     | 0.00%             | 2027-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                   | Export Development Canada                                                        | CUSIP: 30216BJW3<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   2300000 | PA      | $2311021.30   | 0.05%             | 2028-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                   | Export Development Canada                                                        | CUSIP: 30216BKC5<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    950000 | PA      | $962508.88    | 0.02%             | 2029-02-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                   | Export Development Canada                                                        | CUSIP: 30216BKH4<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |     25000 | PA      | $25051.29     | 0.00%             | 2027-09-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                   | Export Development Canada                                                        | CUSIP: 30216BKK7<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    395000 | PA      | $398319.32    | 0.01%             | 2030-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                                                | Export-Import Bank of India                                                      | CUSIP: 30216KAC6<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    200000 | PA      | $198573.67    | 0.00%             | 2028-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                                                | Export-Import Bank of India                                                      | CUSIP: 30216KAE2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    200000 | PA      | $191566.77    | 0.00%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXPERIAN FINANCE PLC                                                       | Experian Finance PLC                                                             | CUSIP: 30217AAB9<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |    215000 | PA      | $215324.53    | 0.00%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EXPERIAN FINANCE PLC                                                       | Experian Finance PLC                                                             | CUSIP: 30217AAC7<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |    265000 | PA      | $249499.20    | 0.01%             | 2030-03-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                   | Export-Import Bank of Korea                                                      | CUSIP: 30217G2C3<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $189556.03    | 0.00%             | 2028-10-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EXPORT FIN & INS CORP                                                      | Export Finance & Insurance Corp                                                  | CUSIP: 30220EAC4<br>LEI: 213800XAAULSUYWPBB61 | Long             | DBT              | NUSS              | AU        |    370000 | PA      | $370978.31    | 0.01%             | 2029-10-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                     | Extra Space Storage LP                                                           | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    125000 | PA      | $123599.68    | 0.00%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                     | Extra Space Storage LP                                                           | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    160000 | PA      | $165101.41    | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                     | Extra Space Storage LP                                                           | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    275000 | PA      | $286191.33    | 0.01%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                     | Extra Space Storage LP                                                           | CUSIP: 30225VAM9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    420000 | PA      | $418986.36    | 0.01%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                    | Exxon Mobil Corp                                                                 | CUSIP: 30231GBE1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    475000 | PA      | $454412.72    | 0.01%             | 2029-08-16      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                    | Exxon Mobil Corp                                                                 | CUSIP: 30231GBJ0<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    491000 | PA      | $489200.02    | 0.01%             | 2027-03-19      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                    | Exxon Mobil Corp                                                                 | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    640000 | PA      | $626429.52    | 0.01%             | 2030-03-19      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                    | Exxon Mobil Corp                                                                 | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    610000 | PA      | $572199.77    | 0.01%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| TELEDYNE FLIR LLC                                                          | Teledyne FLIR LLC                                                                | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18523.73     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                   | FMC Corp                                                                         | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    185000 | PA      | $165606.74    | 0.00%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                   | FMC Corp                                                                         | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80570.14     | 0.00%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| FMR LLC                                                                    | FMR LLC                                                                          | CUSIP: 302508AQ9<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |    215000 | PA      | $237308.98    | 0.00%             | 2029-06-15      | Fixed         | 7.57%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                                   | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    225000 | PA      | $225308.23    | 0.00%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                                   | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $154407.71    | 0.00%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FNB CORP                                                                   | FNB Corp/PA                                                                      | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163648.71    | 0.00%             | 2030-12-11      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                        | FS KKR Capital Corp                                                              | CUSIP: 302635AH0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29294.21     | 0.00%             | 2027-01-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                        | FS KKR Capital Corp                                                              | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    285000 | PA      | $263313.40    | 0.01%             | 2028-10-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                        | FS KKR Capital Corp                                                              | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    205000 | PA      | $198585.64    | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                        | FS KKR Capital Corp                                                              | CUSIP: 302635AM9<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    145000 | PA      | $150187.77    | 0.00%             | 2029-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                        | FS KKR Capital Corp                                                              | CUSIP: 302635AN7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161127.24    | 0.00%             | 2029-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                        | FS KKR Capital Corp                                                              | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    245000 | PA      | $239345.48    | 0.01%             | 2030-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| META PLATFORMS INC                                                         | Meta Platforms Inc                                                               | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    840000 | PA      | $838631.09    | 0.02%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                         | Meta Platforms Inc                                                               | CUSIP: 30303M8L9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    440000 | PA      | $448008.73    | 0.01%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                         | Meta Platforms Inc                                                               | CUSIP: 30303M8M7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    355000 | PA      | $364609.51    | 0.01%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                         | Meta Platforms Inc                                                               | CUSIP: 30303M8S4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    405000 | PA      | $409489.99    | 0.01%             | 2029-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                         | Meta Platforms Inc                                                               | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    665000 | PA      | $663721.30    | 0.01%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                                   | FactSet Research Systems Inc                                                     | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187682.02    | 0.00%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                         | F&G Global Funding                                                               | CUSIP: 30321L2C5<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |     90000 | PA      | $84517.60     | 0.00%             | 2028-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                         | F&G Global Funding                                                               | CUSIP: 30321L2D3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    450000 | PA      | $439906.49    | 0.01%             | 2027-04-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                         | F&G Global Funding                                                               | CUSIP: 30321L2G6<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    165000 | PA      | $168397.54    | 0.00%             | 2027-06-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                         | F&G Global Funding                                                               | CUSIP: 30321L2J0<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129617.00    | 0.00%             | 2030-01-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                         | F&G Global Funding                                                               | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125631.58    | 0.00%             | 2028-09-08      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                         | F&G Global Funding                                                               | CUSIP: 30321L2M3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50003.20     | 0.00%             | 2029-01-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                            | Fair Isaac Corp                                                                  | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    325000 | PA      | $319671.97    | 0.01%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                     | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $243366.49    | 0.01%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                     | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $201189.32    | 0.00%             | 2030-04-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL                                                   | Farmers Exchange Capital                                                         | CUSIP: 309588AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $109880.72    | 0.00%             | 2028-07-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                                  | Forvia SE                                                                        | CUSIP: 31209DAA3<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    150000 | PA      | $160028.04    | 0.00%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                            | CUSIP: 3128MFF29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31388 | PA      | $31036.45     | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                            | CUSIP: 3128MFKU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    260401 | PA      | $251302.08    | 0.01%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                            | CUSIP: 3128MFKV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    294795 | PA      | $284017.01    | 0.01%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMS20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125522 | PA      | $122848.52    | 0.00%             | 2030-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMSA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44024 | PA      | $43508.28     | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMTJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118166 | PA      | $116404.86    | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMU35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53281 | PA      | $52285.37     | 0.00%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMU76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30664 | PA      | $30088.21     | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMUC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56652 | PA      | $55693.76     | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMWW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10244 | PA      | $10114.27     | 0.00%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMX24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61767 | PA      | $60854.13     | 0.00%             | 2033-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMXX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54962 | PA      | $54866.44     | 0.00%             | 2033-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    295990 | PA      | $291116.60    | 0.01%             | 2034-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Non Gold Pool                                                        | CUSIP: 31300MVK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4070 | PA      | $4190.93      | 0.00%             | 2045-02-01      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                            | CUSIP: 31307NP40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75570 | PA      | $74437.47     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                            | CUSIP: 31307NQG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8763 | PA      | $8627.15      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                            | CUSIP: 31307NQJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8844 | PA      | $8704.95      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                            | CUSIP: 31307NT61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2888213 | PA      | $2856970.16   | 0.06%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                            | CUSIP: 31307PVG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25712 | PA      | $25289.76     | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                            | CUSIP: 31307PWW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48136 | PA      | $47361.57     | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                            | CUSIP: 31307RD85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5449 | PA      | $5340.95      | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                            | CUSIP: 31307RU86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    120915 | PA      | $117496.31    | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                            | CUSIP: 31307SD34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    314500 | PA      | $304823.24    | 0.01%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                            | CUSIP: 31307STN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    182132 | PA      | $176429.73    | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                            | CUSIP: 31307ULW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13068 | PA      | $12921.18     | 0.00%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                     | Federal Home Loan Banks                                                          | CUSIP: 3130AEB25<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $991661.33    | 0.02%             | 2028-06-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                 | CUSIP: 3132A8TN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    705772 | PA      | $696583.10    | 0.01%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                 | CUSIP: 3132A9U21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    290661 | PA      | $286208.64    | 0.01%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                 | CUSIP: 3132AEGF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       686 | PA      | $684.31       | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                 | CUSIP: 3132CWC85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     94182 | PA      | $93341.40     | 0.00%             | 2034-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                 | CUSIP: 3132CWCE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1606608 | PA      | $1558454.31   | 0.03%             | 2034-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                 | CUSIP: 3132CWG32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    318374 | PA      | $309610.31    | 0.01%             | 2033-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                 | CUSIP: 3132CWM68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2417125 | PA      | $2345563.21   | 0.05%             | 2032-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                 | CUSIP: 3132CWM84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1917785 | PA      | $1859345.27   | 0.04%             | 2032-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                 | CUSIP: 3132CWMP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2149145 | PA      | $2117465.96   | 0.04%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                 | CUSIP: 3132CWP99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2099482 | PA      | $1957175.71   | 0.04%             | 2035-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                 | CUSIP: 3132CWQ80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    461253 | PA      | $438056.83    | 0.01%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                 | CUSIP: 3132CWXR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3392305 | PA      | $3139251.96   | 0.07%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                 | CUSIP: 3132CWXS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1005434 | PA      | $934257.68    | 0.02%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                 | CUSIP: 3132CWYG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    597211 | PA      | $576571.20    | 0.01%             | 2037-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                 | CUSIP: 3132CWYW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    146448 | PA      | $145085.98    | 0.00%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                 | CUSIP: 3132CXDN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    145574 | PA      | $144222.97    | 0.00%             | 2038-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                 | CUSIP: 3132CXYU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    164340 | PA      | $162325.75    | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                 | CUSIP: 3132D56Q0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2410256 | PA      | $2238887.28   | 0.05%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                 | CUSIP: 3132D56Z0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1572220 | PA      | $1432561.37   | 0.03%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                 | CUSIP: 3132D57D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1714310 | PA      | $1554914.28   | 0.03%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                 | CUSIP: 3132D6AD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6666529 | PA      | $6316035.39   | 0.13%             | 2036-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                 | CUSIP: 3132D6AM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    267630 | PA      | $253394.32    | 0.01%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                 | CUSIP: 3132D6BE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36757 | PA      | $33980.80     | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                 | CUSIP: 3132D6BH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2811126 | PA      | $2542593.03   | 0.05%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                 | CUSIP: 3132D6BM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5677886 | PA      | $5127304.99   | 0.11%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                 | CUSIP: 3132D6BS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    400906 | PA      | $378585.40    | 0.01%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                 | CUSIP: 3132D6HX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1238632 | PA      | $1223450.26   | 0.03%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                 | CUSIP: 3132D6N48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2649078 | PA      | $2460181.34   | 0.05%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                 | CUSIP: 3132D6N55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6000124 | PA      | $5573598.50   | 0.12%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                 | CUSIP: 3132D6NR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4245568 | PA      | $4045603.46   | 0.08%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                 | CUSIP: 3132D6NX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4811116 | PA      | $4478211.40   | 0.09%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                 | CUSIP: 3132D6NZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2710929 | PA      | $2521038.31   | 0.05%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                            | CUSIP: 3132KFWH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    212556 | PA      | $205951.34    | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Gold Pool                                                            | CUSIP: 3132LKA83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8161 | PA      | $8055.53      | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                 | CUSIP: 3133G6HZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    131979 | PA      | $127929.25    | 0.00%             | 2034-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                 | CUSIP: 3133GEGN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    313255 | PA      | $290342.33    | 0.01%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                 | CUSIP: 3133GF3W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1278398 | PA      | $1183317.65   | 0.02%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                 | CUSIP: 3133GFCG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1182584 | PA      | $1095358.03   | 0.02%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                 | CUSIP: 3133GGX57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1316258 | PA      | $1188620.90   | 0.02%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                 | CUSIP: 3133L7X36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6631246 | PA      | $6171453.37   | 0.13%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                 | CUSIP: 3133L8CY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1804947 | PA      | $1677016.86   | 0.04%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                 | CUSIP: 3133L8HW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    726549 | PA      | $673393.23    | 0.01%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                 | CUSIP: 3133L8KR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5006635 | PA      | $4642965.61   | 0.10%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                 | CUSIP: 3133L8T39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3670953 | PA      | $3396990.97   | 0.07%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                 | CUSIP: 3133L8U37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1413242 | PA      | $1308862.41   | 0.03%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                 | CUSIP: 3133L8U45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1495828 | PA      | $1385348.15   | 0.03%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                 | CUSIP: 3133L8UY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1069782 | PA      | $990897.66    | 0.02%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                | Freddie Mac Pool                                                                 | CUSIP: 3133L8W50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1494002 | PA      | $1382869.71   | 0.03%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                             | Fannie Mae-Aces                                                                  | CUSIP: 3136ARTE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    782440 | PA      | $782440.23    | 0.02%             | 2026-02-25      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                             | Fannie Mae-Aces                                                                  | CUSIP: 3136BCFX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    486133 | PA      | $441354.00    | 0.01%             | 2030-05-25      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                       | Federal Realty OP LP                                                             | CUSIP: 313747AY3<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88999.25     | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                       | Federal Realty OP LP                                                             | CUSIP: 313747AZ0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |     40000 | PA      | $38647.76     | 0.00%             | 2029-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                       | Federal Realty OP LP                                                             | CUSIP: 313747BA4<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |     10000 | PA      | $9651.26      | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                       | Federal Realty OP LP                                                             | CUSIP: 313747BC0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |    320000 | PA      | $328193.96    | 0.01%             | 2028-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                           | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F64P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1957319 | PA      | $1893906.71   | 0.04%             | 2027-09-25      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                           | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FDES7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1300000 | PA      | $1278000.83   | 0.03%             | 2032-04-25      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                           | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FG6X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    804000 | PA      | $804084.69    | 0.02%             | 2028-05-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                           | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FMTS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    460000 | PA      | $436833.52    | 0.01%             | 2031-05-25      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                           | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FMTT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    450000 | PA      | $408397.47    | 0.01%             | 2034-04-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                           | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FMTY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2907658.14   | 0.06%             | 2029-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                           | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FPHK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $4761389.15   | 0.10%             | 2029-08-25      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                           | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H9D71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1942617.56   | 0.04%             | 2029-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                           | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H9M71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1408383 | PA      | $1404352.46   | 0.03%             | 2032-01-25      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                           | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HAQ74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10000000 | PA      | $10194372.90  | 0.21%             | 2028-08-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                           | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HBLV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1016444.03   | 0.02%             | 2028-12-25      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                           | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HBPD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1726000 | PA      | $1792064.01   | 0.04%             | 2029-01-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                           | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HC2C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2720000 | PA      | $2824604.40   | 0.06%             | 2029-01-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                           | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HCH39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3110000 | PA      | $3258557.73   | 0.07%             | 2031-02-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                           | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HH5X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2028340.32   | 0.04%             | 2031-08-25      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                           | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HMC65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $5057536.10   | 0.11%             | 2030-06-25      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3138EHRM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       815 | PA      | $810.97       | 0.00%             | 2027-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3138EP5N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42901 | PA      | $42580.80     | 0.00%             | 2030-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3138EPCS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4948 | PA      | $5087.36      | 0.00%             | 2044-12-01      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3138EQ5W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    271371 | PA      | $266936.66    | 0.01%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3138EQ6P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4498 | PA      | $4469.47      | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3138ER2U3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200726 | PA      | $197057.02    | 0.00%             | 2032-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3138ER6H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111540 | PA      | $109366.30    | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3138ER7M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74818 | PA      | $73133.81     | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3138ERJC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13862 | PA      | $13770.64     | 0.00%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3138ERLD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29691 | PA      | $28730.76     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3138ERM49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70536 | PA      | $69297.31     | 0.00%             | 2031-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3138ERUK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35393 | PA      | $35031.34     | 0.00%             | 2032-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3138ETQP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53528 | PA      | $53104.84     | 0.00%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3138ETQT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116582 | PA      | $114356.77    | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3138ETQU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111061 | PA      | $108896.39    | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3138MFPY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8307 | PA      | $8224.39      | 0.00%             | 2027-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3138MKSW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41602 | PA      | $41061.26     | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3138WEMY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30436 | PA      | $29965.63     | 0.00%             | 2030-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3138WF2G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3268 | PA      | $3238.34      | 0.00%             | 2030-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3138WF6J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13631 | PA      | $13259.94     | 0.00%             | 2030-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3138WF7H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41988 | PA      | $41231.33     | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3138WFAM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15875 | PA      | $15484.29     | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3138WFAN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10070 | PA      | $9822.67      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3138WFAW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21253 | PA      | $20897.24     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3138WFKQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88404 | PA      | $86110.96     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3138WFWW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57646 | PA      | $56658.63     | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3138WG2T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    265317 | PA      | $257616.87    | 0.01%             | 2031-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3138WGVM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26530 | PA      | $26280.32     | 0.00%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3138WH4N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    293171 | PA      | $283895.65    | 0.01%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3138WH4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97740 | PA      | $94563.49     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3138WHQK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    352598 | PA      | $342486.99    | 0.01%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3138WJR75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23646 | PA      | $23105.96     | 0.00%             | 2032-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3138WJRT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    914824 | PA      | $885799.60    | 0.02%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3138WJSA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11878 | PA      | $11637.48     | 0.00%             | 2031-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3138WJW53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45231 | PA      | $44258.85     | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3138WKXZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56562 | PA      | $55848.59     | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3138X0Z35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114304 | PA      | $112340.31    | 0.00%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3138XC4J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46181 | PA      | $45575.55     | 0.00%             | 2028-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3138XTSK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17874 | PA      | $18225.07     | 0.00%             | 2044-04-01      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3138Y9SR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24075 | PA      | $23519.04     | 0.00%             | 2030-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3138YNL62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74450 | PA      | $73192.03     | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3138YUH79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60239 | PA      | $59242.20     | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3138YXK87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46859 | PA      | $46086.48     | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140E2HL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5098 | PA      | $5059.76      | 0.00%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140E4BH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7884 | PA      | $7735.31      | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140E75F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11403 | PA      | $11197.94     | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140E7KF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13458 | PA      | $13222.11     | 0.00%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140E9J80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35785 | PA      | $35144.21     | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140EBHJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12266 | PA      | $11953.29     | 0.00%             | 2031-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140EU2G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72839 | PA      | $71549.06     | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140EULA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6920 | PA      | $6859.30      | 0.00%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140EVPN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12385 | PA      | $12167.11     | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140EY3U3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7291 | PA      | $7230.61      | 0.00%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140EY4Q1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37751 | PA      | $37076.05     | 0.00%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140F0JX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    213208 | PA      | $206521.18    | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140GRYV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7360 | PA      | $7264.41      | 0.00%             | 2032-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140GT5R7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17192 | PA      | $16979.24     | 0.00%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140GVKY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13600 | PA      | $13412.54     | 0.00%             | 2032-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140GYNH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17626 | PA      | $17397.09     | 0.00%             | 2032-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140H2YR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11440 | PA      | $11298.67     | 0.00%             | 2032-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140J5DM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    357568 | PA      | $345746.06    | 0.01%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140J5EJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    350341 | PA      | $339517.34    | 0.01%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140J5U98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22290 | PA      | $21957.94     | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140J6C21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249115 | PA      | $245098.31    | 0.01%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140J7T39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    437580 | PA      | $423225.35    | 0.01%             | 2032-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140J7XT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    257428 | PA      | $251374.32    | 0.01%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140J8EY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200872 | PA      | $198298.44    | 0.00%             | 2033-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140J8GY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199280 | PA      | $193116.08    | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140J8M34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    240407 | PA      | $234699.55    | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140J8RJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    241202 | PA      | $236668.93    | 0.00%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140J8ST1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    241661 | PA      | $238584.97    | 0.01%             | 2033-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140J8SW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154388 | PA      | $152157.46    | 0.00%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140J8X57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    317469 | PA      | $314768.16    | 0.01%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140J8ZC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    410162 | PA      | $397233.45    | 0.01%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140J9D65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    325852 | PA      | $319810.60    | 0.01%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140J9SE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    638025 | PA      | $628360.57    | 0.01%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140J9W56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93816 | PA      | $92786.13     | 0.00%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140KYG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    911956 | PA      | $847116.18    | 0.02%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140M2RB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    941689 | PA      | $871650.98    | 0.02%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140Q7UL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48446 | PA      | $46664.82     | 0.00%             | 2032-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140Q8BV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180573 | PA      | $175958.10    | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140QGJ40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1167951 | PA      | $1086140.79   | 0.02%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140QGV61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2054772 | PA      | $1909134.73   | 0.04%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140QGXT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1702488 | PA      | $1580417.12   | 0.03%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140QHEP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1286412 | PA      | $1194965.55   | 0.03%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140QHET8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1156741 | PA      | $1073801.53   | 0.02%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140QHP33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1024730 | PA      | $973271.20    | 0.02%             | 2036-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140QHPV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    985630 | PA      | $914428.96    | 0.02%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140QHPX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58831 | PA      | $54440.64     | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140QHPY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37418 | PA      | $34692.93     | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140QHQ57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1208992 | PA      | $1122289.40   | 0.02%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140QKJG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1893827 | PA      | $1755853.04   | 0.04%             | 2036-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140QLF84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146558 | PA      | $138797.15    | 0.00%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140QLUA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2060450 | PA      | $1950701.73   | 0.04%             | 2036-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140QMPG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    858621 | PA      | $777992.29    | 0.02%             | 2036-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140QNZF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    169176 | PA      | $159747.65    | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140QRLW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    814184 | PA      | $806612.64    | 0.02%             | 2038-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140X4Z66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6915 | PA      | $6894.13      | 0.00%             | 2032-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140X5DK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    258051 | PA      | $249982.74    | 0.01%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140X5MC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5806 | PA      | $5788.13      | 0.00%             | 2033-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140X5VE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    244045 | PA      | $239582.70    | 0.01%             | 2035-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140XCPY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    225297 | PA      | $208887.17    | 0.00%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140XD3V6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1622564 | PA      | $1502867.84   | 0.03%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140XDKZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    444882 | PA      | $405368.15    | 0.01%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140XDLB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1882700 | PA      | $1744226.86   | 0.04%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140XDWS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    560514 | PA      | $507749.12    | 0.01%             | 2036-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140XDX84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    592000 | PA      | $547944.87    | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140XFE56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1095421 | PA      | $1014624.28   | 0.02%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140XFFW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2054210 | PA      | $1898211.67   | 0.04%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140XHX36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1223770 | PA      | $1106869.45   | 0.02%             | 2037-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31410LUK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77230 | PA      | $76265.79     | 0.00%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418CCM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    580945 | PA      | $562837.14    | 0.01%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418CEC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    236529 | PA      | $228914.66    | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418CXA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117251 | PA      | $116931.45    | 0.00%             | 2033-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418CXX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57348 | PA      | $57180.02     | 0.00%             | 2033-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418CYZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36886 | PA      | $36775.14     | 0.00%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418D3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163319 | PA      | $154581.84    | 0.00%             | 2036-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418D5B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1264387 | PA      | $1144776.94   | 0.02%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418DEM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    308645 | PA      | $302997.10    | 0.01%             | 2034-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418DZ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    168454 | PA      | $159545.22    | 0.00%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418EBD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6927382 | PA      | $6265643.42   | 0.13%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418ECV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    722400 | PA      | $682180.98    | 0.01%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418EDH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    375594 | PA      | $354682.88    | 0.01%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418EHC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193368 | PA      | $191573.15    | 0.00%             | 2037-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418EKK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    282719 | PA      | $280094.78    | 0.01%             | 2037-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418ESM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128160 | PA      | $126992.16    | 0.00%             | 2038-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418EYV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78130 | PA      | $77418.22     | 0.00%             | 2038-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418FE60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2151570 | PA      | $2125198.17   | 0.04%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418FEF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    547184 | PA      | $540477.51    | 0.01%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                 | FedEx Corp                                                                       | CUSIP: 31428XBV7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    295000 | PA      | $284607.45    | 0.01%             | 2029-08-05      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                 | FedEx Corp                                                                       | CUSIP: 31428XBZ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27072.67     | 0.00%             | 2030-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                 | FedEx Corp                                                                       | CUSIP: 31428XDF0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144993.89    | 0.00%             | 2029-08-05      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                 | FedEx Corp                                                                       | CUSIP: 31428XDG8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200912.85    | 0.00%             | 2030-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                                     | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31429KAH6<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $212059.75    | 0.00%             | 2027-08-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                                     | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31429KAK9<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    355000 | PA      | $366976.47    | 0.01%             | 2028-03-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                                     | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31429KAL7<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    290000 | PA      | $299246.56    | 0.01%             | 2029-04-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                                     | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $201079.21    | 0.00%             | 2030-08-26      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TR                                                     | Fells Point Funding Trust                                                        | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    152000 | PA      | $150648.89    | 0.00%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FERGUSON FINANCE PLC                                                       | Ferguson Finance PLC                                                             | CUSIP: 314890AA2<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $211500.15    | 0.00%             | 2028-10-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FERGUSON FINANCE PLC                                                       | Ferguson Finance PLC                                                             | CUSIP: 314890AB0<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $190881.15    | 0.00%             | 2030-06-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                   | Ferrellgas LP / Ferrellgas Finance Corp                                          | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $254822.80    | 0.01%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                   | Ferrellgas LP / Ferrellgas Finance Corp                                          | CUSIP: 315292AU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $206608.40    | 0.00%             | 2031-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                                     | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $309645.63    | 0.01%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                                     | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $359107.82    | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| EF HOLD/EF KY/ELL KY/TRS                                                   | EF Holdco / EF Cayman Hold / Ellington Fin REIT Cayman/TRS / EF Cayman Non-MTM   | CUSIP: 31574BAA4<br>LEI: N/A                  | Long             | DBT              |  | XX        |     35000 | PA      | $35468.55     | 0.00%             | 2030-09-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                    | Fidelity National Information Services Inc                                       | CUSIP: 31620MBJ4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122680.19    | 0.00%             | 2029-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                    | Fidelity National Information Services Inc                                       | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    235000 | PA      | $223673.24    | 0.00%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                                    | Fidelity National Financial Inc                                                  | CUSIP: 31620RAH8<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146046.07    | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                                    | Fidelity National Financial Inc                                                  | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    225000 | PA      | $214624.87    | 0.00%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                        | Fifth Third Bancorp                                                              | CUSIP: 316773CV0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    265000 | PA      | $264803.44    | 0.01%             | 2028-03-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                        | Fifth Third Bancorp                                                              | CUSIP: 316773DA5<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98284.35     | 0.00%             | 2027-05-05      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                        | Fifth Third Bancorp                                                              | CUSIP: 316773DE7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239828.60    | 0.01%             | 2028-04-25      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                        | Fifth Third Bancorp                                                              | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    325000 | PA      | $329169.07    | 0.01%             | 2030-07-28      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                        | Fifth Third Bancorp                                                              | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    272000 | PA      | $282423.28    | 0.01%             | 2028-10-27      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                        | Fifth Third Bancorp                                                              | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    410000 | PA      | $430784.70    | 0.01%             | 2029-07-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                        | Fifth Third Bancorp                                                              | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15713.96     | 0.00%             | 2032-01-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                        | Fifth Third Bancorp                                                              | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228756.83    | 0.00%             | 2030-09-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK INC                                                       | Fifth Third Bank NA                                                              | CUSIP: 31677QBR9<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246110.67    | 0.01%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK INC                                                       | Fifth Third Bank NA                                                              | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252163.10    | 0.01%             | 2028-01-28      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                                   | First American Financial Corp                                                    | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96895.64     | 0.00%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                              | FirstCash Inc                                                                    | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155625.32    | 0.00%             | 2030-01-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                                   | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228181.82    | 0.00%             | 2031-03-12      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON CORP                                                         | First Horizon Corp                                                               | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128717.88    | 0.00%             | 2031-03-07      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| FRST STU BID/FRST TRANS                                                    | First Student Bidco Inc / First Transit Parent Inc                               | CUSIP: 337120AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $145994.07    | 0.00%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                   | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145507.53    | 0.00%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                   | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130724.53    | 0.00%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                              | FirstCash Inc                                                                    | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173777.15    | 0.00%             | 2028-09-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                 | Fiserv Inc                                                                       | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    309000 | PA      | $308745.50    | 0.01%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                 | Fiserv Inc                                                                       | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    890000 | PA      | $864811.17    | 0.02%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                 | Fiserv Inc                                                                       | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    407000 | PA      | $397434.17    | 0.01%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                 | Fiserv Inc                                                                       | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    320000 | PA      | $295558.50    | 0.01%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                 | Fiserv Inc                                                                       | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    305000 | PA      | $312601.63    | 0.01%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                 | Fiserv Inc                                                                       | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    240000 | PA      | $246419.28    | 0.01%             | 2028-08-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                 | Fiserv Inc                                                                       | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156695.14    | 0.00%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                 | Fiserv Inc                                                                       | CUSIP: 337738BM9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    275000 | PA      | $276527.77    | 0.01%             | 2030-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                           | FirstEnergy Corp                                                                 | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    517000 | PA      | $515830.14    | 0.01%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                           | FirstEnergy Corp                                                                 | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    340000 | PA      | $317926.93    | 0.01%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                           | FirstEnergy Corp                                                                 | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4536.04      | 0.00%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FND TR II                                                     | Five Corners Funding Trust II                                                    | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $424498.89    | 0.01%             | 2030-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OPERATING CO                                                    | Five Point Operating Co LP                                                       | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $140348.46    | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                                                          | Flash Compute LLC                                                                | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $391362.67    | 0.01%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                   | Flex Ltd                                                                         | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    170000 | PA      | $172640.07    | 0.00%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                   | Flex Ltd                                                                         | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    205000 | PA      | $207917.11    | 0.00%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                   | Flex Ltd                                                                         | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    180000 | PA      | $185943.31    | 0.00%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                   | Florida Power & Light Co                                                         | CUSIP: 341081GK7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    530000 | PA      | $543251.52    | 0.01%             | 2028-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                   | Florida Power & Light Co                                                         | CUSIP: 341081GN1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    195000 | PA      | $197447.76    | 0.00%             | 2028-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                   | Florida Power & Light Co                                                         | CUSIP: 341081GP6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203967.69    | 0.00%             | 2030-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                   | Florida Power & Light Co                                                         | CUSIP: 341081GT8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259396.59    | 0.01%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                 | FLORIDA ST BRD OF ADMIN FIN CORP REVENUE                                         | CUSIP: 341271AE4<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    250000 | PA      | $242549.12    | 0.01%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: —       |
| FLUOR CORP                                                                 | Fluor Corp                                                                       | CUSIP: 343412AF9<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188580.93    | 0.00%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                       | Flutter Treasury DAC                                                             | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    260000 | PA      | $268116.05    | 0.01%             | 2029-04-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust                                   | Ford Credit Floorplan Master Owner Trust A                                       | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $507383.40    | 0.01%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                               | Ford Credit Auto Owner Trust 2025-C                                              | CUSIP: 34535LAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1000372.78   | 0.02%             | 2030-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                               | Ford Credit Auto Owner Trust 2024-D                                              | CUSIP: 34535VAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $509729.27    | 0.01%             | 2030-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                         | Ford Motor Co                                                                    | CUSIP: 345370BY5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    140000 | PA      | $147919.02    | 0.00%             | 2028-10-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                         | Ford Motor Co                                                                    | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $232639.01    | 0.00%             | 2030-04-22      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                   | Ford Motor Credit Co LLC                                                         | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    295000 | PA      | $294876.33    | 0.01%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                   | Ford Motor Credit Co LLC                                                         | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    425000 | PA      | $422953.85    | 0.01%             | 2027-08-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                   | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    450000 | PA      | $427923.63    | 0.01%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                   | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    235000 | PA      | $227423.95    | 0.00%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                   | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236920.94    | 0.00%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                   | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    510000 | PA      | $512915.68    | 0.01%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                   | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    485000 | PA      | $506518.81    | 0.01%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                   | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    360000 | PA      | $388490.96    | 0.01%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                   | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    440000 | PA      | $460319.13    | 0.01%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                   | Ford Motor Credit Co LLC                                                         | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $215137.86    | 0.00%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                   | Ford Motor Credit Co LLC                                                         | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    435000 | PA      | $457980.65    | 0.01%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                   | Ford Motor Credit Co LLC                                                         | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    450000 | PA      | $456277.97    | 0.01%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                   | Ford Motor Credit Co LLC                                                         | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    485000 | PA      | $498451.48    | 0.01%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                   | Ford Motor Credit Co LLC                                                         | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    255000 | PA      | $259208.72    | 0.01%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                   | Ford Motor Credit Co LLC                                                         | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253357.83    | 0.01%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                   | Ford Motor Credit Co LLC                                                         | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    405000 | PA      | $417587.94    | 0.01%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                   | Ford Motor Credit Co LLC                                                         | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    260000 | PA      | $266639.92    | 0.01%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                   | Ford Motor Credit Co LLC                                                         | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    425000 | PA      | $434914.99    | 0.01%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                   | Ford Motor Credit Co LLC                                                         | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201048.40    | 0.00%             | 2029-04-06      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                   | Ford Motor Credit Co LLC                                                         | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296844.97    | 0.01%             | 2027-11-02      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                   | Ford Motor Credit Co LLC                                                         | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    410000 | PA      | $413196.45    | 0.01%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                                         | Forestar Group Inc                                                               | CUSIP: 346232AE1<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |     93000 | PA      | $92916.49     | 0.00%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                                    | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    305000 | PA      | $305048.52    | 0.01%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                                    | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    155000 | PA      | $164160.83    | 0.00%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                                   | Fortune Brands Innovations Inc                                                   | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    180000 | PA      | $173797.25    | 0.00%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC                                                       | Fortrea Holdings Inc                                                             | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |    144000 | PA      | $146478.12    | 0.00%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                                                   | Fortitude Group Holdings LLC                                                     | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    225000 | PA      | $233391.59    | 0.00%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| FORTITUDE GLOBAL FUNDING                                                   | Fortitude Global Funding                                                         | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125198.64    | 0.00%             | 2028-10-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                      | Foundry JV Holdco LLC                                                            | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261987.91    | 0.01%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                   | Fox Corp                                                                         | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    560000 | PA      | $568090.70    | 0.01%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                   | Fox Corp                                                                         | CUSIP: 35137LAL9<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33943.25     | 0.00%             | 2030-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FRANKLIN BSP CAPITAL CO                                                    | Franklin BSP Capital Corp                                                        | CUSIP: 35250VAB0<br>LEI: 549300KJEVMKATLINB36 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139939.49    | 0.00%             | 2029-06-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FRANKLIN BSP CAPITAL CO                                                    | Franklin BSP Capital Corp                                                        | CUSIP: 35250VAC8<br>LEI: 549300KJEVMKATLINB36 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73663.48     | 0.00%             | 2030-10-02      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES INC                                                     | Franklin Resources Inc                                                           | CUSIP: 354613AL5<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4437.84      | 0.00%             | 2030-10-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                                      | Freedom Mortgage Corp                                                            | CUSIP: 35640YAJ6<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99995.96     | 0.00%             | 2027-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                                      | Freedom Mortgage Corp                                                            | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    150000 | PA      | $165088.23    | 0.00%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                                      | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    355000 | PA      | $371587.50    | 0.01%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                       | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    255000 | PA      | $254527.16    | 0.01%             | 2028-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                       | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64568.34     | 0.00%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                       | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    205000 | PA      | $204897.70    | 0.00%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                       | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    205000 | PA      | $206666.45    | 0.00%             | 2030-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III                                                     | Fresenius Medical Care US Finance III Inc                                        | CUSIP: 35805BAA6<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |    155000 | PA      | $151953.09    | 0.00%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                    | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABF4<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    475000 | PA      | $475174.80    | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                    | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABG2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    325000 | PA      | $326441.49    | 0.01%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                    | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAA8<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252250.53    | 0.01%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                    | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAB6<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100938.85    | 0.00%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                    | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAD2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180466.01    | 0.00%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                                                     | Full House Resorts Inc                                                           | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |    160000 | PA      | $146272.59    | 0.00%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| H.B. FULLER CO                                                             | HB Fuller Co                                                                     | CUSIP: 359694AB2<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84006.21     | 0.00%             | 2027-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FXI HOLDINGS INC                                                           | FXI Holdings Inc                                                                 | CUSIP: 36120RAG4<br>LEI: 549300VLKCUZW3MSVS50 | Long             | DBT              | CORP              | US        |    274232 | PA      | $252601.16    | 0.01%             | 2030-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| FXI HOLDINGS INC                                                           | FXI Holdings Inc                                                                 | CUSIP: 36120RAJ8<br>LEI: 549300VLKCUZW3MSVS50 | Long             | DBT              | CORP              | US        |    163961 | PA      | $96537.22     | 0.00%             | 2029-11-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                    | GA Global Funding Trust                                                          | CUSIP: 36143L2D6<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28309.21     | 0.00%             | 2028-09-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                    | GA Global Funding Trust                                                          | CUSIP: 36143L2G9<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295366.72    | 0.01%             | 2027-01-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                    | GA Global Funding Trust                                                          | CUSIP: 36143L2L8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    375000 | PA      | $385769.11    | 0.01%             | 2029-01-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                    | GA Global Funding Trust                                                          | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180663.00    | 0.00%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                    | GA Global Funding Trust                                                          | CUSIP: 36143L2R5<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    270000 | PA      | $276550.07    | 0.01%             | 2030-01-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                    | GA Global Funding Trust                                                          | CUSIP: 36143L2V6<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148022.09    | 0.00%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                  | GATX Corp                                                                        | CUSIP: 361448BA0<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148159.86    | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                  | GATX Corp                                                                        | CUSIP: 361448BC6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116247.96    | 0.00%             | 2028-11-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                  | GATX Corp                                                                        | CUSIP: 361448BE2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182148.58    | 0.00%             | 2029-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                  | GATX Corp                                                                        | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    170000 | PA      | $166825.62    | 0.00%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                  | GATX Corp                                                                        | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50701.45     | 0.00%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                          | GEO Group Inc/The                                                                | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |    195000 | PA      | $203993.28    | 0.00%             | 2029-04-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                                                    | GCI LLC                                                                          | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |    190000 | PA      | $185636.62    | 0.00%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                      | GFL Environmental Inc                                                            | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $245917.08    | 0.01%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                      | GFL Environmental Inc                                                            | CUSIP: 36168QAM6<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $245017.98    | 0.01%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                      | GFL Environmental Inc                                                            | CUSIP: 36168QAN4<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $223615.89    | 0.00%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                      | GFL Environmental Inc                                                            | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $146996.35    | 0.00%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                           | GGAM Finance Ltd                                                                 | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    205000 | PA      | $215881.05    | 0.00%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                           | GGAM Finance Ltd                                                                 | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    210000 | PA      | $213333.56    | 0.00%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                           | GGAM Finance Ltd                                                                 | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    150000 | PA      | $155385.00    | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                           | GGAM Finance Ltd                                                                 | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    115000 | PA      | $117051.47    | 0.00%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                    | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AK5<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              |  | US        |    132000 | PA      | $135297.74    | 0.00%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                    | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              |  | US        |    270000 | PA      | $275236.90    | 0.01%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                    | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              |  | US        |    220000 | PA      | $213728.49    | 0.00%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER FLORIDA LLC                                                       | Frontier Florida LLC                                                             | CUSIP: 362333AH9<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108713.38    | 0.00%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| FRONTIER NORTH INC                                                         | Frontier North Inc                                                               | CUSIP: 362337AK3<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82379.20     | 0.00%             | 2028-02-15      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                               | GS Mortgage Securities Trust 2017-GS7                                            | CUSIP: 36254CAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1030116 | PA      | $1023512.45   | 0.02%             | 2050-08-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                               | GS Mortgage Securities Trust 2020-GC47                                           | CUSIP: 36258RAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $938589.31    | 0.02%             | 2053-05-12      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| GPS HOSPITALITY HOLDING                                                    | GPS Hospitality Holding Co LLC / GPS Finco Inc                                   | CUSIP: 36262BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    139000 | PA      | $69415.47     | 0.00%             | 2028-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                          | GXO Logistics Inc                                                                | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    225000 | PA      | $237381.88    | 0.00%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                      | Haleon US Capital LLC                                                            | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    655000 | PA      | $650831.65    | 0.01%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                      | Haleon US Capital LLC                                                            | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    265000 | PA      | $259258.62    | 0.01%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                     | GE HealthCare Technologies Inc                                                   | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306110.06    | 0.01%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                     | GE HealthCare Technologies Inc                                                   | CUSIP: 36266GAD9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125359.02    | 0.00%             | 2028-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                     | GE HealthCare Technologies Inc                                                   | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    605000 | PA      | $622003.79    | 0.01%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                     | GE HealthCare Technologies Inc                                                   | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    440000 | PA      | $464329.57    | 0.01%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                                                | Gap Inc/The                                                                      | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    240000 | PA      | $228194.76    | 0.00%             | 2029-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                       | Garda World Security Corp                                                        | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $147846.55    | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                       | Garda World Security Corp                                                        | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $137862.99    | 0.00%             | 2028-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                       | Garda World Security Corp                                                        | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $205048.24    | 0.00%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEOGEN FOOD SAFE CORP                                                      | Neogen Food Safety Corp                                                          | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $111945.83    | 0.00%             | 2030-07-20      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                | Gartner Inc                                                                      | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    315000 | PA      | $313721.84    | 0.01%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                | Gartner Inc                                                                      | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    240000 | PA      | $231547.83    | 0.00%             | 2029-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GATES CORPORATION/DE                                                       | Gates Corp/DE                                                                    | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |    170000 | PA      | $176662.30    | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                      | General Dynamics Corp                                                            | CUSIP: 369550AZ1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9828.24      | 0.00%             | 2027-11-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                      | General Dynamics Corp                                                            | CUSIP: 369550BC1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300478.73    | 0.01%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                      | General Dynamics Corp                                                            | CUSIP: 369550BL1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    375000 | PA      | $374311.83    | 0.01%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                      | General Dynamics Corp                                                            | CUSIP: 369550BM9<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294457.92    | 0.01%             | 2030-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                        | General Electric Co                                                              | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    295000 | PA      | $297072.43    | 0.01%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                          | General Mills Inc                                                                | CUSIP: 370334BZ6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    215000 | PA      | $213569.38    | 0.00%             | 2027-02-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                          | General Mills Inc                                                                | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    380000 | PA      | $381178.22    | 0.01%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                          | General Mills Inc                                                                | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189340.78    | 0.00%             | 2030-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                          | General Mills Inc                                                                | CUSIP: 370334CW2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    225000 | PA      | $233175.74    | 0.00%             | 2028-10-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                          | General Mills Inc                                                                | CUSIP: 370334CX0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151015.25    | 0.00%             | 2027-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                          | General Mills Inc                                                                | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    225000 | PA      | $229998.02    | 0.00%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                          | General Motors Co                                                                | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115201.02    | 0.00%             | 2027-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                          | General Motors Co                                                                | CUSIP: 37045VAS9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112130.03    | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                          | General Motors Co                                                                | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    560000 | PA      | $582064.65    | 0.01%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                          | General Motors Co                                                                | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    325000 | PA      | $336838.28    | 0.01%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                          | General Motors Co                                                                | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    210000 | PA      | $218754.54    | 0.00%             | 2030-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                          | General Motors Co                                                                | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41004.04     | 0.00%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                     | General Motors Financial Co Inc                                                  | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160392.78    | 0.00%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                     | General Motors Financial Co Inc                                                  | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    251000 | PA      | $260065.95    | 0.01%             | 2029-01-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                     | General Motors Financial Co Inc                                                  | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    395000 | PA      | $381192.04    | 0.01%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                     | General Motors Financial Co Inc                                                  | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    216000 | PA      | $211573.66    | 0.00%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                     | General Motors Financial Co Inc                                                  | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    385000 | PA      | $371465.07    | 0.01%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                     | General Motors Financial Co Inc                                                  | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    325000 | PA      | $310790.20    | 0.01%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                     | General Motors Financial Co Inc                                                  | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    415000 | PA      | $407740.76    | 0.01%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                     | General Motors Financial Co Inc                                                  | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    375000 | PA      | $375482.48    | 0.01%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                     | General Motors Financial Co Inc                                                  | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    514000 | PA      | $519042.96    | 0.01%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                     | General Motors Financial Co Inc                                                  | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    485000 | PA      | $501311.90    | 0.01%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                     | General Motors Financial Co Inc                                                  | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $315200.05    | 0.01%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                     | General Motors Financial Co Inc                                                  | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    470000 | PA      | $486917.94    | 0.01%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                     | General Motors Financial Co Inc                                                  | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    475000 | PA      | $495351.61    | 0.01%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                     | General Motors Financial Co Inc                                                  | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    280000 | PA      | $284529.56    | 0.01%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                     | General Motors Financial Co Inc                                                  | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    355000 | PA      | $368615.95    | 0.01%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                     | General Motors Financial Co Inc                                                  | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    215000 | PA      | $218774.49    | 0.00%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                     | General Motors Financial Co Inc                                                  | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    340000 | PA      | $345686.21    | 0.01%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                     | General Motors Financial Co Inc                                                  | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    380000 | PA      | $392549.99    | 0.01%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                     | General Motors Financial Co Inc                                                  | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    560000 | PA      | $570946.01    | 0.01%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                     | General Motors Financial Co Inc                                                  | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202594.46    | 0.00%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                     | General Motors Financial Co Inc                                                  | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    220000 | PA      | $228634.22    | 0.00%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                     | General Motors Financial Co Inc                                                  | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    195000 | PA      | $195501.98    | 0.00%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                     | General Motors Financial Co Inc                                                  | CUSIP: 37045XFM3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119994.14    | 0.00%             | 2031-01-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                      | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $220707.92    | 0.00%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                      | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $157735.15    | 0.00%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                      | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $208421.72    | 0.00%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GEN LUX SARL/GEN USA INC                                                   | Genpact Luxembourg SARL/Genpact USA Inc                                          | CUSIP: 37190AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    125000 | PA      | $131013.34    | 0.00%             | 2029-06-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                           | Genuine Parts Co                                                                 | CUSIP: 372460AE5<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    205000 | PA      | $216356.77    | 0.00%             | 2028-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                           | Genuine Parts Co                                                                 | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    270000 | PA      | $274325.93    | 0.01%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENTING NY LLC/GENNY CAP                                                   | Genting New York LLC / GENNY Capital Inc                                         | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $206485.83    | 0.00%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GENPACT UK/USA INC                                                         | Genpact UK Finco plc / Genpact USA Inc                                           | CUSIP: 37256EAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     75000 | PA      | $75143.49     | 0.00%             | 2030-11-18      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                                                        | Georgia-Pacific LLC                                                              | CUSIP: 373298BR8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    122000 | PA      | $137699.79    | 0.00%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                                                        | Georgia-Pacific LLC                                                              | CUSIP: 37331NAK7<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    300000 | PA      | $277146.02    | 0.01%             | 2030-04-30      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                                                        | Georgia-Pacific LLC                                                              | CUSIP: 37331NAL5<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    220000 | PA      | $215139.01    | 0.00%             | 2027-04-30      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                                                        | Georgia-Pacific LLC                                                              | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126283.58    | 0.00%             | 2028-06-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                           | Georgia Power Co                                                                 | CUSIP: 373334KH3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39789.86     | 0.00%             | 2027-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                           | Georgia Power Co                                                                 | CUSIP: 373334KL4<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    270000 | PA      | $257169.83    | 0.01%             | 2029-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                           | Georgia Power Co                                                                 | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233402.98    | 0.00%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                           | Georgia Power Co                                                                 | CUSIP: 373334KV2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55680.91     | 0.00%             | 2027-02-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                           | Georgia Power Co                                                                 | CUSIP: 373334KY6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    270000 | PA      | $274044.35    | 0.01%             | 2030-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                           | Georgia Power Co                                                                 | CUSIP: 373334LC3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150479.13    | 0.00%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                                           | Getty Images Inc                                                                 | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    155000 | PA      | $138674.96    | 0.00%             | 2030-02-21      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                                           | Getty Images Inc                                                                 | CUSIP: 374276AP8<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    130000 | PA      | $121829.41    | 0.00%             | 2028-03-01      | Fixed         | 14.00%                | No            |                  2 | On Loan: —       |
| GETTY IMAGES INC                                                           | Getty Images Inc                                                                 | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192400.36    | 0.00%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                        | Gilead Sciences Inc                                                              | CUSIP: 375558BM4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    480000 | PA      | $475938.27    | 0.01%             | 2027-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                        | Gilead Sciences Inc                                                              | CUSIP: 375558BX0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    255000 | PA      | $244712.80    | 0.01%             | 2027-10-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                        | Gilead Sciences Inc                                                              | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    350000 | PA      | $313564.92    | 0.01%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                        | Gilead Sciences Inc                                                              | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    195000 | PA      | $200297.51    | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GILDAN ACTIVEWEAR INC                                                      | Gildan Activewear Inc                                                            | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $174462.86    | 0.00%             | 2030-10-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                                               | Magnera Corp                                                                     | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135375.96    | 0.00%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| GLAXOSMITHKLINE CAP INC                                                    | GlaxoSmithKline Capital Inc                                                      | CUSIP: 377372AN7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    590000 | PA      | $591029.04    | 0.01%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                    | GLAXOSMITHKLINE CAPITAL                                                          | CUSIP: 377372AP2<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172629.11    | 0.00%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                                    | GlaxoSmithKline Capital PLC                                                      | CUSIP: 377373AH8<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $343485.23    | 0.01%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                                    | GLAXOSMITHKLINE CAPITAL                                                          | CUSIP: 377373AM7<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    145000 | PA      | $145950.88    | 0.00%             | 2027-03-12      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                       | Glencore Funding LLC                                                             | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    410000 | PA      | $410064.86    | 0.01%             | 2027-03-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                       | Glencore Funding LLC                                                             | CUSIP: 378272AQ1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119668.15    | 0.00%             | 2027-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                       | Glencore Funding LLC                                                             | CUSIP: 378272AV0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35613.20     | 0.00%             | 2029-03-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                       | Glencore Funding LLC                                                             | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    300000 | PA      | $275983.09    | 0.01%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                       | Glencore Funding LLC                                                             | CUSIP: 378272BK3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    425000 | PA      | $436326.52    | 0.01%             | 2028-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                       | Glencore Funding LLC                                                             | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    180000 | PA      | $188676.63    | 0.00%             | 2028-10-06      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                       | Glencore Funding LLC                                                             | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    270000 | PA      | $291194.93    | 0.01%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                       | Glencore Funding LLC                                                             | CUSIP: 378272BR8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228556.59    | 0.00%             | 2027-04-04      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                       | Glencore Funding LLC                                                             | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    460000 | PA      | $475627.43    | 0.01%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                       | Glencore Funding LLC                                                             | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55964.54     | 0.00%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                       | Glencore Funding LLC                                                             | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    255000 | PA      | $262443.95    | 0.01%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE/GLOBAL                                                    | Global Net Lease Inc / Global Net Lease Operating Partnership LP                 | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |    185000 | PA      | $180050.05    | 0.00%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL MARINE INC                                                          | Global Marine Inc                                                                | CUSIP: 379352AL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $88732.60     | 0.00%             | 2028-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                        | Global Payments Inc                                                              | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    415000 | PA      | $396604.33    | 0.01%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                        | Global Payments Inc                                                              | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    350000 | PA      | $325187.88    | 0.01%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                        | Global Payments Inc                                                              | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    260000 | PA      | $255472.03    | 0.01%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                        | Global Payments Inc                                                              | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143341.55    | 0.00%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                        | Global Payments Inc                                                              | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    299000 | PA      | $302470.80    | 0.01%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                        | Global Payments Inc                                                              | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301284.12    | 0.01%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                        | Global Payments Inc                                                              | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    570000 | PA      | $569954.31    | 0.01%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                                    | Global Partners LP / GLP Finance Corp                                            | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $106405.52    | 0.00%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                                             | Globe Life Inc                                                                   | CUSIP: 37959EAA0<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9070.86      | 0.00%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                                     | Global Atlantic Fin Co                                                           | CUSIP: 37959GAA5<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167883.61    | 0.00%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                                     | Global Atlantic Fin Co                                                           | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206826.93    | 0.00%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                                                    | Global Aircraft Leasing Co Ltd                                                   | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    340000 | PA      | $352135.42    | 0.01%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SO                                                   | Global Infrastructure Solutions Inc                                              | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130165.93    | 0.00%             | 2029-06-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                                      | GM Financial Automobile Leasing Trust 2025-3                                     | CUSIP: 379965AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $502347.23    | 0.01%             | 2028-08-21      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                                                        | Go Daddy Operating Co LLC / GD Finance Co Inc                                    | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $224797.88    | 0.00%             | 2027-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                                                        | Go Daddy Operating Co LLC / GD Finance Co Inc                                    | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $242512.89    | 0.01%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                 | goeasy Ltd                                                                       | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $246904.60    | 0.01%             | 2028-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                 | goeasy Ltd                                                                       | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $247583.79    | 0.01%             | 2029-07-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                 | goeasy Ltd                                                                       | CUSIP: 380355AM9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $109580.30    | 0.00%             | 2030-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                 | goeasy Ltd                                                                       | CUSIP: 380355AN7<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $115582.47    | 0.00%             | 2030-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                    | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    845000 | PA      | $894555.74    | 0.02%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                    | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    760000 | PA      | $793479.73    | 0.02%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                    | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    970000 | PA      | $993482.64    | 0.02%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                    | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    955000 | PA      | $968135.00    | 0.02%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                    | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    930000 | PA      | $958682.65    | 0.02%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                    | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262764.67    | 0.01%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                    | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1081284.69   | 0.02%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                    | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    750000 | PA      | $749446.14    | 0.02%             | 2029-10-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                    | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    855000 | PA      | $850431.24    | 0.02%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                    | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GES9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    228000 | PA      | $232096.19    | 0.00%             | 2027-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                    | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    949000 | PA      | $949067.07    | 0.02%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                    | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    760000 | PA      | $756674.02    | 0.02%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                    | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    825000 | PA      | $819868.01    | 0.02%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                    | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1237563.22   | 0.03%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                    | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $943590.67    | 0.02%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                    | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    920000 | PA      | $906047.68    | 0.02%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                    | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $998640.39    | 0.02%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                    | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    960000 | PA      | $955612.35    | 0.02%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                    | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    950000 | PA      | $955744.12    | 0.02%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                    | Goldman Sachs Group Inc/The                                                      | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1801281.85   | 0.04%             | 2029-01-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                    | Goldman Sachs Group Inc/The                                                      | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1798787.50   | 0.04%             | 2032-01-21      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                                      | Goldman Sachs BDC Inc                                                            | CUSIP: 38147UAE7<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152831.18    | 0.00%             | 2027-03-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                                      | Goldman Sachs BDC Inc                                                            | CUSIP: 38147UAF4<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54899.39     | 0.00%             | 2030-09-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                                      | Goldman Sachs BDC Inc                                                            | CUSIP: 38147UAG2<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49651.38     | 0.00%             | 2029-01-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                                                   | Goldman Sachs Private Credit Corp                                                | CUSIP: 38152BAA9<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56041.86     | 0.00%             | 2028-05-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS PRIVATE CR                                                   | Goldman Sachs Private Credit Corp                                                | CUSIP: 38152BAC5<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203566.59    | 0.00%             | 2030-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                                                   | Goldman Sachs Private Credit Corp                                                | CUSIP: 38152BAE1<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50070.64     | 0.00%             | 2029-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                                                   | Goldman Sachs Private Credit Corp                                                | CUSIP: 38152BAG6<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49544.35     | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                                          | Golub Capital BDC Inc                                                            | CUSIP: 38173MAC6<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116988.87    | 0.00%             | 2027-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                                          | Golub Capital BDC Inc                                                            | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    210000 | PA      | $220971.44    | 0.00%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                                          | Golub Capital BDC Inc                                                            | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230298.48    | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                                                      | Golub Capital Private Credit Fund                                                | CUSIP: 38179RAB1<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162241.18    | 0.00%             | 2029-09-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                                                      | Golub Capital Private Credit Fund                                                | CUSIP: 38179RAD7<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121452.31    | 0.00%             | 2030-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                                                      | Golub Capital Private Credit Fund                                                | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55373.10     | 0.00%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                                                      | Golub Capital Private Credit Fund                                                | CUSIP: 38179RAG0<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49353.83     | 0.00%             | 2031-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FIN THREE                                                       | Goodman US Finance Three LLC                                                     | CUSIP: 38239JAA9<br>LEI: N/A                  | Long             | DBT              |  | US        |    145000 | PA      | $143454.03    | 0.00%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                     | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550AD3<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     56000 | PA      | $57998.84     | 0.00%             | 2028-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                     | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BG5<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    235000 | PA      | $234932.05    | 0.00%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                     | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244968.22    | 0.01%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                     | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148285.83    | 0.00%             | 2030-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                                             | GoTo Group Inc                                                                   | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |    141750 | PA      | $117727.99    | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                                             | GoTo Group Inc                                                                   | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |    131750 | PA      | $44633.18     | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| BK OF ENGLAND EURO NOTE                                                    | Bank of England Euro Note                                                        | CUSIP: 38376HAK4<br>LEI: YUEDD7W89PH0FV8Q2S28 | Long             | DBT              | NUSS              | GB        |    575000 | PA      | $580173.14    | 0.01%             | 2027-03-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BK OF ENGLAND EURO NOTE                                                    | Bank of England Euro Note                                                        | CUSIP: 38376HAM0<br>LEI: YUEDD7W89PH0FV8Q2S28 | Long             | DBT              | NUSS              | GB        |     10000 | PA      | $9961.50      | 0.00%             | 2030-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GRAFTECH FINANCE INC                                                       | GrafTech Finance Inc                                                             | CUSIP: 384311AC0<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |    170000 | PA      | $125801.11    | 0.00%             | 2029-12-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| GRAFTECH GLOBAL ENTERPRI                                                   | GrafTech Global Enterprises Inc                                                  | CUSIP: 38431AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $133272.13    | 0.00%             | 2029-12-23      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| GRAND CANYON UNIVERSITY                                                    | Grand Canyon University                                                          | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $125228.92    | 0.00%             | 2028-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                                   | Graphic Packaging International LLC                                              | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129759.71    | 0.00%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                                   | Graphic Packaging International LLC                                              | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    145000 | PA      | $140522.82    | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                                   | Graphic Packaging International LLC                                              | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95397.68     | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                                   | Graphic Packaging International LLC                                              | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118090.42    | 0.00%             | 2030-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| GRAY MEDIA INC                                                             | Gray Media Inc                                                                   | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    240000 | PA      | $185134.81    | 0.00%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                             | Gray Media Inc                                                                   | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    472000 | PA      | $506993.24    | 0.01%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| GRAY OAK PIPELINE LLC                                                      | Gray Oak Pipeline LLC                                                            | CUSIP: 38937LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14809.91     | 0.00%             | 2027-10-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GREAT CAN GAMING/RAPTOR                                                    | Great Canadian Gaming Corp/Raptor LLC                                            | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | XX        |    185000 | PA      | $187916.48    | 0.00%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GREAT LAKES DREDGE&DOCK                                                    | Great Lakes Dredge & Dock Corp                                                   | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108254.42    | 0.00%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO FIN 18                                                   | Great-West Lifeco Finance 2018 LP                                                | CUSIP: 39138QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $64909.15     | 0.00%             | 2028-05-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| GREYSTAR REAL ESTATE PAR                                                   | Greystar Real Estate Partners LLC                                                | CUSIP: 39807UAD8<br>LEI: 254900HGC806SXAS4M46 | Long             | DBT              | CORP              | US        |    115000 | PA      | $121229.17    | 0.00%             | 2030-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                                                        | Griffon Corp                                                                     | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    295000 | PA      | $294854.97    | 0.01%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                 | Grifols SA                                                                       | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    230000 | PA      | $226679.12    | 0.00%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                     | Group 1 Automotive Inc                                                           | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244860.47    | 0.01%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                     | Group 1 Automotive Inc                                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133564.03    | 0.00%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND                                                    | Guardian Life Global Funding                                                     | CUSIP: 40139LAH6<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67605.62     | 0.00%             | 2027-07-06      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND                                                    | Guardian Life Global Funding                                                     | CUSIP: 40139LBA0<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62050.55     | 0.00%             | 2027-11-19      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND                                                    | Guardian Life Global Funding                                                     | CUSIP: 40139LBE2<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65834.57     | 0.00%             | 2028-09-16      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND                                                    | Guardian Life Global Funding                                                     | CUSIP: 40139LBF9<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    355000 | PA      | $352443.18    | 0.01%             | 2027-03-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND                                                    | Guardian Life Global Funding                                                     | CUSIP: 40139LBG7<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    425000 | PA      | $436648.71    | 0.01%             | 2027-10-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND                                                    | Guardian Life Global Funding                                                     | CUSIP: 40139LBH5<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130268.87    | 0.00%             | 2028-10-02      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND                                                    | Guardian Life Global Funding                                                     | CUSIP: 40139LBJ1<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139958.90    | 0.00%             | 2029-09-26      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND                                                    | Guardian Life Global Funding                                                     | CUSIP: 40139LBK8<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203503.95    | 0.00%             | 2030-04-28      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND                                                    | Guardian Life Global Funding                                                     | CUSIP: 40139LBN2<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224915.34    | 0.00%             | 2030-10-06      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                   | Florida Power & Light Co                                                         | CUSIP: 402479CF4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     63000 | PA      | $62641.96     | 0.00%             | 2027-05-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                                                    | Gulfport Energy Operating Corp                                                   | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180625.86    | 0.00%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                                                   | HLF Financing Sarl LLC / Herbalife International Inc                             | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $189504.88    | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| HLF FIN SARL LLC/HERBALI                                                   | HLF Financing Sarl LLC / Herbalife International Inc                             | CUSIP: 40390DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $263390.08    | 0.01%             | 2029-04-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                           | HF Sinclair Corp                                                                 | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155060.54    | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                                     | HA Sustainable Infrastructure Capital Inc                                        | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10253.64     | 0.00%             | 2031-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| H.B. FULLER CO                                                             | HB Fuller Co                                                                     | CUSIP: 40410KAA3<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88529.84     | 0.00%             | 2028-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                    | HCA Inc                                                                          | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    390000 | PA      | $390850.97    | 0.01%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                    | HCA Inc                                                                          | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    380000 | PA      | $395559.46    | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                    | HCA Inc                                                                          | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    730000 | PA      | $728417.00    | 0.02%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                    | HCA Inc                                                                          | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $985624.87    | 0.02%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                    | HCA Inc                                                                          | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    347000 | PA      | $343745.28    | 0.01%             | 2027-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                    | HCA Inc                                                                          | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    280000 | PA      | $273579.22    | 0.01%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                    | HCA Inc                                                                          | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    340000 | PA      | $348322.53    | 0.01%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                    | HCA Inc                                                                          | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    255000 | PA      | $259720.90    | 0.01%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                    | HCA Inc                                                                          | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    270000 | PA      | $278592.50    | 0.01%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                    | HCA Inc                                                                          | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179020.77    | 0.00%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                    | HCA Inc                                                                          | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412153.83    | 0.01%             | 2028-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                          | Healthpeak OP LLC                                                                | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    140000 | PA      | $136516.26    | 0.00%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HNI CORP                                                                   | HNI Corp                                                                         | CUSIP: 404251AA8<br>LEI: 549300SKRADLC4O5HV93 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148155.92    | 0.00%             | 2029-01-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                          | HSBC Holdings PLC                                                                | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    840000 | PA      | $839915.24    | 0.02%             | 2028-03-13      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                          | HSBC Holdings PLC                                                                | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    885000 | PA      | $893161.33    | 0.02%             | 2029-06-19      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                          | HSBC Holdings PLC                                                                | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1050000 | PA      | $1039045.40   | 0.02%             | 2030-05-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                          | HSBC Holdings PLC                                                                | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    840000 | PA      | $860011.20    | 0.02%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                          | HSBC Holdings PLC                                                                | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    465000 | PA      | $435100.68    | 0.01%             | 2031-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                          | HSBC Holdings PLC                                                                | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    590000 | PA      | $537687.79    | 0.01%             | 2031-08-18      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                          | HSBC Holdings PLC                                                                | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    620000 | PA      | $599556.76    | 0.01%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                          | HSBC Holdings PLC                                                                | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    635000 | PA      | $604605.68    | 0.01%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                          | HSBC Holdings PLC                                                                | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    755000 | PA      | $761720.85    | 0.02%             | 2028-06-09      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                          | HSBC Holdings PLC                                                                | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    795000 | PA      | $808160.02    | 0.02%             | 2028-08-11      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                          | HSBC Holdings PLC                                                                | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    760000 | PA      | $802023.10    | 0.02%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                          | HSBC Holdings PLC                                                                | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    690000 | PA      | $717106.40    | 0.02%             | 2029-03-09      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                          | HSBC Holdings PLC                                                                | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    420000 | PA      | $435273.51    | 0.01%             | 2030-03-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                          | HSBC Holdings PLC                                                                | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $560385.18    | 0.01%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                          | HSBC Holdings PLC                                                                | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    525000 | PA      | $534408.32    | 0.01%             | 2028-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                          | HSBC Holdings PLC                                                                | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    745000 | PA      | $769276.60    | 0.02%             | 2030-11-19      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                          | HSBC Holdings PLC                                                                | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    540000 | PA      | $547828.81    | 0.01%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                          | HSBC Holdings PLC                                                                | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $666187.48    | 0.01%             | 2031-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                          | HSBC Holdings PLC                                                                | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $720393.64    | 0.02%             | 2031-05-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                          | HSBC Holdings PLC                                                                | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $451646.74    | 0.01%             | 2031-11-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                                               | HSBC USA Inc                                                                     | CUSIP: 40428HA44<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253730.97    | 0.01%             | 2027-03-04      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                                               | HSBC USA Inc                                                                     | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203110.56    | 0.00%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                     | HP Inc                                                                           | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    360000 | PA      | $355209.39    | 0.01%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                     | HP Inc                                                                           | CUSIP: 40434LAC9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143574.88    | 0.00%             | 2030-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                     | HP Inc                                                                           | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    375000 | PA      | $371247.49    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                     | HP Inc                                                                           | CUSIP: 40434LAM7<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    345000 | PA      | $349402.70    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                     | HP Inc                                                                           | CUSIP: 40434LAR6<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103278.17    | 0.00%             | 2030-04-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                             | Halliburton Co                                                                   | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    270000 | PA      | $256223.88    | 0.01%             | 2030-03-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                                                   | Harley-Davidson Financial Services Inc                                           | CUSIP: 41283LBA2<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143388.97    | 0.00%             | 2027-02-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                          | L3Harris Technologies Inc                                                        | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    235000 | PA      | $236856.87    | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HARROW INC                                                                 | Harrow Inc                                                                       | CUSIP: 415858AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $52213.81     | 0.00%             | 2030-09-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| ENVIRI CORP                                                                | Enviri Corp                                                                      | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165140.03    | 0.00%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                                   | Hartford Insurance Group Inc/The                                                 | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    160000 | PA      | $153529.70    | 0.00%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                     | Harvest Midstream I LP                                                           | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    260000 | PA      | $263492.64    | 0.01%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                 | Hasbro Inc                                                                       | CUSIP: 418056AV9<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49611.02     | 0.00%             | 2027-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                 | Hasbro Inc                                                                       | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    310000 | PA      | $305770.84    | 0.01%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                                     | HAT Holdings I LLC / HAT Holdings II LLC                                         | CUSIP: 418751AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $383548.23    | 0.01%             | 2027-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                                                   | Health Care Service Corp A Mutual Legal Reserve Co                               | CUSIP: 42218SAF5<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    210000 | PA      | $190807.67    | 0.00%             | 2030-06-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                                                   | Health Care Service Corp A Mutual Legal Reserve Co                               | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66663.88     | 0.00%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                   | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAF1<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |     94000 | PA      | $93505.45     | 0.00%             | 2027-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                   | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    235000 | PA      | $222947.14    | 0.00%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                                           | HealthEquity Inc                                                                 | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    175000 | PA      | $170651.02    | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HRT DNT / HRT DNT FIN                                                      | Heartland Dental LLC / Heartland Dental Finance Corp                             | CUSIP: 42239PAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $64622.58     | 0.00%             | 2028-04-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                          | Healthpeak OP LLC                                                                | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    290000 | PA      | $275170.88    | 0.01%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                          | Healthpeak OP LLC                                                                | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     35000 | PA      | $32498.51     | 0.00%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                          | Healthpeak OP LLC                                                                | CUSIP: 42250PAC7<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    115000 | PA      | $112088.69    | 0.00%             | 2027-02-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                          | Healthpeak OP LLC                                                                | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    240000 | PA      | $227408.41    | 0.00%             | 2028-12-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| HECLA MINING CO                                                            | Hecla Mining Co                                                                  | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |     91000 | PA      | $91118.72     | 0.00%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                                                 | HEICO Corp                                                                       | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133614.16    | 0.00%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                                                | Heineken NV                                                                      | CUSIP: 423012AF0<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |    415000 | PA      | $410935.53    | 0.01%             | 2028-01-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HELIX ENERGY SOLUTIONS                                                     | Helix Energy Solutions Group Inc                                                 | CUSIP: 42330PAL1<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | DBT              | CORP              | US        |    105000 | PA      | $110297.76    | 0.00%             | 2029-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                                      | Helmerich & Payne Inc                                                            | CUSIP: 423452AL5<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105765.82    | 0.00%             | 2027-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                                      | Helmerich & Payne Inc                                                            | CUSIP: 423452AM3<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106174.97    | 0.00%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| HERC HOLDINGS INC                                                          | Herc Holdings Inc                                                                | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    230000 | PA      | $238025.64    | 0.00%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                          | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    490000 | PA      | $514070.84    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                                       | Hercules Capital Inc                                                             | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158010.03    | 0.00%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                                       | Hercules Capital Inc                                                             | CUSIP: 427096AN2<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106197.83    | 0.00%             | 2030-06-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                                                         | Herens Holdco Sarl                                                               | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |    135000 | PA      | $118817.85    | 0.00%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                            | Hershey Co/The                                                                   | CUSIP: 427866BD9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94405.00     | 0.00%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                            | Hershey Co/The                                                                   | CUSIP: 427866BE7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54184.22     | 0.00%             | 2030-06-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                            | Hershey Co/The                                                                   | CUSIP: 427866BH0<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121043.49    | 0.00%             | 2028-05-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                            | Hershey Co/The                                                                   | CUSIP: 427866BK3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132065.00    | 0.00%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                            | Hershey Co/The                                                                   | CUSIP: 427866BL1<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    165000 | PA      | $168978.15    | 0.00%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                                             | Hertz Corp/The                                                                   | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3780.64      | 0.00%             | 2026-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                                             | Hertz Corp/The                                                                   | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    315000 | PA      | $209010.84    | 0.00%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                                             | Hertz Corp/The                                                                   | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    385000 | PA      | $387661.41    | 0.01%             | 2029-07-15      | Fixed         | 12.63%                | No            |                  2 | On Loan: No      |
| HESS CORP                                                                  | Hess Corp                                                                        | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    432000 | PA      | $433716.23    | 0.01%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                                   | Hess Midstream Operations LP                                                     | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $219761.23    | 0.00%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                                   | Hess Midstream Operations LP                                                     | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $175963.97    | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                                   | Hess Midstream Operations LP                                                     | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $264959.71    | 0.01%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                                   | Hess Midstream Operations LP                                                     | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $165235.75    | 0.00%             | 2028-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                           | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBP3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256353.98    | 0.01%             | 2028-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                           | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    355000 | PA      | $356973.32    | 0.01%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                           | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    660000 | PA      | $664846.51    | 0.01%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                           | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBZ1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225324.87    | 0.00%             | 2028-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                           | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    225000 | PA      | $223914.01    | 0.00%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                           | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CCB3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    235000 | PA      | $235185.99    | 0.00%             | 2027-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                                                                | Hexcel Corp                                                                      | CUSIP: 428291AN8<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    178000 | PA      | $177646.84    | 0.00%             | 2027-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                      | Hightower Holding LLC                                                            | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100014.96    | 0.00%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                      | Hightower Holding LLC                                                            | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    120000 | PA      | $127260.18    | 0.00%             | 2030-01-31      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                        | Highwoods Realty LP                                                              | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89374.22     | 0.00%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                        | Highwoods Realty LP                                                              | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    105000 | PA      | $103423.83    | 0.00%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                        | Highwoods Realty LP                                                              | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    135000 | PA      | $126037.91    | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                   | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AS3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201574.15    | 0.00%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                   | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $200008.91    | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                   | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $147807.69    | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILLENBRAND INC                                                            | Hillenbrand Inc                                                                  | CUSIP: 431571AF5<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151691.23    | 0.00%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                   | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300471.72    | 0.01%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                   | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    220000 | PA      | $214112.41    | 0.00%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                   | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189352.55    | 0.00%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                                   | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $296165.92    | 0.01%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE FIN LLC                                                   | Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp                     | CUSIP: 432891AK5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    215000 | PA      | $215067.47    | 0.00%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                                                          | Canada Government International Bond                                             | CUSIP: 43358BAA1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1030000 | PA      | $1060270.53   | 0.02%             | 2029-04-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                                                          | Canada Government International Bond                                             | CUSIP: 43358BAB9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1205000 | PA      | $1217065.86   | 0.03%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                      | Amrize Finance US LLC                                                            | CUSIP: 43475RAP1<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    255000 | PA      | $256695.43    | 0.01%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                      | Amrize Finance US LLC                                                            | CUSIP: 43475RAQ9<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55758.93     | 0.00%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                      | Amrize Finance US LLC                                                            | CUSIP: 43475RAR7<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307103.42    | 0.01%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                                | Hologic Inc                                                                      | CUSIP: 436440AM3<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154870.52    | 0.00%             | 2028-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                                | Hologic Inc                                                                      | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298877.15    | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                             | Home Depot Inc/The                                                               | CUSIP: 437076BT8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    420000 | PA      | $414058.98    | 0.01%             | 2027-09-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                             | Home Depot Inc/The                                                               | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351192.11    | 0.01%             | 2028-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                             | Home Depot Inc/The                                                               | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    580000 | PA      | $562444.34    | 0.01%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                             | Home Depot Inc/The                                                               | CUSIP: 437076CA8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    297000 | PA      | $292815.90    | 0.01%             | 2027-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                             | Home Depot Inc/The                                                               | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    440000 | PA      | $416524.02    | 0.01%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                             | Home Depot Inc/The                                                               | CUSIP: 437076CE0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     82000 | PA      | $77427.24     | 0.00%             | 2028-03-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                             | Home Depot Inc/The                                                               | CUSIP: 437076CH3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    352000 | PA      | $332648.19    | 0.01%             | 2028-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                             | Home Depot Inc/The                                                               | CUSIP: 437076CN0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    295000 | PA      | $292175.24    | 0.01%             | 2027-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                             | Home Depot Inc/The                                                               | CUSIP: 437076CW0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257103.22    | 0.01%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                             | Home Depot Inc/The                                                               | CUSIP: 437076DB5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    265000 | PA      | $269212.24    | 0.01%             | 2027-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                             | Home Depot Inc/The                                                               | CUSIP: 437076DC3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    475000 | PA      | $486842.62    | 0.01%             | 2029-06-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                             | Home Depot Inc/The                                                               | CUSIP: 437076DH2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95014.75     | 0.00%             | 2028-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                             | Home Depot Inc/The                                                               | CUSIP: 437076DJ8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139261.38    | 0.00%             | 2030-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| HONDA MOTOR CO LTD                                                         | Honda Motor Co Ltd                                                               | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    512000 | PA      | $504663.19    | 0.01%             | 2027-03-10      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                         | Honda Motor Co Ltd                                                               | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $302811.52    | 0.01%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                         | Honda Motor Co Ltd                                                               | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    370000 | PA      | $374025.90    | 0.01%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                                         | Honda Auto Receivables 2025-4 Owner Trust                                        | CUSIP: 43814XAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $502026.10    | 0.01%             | 2030-06-17      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                    | Honeywell International Inc                                                      | CUSIP: 438516BU9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    240000 | PA      | $229735.11    | 0.00%             | 2029-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                    | Honeywell International Inc                                                      | CUSIP: 438516BZ8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    345000 | PA      | $315075.13    | 0.01%             | 2030-06-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                    | Honeywell International Inc                                                      | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    515000 | PA      | $500765.88    | 0.01%             | 2027-03-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                    | Honeywell International Inc                                                      | CUSIP: 438516CJ3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    256000 | PA      | $261572.04    | 0.01%             | 2028-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                    | Honeywell International Inc                                                      | CUSIP: 438516CL8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    265000 | PA      | $267133.97    | 0.01%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                    | Honeywell International Inc                                                      | CUSIP: 438516CQ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205840.53    | 0.00%             | 2029-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                    | Honeywell International Inc                                                      | CUSIP: 438516CX2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    555000 | PA      | $561893.60    | 0.01%             | 2027-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                    | Honeywell International Inc                                                      | CUSIP: 438516CY0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    330000 | PA      | $337123.02    | 0.01%             | 2030-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HONG KONG                                                                  | Hong Kong Government International Bond                                          | CUSIP: 43858AAG5<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |    600000 | PA      | $609923.33    | 0.01%             | 2028-01-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HONG KONG                                                                  | Hong Kong Government International Bond                                          | CUSIP: 43858AAP5<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |    200000 | PA      | $201948.83    | 0.00%             | 2027-07-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HONG KONG                                                                  | Hong Kong Government International Bond                                          | CUSIP: 43858AAQ3<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |    400000 | PA      | $404662.17    | 0.01%             | 2030-06-10      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HORACE MANN EDUCATORS CO                                                   | Horace Mann Educators Corp                                                       | CUSIP: 440327AL8<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80237.84     | 0.00%             | 2028-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HORACE MANN EDUCATORS CO                                                   | Horace Mann Educators Corp                                                       | CUSIP: 440327AM6<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99639.34     | 0.00%             | 2030-10-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                                          | Hormel Foods Corp                                                                | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    255000 | PA      | $230393.33    | 0.00%             | 2030-06-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                                          | Hormel Foods Corp                                                                | CUSIP: 440452AH3<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66636.59     | 0.00%             | 2028-06-03      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                                          | Hormel Foods Corp                                                                | CUSIP: 440452AK6<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    185000 | PA      | $186828.24    | 0.00%             | 2027-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                   | Service Properties Trust                                                         | CUSIP: 44106MAW2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33866.15     | 0.00%             | 2027-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                   | Service Properties Trust                                                         | CUSIP: 44106MAX0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    145000 | PA      | $137378.35    | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                   | Service Properties Trust                                                         | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    120000 | PA      | $104032.27    | 0.00%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| SERVICE PROPERTIES TRUST                                                   | Service Properties Trust                                                         | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    139000 | PA      | $122737.30    | 0.00%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| HOST HOTELS & RESORTS LP                                                   | Host Hotels & Resorts LP                                                         | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    135000 | PA      | $129915.61    | 0.00%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                   | Host Hotels & Resorts LP                                                         | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    275000 | PA      | $262001.70    | 0.01%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                                         | Howard Hughes Corp/The                                                           | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249864.13    | 0.01%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                                         | Howard Hughes Corp/The                                                           | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193554.10    | 0.00%             | 2029-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                       | Howmet Aerospace Inc                                                             | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    185000 | PA      | $179896.75    | 0.00%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                      | HUB International Ltd                                                            | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164833.18    | 0.00%             | 2029-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                      | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1023806.58   | 0.02%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                                                | Hubbell Inc                                                                      | CUSIP: 443510AH5<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    195000 | PA      | $192383.82    | 0.00%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                                                | Hubbell Inc                                                                      | CUSIP: 443510AJ1<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104045.27    | 0.00%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                   | Hudson Pacific Properties LP                                                     | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    150000 | PA      | $143928.75    | 0.00%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                   | Hudson Pacific Properties LP                                                     | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    160000 | PA      | $146552.96    | 0.00%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| HUDSON PACIFIC PROPERTIE                                                   | Hudson Pacific Properties LP                                                     | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    125000 | PA      | $106066.55    | 0.00%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| HUDSON PACIFIC PROPERTIE                                                   | Hudson Pacific Properties LP                                                     | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    140000 | PA      | $137774.04    | 0.00%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| HUMANA INC                                                                 | Humana Inc                                                                       | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39902.47     | 0.00%             | 2027-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                 | Humana Inc                                                                       | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    140000 | PA      | $133979.08    | 0.00%             | 2029-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                 | Humana Inc                                                                       | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161191.67    | 0.00%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                 | Humana Inc                                                                       | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    507000 | PA      | $493776.91    | 0.01%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                 | Humana Inc                                                                       | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    260000 | PA      | $254598.90    | 0.01%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                 | Humana Inc                                                                       | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    340000 | PA      | $349664.51    | 0.01%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                 | Humana Inc                                                                       | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129597.41    | 0.00%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUNT COS INC                                                               | Hunt Cos Inc                                                                     | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |    210000 | PA      | $205200.10    | 0.00%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JB HUNT TRANSPRT SVCS                                                      | JB Hunt Transport Services Inc                                                   | CUSIP: 445658CG0<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |    255000 | PA      | $260672.28    | 0.01%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                      | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    265000 | PA      | $247219.75    | 0.01%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                      | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    295000 | PA      | $296713.50    | 0.01%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                      | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    355000 | PA      | $372038.32    | 0.01%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                      | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    375000 | PA      | $385820.05    | 0.01%             | 2031-01-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                      | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BK9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300459.49    | 0.01%             | 2032-01-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                   | Huntington Ingalls Industries Inc                                                | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222758.66    | 0.00%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                   | Huntington Ingalls Industries Inc                                                | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148846.56    | 0.00%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                   | Huntington Ingalls Industries Inc                                                | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190087.21    | 0.00%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                   | Huntington Ingalls Industries Inc                                                | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180848.44    | 0.00%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                                   | Huntington National Bank/The                                                     | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    275000 | PA      | $276573.51    | 0.01%             | 2028-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                                   | Huntington National Bank/The                                                     | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261515.00    | 0.01%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                                   | Huntington National Bank/The                                                     | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252134.91    | 0.01%             | 2028-04-12      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                                                   | Huntsman International LLC                                                       | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    230000 | PA      | $221546.94    | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                          | Hyatt Hotels Corp                                                                | CUSIP: 448579AG7<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240831.66    | 0.01%             | 2028-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                          | Hyatt Hotels Corp                                                                | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    115000 | PA      | $120246.66    | 0.00%             | 2030-04-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                          | Hyatt Hotels Corp                                                                | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50779.10     | 0.00%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                          | Hyatt Hotels Corp                                                                | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    220000 | PA      | $226727.79    | 0.00%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                          | Hyatt Hotels Corp                                                                | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76415.76     | 0.00%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                                               | Hydro-Quebec                                                                     | CUSIP: 448814DF7<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $119894.68    | 0.00%             | 2030-04-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                    | Hyundai Capital America                                                          | CUSIP: 44891ABL0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213577.12    | 0.00%             | 2030-04-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                    | Hyundai Capital America                                                          | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    345000 | PA      | $335366.89    | 0.01%             | 2027-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                    | Hyundai Capital America                                                          | CUSIP: 44891ABT3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    340000 | PA      | $325326.99    | 0.01%             | 2028-01-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                    | Hyundai Capital America                                                          | CUSIP: 44891ABX4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    295000 | PA      | $280441.38    | 0.01%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                    | Hyundai Capital America                                                          | CUSIP: 44891ACA3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    365000 | PA      | $346123.02    | 0.01%             | 2028-09-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                    | Hyundai Capital America                                                          | CUSIP: 44891ACD7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    327000 | PA      | $336248.83    | 0.01%             | 2028-03-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                    | Hyundai Capital America                                                          | CUSIP: 44891ACE5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    165000 | PA      | $172876.88    | 0.00%             | 2030-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                    | Hyundai Capital America                                                          | CUSIP: 44891ACH8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    570000 | PA      | $588513.59    | 0.01%             | 2028-06-26      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                    | Hyundai Capital America                                                          | CUSIP: 44891ACJ4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    175000 | PA      | $183081.71    | 0.00%             | 2030-06-26      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                    | Hyundai Capital America                                                          | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    315000 | PA      | $329245.99    | 0.01%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                    | Hyundai Capital America                                                          | CUSIP: 44891ACP0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    190000 | PA      | $202725.08    | 0.00%             | 2030-09-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                    | Hyundai Capital America                                                          | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    295000 | PA      | $312796.07    | 0.01%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                    | Hyundai Capital America                                                          | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106262.27    | 0.00%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                    | Hyundai Capital America                                                          | CUSIP: 44891ACU9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164542.74    | 0.00%             | 2029-01-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                    | Hyundai Capital America                                                          | CUSIP: 44891ACX3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    205000 | PA      | $207732.65    | 0.00%             | 2027-03-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                    | Hyundai Capital America                                                          | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    185000 | PA      | $190654.53    | 0.00%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                    | Hyundai Capital America                                                          | CUSIP: 44891ADB0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203189.38    | 0.00%             | 2027-06-24      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                    | Hyundai Capital America                                                          | CUSIP: 44891ADC8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    215000 | PA      | $221655.62    | 0.00%             | 2029-06-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                    | Hyundai Capital America                                                          | CUSIP: 44891ADF1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    195000 | PA      | $195538.38    | 0.00%             | 2027-09-24      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                    | Hyundai Capital America                                                          | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251817.06    | 0.01%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                    | Hyundai Capital America                                                          | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202600.57    | 0.00%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                    | Hyundai Capital America                                                          | CUSIP: 44891ADL8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    370000 | PA      | $375999.70    | 0.01%             | 2028-01-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                    | Hyundai Capital America                                                          | CUSIP: 44891ADM6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    275000 | PA      | $283481.03    | 0.01%             | 2030-01-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                    | Hyundai Capital America                                                          | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161365.36    | 0.00%             | 2027-03-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                    | Hyundai Capital America                                                          | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205069.45    | 0.00%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                    | Hyundai Capital America                                                          | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85888.14     | 0.00%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                    | Hyundai Capital America                                                          | CUSIP: 44891ADV6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152500.85    | 0.00%             | 2028-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                    | Hyundai Capital America                                                          | CUSIP: 44891ADW4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    190000 | PA      | $194533.28    | 0.00%             | 2030-06-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                    | Hyundai Capital America                                                          | CUSIP: 44891ADZ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200199.27    | 0.00%             | 2028-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                    | Hyundai Capital America                                                          | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119994.13    | 0.00%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                    | Hyundai Capital America                                                          | CUSIP: 44891AED5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110100.61    | 0.00%             | 2029-01-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                    | Hyundai Capital America                                                          | CUSIP: 44891AEE3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150108.74    | 0.00%             | 2031-01-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                             | Hyundai Auto Receivables Trust 2024-C                                            | CUSIP: 448976AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1535000 | PA      | $1545506.37   | 0.03%             | 2029-05-15      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                                                       | IBM International Capital Pte Ltd                                                | CUSIP: 449276AB0<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    210000 | PA      | $211414.13    | 0.00%             | 2027-02-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                                                       | IBM International Capital Pte Ltd                                                | CUSIP: 449276AC8<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    180000 | PA      | $182899.94    | 0.00%             | 2029-02-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                       | IHO Verwaltungs GmbH                                                             | CUSIP: 44963BAD0<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    140000 | PA      | $141691.63    | 0.00%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                       | IHO Verwaltungs GmbH                                                             | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $210524.23    | 0.00%             | 2030-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                          | Iliad Holding SAS                                                                | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    275000 | PA      | $277872.28    | 0.01%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                          | INEOS Finance PLC                                                                | CUSIP: 44984WAH0<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    155000 | PA      | $136868.88    | 0.00%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                          | INEOS Finance PLC                                                                | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $221048.11    | 0.00%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                           | ITT Holdings LLC                                                                 | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    425000 | PA      | $409765.06    | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                      | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    432900 | PA      | $428044.38    | 0.01%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                      | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $216177.68    | 0.00%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                      | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $216299.84    | 0.00%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                      | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $214610.15    | 0.00%             | 2030-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                      | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $373319.60    | 0.01%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ICICI BANK LTD/DUBAI                                                       | ICICI Bank Ltd/Dubai                                                             | CUSIP: 45112FAM8<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $198209.29    | 0.00%             | 2027-12-14      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                                   | Icon Investments Six DAC                                                         | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    210000 | PA      | $213901.12    | 0.00%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                                   | Icon Investments Six DAC                                                         | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    230000 | PA      | $239570.50    | 0.01%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                                                  | IDEX Corp                                                                        | CUSIP: 45167RAG9<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142022.42    | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                                                  | IDEX Corp                                                                        | CUSIP: 45167RAJ3<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163361.02    | 0.00%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                   | iHeartCommunications Inc                                                         | CUSIP: 45174HBG1<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     95000 | PA      | $87079.31     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| IHEARTCOMMUNICATIONS INC                                                   | iHeartCommunications Inc                                                         | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    201750 | PA      | $190676.72    | 0.00%             | 2029-05-01      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                   | iHeartCommunications Inc                                                         | CUSIP: 45174HBL0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    216000 | PA      | $178750.63    | 0.00%             | 2030-05-01      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                   | iHeartCommunications Inc                                                         | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    195000 | PA      | $166580.14    | 0.00%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                               | Illumina Inc                                                                     | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144123.23    | 0.00%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                               | Illumina Inc                                                                     | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126274.91    | 0.00%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                                          | Imola Merger Corp                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $590801.37    | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                    | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAC7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    285000 | PA      | $280522.36    | 0.01%             | 2029-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                    | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    375000 | PA      | $385554.12    | 0.01%             | 2027-07-27      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                    | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    395000 | PA      | $409746.54    | 0.01%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                    | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201779.93    | 0.00%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Incora Top Holdco LLC                                                      | Incora Top Holdco LLC                                                            | CUSIP: 45338U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6956 | NS      | $41388.20     | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| CRESCENT ENERGY FINANCE                                                    | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAH6<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95097.62     | 0.00%             | 2029-07-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE                                                     | Indian Railway Finance Corp Ltd                                                  | CUSIP: 45434M2A9<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $190344.63    | 0.00%             | 2030-02-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                     | Indiana Michigan Power Co                                                        | CUSIP: 454889AS5<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99833.84     | 0.00%             | 2028-05-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                   | Indonesia Government International Bonds                                         | CUSIP: 455780CD6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    600000 | PA      | $594900.38    | 0.01%             | 2028-01-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                   | Indonesia Government International Bonds                                         | CUSIP: 455780CH7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $406540.24    | 0.01%             | 2029-02-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                      | Indonesia Government International Bond                                          | CUSIP: 455780CK0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $194713.26    | 0.00%             | 2029-09-18      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                   | Indonesia Government International Bonds                                         | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $378146.04    | 0.01%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                   | Indonesia Government International Bonds                                         | CUSIP: 455780CS3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $392155.03    | 0.01%             | 2030-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                      | Indonesia Government International Bond                                          | CUSIP: 455780DM5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    300000 | PA      | $300783.91    | 0.01%             | 2027-09-20      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                   | Indonesia Government International Bonds                                         | CUSIP: 455780DQ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $403721.44    | 0.01%             | 2028-01-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                      | Indonesia Government International Bond                                          | CUSIP: 455780DT0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $201223.41    | 0.00%             | 2029-03-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                      | Indonesia Government International Bond                                          | CUSIP: 455780DZ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $206813.80    | 0.00%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IND & COMM BK CHINA/NY                                                     | Industrial & Commercial Bank of China Ltd/New York NY                            | CUSIP: 45580KAK4<br>LEI: 5493002ERZU2K9PZDL40 | Long             | DBT              | CORP              | CN        |    250000 | PA      | $248343.76    | 0.01%             | 2027-11-08      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL BANK OF KOREA                                                   | Industrial Bank of Korea                                                         | CUSIP: 45604HAN7<br>LEI: 988400RBIWE3YA18PK12 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $207959.60    | 0.00%             | 2028-10-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL BANK OF KOREA                                                   | Industrial Bank of Korea                                                         | CUSIP: 45604HAQ0<br>LEI: 988400RBIWE3YA18PK12 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $201270.30    | 0.00%             | 2029-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL BANK OF KOREA                                                   | Industrial Bank of Korea                                                         | CUSIP: 45604HAS6<br>LEI: 988400RBIWE3YA18PK12 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $202619.10    | 0.00%             | 2030-06-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                                    | INEOS Quattro Finance 2 Plc                                                      | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |    155000 | PA      | $123035.15    | 0.00%             | 2029-03-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| INFRABUILD AUSTRALIA PTY                                                   | Infrabuild Australia Pty Ltd                                                     | CUSIP: 45682RAC4<br>LEI: 549300W2CPB5W6GFH859 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $106372.90    | 0.00%             | 2028-11-15      | Fixed         | 14.50%                | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                               | ING Groep NV                                                                     | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    460000 | PA      | $460271.79    | 0.01%             | 2027-03-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                               | ING Groep NV                                                                     | CUSIP: 456837AM5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    355000 | PA      | $359383.98    | 0.01%             | 2028-10-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                               | ING Groep NV                                                                     | CUSIP: 456837AQ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    455000 | PA      | $453788.99    | 0.01%             | 2029-04-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                               | ING Groep NV                                                                     | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    425000 | PA      | $425167.01    | 0.01%             | 2028-03-28      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                               | ING Groep NV                                                                     | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    385000 | PA      | $397104.91    | 0.01%             | 2030-03-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                               | ING Groep NV                                                                     | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $203146.24    | 0.00%             | 2029-03-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                               | ING Groep NV                                                                     | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    385000 | PA      | $394218.46    | 0.01%             | 2031-03-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                                         | Trane Technologies Financing Ltd                                                 | CUSIP: 456873AD0<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    180000 | PA      | $179317.80    | 0.00%             | 2029-03-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES HOLDC                                                   | Trane Technologies Holdco Inc                                                    | CUSIP: 45687AAP7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    205000 | PA      | $204930.28    | 0.00%             | 2028-08-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                         | Ingersoll Rand Inc                                                               | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    180000 | PA      | $186053.32    | 0.00%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                         | Ingersoll Rand Inc                                                               | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    295000 | PA      | $299634.62    | 0.01%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                         | Ingersoll Rand Inc                                                               | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    220000 | PA      | $227459.56    | 0.00%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                                              | Ingevity Corp                                                                    | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |    180000 | PA      | $174955.23    | 0.00%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                                                              | Ingredion Inc                                                                    | CUSIP: 457187AC6<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    155000 | PA      | $146230.33    | 0.00%             | 2030-06-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| INNOPHOS HOLDINGS INC                                                      | Innophos Holdings Inc                                                            | CUSIP: 45774NAD0<br>LEI: XQ0331QX53IRX25OY417 | Long             | DBT              | CORP              | US        |    160825 | PA      | $158819.57    | 0.00%             | 2029-06-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| INNOVATE CORP                                                              | INNOVATE Corp                                                                    | CUSIP: 45784JAB1<br>LEI: 549300S6O246JWQQ1K58 | Long             | DBT              | CORP              | US        |     18232 | PA      | $15628.36     | 0.00%             | 2027-02-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                 | Intel Corp                                                                       | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    320000 | PA      | $316668.17    | 0.01%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                 | Intel Corp                                                                       | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    645000 | PA      | $603766.29    | 0.01%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                 | Intel Corp                                                                       | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    509000 | PA      | $507601.95    | 0.01%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                 | Intel Corp                                                                       | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    590000 | PA      | $578851.96    | 0.01%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                 | Intel Corp                                                                       | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    275000 | PA      | $259144.83    | 0.01%             | 2028-08-12      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                 | Intel Corp                                                                       | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    550000 | PA      | $547709.05    | 0.01%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                 | Intel Corp                                                                       | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    285000 | PA      | $282967.88    | 0.01%             | 2029-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                 | Intel Corp                                                                       | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    565000 | PA      | $573924.23    | 0.01%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                 | Intel Corp                                                                       | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    415000 | PA      | $425469.15    | 0.01%             | 2030-02-10      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                    | Inter-American Development Bank                                                  | CUSIP: 45818WGB6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      5000 | PA      | $5041.39      | 0.00%             | 2030-01-22      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                    | Inter-American Development Bank                                                  | CUSIP: 4581X0CY2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    555000 | PA      | $545697.45    | 0.01%             | 2027-07-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                    | Inter-American Development Bank                                                  | CUSIP: 4581X0DC9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    630000 | PA      | $622187.87    | 0.01%             | 2028-09-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                    | Inter-American Development Bank                                                  | CUSIP: 4581X0DG0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1160000 | PA      | $1108017.71   | 0.02%             | 2029-06-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                    | Inter-American Development Bank                                                  | CUSIP: 4581X0DQ8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    345000 | PA      | $329027.17    | 0.01%             | 2027-09-16      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                    | Inter-American Development Bank                                                  | CUSIP: 4581X0DX3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    340000 | PA      | $320165.45    | 0.01%             | 2028-07-20      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                    | Inter-American Development Bank                                                  | CUSIP: 4581X0EB0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    190000 | PA      | $186314.53    | 0.00%             | 2027-01-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                    | Inter-American Development Bank                                                  | CUSIP: 4581X0EF1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    255000 | PA      | $253361.40    | 0.01%             | 2029-09-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                    | Inter-American Development Bank                                                  | CUSIP: 4581X0EH7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   3490000 | PA      | $3517234.28   | 0.07%             | 2028-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                    | Inter-American Development Bank                                                  | CUSIP: 4581X0EM6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    370000 | PA      | $372620.08    | 0.01%             | 2027-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| INTER-AMERICAN DEVEL BK                                                    | Inter-American Development Bank                                                  | CUSIP: 4581X0EN4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1625000 | PA      | $1647079.25   | 0.03%             | 2029-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                    | Inter-American Development Bank                                                  | CUSIP: 4581X0ES3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1625000 | PA      | $1671175.51   | 0.04%             | 2030-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                    | Inter-American Development Bank                                                  | CUSIP: 4581X0EV6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $199985.55    | 0.00%             | 2030-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                                   | Inter-American Investment Corp                                                   | CUSIP: 45828Q2B2<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |    160000 | PA      | $161306.06    | 0.00%             | 2028-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                                   | Inter-American Investment Corp                                                   | CUSIP: 45828Q2C0<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |    875000 | PA      | $897609.42    | 0.02%             | 2028-09-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                                   | Inter-American Investment Corp                                                   | CUSIP: 45828Q2D8<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |    465000 | PA      | $471801.87    | 0.01%             | 2029-02-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                                   | Inter-American Investment Corp                                                   | CUSIP: 45828Q2E6<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |    360000 | PA      | $359418.59    | 0.01%             | 2027-02-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                                   | Inter-American Investment Corp                                                   | CUSIP: 45828Q2F3<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |    340000 | PA      | $344994.85    | 0.01%             | 2030-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                   | Intercontinental Exchange Inc                                                    | CUSIP: 45865VAA8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75060.85     | 0.00%             | 2028-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                   | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAF1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24729.46     | 0.00%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                   | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAJ3<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119410.64    | 0.00%             | 2028-09-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                   | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $366791.62    | 0.01%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                   | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    725000 | PA      | $726988.00    | 0.02%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                   | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    435000 | PA      | $439256.38    | 0.01%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                   | Intercontinental Exchange Inc                                                    | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    365000 | PA      | $362165.06    | 0.01%             | 2028-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                    | International Bank for Reconstruction & Development                              | CUSIP: 459058GE7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    720000 | PA      | $706609.86    | 0.01%             | 2027-11-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                    | International Bank for Reconstruction & Development                              | CUSIP: 459058HJ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    790000 | PA      | $736722.59    | 0.02%             | 2029-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                    | International Bank for Reconstruction & Development                              | CUSIP: 459058JC8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1095000 | PA      | $971029.12    | 0.02%             | 2030-05-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                    | International Bank for Reconstruction & Development                              | CUSIP: 459058JG9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $872665.16    | 0.02%             | 2030-08-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                    | International Bank for Reconstruction & Development                              | CUSIP: 459058JN4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1435000 | PA      | $1364667.03   | 0.03%             | 2027-11-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                    | International Bank for Reconstruction & Development                              | CUSIP: 459058JW4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2094000 | PA      | $1996427.79   | 0.04%             | 2028-04-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                    | International Bank for Reconstruction & Development                              | CUSIP: 459058JZ7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1455000 | PA      | $1365561.70   | 0.03%             | 2028-09-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                    | International Bank for Reconstruction & Development                              | CUSIP: 459058KJ1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   3500000 | PA      | $3478620.46   | 0.07%             | 2027-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                    | International Bank for Reconstruction & Development                              | CUSIP: 459058KL6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    360000 | PA      | $359095.80    | 0.01%             | 2029-09-21      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                                                    | International Bank for Reconstruction & Development                              | CUSIP: 459058KQ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1830000 | PA      | $1839512.52   | 0.04%             | 2030-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                    | International Bank for Reconstruction & Development                              | CUSIP: 459058KT9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2285000 | PA      | $2279215.89   | 0.05%             | 2028-07-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                    | International Bank for Reconstruction & Development                              | CUSIP: 459058KU6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1310000 | PA      | $1320339.96   | 0.03%             | 2030-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                    | International Bank for Reconstruction & Development                              | CUSIP: 459058KW2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1715000 | PA      | $1756261.68   | 0.04%             | 2028-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                    | International Bank for Reconstruction & Development                              | CUSIP: 459058LN1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1615000 | PA      | $1624501.71   | 0.03%             | 2029-10-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                    | International Bank for Reconstruction & Development                              | CUSIP: 459058LR2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   3615000 | PA      | $3666393.62   | 0.08%             | 2030-03-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                    | International Bank for Reconstruction & Development                              | CUSIP: 459058LT8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     20000 | PA      | $20015.73     | 0.00%             | 2028-05-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                    | International Bank for Reconstruction & Development                              | CUSIP: 459058LY7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   3000000 | PA      | $2960055.45   | 0.06%             | 2030-10-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                    | International Bank for Reconstruction & Development                              | CUSIP: 45906M4E8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     25000 | PA      | $25073.89     | 0.00%             | 2028-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                   | International Business Machines Corp                                             | CUSIP: 459200AR2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67251.00     | 0.00%             | 2027-08-01      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                   | International Business Machines Corp                                             | CUSIP: 459200JR3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124450.48    | 0.00%             | 2027-01-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                   | International Business Machines Corp                                             | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    950000 | PA      | $934414.40    | 0.02%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                   | International Business Machines Corp                                             | CUSIP: 459200KH3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    145000 | PA      | $141178.02    | 0.00%             | 2027-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                   | International Business Machines Corp                                             | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    415000 | PA      | $378452.09    | 0.01%             | 2030-05-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                   | International Business Machines Corp                                             | CUSIP: 459200KM2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    313000 | PA      | $308049.31    | 0.01%             | 2027-02-09      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                   | International Business Machines Corp                                             | CUSIP: 459200KT7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    355000 | PA      | $356710.31    | 0.01%             | 2027-07-27      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                   | International Business Machines Corp                                             | CUSIP: 459200KX8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    435000 | PA      | $440445.49    | 0.01%             | 2028-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                   | International Business Machines Corp                                             | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253749.90    | 0.01%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                   | International Business Machines Corp                                             | CUSIP: 459200LG4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    305000 | PA      | $311747.60    | 0.01%             | 2030-02-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                   | International Business Machines Corp                                             | CUSIP: 459200LQ2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200148.20    | 0.00%             | 2029-02-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                   | International Business Machines Corp                                             | CUSIP: 459200LR0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199889.79    | 0.00%             | 2031-02-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                                     | International Development Association                                            | CUSIP: 45939E2A7<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |    905000 | PA      | $933026.49    | 0.02%             | 2028-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                                     | International Development Association                                            | CUSIP: 45939E2C3<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |   1175000 | PA      | $1200859.27   | 0.03%             | 2029-11-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                                     | International Development Association                                            | CUSIP: 45939E2E9<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |    595000 | PA      | $599127.39    | 0.01%             | 2030-06-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                                     | International Development Association                                            | CUSIP: 45939EAC4<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |    100000 | PA      | $87453.43     | 0.00%             | 2030-12-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                                     | International Development Association                                            | CUSIP: 45939FAA5<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |   1345000 | PA      | $1372755.82   | 0.03%             | 2029-06-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                   | International Flavors & Fragrances Inc                                           | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75342.31     | 0.00%             | 2028-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                   | International Flavors & Fragrances Inc                                           | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288637.52    | 0.01%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                          | International Finance Corp                                                       | CUSIP: 45950KCU2<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |     50000 | PA      | $43616.65     | 0.00%             | 2030-08-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                          | International Finance Corp                                                       | CUSIP: 45950KDD9<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    905000 | PA      | $923694.23    | 0.02%             | 2028-07-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                          | International Finance Corp                                                       | CUSIP: 45950KDF4<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    265000 | PA      | $266734.85    | 0.01%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                          | International Finance Corp                                                       | CUSIP: 45950KDH0<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    815000 | PA      | $829687.68    | 0.02%             | 2029-07-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                          | International Finance Corp                                                       | CUSIP: 45950KDK3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    230000 | PA      | $234000.72    | 0.00%             | 2028-01-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                          | International Finance Corp                                                       | CUSIP: 45950VUS3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   1020000 | PA      | $1022629.77   | 0.02%             | 2030-07-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC                                                     | Brightstar Lottery PLC                                                           | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199773.19    | 0.00%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                   | Interstate Power and Light Co                                                    | CUSIP: 461070AP9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    235000 | PA      | $235416.77    | 0.00%             | 2028-09-26      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                   | Interstate Power and Light Co                                                    | CUSIP: 461070AQ7<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172114.02    | 0.00%             | 2029-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                   | Interstate Power and Light Co                                                    | CUSIP: 461070AS3<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36863.00     | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                        | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HBB2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     30000 | PA      | $29945.15     | 0.00%             | 2027-07-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                        | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HBD8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    180000 | PA      | $178859.91    | 0.00%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                        | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HBL0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    210000 | PA      | $207857.83    | 0.00%             | 2029-09-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                 | Intuit Inc                                                                       | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101528.15    | 0.00%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                 | Intuit Inc                                                                       | CUSIP: 46124HAD8<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    155000 | PA      | $139206.36    | 0.00%             | 2030-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                 | Intuit Inc                                                                       | CUSIP: 46124HAF3<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    295000 | PA      | $303589.05    | 0.01%             | 2028-09-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                        | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    215000 | PA      | $204364.05    | 0.00%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                        | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAE2<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     25000 | PA      | $25903.62     | 0.00%             | 2030-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                                       | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $189781.41    | 0.00%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                                       | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $193047.69    | 0.00%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                                       | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $187009.40    | 0.00%             | 2028-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                                       | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $190727.47    | 0.00%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                                       | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $191990.55    | 0.00%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                     | IPALCO Enterprises Inc                                                           | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    165000 | PA      | $161717.31    | 0.00%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                  | IQVIA Inc                                                                        | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    365000 | PA      | $365097.79    | 0.01%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                  | IQVIA Inc                                                                        | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    225000 | PA      | $231883.55    | 0.00%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                  | IQVIA Inc                                                                        | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155528.54    | 0.00%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                  | IQVIA Inc                                                                        | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    400000 | PA      | $420927.18    | 0.01%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                          | Iron Mountain Inc                                                                | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    310000 | PA      | $309663.01    | 0.01%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                          | Iron Mountain Inc                                                                | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    255000 | PA      | $254842.06    | 0.01%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                          | Iron Mountain Inc                                                                | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    300000 | PA      | $295817.75    | 0.01%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                          | Iron Mountain Inc                                                                | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    175000 | PA      | $174391.90    | 0.00%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                          | Iron Mountain Inc                                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    385000 | PA      | $381083.08    | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                          | Iron Mountain Inc                                                                | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    415000 | PA      | $426529.30    | 0.01%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IRIS HOLDING INC                                                           | Iris Holding Inc                                                                 | CUSIP: 462914AA0<br>LEI: 54930013SPZ2NB3I3V40 | Long             | DBT              | CORP              | US        |    130000 | PA      | $117869.21    | 0.00%             | 2028-12-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                            | Israel Government International Bond                                             | CUSIP: 46513JB34<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    600000 | PA      | $557887.07    | 0.01%             | 2030-07-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                            | State of Israel                                                                  | CUSIP: 46513JXM8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $185680.81    | 0.00%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                            | Israel Government International Bond                                             | CUSIP: 46513YJH2<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    600000 | PA      | $588998.32    | 0.01%             | 2028-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                            | Israel Government International Bond                                             | CUSIP: 46514BRN9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    600000 | PA      | $616088.44    | 0.01%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                            | Israel Government International Bond                                             | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    800000 | PA      | $825555.03    | 0.02%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                       | Republic of Italy Government International Bond                                  | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     10000 | PA      | $9612.19      | 0.00%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ITAU UNIBANCO HLDG SA/KY                                                   | Itau Unibanco Holding SA/Cayman Island                                           | CUSIP: 46556W2E9<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | BR        |    400000 | PA      | $415002.80    | 0.01%             | 2030-02-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| ITHACA ENERGY NORTH                                                        | Ithaca Energy North Sea PLC                                                      | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $240825.78    | 0.01%             | 2029-10-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                                          | ITC Holdings Corp                                                                | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19806.10     | 0.00%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                                          | ITC Holdings Corp                                                                | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188912.85    | 0.00%             | 2030-05-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                                          | ITC Holdings Corp                                                                | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    530000 | PA      | $536400.31    | 0.01%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                   | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    105000 | PA      | $101463.29    | 0.00%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                                   | JH North America Holdings Inc                                                    | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10175.30     | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                              | CUSIP: 46625HNJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    265000 | PA      | $266892.20    | 0.01%             | 2027-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                              | CUSIP: 46625HRX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    355000 | PA      | $353400.00    | 0.01%             | 2027-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                              | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    915000 | PA      | $913179.34    | 0.02%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                  | Jabil Inc                                                                        | CUSIP: 466313AH6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129763.49    | 0.00%             | 2028-01-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                  | Jabil Inc                                                                        | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145222.66    | 0.00%             | 2030-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                  | Jabil Inc                                                                        | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    207000 | PA      | $207575.68    | 0.00%             | 2027-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    767000 | PA      | $762896.43    | 0.02%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    830000 | PA      | $821940.31    | 0.02%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    765000 | PA      | $764346.45    | 0.02%             | 2029-04-23      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    795000 | PA      | $797754.17    | 0.02%             | 2029-07-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    815000 | PA      | $822753.81    | 0.02%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    823000 | PA      | $811342.65    | 0.02%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1145176.77   | 0.02%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    975000 | PA      | $982280.81    | 0.02%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1038327.38   | 0.02%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    900000 | PA      | $847833.34    | 0.02%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    490000 | PA      | $478664.10    | 0.01%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133272.48    | 0.00%             | 2031-11-19      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    760000 | PA      | $726686.33    | 0.02%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    590000 | PA      | $583674.29    | 0.01%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    951000 | PA      | $954871.86    | 0.02%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    710000 | PA      | $718431.31    | 0.02%             | 2030-06-14      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1062882.63   | 0.02%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    795000 | PA      | $818114.06    | 0.02%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    765000 | PA      | $803926.82    | 0.02%             | 2029-10-23      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    670000 | PA      | $676884.97    | 0.01%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    855000 | PA      | $876651.34    | 0.02%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    815000 | PA      | $830366.10    | 0.02%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    925000 | PA      | $963696.98    | 0.02%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    845000 | PA      | $867117.88    | 0.02%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    810000 | PA      | $821458.40    | 0.02%             | 2028-07-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    725000 | PA      | $731568.38    | 0.02%             | 2028-10-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    860000 | PA      | $871917.16    | 0.02%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    690000 | PA      | $702399.96    | 0.01%             | 2029-01-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    875000 | PA      | $902482.67    | 0.02%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    795000 | PA      | $819368.31    | 0.02%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    680000 | PA      | $676259.48    | 0.01%             | 2031-10-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    505000 | PA      | $503821.32    | 0.01%             | 2032-01-22      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JW ALUMINUM CONT CAST CO                                                   | JW Aluminum Continuous Cast Co                                                   | CUSIP: 46648XAB4<br>LEI: 5493008HJ8BWQC8XAF08 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114721.57    | 0.00%             | 2030-04-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| JABIL INC                                                                  | Jabil Inc                                                                        | CUSIP: 46656PAA2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144752.09    | 0.00%             | 2029-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                  | Jabil Inc                                                                        | CUSIP: 46656PAC8<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119954.14    | 0.00%             | 2029-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                      | Jackson Financial Inc                                                            | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146926.69    | 0.00%             | 2027-06-08      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                                                   | Jackson National Life Global Funding                                             | CUSIP: 46849CJP7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151867.79    | 0.00%             | 2028-06-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                                                   | Jackson National Life Global Funding                                             | CUSIP: 46849LTL5<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52529.19     | 0.00%             | 2029-06-21      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| JACKSON NATL LIFE GLOBAL                                                   | Jackson National Life Global Funding                                             | CUSIP: 46849LUY5<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    185000 | PA      | $188722.81    | 0.00%             | 2028-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                                                   | Jackson National Life Global Funding                                             | CUSIP: 46849LVB4<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225594.77    | 0.00%             | 2029-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                                                   | Jackson National Life Global Funding                                             | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151358.02    | 0.00%             | 2027-01-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                                                   | Jackson National Life Global Funding                                             | CUSIP: 46849LVE8<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174882.46    | 0.00%             | 2030-01-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                                                   | Jackson National Life Global Funding                                             | CUSIP: 46849LVH1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239266.63    | 0.01%             | 2030-09-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                                                   | Jacobs Engineering Group Inc                                                     | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    235000 | PA      | $247051.93    | 0.01%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                                   | Jacobs Entertainment Inc                                                         | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153055.65    | 0.00%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                                                   | Jaguar Land Rover Automotive PLC                                                 | CUSIP: 47010BAF1<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    155000 | PA      | $153675.61    | 0.00%             | 2027-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                                                   | Jaguar Land Rover Automotive PLC                                                 | CUSIP: 47010BAK0<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    175000 | PA      | $174941.51    | 0.00%             | 2028-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                                                   | Jaguar Land Rover Automotive PLC                                                 | CUSIP: 47010BAM6<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    160000 | PA      | $160110.06    | 0.00%             | 2029-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jamaica Government International Bonds                                     | Jamaica Government International Bonds                                           | CUSIP: 470160CA8<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |    400000 | PA      | $411519.27    | 0.01%             | 2028-04-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JAMES HARDIE INTL FIN                                                      | James Hardie International Finance DAC                                           | CUSIP: 47032FAB5<br>LEI: 635400G32A4Q1LVQ8M88 | Long             | DBT              | CORP              | IE        |     70000 | PA      | $69876.35     | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                    | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $172035.91    | 0.00%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                    | Japan Bank for International Cooperation                                         | CUSIP: 471048BE7<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    245000 | PA      | $242112.74    | 0.01%             | 2027-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                    | Japan Bank for International Cooperation                                         | CUSIP: 471048BM9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    881000 | PA      | $869784.23    | 0.02%             | 2027-07-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                    | Japan Bank for International Cooperation                                         | CUSIP: 471048BQ0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    540000 | PA      | $530599.45    | 0.01%             | 2027-11-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                    | Japan Bank for International Cooperation                                         | CUSIP: 471048BT4<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    416000 | PA      | $410780.94    | 0.01%             | 2028-07-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                    | Japan Bank for International Cooperation                                         | CUSIP: 471048CQ9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    425000 | PA      | $404262.81    | 0.01%             | 2029-02-16      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                    | Japan Bank for International Cooperation                                         | CUSIP: 471048CX4<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1995000 | PA      | $2033408.82   | 0.04%             | 2028-07-19      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                    | Japan Bank for International Cooperation                                         | CUSIP: 471048DB1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    490000 | PA      | $495928.22    | 0.01%             | 2027-07-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                    | Japan International Cooperation Agency                                           | CUSIP: 47109LAB0<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    500000 | PA      | $493379.64    | 0.01%             | 2027-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                    | Japan International Cooperation Agency                                           | CUSIP: 47109LAF1<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    670000 | PA      | $665322.54    | 0.01%             | 2027-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                    | Japan International Cooperation Agency                                           | CUSIP: 47109LAG9<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    650000 | PA      | $652032.76    | 0.01%             | 2028-05-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                    | Japan International Cooperation Agency                                           | CUSIP: 47109LAJ3<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    300000 | PA      | $303020.33    | 0.01%             | 2030-05-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                          | Japan Tobacco Inc                                                                | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $254754.68    | 0.01%             | 2028-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                          | Japan Tobacco Inc                                                                | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $258299.89    | 0.01%             | 2030-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JD.COM INC                                                                 | JD.com Inc                                                                       | CUSIP: 47215PAE6<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |    235000 | PA      | $228347.80    | 0.00%             | 2030-01-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                                        | Jazz Securities DAC                                                              | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |    450000 | PA      | $442912.50    | 0.01%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JDE PEET'S NV                                                              | JDE Peet's NV                                                                    | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    265000 | PA      | $258329.79    | 0.01%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                    | Jefferies Financial Group Inc                                                    | CUSIP: 472319AE2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    147000 | PA      | $151520.66    | 0.00%             | 2027-06-08      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                                                   | Jefferies Finance LLC / JFIN Co-Issuer Corp                                      | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $329591.49    | 0.01%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                    | Jefferies Financial Group Inc                                                    | CUSIP: 47233JAG3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231692.90    | 0.00%             | 2027-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                    | Jefferies Financial Group Inc                                                    | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    335000 | PA      | $330524.27    | 0.01%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                    | Jefferies Financial Group Inc                                                    | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    390000 | PA      | $405355.13    | 0.01%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                                   | Jefferson Capital Holdings LLC                                                   | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $131340.08    | 0.00%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                                   | Jefferson Capital Holdings LLC                                                   | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $152843.09    | 0.00%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| JELD-WEN INC                                                               | JELD-WEN Inc                                                                     | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    125000 | PA      | $109797.05    | 0.00%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| JERSEY CENTRAL PWR & LT                                                    | Jersey Central Power & Light Co                                                  | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144943.18    | 0.00%             | 2029-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                                                     | John Deere Owner Trust 2024-C                                                    | CUSIP: 477911AD3<br>LEI: 549300MS3JZB0OWONQ39 | Long             | ABS-O            | CORP              | US        |   1430000 | PA      | $1434559.13   | 0.03%             | 2029-06-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                   | Johnson Controls International plc / Tyco Fire & Security Finance SCA            | CUSIP: 477921AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    240000 | PA      | $250109.67    | 0.01%             | 2029-04-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                                                     | John Deere Owner Trust 2024                                                      | CUSIP: 47800RAD5<br>LEI: 549300MS3JZB0OWONQ39 | Long             | ABS-O            | CORP              | US        |    299846 | PA      | $302025.08    | 0.01%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                          | Johnson & Johnson                                                                | CUSIP: 478160AJ3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    300000 | PA      | $331317.37    | 0.01%             | 2029-09-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                          | Johnson & Johnson                                                                | CUSIP: 478160CE2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    285000 | PA      | $283020.44    | 0.01%             | 2027-03-03      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                          | Johnson & Johnson                                                                | CUSIP: 478160CK8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    560000 | PA      | $552695.52    | 0.01%             | 2028-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                          | Johnson & Johnson                                                                | CUSIP: 478160CP7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    420000 | PA      | $403151.41    | 0.01%             | 2027-09-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                          | Johnson & Johnson                                                                | CUSIP: 478160CQ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    525000 | PA      | $468018.15    | 0.01%             | 2030-09-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                          | Johnson & Johnson                                                                | CUSIP: 478160CU6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    420000 | PA      | $433207.49    | 0.01%             | 2029-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                          | Johnson & Johnson                                                                | CUSIP: 478160DG6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    230000 | PA      | $232173.63    | 0.00%             | 2027-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                          | Johnson & Johnson                                                                | CUSIP: 478160DH4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193391.48    | 0.00%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                          | Johnson & Johnson                                                                | CUSIP: 478160DJ0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    420000 | PA      | $432195.43    | 0.01%             | 2030-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                   | Johnson Controls International plc / Tyco Fire & Security Finance SCA            | CUSIP: 47837RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     20000 | PA      | $17878.23     | 0.00%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JONES LANG LASALLE INC                                                     | Jones Lang LaSalle Inc                                                           | CUSIP: 48020QAB3<br>LEI: 6SYKCME112RT8TQUO411 | Long             | DBT              | CORP              | US        |    160000 | PA      | $170908.55    | 0.00%             | 2028-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                                                   | Jones Deslauriers Insurance Management Inc                                       | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $240441.14    | 0.01%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                                                             | Ziff Davis Inc                                                                   | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |    135000 | PA      | $127813.91    | 0.00%             | 2030-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                                                       | Juniper Networks Inc                                                             | CUSIP: 48203RAM6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    155000 | PA      | $151654.52    | 0.00%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                                               | KBC Group NV                                                                     | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    305000 | PA      | $314836.34    | 0.01%             | 2029-01-19      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                                               | KBC Group NV                                                                     | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    295000 | PA      | $300811.23    | 0.01%             | 2030-10-16      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                                               | KBC Group NV                                                                     | CUSIP: 48241FAE4<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    200000 | PA      | $199301.80    | 0.00%             | 2031-09-23      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| KBR INC                                                                    | KBR Inc                                                                          | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79018.74     | 0.00%             | 2028-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                   | KLA Corp                                                                         | CUSIP: 482480AG5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    270000 | PA      | $271034.58    | 0.01%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KFC HLD/PIZZA HUT/TACO                                                     | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC                   | CUSIP: 48250NAC9<br>LEI: 549300G2LG4YUB3MM115 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220436.85    | 0.00%             | 2027-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KKR GRP FIN CO VI LLC                                                      | KKR Group Finance Co VI LLC                                                      | CUSIP: 48252AAA9<br>LEI: 549300TUJWGHJM3FSJ07 | Long             | DBT              | CORP              | US        |    265000 | PA      | $260233.52    | 0.01%             | 2029-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KB HOME                                                                    | KB Home                                                                          | CUSIP: 48666KAX7<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132343.25    | 0.00%             | 2027-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KB HOME                                                                    | KB Home                                                                          | CUSIP: 48666KBA6<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154462.26    | 0.00%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HANA BANK                                                                  | KEB Hana Bank                                                                    | CUSIP: 48723TAC5<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $198447.74    | 0.00%             | 2027-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HANA BANK                                                                  | KEB Hana Bank                                                                    | CUSIP: 48723TAD3<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $209082.91    | 0.00%             | 2028-10-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE                                                   | KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc            | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $325003.05    | 0.01%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                  | Kellanova                                                                        | CUSIP: 487836BU1<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124100.15    | 0.00%             | 2027-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                  | Kellanova                                                                        | CUSIP: 487836BW7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    285000 | PA      | $287163.33    | 0.01%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KEMPER CORP                                                                | Kemper Corp                                                                      | CUSIP: 488401AC4<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4466.78      | 0.00%             | 2030-09-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| KEN GARFF AUTOMOTIVE LLC                                                   | Ken Garff Automotive LLC                                                         | CUSIP: 48850PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    152000 | PA      | $151039.45    | 0.00%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KENNAMETAL INC                                                             | Kennametal Inc                                                                   | CUSIP: 489170AE0<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70598.89     | 0.00%             | 2028-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                         | Kennedy-Wilson Inc                                                               | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    205000 | PA      | $200671.25    | 0.00%             | 2029-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                         | Kennedy-Wilson Inc                                                               | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    180000 | PA      | $172957.00    | 0.00%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                 | Kenvue Inc                                                                       | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    430000 | PA      | $439387.65    | 0.01%             | 2028-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                 | Kenvue Inc                                                                       | CUSIP: 49177JAH5<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    335000 | PA      | $344646.12    | 0.01%             | 2030-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                       | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAF7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    530000 | PA      | $534466.23    | 0.01%             | 2028-05-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                       | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    220000 | PA      | $209155.19    | 0.00%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                       | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    355000 | PA      | $351700.73    | 0.01%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                       | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAT7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    270000 | PA      | $275697.42    | 0.01%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                       | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAW0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166778.90    | 0.00%             | 2027-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                       | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145612.23    | 0.00%             | 2028-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                       | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155657.12    | 0.00%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KEDRION SPA                                                                | Kedrion SpA                                                                      | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |    250000 | PA      | $246994.48    | 0.01%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KEYBANK NATIONAL ASSN                                                      | Keybank National Association                                                     | CUSIP: 49306SAA4<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    270000 | PA      | $271664.26    | 0.01%             | 2027-12-14      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                    | KeyCorp                                                                          | CUSIP: 49326EEG4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275405.67    | 0.01%             | 2028-04-30      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                    | KeyCorp                                                                          | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    220000 | PA      | $208177.01    | 0.00%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                    | KeyCorp                                                                          | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    235000 | PA      | $230229.31    | 0.00%             | 2027-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                    | KeyCorp                                                                          | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230429.70    | 0.00%             | 2031-04-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| KEYBANK NATIONAL ASSN                                                      | Keybank National Association                                                     | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    415000 | PA      | $427549.78    | 0.01%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                      | Keysight Technologies Inc                                                        | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    280000 | PA      | $281501.42    | 0.01%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                      | Keysight Technologies Inc                                                        | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    160000 | PA      | $153358.21    | 0.00%             | 2029-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                      | Keysight Technologies Inc                                                        | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    210000 | PA      | $218427.30    | 0.00%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                           | Kilroy Realty LP                                                                 | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    140000 | PA      | $137552.65    | 0.00%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                           | Kilroy Realty LP                                                                 | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180931.86    | 0.00%             | 2028-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                           | Kilroy Realty LP                                                                 | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    175000 | PA      | $163218.13    | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                        | Kimberly-Clark Corp                                                              | CUSIP: 494368BY8<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170219.32    | 0.00%             | 2028-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                        | Kimberly-Clark Corp                                                              | CUSIP: 494368BZ5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    255000 | PA      | $249312.32    | 0.01%             | 2029-04-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                        | Kimberly-Clark Corp                                                              | CUSIP: 494368CB7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    305000 | PA      | $293090.22    | 0.01%             | 2030-03-26      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                        | Kimberly-Clark Corp                                                              | CUSIP: 494368CC5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    225000 | PA      | $215893.15    | 0.00%             | 2027-09-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| CATURUS ENERGY LLC                                                         | Caturus Energy LLC                                                               | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |    190000 | PA      | $198027.85    | 0.00%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                        | Kimco Realty OP LLC                                                              | CUSIP: 49446RAS8<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    155000 | PA      | $154927.15    | 0.00%             | 2027-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                        | Kimco Realty OP LLC                                                              | CUSIP: 49446RAX7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    375000 | PA      | $360314.09    | 0.01%             | 2028-03-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                          | Kinder Morgan Inc                                                                | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    430000 | PA      | $441280.65    | 0.01%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                          | Kinder Morgan Inc                                                                | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    480000 | PA      | $482977.59    | 0.01%             | 2028-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                          | Kinder Morgan Inc                                                                | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185494.34    | 0.00%             | 2029-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                          | Kinder Morgan Inc                                                                | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    610000 | PA      | $631222.45    | 0.01%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                        | Kinetik Holdings LP                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303760.70    | 0.01%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                        | Kinetik Holdings LP                                                              | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    310000 | PA      | $319353.81    | 0.01%             | 2028-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| KIRBY CORPORATION                                                          | Kirby Corp                                                                       | CUSIP: 497266AC0<br>LEI: I7NO6FZO5GUCG585T325 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140311.87    | 0.00%             | 2028-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORP                                                       | Kioxia Holdings Corp                                                             | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    265000 | PA      | $273929.20    | 0.01%             | 2030-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ADVANCION SCIENCES INC                                                     | Advancion Sciences Inc                                                           | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24720 | PA      | $21523.19     | 0.00%             | 2026-11-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                    | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    260000 | PA      | $269786.20    | 0.01%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                                                         | Kohl's Corp                                                                      | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    105000 | PA      | $114787.47    | 0.00%             | 2030-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| KOMMUNINVEST I SVERIGE                                                     | Kommuninvest I Sverige AB                                                        | CUSIP: 50046PCW3<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |     50000 | PA      | $50216.84     | 0.00%             | 2027-04-21      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                                          | Kommunalbanken AS                                                                | CUSIP: 50048MDF4<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |    910000 | PA      | $890874.83    | 0.02%             | 2027-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                                          | Kommunalbanken AS                                                                | CUSIP: 50048MDJ6<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |     70000 | PA      | $70463.49     | 0.00%             | 2028-01-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                                          | Kommunalbanken AS                                                                | CUSIP: 50048MDK3<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |   2010000 | PA      | $2049638.89   | 0.04%             | 2028-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                                          | Kommunalbanken AS                                                                | CUSIP: 50048MDM9<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |    500000 | PA      | $507546.89    | 0.01%             | 2029-01-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                                          | Kommunalbanken AS                                                                | CUSIP: 50048MDR8<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |    752000 | PA      | $759998.44    | 0.02%             | 2030-08-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KOMATSU FINANCE AMERICA                                                    | Komatsu Finance America Inc                                                      | CUSIP: 50048WAA6<br>LEI: 549300SRAAFEEQ8Z4D68 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56271.69     | 0.00%             | 2027-10-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KOMATSU FINANCE AMERICA                                                    | Komatsu Finance America Inc                                                      | CUSIP: 50048WAB4<br>LEI: 549300SRAAFEEQ8Z4D68 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198832.73    | 0.00%             | 2030-09-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KOOKMIN BANK                                                               | Kookmin Bank                                                                     | CUSIP: 50050HAU0<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $202779.63    | 0.00%             | 2028-04-21      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KOOKMIN BANK                                                               | Kookmin Bank                                                                     | CUSIP: 50050HAX4<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $207372.28    | 0.00%             | 2029-05-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                                                         | Kontoor Brands Inc                                                               | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |    135000 | PA      | $128063.61    | 0.00%             | 2029-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                     | Korea Development Bank/The                                                       | CUSIP: 500630DN5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $194212.89    | 0.00%             | 2027-04-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                     | Korea Development Bank/The                                                       | CUSIP: 500630DR6<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $196852.86    | 0.00%             | 2027-02-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                     | Korea Development Bank/The                                                       | CUSIP: 500630DW5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $404527.20    | 0.01%             | 2028-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                     | Korea Development Bank/The                                                       | CUSIP: 500630EA2<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $208064.42    | 0.00%             | 2028-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                     | Korea Development Bank/The                                                       | CUSIP: 500630EC8<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $605121.02    | 0.01%             | 2027-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                     | Korea Development Bank/The                                                       | CUSIP: 500630ED6<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    600000 | PA      | $612498.86    | 0.01%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                     | Korea Development Bank/The                                                       | CUSIP: 500630EE4<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $201050.04    | 0.00%             | 2027-10-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                     | Korea Development Bank/The                                                       | CUSIP: 500630EG9<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $203180.36    | 0.00%             | 2028-02-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                     | Korea Development Bank/The                                                       | CUSIP: 500630EH7<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $412663.57    | 0.01%             | 2030-02-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                     | Korea Development Bank/The                                                       | CUSIP: 500630EJ3<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $202082.42    | 0.00%             | 2030-02-03      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                     | Korea Development Bank/The                                                       | CUSIP: 500630EK0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    285000 | PA      | $281727.53    | 0.01%             | 2030-09-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                                          | Korea International Bond                                                         | CUSIP: 50064FAM6<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $198209.56    | 0.00%             | 2027-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                                          | Korea International Bond                                                         | CUSIP: 50064FAP9<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $397465.84    | 0.01%             | 2028-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                                          | Korea International Bond                                                         | CUSIP: 50064FAQ7<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $191899.01    | 0.00%             | 2029-06-19      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                                          | Korea International Bond                                                         | CUSIP: 50064FAX2<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $409050.91    | 0.01%             | 2029-07-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                                          | Korea International Bond                                                         | CUSIP: 50064FAY0<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $395725.70    | 0.01%             | 2030-10-29      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| KOREA NATIONAL OIL CORP                                                    | Korea National Oil Corp                                                          | CUSIP: 50065XAP9<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $203563.66    | 0.00%             | 2028-04-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KOREA GAS CORP                                                             | Korea Gas Corp                                                                   | CUSIP: 50066CAP4<br>LEI: 988400TFZILHBD5M3R71 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $192914.41    | 0.00%             | 2029-07-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KOREA GAS CORP                                                             | Korea Gas Corp                                                                   | CUSIP: 50066CAU3<br>LEI: 988400TFZILHBD5M3R71 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $204187.85    | 0.00%             | 2028-07-05      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KOREA GAS CORP                                                             | Korea Gas Corp                                                                   | CUSIP: 50066CAV1<br>LEI: 988400TFZILHBD5M3R71 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $206468.90    | 0.00%             | 2029-07-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                                                    | Korea National Oil Corp                                                          | CUSIP: 50066RAG1<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $198557.34    | 0.00%             | 2027-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                                                    | Korea National Oil Corp                                                          | CUSIP: 50066RAS5<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $195537.31    | 0.00%             | 2027-04-18      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| KORN/FERRY INTERNATIONAL                                                   | Korn Ferry                                                                       | CUSIP: 50067PAA7<br>LEI: 549300FOD20OM0GT5G40 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124806.44    | 0.00%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KFW                                                                        | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769HS6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    550000 | PA      | $542046.14    | 0.01%             | 2028-04-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                                        | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769JD7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     45000 | PA      | $42085.72     | 0.00%             | 2029-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                                        | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769JT2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1575000 | PA      | $1563298.13   | 0.03%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                                        | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769JW5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   2120000 | PA      | $2127296.96   | 0.04%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                                        | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769KC7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   2577000 | PA      | $2605166.97   | 0.05%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                                        | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769KE3<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1340000 | PA      | $1350998.89   | 0.03%             | 2027-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KFW                                                                        | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769KG8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1170000 | PA      | $1168682.81   | 0.02%             | 2027-08-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                                        | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769KH6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   3105000 | PA      | $3209917.70   | 0.07%             | 2030-03-18      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KFW                                                                        | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769KJ2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    110000 | PA      | $110712.23    | 0.00%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                                        | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769KK9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1185000 | PA      | $1183072.83   | 0.02%             | 2030-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                                        | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769KL7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    175000 | PA      | $176022.59    | 0.00%             | 2027-06-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                                        | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769KM5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     30000 | PA      | $29939.50     | 0.00%             | 2028-08-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KRAKEN OIL & GAS PARTNER                                                   | Kraken Oil & Gas Partners LLC                                                    | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144879.46    | 0.00%             | 2029-08-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                       | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAT3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96244.63     | 0.00%             | 2029-01-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                       | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195576.96    | 0.00%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                       | Kraft Heinz Foods Co                                                             | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    487000 | PA      | $485582.18    | 0.01%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                  | Kroger Co/The                                                                    | CUSIP: 501044DJ7<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24915.71     | 0.00%             | 2027-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                  | Kroger Co/The                                                                    | CUSIP: 501044DL2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    245000 | PA      | $248354.37    | 0.01%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                  | Kroger Co/The                                                                    | CUSIP: 501044DP3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    130000 | PA      | $119608.20    | 0.00%             | 2030-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                       | Kyndryl Holdings Inc                                                             | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134537.56    | 0.00%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                                   | LABL Inc                                                                         | CUSIP: 50168AAA8<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    190000 | PA      | $8259.44      | 0.00%             | 2027-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                                   | LABL Inc                                                                         | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    155000 | PA      | $70525.05     | 0.00%             | 2028-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                                   | LABL Inc                                                                         | CUSIP: 50168QAD7<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    140000 | PA      | $6285.36      | 0.00%             | 2029-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| LABL INC                                                                   | LABL Inc                                                                         | CUSIP: 50168QAE5<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |     95000 | PA      | $43000.30     | 0.00%             | 2028-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                      | Bath & Body Works Inc                                                            | CUSIP: 501797AN4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    162000 | PA      | $163394.88    | 0.00%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                      | Bath & Body Works Inc                                                            | CUSIP: 501797AQ7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50744.34     | 0.00%             | 2027-01-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                      | Bath & Body Works Inc                                                            | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153044.72    | 0.00%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                      | Bath & Body Works Inc                                                            | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255825.04    | 0.01%             | 2030-10-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                              | LGI Homes Inc                                                                    | CUSIP: 50187TAF3<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     85000 | PA      | $78116.72     | 0.00%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                              | LGI Homes Inc                                                                    | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    135000 | PA      | $140751.15    | 0.00%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LKQ CORP                                                                   | LKQ Corp                                                                         | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205302.38    | 0.00%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                                   | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    315000 | PA      | $310416.66    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                                                    | LCPR Senior Secured Financing DAC                                                | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    390000 | PA      | $272426.40    | 0.01%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                                                    | LCPR Senior Secured Financing DAC                                                | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    215000 | PA      | $144180.60    | 0.00%             | 2029-07-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                                              | LFS Topco LLC                                                                    | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $130637.33    | 0.00%             | 2030-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| LPL HOLDINGS INC                                                           | LPL Holdings Inc                                                                 | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    290000 | PA      | $289964.91    | 0.01%             | 2027-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                           | LPL Holdings Inc                                                                 | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    330000 | PA      | $325460.64    | 0.01%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                           | LPL Holdings Inc                                                                 | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    280000 | PA      | $297830.67    | 0.01%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                           | LPL Holdings Inc                                                                 | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    180000 | PA      | $183335.95    | 0.00%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                           | LPL Holdings Inc                                                                 | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    230000 | PA      | $235172.07    | 0.00%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                           | LPL Holdings Inc                                                                 | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25363.00     | 0.00%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                           | LPL Holdings Inc                                                                 | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152962.72    | 0.00%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES                                                             | LSB Industries Inc                                                               | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |    151000 | PA      | $151172.19    | 0.00%             | 2028-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LSEG FINANCE PLC                                                           | LSEG Finance PLC                                                                 | CUSIP: 50220PAC7<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    355000 | PA      | $340252.63    | 0.01%             | 2028-04-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                                           | Lseg US Fin Corp                                                                 | CUSIP: 50222CAA8<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212308.62    | 0.00%             | 2027-03-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                          | L3Harris Technologies Inc                                                        | CUSIP: 502431AF6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    205000 | PA      | $195758.73    | 0.00%             | 2029-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                          | L3Harris Technologies Inc                                                        | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    415000 | PA      | $417967.04    | 0.01%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                          | L3Harris Technologies Inc                                                        | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    450000 | PA      | $456264.62    | 0.01%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                          | L3Harris Technologies Inc                                                        | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    155000 | PA      | $159254.59    | 0.00%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANC                                                   | LYB International Finance II BV                                                  | CUSIP: 50247WAB3<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |    235000 | PA      | $233795.53    | 0.00%             | 2027-03-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                        | LYB International Finance III LLC                                                | CUSIP: 50249AAG8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13385.98     | 0.00%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                        | LYB International Finance III LLC                                                | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35171.71     | 0.00%             | 2031-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                    | Laboratory Corp of America Holdings                                              | CUSIP: 50540RAU6<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34823.63     | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                    | Laboratory Corp of America Holdings                                              | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    205000 | PA      | $195871.96    | 0.00%             | 2029-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                    | Laboratory Corp of America Holdings                                              | CUSIP: 50540RAZ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200124.33    | 0.00%             | 2030-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                                   | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              |  | US        |    230000 | PA      | $228687.38    | 0.00%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                                   | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              |  | US        |    270000 | PA      | $267720.68    | 0.01%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                                   | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AS5<br>LEI: N/A                  | Long             | DBT              |  | US        |    150000 | PA      | $154167.73    | 0.00%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                          | Lam Research Corp                                                                | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    340000 | PA      | $340122.21    | 0.01%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                          | Lam Research Corp                                                                | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    245000 | PA      | $223055.74    | 0.00%             | 2030-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                           | Lamar Media Corp                                                                 | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $230688.14    | 0.00%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                           | Lamar Media Corp                                                                 | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $169230.80    | 0.00%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                           | Lamar Media Corp                                                                 | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $129985.98    | 0.00%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                           | Lamar Media Corp                                                                 | CUSIP: 513075BZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $141591.13    | 0.00%             | 2031-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                                            | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150454.15    | 0.00%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                                            | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    290000 | PA      | $280319.73    | 0.01%             | 2030-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LAND O LAKES CAP TRST I                                                    | Land O'Lakes Capital Trust I                                                     | CUSIP: 514665AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $82408.56     | 0.00%             | 2028-03-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: —       |
| LANDWIRTSCH. RENTENBANK                                                    | Landwirtschaftliche Rentenbank                                                   | CUSIP: 515110BT0<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    382000 | PA      | $374519.42    | 0.01%             | 2027-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                    | Landwirtschaftliche Rentenbank                                                   | CUSIP: 515110CC6<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    192000 | PA      | $192707.67    | 0.00%             | 2027-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                    | Landwirtschaftliche Rentenbank                                                   | CUSIP: 515110CD4<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   1350000 | PA      | $1357367.07   | 0.03%             | 2028-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                    | Landwirtschaftliche Rentenbank                                                   | CUSIP: 515110CF9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    206000 | PA      | $211761.04    | 0.00%             | 2029-04-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                    | Landwirtschaftliche Rentenbank                                                   | CUSIP: 515110CG7<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   1125000 | PA      | $1140534.87   | 0.02%             | 2030-05-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                       | Las Vegas Sands Corp                                                             | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    365000 | PA      | $355693.26    | 0.01%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                       | Las Vegas Sands Corp                                                             | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    185000 | PA      | $188402.00    | 0.00%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                       | Las Vegas Sands Corp                                                             | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130364.58    | 0.00%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                       | Las Vegas Sands Corp                                                             | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    285000 | PA      | $291736.39    | 0.01%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                       | Las Vegas Sands Corp                                                             | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93904.02     | 0.00%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENI USA INC                                                                | Eni USA Inc                                                                      | CUSIP: 51808BAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $137452.13    | 0.00%             | 2027-11-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                           | Lazard Group LLC                                                                 | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    265000 | PA      | $266908.38    | 0.01%             | 2028-09-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                           | Lazard Group LLC                                                                 | CUSIP: 52107QAK1<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135342.52    | 0.00%             | 2029-03-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LD HOLDINGS GROUP LLC                                                      | LD Holdings Group LLC                                                            | CUSIP: 521088AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $156402.56    | 0.00%             | 2028-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| LD HOLDINGS GROUP LLC                                                      | LD Holdings Group LLC                                                            | CUSIP: 521088AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129000 | PA      | $128638.61    | 0.00%             | 2027-11-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                  | Lear Corp                                                                        | CUSIP: 521865AY1<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44802.75     | 0.00%             | 2027-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                  | Lear Corp                                                                        | CUSIP: 521865BA2<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184460.71    | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LEEWARD RENEWABL                                                           | Leeward Renewable Energy Operations LLC                                          | CUSIP: 524590AA4<br>LEI: 254900EVJU1A57NUX379 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134989.03    | 0.00%             | 2029-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                                                        | Leggett & Platt Inc                                                              | CUSIP: 524660AY3<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    165000 | PA      | $162668.37    | 0.00%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                                                        | Leggett & Platt Inc                                                              | CUSIP: 524660AZ0<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    215000 | PA      | $212741.78    | 0.00%             | 2029-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                 | Leidos Inc                                                                       | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    205000 | PA      | $204757.07    | 0.00%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                                                | Lennar Corp                                                                      | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    422000 | PA      | $426161.76    | 0.01%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                                                | Lennar Corp                                                                      | CUSIP: 526057CV4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85614.01     | 0.00%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                                                | Lennar Corp                                                                      | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    155000 | PA      | $159713.89    | 0.00%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC                                                   | Lennox International Inc                                                         | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135395.38    | 0.00%             | 2027-08-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC                                                   | Lennox International Inc                                                         | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    230000 | PA      | $237435.12    | 0.00%             | 2028-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                      | Level 3 Financing Inc                                                            | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135170.66    | 0.00%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                      | Level 3 Financing Inc                                                            | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    120000 | PA      | $111948.54    | 0.00%             | 2029-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                      | Level 3 Financing Inc                                                            | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    145000 | PA      | $133997.25    | 0.00%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LIBERTY INTERACTIVE LLC                                                    | Liberty Interactive LLC                                                          | CUSIP: 530715AJ0<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |    150000 | PA      | $9881.00      | 0.00%             | 2030-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                   | Liberty Mutual Group Inc                                                         | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    330000 | PA      | $331945.69    | 0.01%             | 2029-02-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                   | Liberty Mutual Group Inc                                                         | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99043.57     | 0.00%             | 2051-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CO                                                       | Liberty Utilities Co                                                             | CUSIP: 531542AA6<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113378.52    | 0.00%             | 2029-01-31      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                       | LifePoint Health Inc                                                             | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    175000 | PA      | $170024.63    | 0.00%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| LIFEPOINT HEALTH INC                                                       | LifePoint Health Inc                                                             | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    225000 | PA      | $241543.59    | 0.01%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                       | LifePoint Health Inc                                                             | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    335000 | PA      | $365667.49    | 0.01%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                             | Eli Lilly & Co                                                                   | CUSIP: 532457BP2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114287.00    | 0.00%             | 2027-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                             | Eli Lilly & Co                                                                   | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    320000 | PA      | $315713.10    | 0.01%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                             | Eli Lilly & Co                                                                   | CUSIP: 532457CJ5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    365000 | PA      | $367860.65    | 0.01%             | 2027-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                             | Eli Lilly & Co                                                                   | CUSIP: 532457CK2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    325000 | PA      | $331041.54    | 0.01%             | 2029-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                             | Eli Lilly & Co                                                                   | CUSIP: 532457CP1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    270000 | PA      | $271894.50    | 0.01%             | 2027-08-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                             | Eli Lilly & Co                                                                   | CUSIP: 532457CQ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    290000 | PA      | $292905.70    | 0.01%             | 2029-08-14      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                             | Eli Lilly & Co                                                                   | CUSIP: 532457CU0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    385000 | PA      | $391307.00    | 0.01%             | 2028-02-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                             | Eli Lilly & Co                                                                   | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    475000 | PA      | $487341.02    | 0.01%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                             | Eli Lilly & Co                                                                   | CUSIP: 532457DB1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    365000 | PA      | $367548.96    | 0.01%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                                                   | Lincoln Financial Global Funding                                                 | CUSIP: 53359KAA9<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    245000 | PA      | $252747.10    | 0.01%             | 2030-01-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                                                   | Lincoln Financial Global Funding                                                 | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126249.98    | 0.00%             | 2028-05-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                                                   | Lincoln Financial Global Funding                                                 | CUSIP: 53359KAC5<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    255000 | PA      | $255809.30    | 0.01%             | 2030-08-18      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                                                   | Lincoln Financial Global Funding                                                 | CUSIP: 53359KAD3<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99914.68     | 0.00%             | 2029-01-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                      | Lincoln National Corp                                                            | CUSIP: 534187BH1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149191.56    | 0.00%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                      | Lincoln National Corp                                                            | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    205000 | PA      | $195367.20    | 0.00%             | 2030-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                      | Lincoln National Corp                                                            | CUSIP: 534187BM0<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    160000 | PA      | $144886.72    | 0.00%             | 2030-08-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                   | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208805.78    | 0.00%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LINEAGE OP LP                                                              | Lineage OP LP                                                                    | CUSIP: 53567YAA7<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              |  | US        |    145000 | PA      | $146221.37    | 0.00%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STARZ CAPITAL HOLDINGS                                                     | Starz Capital Holdings LLC                                                       | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82253.36     | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| LITHIA MOTORS INC                                                          | Lithia Motors Inc                                                                | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149815.73    | 0.00%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                          | Lithia Motors Inc                                                                | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    170000 | PA      | $163595.86    | 0.00%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                          | Lithia Motors Inc                                                                | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    230000 | PA      | $222456.00    | 0.00%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                          | Lithia Motors Inc                                                                | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176197.02    | 0.00%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                                   | Live Nation Entertainment Inc                                                    | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    345000 | PA      | $344915.96    | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                                   | Live Nation Entertainment Inc                                                    | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    390000 | PA      | $391828.71    | 0.01%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                                   | Live Nation Entertainment Inc                                                    | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147925.61    | 0.00%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                   | Lloyds Banking Group PLC                                                         | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    490000 | PA      | $486156.54    | 0.01%             | 2028-11-07      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                   | Lloyds Banking Group PLC                                                         | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    505000 | PA      | $508533.03    | 0.01%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                   | Lloyds Banking Group PLC                                                         | CUSIP: 539439AT6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    435000 | PA      | $440570.46    | 0.01%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                   | Lloyds Banking Group PLC                                                         | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    410000 | PA      | $424824.93    | 0.01%             | 2029-03-06      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                   | Lloyds Banking Group PLC                                                         | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $406319.77    | 0.01%             | 2029-06-13      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                   | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     30000 | PA      | $29978.92     | 0.00%             | 2027-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                   | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    460000 | PA      | $458674.82    | 0.01%             | 2028-03-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                   | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    410000 | PA      | $415254.95    | 0.01%             | 2028-01-05      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                   | Lloyds Banking Group PLC                                                         | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    405000 | PA      | $423778.81    | 0.01%             | 2030-06-05      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                   | Lloyds Banking Group PLC                                                         | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    425000 | PA      | $432631.36    | 0.01%             | 2028-11-26      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                   | Lloyds Banking Group PLC                                                         | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    425000 | PA      | $423478.33    | 0.01%             | 2031-11-04      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                       | Lockheed Martin Corp                                                             | CUSIP: 539830BP3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    105000 | PA      | $95423.36     | 0.00%             | 2030-06-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                       | Lockheed Martin Corp                                                             | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    450000 | PA      | $460757.85    | 0.01%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                       | Lockheed Martin Corp                                                             | CUSIP: 539830BZ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222794.59    | 0.00%             | 2028-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                       | Lockheed Martin Corp                                                             | CUSIP: 539830CC1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223676.92    | 0.00%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                       | Lockheed Martin Corp                                                             | CUSIP: 539830CK3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156181.40    | 0.00%             | 2028-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                       | Lockheed Martin Corp                                                             | CUSIP: 539830CL1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181836.30    | 0.00%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LOEWS CORP                                                                 | Loews Corp                                                                       | CUSIP: 540424AT5<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    155000 | PA      | $148595.99    | 0.00%             | 2030-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| LOUISIANA-PACIFIC CORP                                                     | Louisiana-Pacific Corp                                                           | CUSIP: 546347AM7<br>LEI: 549300C7E2UAO5BVRR75 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111587.85    | 0.00%             | 2029-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                             | Lowe's Cos Inc                                                                   | CUSIP: 548661AK3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     90000 | PA      | $96358.65     | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                             | Lowe's Cos Inc                                                                   | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    505000 | PA      | $500298.18    | 0.01%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                             | Lowe's Cos Inc                                                                   | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    455000 | PA      | $449427.70    | 0.01%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                             | Lowe's Cos Inc                                                                   | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    405000 | PA      | $409792.13    | 0.01%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                             | Lowe's Cos Inc                                                                   | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    430000 | PA      | $382673.13    | 0.01%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                             | Lowe's Cos Inc                                                                   | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    515000 | PA      | $485906.01    | 0.01%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                             | Lowe's Cos Inc                                                                   | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    272000 | PA      | $270372.59    | 0.01%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                             | Lowe's Cos Inc                                                                   | CUSIP: 548661ET0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    310000 | PA      | $310689.39    | 0.01%             | 2027-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                             | Lowe's Cos Inc                                                                   | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    305000 | PA      | $305324.66    | 0.01%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                     | Lumen Technologies Inc                                                           | CUSIP: 550241AA1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75386.38     | 0.00%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| LUMEN TECHNOLOGIES INC                                                     | Lumen Technologies Inc                                                           | CUSIP: 550241AB9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    125198 | PA      | $125198.00    | 0.00%             | 2029-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                       | M&T Bank Corp                                                                    | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135913.51    | 0.00%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                       | M&T Bank Corp                                                                    | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    235000 | PA      | $254627.29    | 0.01%             | 2029-10-30      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                       | M&T Bank Corp                                                                    | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121879.25    | 0.00%             | 2029-01-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                       | M&T Bank Corp                                                                    | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    320000 | PA      | $328114.05    | 0.01%             | 2031-07-08      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                       | M&T Bank Corp                                                                    | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176758.23    | 0.00%             | 2035-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SEKISUI HOUSE US                                                           | Sekisui House US Inc                                                             | CUSIP: 552676AT5<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115711.64    | 0.00%             | 2030-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                                                   | Manufacturers & Traders Trust Co                                                 | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    465000 | PA      | $471508.59    | 0.01%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORP                                                       | MGIC Investment Corp                                                             | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |    320000 | PA      | $319771.76    | 0.01%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                           | MGM Resorts International                                                        | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    219000 | PA      | $220414.38    | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                           | MGM Resorts International                                                        | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219538.26    | 0.00%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                           | MGM Resorts International                                                        | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255596.10    | 0.01%             | 2029-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD                                                     | MGM China Holdings Ltd                                                           | CUSIP: 55300RAG6<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    260000 | PA      | $258908.74    | 0.01%             | 2027-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                                              | M/I Homes Inc                                                                    | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    157000 | PA      | $156603.66    | 0.00%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                                   | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    235000 | PA      | $201705.32    | 0.00%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                               | MPH Acquisition Holdings LLC 2025 Exchange 1st Out Term Loan                     | CUSIP: 55328HAP6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2030-12-31      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                    | MPLX LP                                                                          | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    482000 | PA      | $482379.00    | 0.01%             | 2027-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                    | MPLX LP                                                                          | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179920.21    | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                    | MPLX LP                                                                          | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    260000 | PA      | $263993.16    | 0.01%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                    | MPLX LP                                                                          | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    285000 | PA      | $285845.25    | 0.01%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                    | MPLX LP                                                                          | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    455000 | PA      | $421866.95    | 0.01%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                                                     | MIWD Holdco II LLC / MIWD Finance Corp                                           | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $155239.21    | 0.00%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| MPT OPER PARTNERSP/FINL                                                    | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              |  | US        |    435000 | PA      | $425114.60    | 0.01%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                                    | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              |  | US        |    300000 | PA      | $257234.61    | 0.01%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                   | MSCI Inc                                                                         | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    465000 | PA      | $455508.83    | 0.01%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                   | MSCI Inc                                                                         | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9562.63      | 0.00%             | 2030-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MSD INVESTMENT CORP                                                        | MSD Investment Corp                                                              | CUSIP: 55354LAA7<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150259.19    | 0.00%             | 2030-05-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MSD INVESTMENT CORP                                                        | MSD Investment Corp                                                              | CUSIP: 55354LAC3<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49751.90     | 0.00%             | 2031-02-05      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MYT HOLDING LLC SHS                                                        | MYT HOLDING LLC SHS                                                              | CUSIP: 55406N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                                         | Macquarie Bank Ltd                                                               | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $191222.77    | 0.00%             | 2030-06-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                                        | Macquarie Group Ltd                                                              | CUSIP: 55608JAK4<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    390000 | PA      | $387247.37    | 0.01%             | 2028-11-28      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                                        | Macquarie Group Ltd                                                              | CUSIP: 55608JAN8<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    160000 | PA      | $161323.40    | 0.00%             | 2029-03-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| MACQUARIE GROUP LTD                                                        | Macquarie Group Ltd                                                              | CUSIP: 55608JAP3<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    265000 | PA      | $270134.16    | 0.01%             | 2030-01-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                                        | Macquarie Group Ltd                                                              | CUSIP: 55608JAX6<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    295000 | PA      | $287292.80    | 0.01%             | 2028-04-14      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                                        | Macquarie Group Ltd                                                              | CUSIP: 55608JBC1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    180000 | PA      | $179789.51    | 0.00%             | 2028-06-21      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                                         | Macquarie Bank Ltd                                                               | CUSIP: 55608PBT0<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $255053.65    | 0.01%             | 2027-07-02      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                                         | Macquarie Bank Ltd                                                               | CUSIP: 55608PBX1<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    270000 | PA      | $272418.13    | 0.01%             | 2028-06-12      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                                         | Macquarie Bank Ltd                                                               | CUSIP: 55608PBZ6<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    185000 | PA      | $185381.02    | 0.00%             | 2028-02-03      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                                   | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    235000 | PA      | $246939.64    | 0.01%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                                   | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    165000 | PA      | $167014.93    | 0.00%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                                   | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    245000 | PA      | $248788.17    | 0.01%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                    | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $64389.28     | 0.00%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| MADISON IAQ LLC                                                            | Madison IAQ LLC                                                                  | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227187.61    | 0.00%             | 2028-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                            | Madison IAQ LLC                                                                  | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    360000 | PA      | $359550.00    | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                   | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347545.24    | 0.01%             | 2027-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                   | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    440000 | PA      | $427532.14    | 0.01%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                       | Michaels Cos Inc/The                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    255000 | PA      | $252389.12    | 0.01%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                       | Michaels Cos Inc/The                                                             | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    350000 | PA      | $341203.82    | 0.01%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                                    | Magna International Inc                                                          | CUSIP: 559222AV6<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $190150.98    | 0.00%             | 2030-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                                    | Magna International Inc                                                          | CUSIP: 559222BA1<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $128148.34    | 0.00%             | 2029-03-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                                   | Main Street Capital Corp                                                         | CUSIP: 56035LAH7<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88752.53     | 0.00%             | 2029-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                                   | Main Street Capital Corp                                                         | CUSIP: 56035LAJ3<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107182.34    | 0.00%             | 2027-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                                   | Main Street Capital Corp                                                         | CUSIP: 56035LAK0<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115671.61    | 0.00%             | 2028-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV L                                                   | MajorDrive Holdings IV LLC                                                       | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |    205000 | PA      | $165819.54    | 0.00%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| MANITOBA (PROVINCE OF)                                                     | Province of Manitoba Canada                                                      | CUSIP: 563469UY9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    360000 | PA      | $338992.47    | 0.01%             | 2028-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                                                   | Manufacturers & Traders Trust Co                                                 | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    270000 | PA      | $272513.17    | 0.01%             | 2028-07-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                    | Manulife Financial Corp                                                          | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    327000 | PA      | $326291.10    | 0.01%             | 2032-02-24      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                    | Manulife Financial Corp                                                          | CUSIP: 56501RAK2<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $108099.56    | 0.00%             | 2027-05-19      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                    | Marathon Petroleum Corp                                                          | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    265000 | PA      | $263753.09    | 0.01%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                    | Marathon Petroleum Corp                                                          | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    360000 | PA      | $370637.64    | 0.01%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                            | Marex Group PLC                                                                  | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $218807.71    | 0.00%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                            | Marex Group PLC                                                                  | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $152753.34    | 0.00%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                           | Markel Group Inc                                                                 | CUSIP: 570535AU8<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    135000 | PA      | $130748.23    | 0.00%             | 2029-09-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                                                   | Marriott Ownership Resorts Inc                                                   | CUSIP: 57164PAF3<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113377.49    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| MARRIOTT OWNERSHIP RESOR                                                   | Marriott Ownership Resorts Inc                                                   | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    190000 | PA      | $181075.01    | 0.00%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                   | Mars Inc                                                                         | CUSIP: 571676AB1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    205000 | PA      | $197255.78    | 0.00%             | 2030-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                   | Mars Inc                                                                         | CUSIP: 571676AT2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    385000 | PA      | $389916.73    | 0.01%             | 2028-04-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                   | Mars Inc                                                                         | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    580000 | PA      | $584277.71    | 0.01%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                   | Mars Inc                                                                         | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    975000 | PA      | $987750.22    | 0.02%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                   | Mars Inc                                                                         | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1511666.09   | 0.03%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                   | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    460000 | PA      | $464483.34    | 0.01%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                   | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    265000 | PA      | $268046.38    | 0.01%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                   | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356324.05    | 0.01%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                     | Marriott International Inc/MD                                                    | CUSIP: 571903AY9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159898.64    | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                     | Marriott International Inc/MD                                                    | CUSIP: 571903BB8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45736.45     | 0.00%             | 2028-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                     | Marriott International Inc/MD                                                    | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    320000 | PA      | $324167.91    | 0.01%             | 2030-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                     | Marriott International Inc/MD                                                    | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    330000 | PA      | $335267.01    | 0.01%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                     | Marriott International Inc/MD                                                    | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    280000 | PA      | $286217.31    | 0.01%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                     | Marriott International Inc/MD                                                    | CUSIP: 571903BN2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    195000 | PA      | $202367.70    | 0.00%             | 2028-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                     | Marriott International Inc/MD                                                    | CUSIP: 571903BP7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    220000 | PA      | $224891.32    | 0.00%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                     | Marriott International Inc/MD                                                    | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142875.00    | 0.00%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                     | Marriott International Inc/MD                                                    | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65212.86     | 0.00%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                   | Martin Marietta Materials Inc                                                    | CUSIP: 573284AQ9<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34801.36     | 0.00%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                   | Martin Marietta Materials Inc                                                    | CUSIP: 573284AT3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    265000 | PA      | $263037.78    | 0.01%             | 2027-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                   | Martin Marietta Materials Inc                                                    | CUSIP: 573284AV8<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    170000 | PA      | $158629.64    | 0.00%             | 2030-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MRT MID PART/MRT MID FIN                                                   | Martin Midstream Partners LP / Martin Midstream Finance Corp                     | CUSIP: 573334AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $140419.28    | 0.00%             | 2028-02-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                     | Marvell Technology Inc                                                           | CUSIP: 573874AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $72474.31     | 0.00%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                     | Marvell Technology Inc                                                           | CUSIP: 573874AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $239178.34    | 0.01%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                     | Marvell Technology Inc                                                           | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $177151.67    | 0.00%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                     | Marvell Technology Inc                                                           | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $126559.42    | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                 | Masco Corp                                                                       | CUSIP: 574599BN5<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74372.76     | 0.00%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                 | Masco Corp                                                                       | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    235000 | PA      | $223506.42    | 0.00%             | 2028-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                                                   | MassMutual Global Funding II                                                     | CUSIP: 57629TBV8<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204380.27    | 0.00%             | 2030-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                                                   | MassMutual Global Funding II                                                     | CUSIP: 57629TBW6<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202193.36    | 0.00%             | 2028-03-27      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                                                   | MassMutual Global Funding II                                                     | CUSIP: 57629TBX4<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252058.95    | 0.01%             | 2030-05-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                                                   | MassMutual Global Funding II                                                     | CUSIP: 57629TCB1<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199737.92    | 0.00%             | 2029-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                                                   | MassMutual Global Funding II                                                     | CUSIP: 57629W4S6<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    205000 | PA      | $207929.06    | 0.00%             | 2027-04-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                                                   | MassMutual Global Funding II                                                     | CUSIP: 57629W4T4<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    190000 | PA      | $195950.09    | 0.00%             | 2029-05-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                                                   | MassMutual Global Funding II                                                     | CUSIP: 57629W5B2<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204508.05    | 0.00%             | 2029-01-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                                                   | MassMutual Global Funding II                                                     | CUSIP: 57629W6H8<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256229.42    | 0.01%             | 2028-06-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                                                   | MassMutual Global Funding II                                                     | CUSIP: 57629WCW8<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $264506.26    | 0.01%             | 2030-10-09      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                                                   | MassMutual Global Funding II                                                     | CUSIP: 57629WDL1<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    410000 | PA      | $418416.50    | 0.01%             | 2027-12-07      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                                                 | MasTec Inc                                                                       | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179525.71    | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                                                 | MasTec Inc                                                                       | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    240000 | PA      | $251118.13    | 0.01%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                             | Mastercard Inc                                                                   | CUSIP: 57636QAJ3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84651.99     | 0.00%             | 2028-02-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                             | Mastercard Inc                                                                   | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    340000 | PA      | $329754.44    | 0.01%             | 2029-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                             | Mastercard Inc                                                                   | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    480000 | PA      | $468370.93    | 0.01%             | 2030-03-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                             | Mastercard Inc                                                                   | CUSIP: 57636QAR5<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    345000 | PA      | $343496.24    | 0.01%             | 2027-03-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                             | Mastercard Inc                                                                   | CUSIP: 57636QAW4<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    425000 | PA      | $434422.91    | 0.01%             | 2028-03-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                             | Mastercard Inc                                                                   | CUSIP: 57636QBA1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231808.84    | 0.00%             | 2028-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                             | Mastercard Inc                                                                   | CUSIP: 57636QBF0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157620.13    | 0.00%             | 2028-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                                       | Matador Resources Co                                                             | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    180000 | PA      | $183738.74    | 0.00%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                                     | Match Group Holdings II LLC                                                      | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139992.97    | 0.00%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                                     | Match Group Holdings II LLC                                                      | CUSIP: 57665RAJ5<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174964.59    | 0.00%             | 2029-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                                     | Match Group Holdings II LLC                                                      | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    145000 | PA      | $136859.19    | 0.00%             | 2030-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                                     | Match Group Holdings II LLC                                                      | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    153000 | PA      | $151558.11    | 0.00%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                                         | Mattamy Group Corp                                                               | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $165565.06    | 0.00%             | 2030-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                 | Mattel Inc                                                                       | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160232.01    | 0.00%             | 2027-12-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                 | Mattel Inc                                                                       | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    210000 | PA      | $205580.48    | 0.00%             | 2029-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                 | Mattel Inc                                                                       | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100948.96    | 0.00%             | 2030-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                                     | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    810000 | PA      | $825346.36    | 0.02%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                                     | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393437.23    | 0.01%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                      | McGraw-Hill Education Inc                                                        | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    305000 | PA      | $306327.50    | 0.01%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                      | McGraw-Hill Education Inc                                                        | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201803.56    | 0.00%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MAXIM CRANE WORKS LLC                                                      | Maxim Crane Works Holdings Capital LLC                                           | CUSIP: 57779EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    168000 | PA      | $178910.29    | 0.00%             | 2028-09-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| MAXAM PRILL SARL                                                           | Maxam Prill Sarl                                                                 | CUSIP: 57779MAA8<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |    150000 | PA      | $156673.51    | 0.00%             | 2030-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                                | McAfee Corp                                                                      | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    620000 | PA      | $493610.87    | 0.01%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| MCCORMICK & CO                                                             | McCormick & Co Inc/MD                                                            | CUSIP: 579780AN7<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    229000 | PA      | $227313.77    | 0.00%             | 2027-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                             | McCormick & Co Inc/MD                                                            | CUSIP: 579780AQ0<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139480.81    | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                            | McDonald's Corp                                                                  | CUSIP: 58013MFB5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    380000 | PA      | $378682.49    | 0.01%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                            | McDonald's Corp                                                                  | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    117000 | PA      | $116910.15    | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                            | McDonald's Corp                                                                  | CUSIP: 58013MFJ8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    245000 | PA      | $233831.10    | 0.00%             | 2029-09-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                            | McDonald's Corp                                                                  | CUSIP: 58013MFM1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    280000 | PA      | $259004.17    | 0.01%             | 2030-03-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                            | McDonald's Corp                                                                  | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    502000 | PA      | $499878.07    | 0.01%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                            | McDonald's Corp                                                                  | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    325000 | PA      | $318715.81    | 0.01%             | 2030-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                            | McDonald's Corp                                                                  | CUSIP: 58013MFU3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    297000 | PA      | $303077.20    | 0.01%             | 2028-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                            | McDonald's Corp                                                                  | CUSIP: 58013MFX7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    260000 | PA      | $267479.75    | 0.01%             | 2029-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                            | McDonald's Corp                                                                  | CUSIP: 58013MFZ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132250.09    | 0.00%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                              | McKesson Corp                                                                    | CUSIP: 581557BJ3<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114918.21    | 0.00%             | 2028-02-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                              | McKesson Corp                                                                    | CUSIP: 581557BT1<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143324.64    | 0.00%             | 2028-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                              | McKesson Corp                                                                    | CUSIP: 581557BV6<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180920.66    | 0.00%             | 2029-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                              | McKesson Corp                                                                    | CUSIP: 581557BW4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203126.27    | 0.00%             | 2030-05-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP                                                    | Pediatrix Medical Group Inc                                                      | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $135071.19    | 0.00%             | 2030-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                                                   | Medline Borrower LP/Medline Co-Issuer Inc                                        | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $449002.07    | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                                   | Medtronic Global Holdings SCA                                                    | CUSIP: 58507LBB4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $302299.92    | 0.01%             | 2028-03-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MEIJI YASUDA LIFE INSURA                                                   | Meiji Yasuda Life Insurance Co                                                   | CUSIP: 585270AC5<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |    360000 | PA      | $364082.31    | 0.01%             | 2048-04-26      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                      | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    345000 | PA      | $341411.17    | 0.01%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                      | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAE9<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $299669.66    | 0.01%             | 2028-07-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| THE MEN'S WEARHOUSE LLC                                                    | Men's Wearhouse LLC/The                                                          | CUSIP: 587118AF7<br>LEI: NKFP7BJ6WYEV4I24P532 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20800.69     | 0.00%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                                             | Mercedes-Benz Auto Lease Trust 2025-A                                            | CUSIP: 58768YAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $507929.17    | 0.01%             | 2031-02-18      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                       | Mercedes-Benz Finance North America LLC                                          | CUSIP: 58769JAC1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    240000 | PA      | $245592.52    | 0.01%             | 2027-11-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                       | Mercedes-Benz Finance North America LLC                                          | CUSIP: 58769JAG2<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    360000 | PA      | $365749.48    | 0.01%             | 2028-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                       | Mercedes-Benz Finance North America LLC                                          | CUSIP: 58769JAL1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    425000 | PA      | $435729.07    | 0.01%             | 2028-08-03      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                       | Mercedes-Benz Finance North America LLC                                          | CUSIP: 58769JAQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151388.39    | 0.00%             | 2027-01-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                       | Mercedes-Benz Finance North America LLC                                          | CUSIP: 58769JAR8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    195000 | PA      | $198757.66    | 0.00%             | 2029-01-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                       | Mercedes-Benz Finance North America LLC                                          | CUSIP: 58769JAU1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192393.10    | 0.00%             | 2027-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                       | Mercedes-Benz Finance North America LLC                                          | CUSIP: 58769JAW7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254811.08    | 0.01%             | 2029-08-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                       | Mercedes-Benz Finance North America LLC                                          | CUSIP: 58769JAZ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177981.42    | 0.00%             | 2027-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                       | Mercedes-Benz Finance North America LLC                                          | CUSIP: 58769JBA4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154423.42    | 0.00%             | 2029-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                       | Mercedes-Benz Finance North America LLC                                          | CUSIP: 58769JBC0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151371.13    | 0.00%             | 2027-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                       | Mercedes-Benz Finance North America LLC                                          | CUSIP: 58769JBE6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152218.55    | 0.00%             | 2028-03-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                       | Mercedes-Benz Finance North America LLC                                          | CUSIP: 58769JBG1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35796.17     | 0.00%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST                                       | Mercedes-Benz Auto Receivables Trust 2025-1                                      | CUSIP: 58773DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1012335.14   | 0.02%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                                                            | Mercer International Inc                                                         | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    274000 | PA      | $169818.81    | 0.00%             | 2029-02-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC                                                            | Mercer International Inc                                                         | CUSIP: 588056BC4<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |     98000 | PA      | $71923.26     | 0.00%             | 2028-10-01      | Fixed         | 12.88%                | No            |                  2 | On Loan: —       |
| MERCK SHARP & DOHME CORP                                                   | Merck Sharp & Dohme Corp                                                         | CUSIP: 589331AE7<br>LEI: MZK1AT00SJV4XB7WNL71 | Long             | DBT              | CORP              | US        |    170000 | PA      | $179666.18    | 0.00%             | 2028-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                             | Merck & Co Inc                                                                   | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    575000 | PA      | $566700.38    | 0.01%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                             | Merck & Co Inc                                                                   | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    355000 | PA      | $317972.91    | 0.01%             | 2030-06-24      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                             | Merck & Co Inc                                                                   | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    560000 | PA      | $546415.06    | 0.01%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                             | Merck & Co Inc                                                                   | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    390000 | PA      | $370507.62    | 0.01%             | 2028-12-10      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                             | Merck & Co Inc                                                                   | CUSIP: 58933YBH7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    270000 | PA      | $271925.10    | 0.01%             | 2028-05-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                             | Merck & Co Inc                                                                   | CUSIP: 58933YBJ3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    420000 | PA      | $423674.87    | 0.01%             | 2030-05-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                             | Merck & Co Inc                                                                   | CUSIP: 58933YBP9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230688.15    | 0.00%             | 2027-09-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                             | Merck & Co Inc                                                                   | CUSIP: 58933YBQ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225419.14    | 0.00%             | 2030-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                             | Merck & Co Inc                                                                   | CUSIP: 58933YBW4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134932.75    | 0.00%             | 2029-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MERCURY GENERAL CORP                                                       | Mercury General Corp                                                             | CUSIP: 589400AB6<br>LEI: 5493001Q9EXPCEL4W527 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44990.88     | 0.00%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY                                                          | Bon Secours Mercy Health Inc                                                     | CUSIP: 58942HAC5<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65270.81     | 0.00%             | 2028-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                                                   | Met Tower Global Funding                                                         | CUSIP: 58989V2G8<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151517.67    | 0.00%             | 2027-01-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                                                   | Met Tower Global Funding                                                         | CUSIP: 58989V2H6<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155071.97    | 0.00%             | 2029-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                                                   | Met Tower Global Funding                                                         | CUSIP: 58989V2J2<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150276.76    | 0.00%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                                                   | Met Tower Global Funding                                                         | CUSIP: 58989V2K9<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152460.12    | 0.00%             | 2028-01-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                                                   | Met Tower Global Funding                                                         | CUSIP: 58989V2L7<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149260.40    | 0.00%             | 2030-09-16      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                                                   | Met Tower Global Funding                                                         | CUSIP: 58989V2M5<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149715.30    | 0.00%             | 2029-01-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                                        | Meritage Homes Corp                                                              | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120828.37    | 0.00%             | 2027-06-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                                        | Meritage Homes Corp                                                              | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132799.49    | 0.00%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                              | Methanex Corp                                                                    | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $206162.93    | 0.00%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                              | Methanex Corp                                                                    | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $220674.72    | 0.00%             | 2027-10-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MAVIS TIRE EXPRESS SERVI                                                   | Mavis Tire Express Services Topco Corp                                           | CUSIP: 59155LAA0<br>LEI: 254900NVDM4GTLBL9E56 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239611.71    | 0.01%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                | MetLife Inc                                                                      | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    305000 | PA      | $310786.76    | 0.01%             | 2030-03-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                                                   | FirstEnergy Pennsylvania Electric Co                                             | CUSIP: 591894CC2<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175154.27    | 0.00%             | 2029-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                                                   | FirstEnergy Pennsylvania Electric Co                                             | CUSIP: 591894CE8<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91950.60     | 0.00%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                                    | Metropolitan Life Global Funding I                                               | CUSIP: 592179KF1<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173689.35    | 0.00%             | 2028-01-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                                    | Metropolitan Life Global Funding I                                               | CUSIP: 592179KL8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157291.04    | 0.00%             | 2027-06-11      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                                    | Metropolitan Life Global Funding I                                               | CUSIP: 592179KR5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200869.96    | 0.00%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                                    | Metropolitan Life Global Funding I                                               | CUSIP: 59217GCK3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246527.57    | 0.01%             | 2027-09-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                                    | Metropolitan Life Global Funding I                                               | CUSIP: 59217GDC0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144605.67    | 0.00%             | 2029-06-17      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                                    | Metropolitan Life Global Funding I                                               | CUSIP: 59217GEG0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285174.93    | 0.01%             | 2030-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                                    | Metropolitan Life Global Funding I                                               | CUSIP: 59217GEZ8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146384.37    | 0.00%             | 2029-03-21      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                                    | Metropolitan Life Global Funding I                                               | CUSIP: 59217GFB0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    410000 | PA      | $412675.28    | 0.01%             | 2027-06-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                                    | Metropolitan Life Global Funding I                                               | CUSIP: 59217GFD6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150464.42    | 0.00%             | 2029-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                                    | Metropolitan Life Global Funding I                                               | CUSIP: 59217GFQ7<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    180000 | PA      | $186227.56    | 0.00%             | 2028-09-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                                    | Metropolitan Life Global Funding I                                               | CUSIP: 59217GFR5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    265000 | PA      | $270625.10    | 0.01%             | 2029-01-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                                    | Metropolitan Life Global Funding I                                               | CUSIP: 59217GFT1<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153207.40    | 0.00%             | 2030-01-09      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                                    | Metropolitan Life Global Funding I                                               | CUSIP: 59217GFU8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149939.38    | 0.00%             | 2031-01-12      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                             | Microsoft Corp                                                                   | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1270719.06   | 0.03%             | 2027-02-06      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                             | Microsoft Corp                                                                   | CUSIP: 594918CQ5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114801.67    | 0.00%             | 2027-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                   | Microchip Technology Inc                                                         | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    345000 | PA      | $353033.34    | 0.01%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                   | Microchip Technology Inc                                                         | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    290000 | PA      | $294527.92    | 0.01%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                   | Microchip Technology Inc                                                         | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    325000 | PA      | $332365.86    | 0.01%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                      | Micron Technology Inc                                                            | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    235000 | PA      | $242059.34    | 0.01%             | 2029-02-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                      | Micron Technology Inc                                                            | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    315000 | PA      | $317824.29    | 0.01%             | 2030-02-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                     | Mid-America Apartments LP                                                        | CUSIP: 59523UAN7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    250000 | PA      | $249057.87    | 0.01%             | 2027-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                     | Mid-America Apartments LP                                                        | CUSIP: 59523UAP2<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     55000 | PA      | $55261.73     | 0.00%             | 2028-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                     | Mid-America Apartments LP                                                        | CUSIP: 59523UAQ0<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    205000 | PA      | $204026.27    | 0.00%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MID-ATLANTIC INTERSTATE                                                    | Mid-Atlantic Interstate Transmission LLC                                         | CUSIP: 59524QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $65076.86     | 0.00%             | 2028-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                      | MidAmerican Energy Co                                                            | CUSIP: 595620AQ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134078.50    | 0.00%             | 2027-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                      | MidAmerican Energy Co                                                            | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    305000 | PA      | $302150.02    | 0.01%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                                    | Stagwell Global LLC                                                              | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |    370000 | PA      | $359772.20    | 0.01%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                                                   | Midcap Financial Issuer Trust                                                    | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $305478.80    | 0.01%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL                                                           | Midcap Financial Issuer Trust                                                    | CUSIP: 59590AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $128809.57    | 0.00%             | 2030-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MIDWEST CONNECTOR CAPIT                                                    | Midwest Connector Capital Co LLC                                                 | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $235007.13    | 0.00%             | 2029-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                                                   | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $220990.20    | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                                    | Millrose Properties Inc                                                          | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              |  | US        |    365000 | PA      | $372722.78    | 0.01%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                      | Mineral Resources Ltd                                                            | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    215000 | PA      | $219976.19    | 0.00%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                      | Mineral Resources Ltd                                                            | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    175000 | PA      | $181624.18    | 0.00%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                      | Mineral Resources Ltd                                                            | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    360000 | PA      | $378115.33    | 0.01%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MINERALS TECHNOLOGIES IN                                                   | Minerals Technologies Inc                                                        | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134490.51    | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                     | AthenaHealth Group Inc                                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    715000 | PA      | $693676.92    | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER CO                                                       | Mississippi Power Co                                                             | CUSIP: 605417CB8<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15004.50     | 0.00%             | 2028-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI CORP                                                            | Mitsubishi Corp                                                                  | CUSIP: 606769AH0<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |    380000 | PA      | $388380.77    | 0.01%             | 2028-07-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI CORP                                                            | Mitsubishi Corp                                                                  | CUSIP: 606769AJ6<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |    280000 | PA      | $287083.10    | 0.01%             | 2029-07-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI HC FIN AMER                                                     | Mitsubishi HC Finance America LLC                                                | CUSIP: 606790AB9<br>LEI: 3538008O2MCHLB9FAL82 | Long             | DBT              | CORP              | US        |    215000 | PA      | $223056.74    | 0.00%             | 2028-09-12      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI HC FIN AMER                                                     | Mitsubishi HC Finance America LLC                                                | CUSIP: 606790AC7<br>LEI: 3538008O2MCHLB9FAL82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205288.70    | 0.00%             | 2029-10-24      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI HC FIN AMER                                                     | Mitsubishi HC Finance America LLC                                                | CUSIP: 606790AE3<br>LEI: 3538008O2MCHLB9FAL82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200360.09    | 0.00%             | 2031-01-14      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                     | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822AN4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    430000 | PA      | $429335.70    | 0.01%             | 2027-02-22      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                     | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822AR5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    205000 | PA      | $203378.69    | 0.00%             | 2027-07-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                     | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822AV6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    490000 | PA      | $490495.95    | 0.01%             | 2028-03-02      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                     | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822BC7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    305000 | PA      | $305890.93    | 0.01%             | 2028-09-11      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                     | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822BH6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    475000 | PA      | $471437.35    | 0.01%             | 2029-03-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                     | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $484834.06    | 0.01%             | 2029-07-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                     | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822BR4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    350000 | PA      | $327425.67    | 0.01%             | 2030-02-25      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                     | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    360000 | PA      | $327358.00    | 0.01%             | 2030-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                     | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    375000 | PA      | $369258.72    | 0.01%             | 2028-01-19      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                     | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    320000 | PA      | $320318.59    | 0.01%             | 2028-04-19      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                     | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    510000 | PA      | $517062.11    | 0.01%             | 2028-07-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                     | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    390000 | PA      | $398223.69    | 0.01%             | 2028-09-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                     | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CS1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    345000 | PA      | $354262.28    | 0.01%             | 2029-02-22      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                     | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CT9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $207911.09    | 0.00%             | 2031-02-22      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                     | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CY8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $205021.81    | 0.00%             | 2029-04-19      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                     | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822DE1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    210000 | PA      | $216457.74    | 0.00%             | 2030-04-17      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                     | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822DG6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    330000 | PA      | $339584.49    | 0.01%             | 2031-01-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                     | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $308575.62    | 0.01%             | 2031-04-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                     | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822DN1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    585000 | PA      | $587192.13    | 0.01%             | 2031-09-12      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                     | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822DS0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    225000 | PA      | $225397.17    | 0.00%             | 2032-01-14      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI HC CAPITAL                                                      | Mitsubishi HC Capital Inc                                                        | CUSIP: 60682LAG7<br>LEI: 353800MZ3QX9RLMH7B09 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $195922.06    | 0.00%             | 2030-04-13      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI HC CAPITAL                                                      | Mitsubishi HC Capital Inc                                                        | CUSIP: 60682LAH5<br>LEI: 353800MZ3QX9RLMH7B09 | Long             | DBT              | CORP              | JP        |    220000 | PA      | $222945.00    | 0.00%             | 2027-09-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| MITSUI SUMITOMO INSURANC                                                   | Mitsui Sumitomo Insurance Co Ltd                                                 | CUSIP: 606839AB4<br>LEI: 5493006KRZ0SJO41LZ83 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $202400.07    | 0.00%             | 2029-03-06      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MITSUI FUDOSAN CO LTD                                                      | Mitsui Fudosan Co Ltd                                                            | CUSIP: 60683MAA7<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $198774.21    | 0.00%             | 2027-07-20      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MITSUI FUDOSAN CO LTD                                                      | Mitsui Fudosan Co Ltd                                                            | CUSIP: 60683MAC3<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $197952.13    | 0.00%             | 2029-01-24      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                     | Mizuho Financial Group Inc                                                       | CUSIP: 60687YAK5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    205000 | PA      | $204603.59    | 0.00%             | 2027-02-28      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                     | Mizuho Financial Group Inc                                                       | CUSIP: 60687YAM1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $296704.64    | 0.01%             | 2027-09-11      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                     | Mizuho Financial Group Inc                                                       | CUSIP: 60687YAR0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    455000 | PA      | $456128.52    | 0.01%             | 2028-03-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                     | Mizuho Financial Group Inc                                                       | CUSIP: 60687YAT6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    310000 | PA      | $310838.30    | 0.01%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                     | Mizuho Financial Group Inc                                                       | CUSIP: 60687YAX7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    265000 | PA      | $255339.40    | 0.01%             | 2030-07-16      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                     | Mizuho Financial Group Inc                                                       | CUSIP: 60687YBA6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $237924.98    | 0.00%             | 2030-09-13      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                     | Mizuho Financial Group Inc                                                       | CUSIP: 60687YBH1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    320000 | PA      | $291480.85    | 0.01%             | 2031-07-10      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                     | Mizuho Financial Group Inc                                                       | CUSIP: 60687YBL2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    385000 | PA      | $345381.90    | 0.01%             | 2031-09-08      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                     | Mizuho Financial Group Inc                                                       | CUSIP: 60687YBX6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    190000 | PA      | $184160.63    | 0.00%             | 2030-05-22      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                     | Mizuho Financial Group Inc                                                       | CUSIP: 60687YCL1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $306645.36    | 0.01%             | 2028-09-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                     | Mizuho Financial Group Inc                                                       | CUSIP: 60687YCP2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    205000 | PA      | $212130.35    | 0.00%             | 2029-05-27      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                     | Mizuho Financial Group Inc                                                       | CUSIP: 60687YCR8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $262489.45    | 0.01%             | 2031-05-27      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                     | Mizuho Financial Group Inc                                                       | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    430000 | PA      | $446618.88    | 0.01%             | 2029-07-06      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                     | Mizuho Financial Group Inc                                                       | CUSIP: 60687YDD8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    205000 | PA      | $212098.30    | 0.00%             | 2030-05-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                     | Mizuho Financial Group Inc                                                       | CUSIP: 60687YDF3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    365000 | PA      | $377565.18    | 0.01%             | 2030-07-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                     | Mizuho Financial Group Inc                                                       | CUSIP: 60687YDH9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $256409.51    | 0.01%             | 2031-05-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                     | Mizuho Financial Group Inc                                                       | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $404377.72    | 0.01%             | 2031-07-08      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| MOBIUS MERGER SUB                                                          | Mobius Merger Sub Inc                                                            | CUSIP: 606950AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $89311.47     | 0.00%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                                      | Mohawk Industries Inc                                                            | CUSIP: 608190AL8<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |    155000 | PA      | $150771.91    | 0.00%             | 2030-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                                      | Mohawk Industries Inc                                                            | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |    260000 | PA      | $271145.25    | 0.01%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                                                    | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC          | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $239608.56    | 0.01%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                      | Molina Healthcare Inc                                                            | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    305000 | PA      | $300064.28    | 0.01%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                      | Molina Healthcare Inc                                                            | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    170000 | PA      | $156851.51    | 0.00%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONICS TECH                                                     | Molex Electronic Technologies LLC                                                | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76032.89     | 0.00%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                     | Mondelez International Inc                                                       | CUSIP: 609207AM7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140316.50    | 0.00%             | 2028-05-07      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                     | Mondelez International Inc                                                       | CUSIP: 609207AT2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188504.19    | 0.00%             | 2030-04-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                     | Mondelez International Inc                                                       | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    262000 | PA      | $258202.65    | 0.01%             | 2027-03-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                     | Mondelez International Inc                                                       | CUSIP: 609207BC8<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163161.99    | 0.00%             | 2029-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                     | Mondelez International Inc                                                       | CUSIP: 609207BF1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95467.50     | 0.00%             | 2028-05-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                     | Mondelez International Inc                                                       | CUSIP: 609207BG9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176649.87    | 0.00%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER CO                                                       | Monongahela Power Co                                                             | CUSIP: 610202BR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $198759.81    | 0.00%             | 2027-05-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| LYB FINANCE CO BV                                                          | LYB Finance Co BV                                                                | CUSIP: 61238QAA6<br>LEI: 549300BBGA3CFHX0KS75 | Long             | DBT              | CORP              | NL        |     91000 | PA      | $94718.20     | 0.00%             | 2027-03-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                        | Moody's Corp                                                                     | CUSIP: 615369AM7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187607.28    | 0.00%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                        | Moody's Corp                                                                     | CUSIP: 615369AP0<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100829.45    | 0.00%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                                                   | Moog Inc                                                                         | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184064.34    | 0.00%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                     | Morgan Stanley Bank NA                                                           | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    700000 | PA      | $713200.32    | 0.01%             | 2029-01-12      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                     | Morgan Stanley Bank NA                                                           | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    395000 | PA      | $398533.56    | 0.01%             | 2028-01-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                     | Morgan Stanley Bank NA                                                           | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    515000 | PA      | $524858.45    | 0.01%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                     | Morgan Stanley Bank NA                                                           | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506924.51    | 0.01%             | 2028-07-14      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                             | Morgan Stanley Capital I Trust 2019-L3                                           | CUSIP: 61691UBH1<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    970000 | PA      | $924194.62    | 0.02%             | 2052-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                             | Morgan Stanley Capital I Trust 2019-L3                                           | CUSIP: 61691UBJ7<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $114623.90    | 0.00%             | 2052-11-15      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | Morgan Stanley                                                                   | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    985000 | PA      | $991594.02    | 0.02%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | Morgan Stanley                                                                   | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1191902.34   | 0.03%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | Morgan Stanley                                                                   | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1053244.65   | 0.02%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | Morgan Stanley                                                                   | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1018310.54   | 0.02%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | Morgan Stanley                                                                   | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1044299.15   | 0.02%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | Morgan Stanley                                                                   | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    985000 | PA      | $983460.91    | 0.02%             | 2027-01-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | Morgan Stanley                                                                   | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    835000 | PA      | $823183.66    | 0.02%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | Morgan Stanley                                                                   | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    910000 | PA      | $912017.72    | 0.02%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | Morgan Stanley                                                                   | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    596000 | PA      | $618158.71    | 0.01%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | Morgan Stanley                                                                   | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    867000 | PA      | $884155.80    | 0.02%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | Morgan Stanley                                                                   | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021741.94   | 0.02%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | Morgan Stanley                                                                   | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    750000 | PA      | $773071.24    | 0.02%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | Morgan Stanley                                                                   | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    640000 | PA      | $676961.55    | 0.01%             | 2029-11-01      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | Morgan Stanley                                                                   | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    770000 | PA      | $790649.69    | 0.02%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | Morgan Stanley                                                                   | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    520000 | PA      | $529721.26    | 0.01%             | 2028-04-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | Morgan Stanley                                                                   | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    745000 | PA      | $775978.43    | 0.02%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | Morgan Stanley                                                                   | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    775000 | PA      | $793611.63    | 0.02%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | Morgan Stanley                                                                   | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    950000 | PA      | $961634.06    | 0.02%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | Morgan Stanley                                                                   | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    535000 | PA      | $544724.41    | 0.01%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | Morgan Stanley                                                                   | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1034835.85   | 0.02%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | Morgan Stanley                                                                   | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    910000 | PA      | $936522.47    | 0.02%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | Morgan Stanley                                                                   | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349612.70    | 0.01%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | Morgan Stanley                                                                   | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    900000 | PA      | $894846.92    | 0.02%             | 2031-10-22      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | Morgan Stanley                                                                   | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    610000 | PA      | $611924.21    | 0.01%             | 2030-01-09      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | Morgan Stanley                                                                   | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    760000 | PA      | $759402.37    | 0.02%             | 2032-01-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | Morgan Stanley                                                                   | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    729000 | PA      | $728757.13    | 0.02%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                             | Morgan Stanley Capital I Trust 2020-L4                                           | CUSIP: 61770KAW5<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    490052 | PA      | $456888.26    | 0.01%             | 2053-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DIRECT                                                      | Morgan Stanley Direct Lending Fund                                               | CUSIP: 61774AAD5<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99986.11     | 0.00%             | 2027-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DIRECT                                                      | Morgan Stanley Direct Lending Fund                                               | CUSIP: 61774AAF0<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |    165000 | PA      | $170147.42    | 0.00%             | 2029-05-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DIRECT                                                      | Morgan Stanley Direct Lending Fund                                               | CUSIP: 61774AAG8<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81426.34     | 0.00%             | 2030-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                    | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NU43<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    750000 | PA      | $749767.64    | 0.02%             | 2030-02-08      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                    | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    715000 | PA      | $719525.86    | 0.02%             | 2028-07-06      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                    | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    935000 | PA      | $947171.15    | 0.02%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                    | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    695000 | PA      | $696962.30    | 0.01%             | 2028-11-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                    | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000364.71   | 0.02%             | 2031-11-19      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                  | MSBAM                                                                            | CUSIP: 61778GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $209049.24    | 0.00%             | 2058-03-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                  | Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C2                      | CUSIP: 61779RBK6<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $231193.57    | 0.00%             | 2058-11-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                  | Mosaic Co/The                                                                    | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230133.48    | 0.00%             | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                  | Mosaic Co/The                                                                    | CUSIP: 61945CAH6<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    177000 | PA      | $182629.65    | 0.00%             | 2028-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                  | Mosaic Co/The                                                                    | CUSIP: 61945CAJ2<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50166.27     | 0.00%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                  | Mosaic Co/The                                                                    | CUSIP: 61945CAK9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40106.95     | 0.00%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MOTION BONDCO DAC                                                          | Motion Bondco DAC                                                                | CUSIP: 61978XAA5<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |    145000 | PA      | $137790.97    | 0.00%             | 2027-11-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                     | Motorola Solutions Inc                                                           | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    255000 | PA      | $257716.36    | 0.01%             | 2028-02-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                     | Motorola Solutions Inc                                                           | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278245.42    | 0.01%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                     | Motorola Solutions Inc                                                           | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    300000 | PA      | $272674.34    | 0.01%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                     | Motorola Solutions Inc                                                           | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102532.98    | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                     | Motorola Solutions Inc                                                           | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101916.07    | 0.00%             | 2030-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MUELLER WATER PRODUCTS                                                     | Mueller Water Products Inc                                                       | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136219.51    | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                        | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1350875.90   | 0.03%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                        | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    730000 | PA      | $731198.89    | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                                          | Kuntarahoitus Oyj                                                                | CUSIP: 62628PAG1<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |    955000 | PA      | $950543.31    | 0.02%             | 2029-10-09      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| KUNTARAHOITUS OYJ                                                          | Kuntarahoitus Oyj                                                                | CUSIP: 62628PAJ5<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |    300000 | PA      | $304876.83    | 0.01%             | 2030-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                                          | Kuntarahoitus Oyj                                                                | CUSIP: 62630CEJ6<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |    500000 | PA      | $505246.44    | 0.01%             | 2027-01-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                                          | Kuntarahoitus Oyj                                                                | CUSIP: 62630CEK3<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |    500000 | PA      | $507529.34    | 0.01%             | 2029-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                                         | Murphy Oil USA Inc                                                               | CUSIP: 626738AD0<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100017.23    | 0.00%             | 2027-05-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                                         | Murphy Oil USA Inc                                                               | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154257.53    | 0.00%             | 2029-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                                        | Muthoot Finance Ltd                                                              | CUSIP: 62828M2C4<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $205025.49    | 0.00%             | 2028-02-14      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                                        | Muthoot Finance Ltd                                                              | CUSIP: 62828M2D2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $204519.94    | 0.00%             | 2029-04-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                                        | Muthoot Finance Ltd                                                              | CUSIP: 62828M2E0<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |    400000 | PA      | $409359.88    | 0.01%             | 2030-03-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL                                                     | Mutual of Omaha Cos Global Funding                                               | CUSIP: 62829D2B5<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185912.16    | 0.00%             | 2028-12-12      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL                                                     | Mutual of Omaha Cos Global Funding                                               | CUSIP: 62829D2D1<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253500.55    | 0.01%             | 2027-04-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL                                                     | Mutual of Omaha Cos Global Funding                                               | CUSIP: 62829D2E9<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132011.64    | 0.00%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL                                                     | Mutual of Omaha Cos Global Funding                                               | CUSIP: 62829D2F6<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147901.82    | 0.00%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL                                                     | Mutual of Omaha Cos Global Funding                                               | CUSIP: 62829D2G4<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50428.89     | 0.00%             | 2028-06-09      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL                                                     | Mutual of Omaha Cos Global Funding                                               | CUSIP: 62829D2H2<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99924.46     | 0.00%             | 2031-01-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                                  | Mylan Inc                                                                        | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    210000 | PA      | $210598.52    | 0.00%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                                 | NBN Co Ltd                                                                       | CUSIP: 62878U2D3<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    140000 | PA      | $137076.66    | 0.00%             | 2027-01-08      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                                 | NBN Co Ltd                                                                       | CUSIP: 62878U2F8<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    480000 | PA      | $501152.53    | 0.01%             | 2028-10-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                                 | NBN Co Ltd                                                                       | CUSIP: 62878U2H4<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    225000 | PA      | $225132.21    | 0.00%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                                 | NBN Co Ltd                                                                       | CUSIP: 62878U2J0<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $200719.80    | 0.00%             | 2029-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                                 | NBN Co Ltd                                                                       | CUSIP: 62878U2K7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $199110.92    | 0.00%             | 2030-09-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                             | NCR Voyix Corp                                                                   | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    235000 | PA      | $232557.11    | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                             | NCR Voyix Corp                                                                   | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    119000 | PA      | $117570.20    | 0.00%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                        | NCL Corp Ltd                                                                     | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    185000 | PA      | $197658.90    | 0.00%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                        | NCL Corp Ltd                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    435000 | PA      | $436026.61    | 0.01%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                                            | NCL Finance Ltd                                                                  | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    185000 | PA      | $189973.39    | 0.00%             | 2028-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NFE FINANCING LLC                                                          | NFE Financing LLC                                                                | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    895713 | PA      | $316791.02    | 0.01%             | 2029-11-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                                            | NGPL PipeCo LLC                                                                  | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    162000 | PA      | $162790.74    | 0.00%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NLG GLOBAL FUNDING                                                         | NLG Global Funding                                                               | CUSIP: 62915W2A0<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |    190000 | PA      | $195799.45    | 0.00%             | 2030-01-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NMI HOLDINGS                                                               | NMI Holdings Inc                                                                 | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119234.46    | 0.00%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                                      | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAC2<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |    280000 | PA      | $290634.36    | 0.01%             | 2029-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                             | NRG Energy Inc                                                                   | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230128.07    | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                             | NRG Energy Inc                                                                   | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230649.04    | 0.00%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                             | NRG Energy Inc                                                                   | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124443.12    | 0.00%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                             | NRG Energy Inc                                                                   | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290144.91    | 0.01%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                             | NRG Energy Inc                                                                   | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143789.28    | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                             | NRG Energy Inc                                                                   | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240857.11    | 0.01%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                             | NRG Energy Inc                                                                   | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130038.57    | 0.00%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| NVR INC                                                                    | NVR Inc                                                                          | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |    255000 | PA      | $242279.53    | 0.01%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                                                     | NXP BV / NXP Funding LLC                                                         | CUSIP: 62947QBC1<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    180000 | PA      | $186293.73    | 0.00%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                     | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAV0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    347000 | PA      | $347730.58    | 0.01%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                     | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAY4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    300000 | PA      | $289235.18    | 0.01%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                     | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HBE7<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    274000 | PA      | $275377.92    | 0.01%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                     | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HBF4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    165000 | PA      | $165716.83    | 0.00%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                           | NTT Finance Corp                                                                 | CUSIP: 62954WAD7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    240000 | PA      | $227971.69    | 0.00%             | 2028-04-03      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                           | NTT Finance Corp                                                                 | CUSIP: 62954WAK1<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    210000 | PA      | $211140.89    | 0.00%             | 2027-07-27      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                           | NTT Finance Corp                                                                 | CUSIP: 62954WAL9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203076.74    | 0.00%             | 2027-07-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                           | NTT Finance Corp                                                                 | CUSIP: 62954WAM7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $205266.54    | 0.00%             | 2029-07-02      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                           | NTT Finance Corp                                                                 | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $302540.84    | 0.01%             | 2027-07-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                           | NTT Finance Corp                                                                 | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $202663.82    | 0.00%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                           | NTT Finance Corp                                                                 | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    755000 | PA      | $769943.52    | 0.02%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                      | Nabors Industries Inc                                                            | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    210000 | PA      | $221713.29    | 0.00%             | 2030-01-31      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| NARRAGANSETT ELECTRIC                                                      | Narragansett Electric Co/The                                                     | CUSIP: 631005BH7<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9982.62      | 0.00%             | 2028-08-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| NARRAGANSETT ELECTRIC                                                      | Narragansett Electric Co/The                                                     | CUSIP: 631005BJ3<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |    190000 | PA      | $183021.62    | 0.00%             | 2030-04-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                 | Nasdaq Inc                                                                       | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    367000 | PA      | $378084.88    | 0.01%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NASSAU COMPANIES OF NY                                                     | Nassau Cos of New York/The                                                       | CUSIP: 63155AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $114098.23    | 0.00%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                                    | National Australia Bank Ltd                                                      | CUSIP: 632525AS0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    410000 | PA      | $400490.50    | 0.01%             | 2034-08-02      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                                    | National Australia Bank Ltd                                                      | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $226718.75    | 0.00%             | 2030-08-21      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                   | National Australia Bank Ltd/New York                                             | CUSIP: 632525CA7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    315000 | PA      | $318790.57    | 0.01%             | 2027-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                   | National Australia Bank Ltd/New York                                             | CUSIP: 632525CJ8<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $252549.82    | 0.01%             | 2028-06-13      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                   | National Australia Bank Ltd/New York                                             | CUSIP: 632525CK5<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    620000 | PA      | $629691.58    | 0.01%             | 2030-06-13      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                   | National Australia Bank Ltd/New York                                             | CUSIP: 632525CQ2<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $249815.09    | 0.01%             | 2028-12-13      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                   | National Australia Bank Ltd/New York                                             | CUSIP: 632525CR0<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $249763.62    | 0.01%             | 2031-01-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                   | National Australia Bank Ltd/New York                                             | CUSIP: 63253QAB0<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    310000 | PA      | $316534.35    | 0.01%             | 2028-01-12      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                   | National Australia Bank Ltd/New York                                             | CUSIP: 63253QAE4<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    340000 | PA      | $348121.14    | 0.01%             | 2028-06-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                   | National Australia Bank Ltd/New York                                             | CUSIP: 63253QAG9<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    515000 | PA      | $527361.61    | 0.01%             | 2029-01-10      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                   | National Australia Bank Ltd/New York                                             | CUSIP: 63253QAJ3<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $254300.25    | 0.01%             | 2027-06-11      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                   | National Australia Bank Ltd/New York                                             | CUSIP: 63253QAL8<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    240000 | PA      | $246916.77    | 0.01%             | 2030-01-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                   | National Australia Bank Ltd/New York                                             | CUSIP: 63254ABE7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    430000 | PA      | $430959.98    | 0.01%             | 2027-06-09      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                                    | National Australia Bank Ltd                                                      | CUSIP: 6325C0EB3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    445000 | PA      | $437284.56    | 0.01%             | 2027-01-12      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                    | National Bank of Canada                                                          | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    260000 | PA      | $271117.80    | 0.01%             | 2028-12-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                    | National Bank of Canada                                                          | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    310000 | PA      | $313485.97    | 0.01%             | 2029-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                    | National Bank of Canada                                                          | CUSIP: 63307A3D5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    270000 | PA      | $272387.30    | 0.01%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                    | National Bank of Canada                                                          | CUSIP: 63307A3K9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $250522.38    | 0.01%             | 2029-01-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                       | National Fuel Gas Co                                                             | CUSIP: 636180BP5<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40488.02     | 0.00%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                       | National Fuel Gas Co                                                             | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    175000 | PA      | $181033.23    | 0.00%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                          | National Grid PLC                                                                | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $232525.23    | 0.00%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NATIONAL MENTOR HOLDINGS                                                   | National Mentor Holdings Inc                                                     | CUSIP: 63688RAF4<br>LEI: 5493004QULJVJP3CNZ62 | Long             | DBT              | CORP              | US        |    390000 | PA      | $402893.96    | 0.01%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| NOV INC                                                                    | NOV Inc                                                                          | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    155000 | PA      | $151574.39    | 0.00%             | 2029-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                               | NNN REIT Inc                                                                     | CUSIP: 637417AK2<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    330000 | PA      | $327362.70    | 0.01%             | 2027-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                               | NNN REIT Inc                                                                     | CUSIP: 637417AN6<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |      5000 | PA      | $4645.40      | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                   | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NN1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123918.05    | 0.00%             | 2027-04-25      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                   | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NP6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297503.80    | 0.01%             | 2028-02-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                   | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NQ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99863.94     | 0.00%             | 2028-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                   | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NS0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158264.70    | 0.00%             | 2029-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                   | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139791.62    | 0.00%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                   | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432PB5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62955.40     | 0.00%             | 2053-09-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                   | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFG2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193384.56    | 0.00%             | 2028-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                   | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFJ6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    195000 | PA      | $200053.21    | 0.00%             | 2028-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                   | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFM9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161584.68    | 0.00%             | 2027-02-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                   | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFN7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173986.55    | 0.00%             | 2029-02-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                   | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFR8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76076.11     | 0.00%             | 2027-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                   | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFS6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165268.79    | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                   | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95357.11     | 0.00%             | 2027-09-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                   | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFW7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96446.70     | 0.00%             | 2028-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                   | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFX5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    155000 | PA      | $159169.72    | 0.00%             | 2030-02-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                   | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150723.29    | 0.00%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                   | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HGB2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80163.53     | 0.00%             | 2027-12-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                   | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HGC0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79892.01     | 0.00%             | 2030-12-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECS CLEARING                                                     | National Securities Clearing Corp                                                | CUSIP: 637639AH8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    290000 | PA      | $296441.67    | 0.01%             | 2027-11-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECS CLEARING                                                     | National Securities Clearing Corp                                                | CUSIP: 637639AK1<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    280000 | PA      | $286363.62    | 0.01%             | 2028-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECS CLEARING                                                     | National Securities Clearing Corp                                                | CUSIP: 637639AM7<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    275000 | PA      | $282079.28    | 0.01%             | 2029-06-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECS CLEARING                                                     | National Securities Clearing Corp                                                | CUSIP: 637639AQ8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214181.22    | 0.00%             | 2030-05-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                                    | Nationwide Building Society                                                      | CUSIP: 63861VAB3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    455000 | PA      | $455769.99    | 0.01%             | 2029-03-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                                    | Nationwide Building Society                                                      | CUSIP: 63861VAE7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    390000 | PA      | $385187.30    | 0.01%             | 2030-07-18      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                                    | Nationwide Building Society                                                      | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    245000 | PA      | $242298.58    | 0.01%             | 2028-02-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                                    | Nationwide Building Society                                                      | CUSIP: 63861VAH0<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    305000 | PA      | $309351.97    | 0.01%             | 2027-07-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                                    | Nationwide Building Society                                                      | CUSIP: 63861VAK3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    255000 | PA      | $262148.87    | 0.01%             | 2029-07-29      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                                    | Nationwide Building Society                                                      | CUSIP: 63861VAM9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $207063.90    | 0.00%             | 2029-07-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                                    | Nationwide Building Society                                                      | CUSIP: 63861VAP2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199566.32    | 0.00%             | 2030-09-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                                             | NCR Atleos Corp                                                                  | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    425000 | PA      | $455321.90    | 0.01%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                          | NatWest Group PLC                                                                | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $184928.55    | 0.00%             | 2035-11-28      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                          | NatWest Group PLC                                                                | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    335000 | PA      | $342914.02    | 0.01%             | 2028-09-30      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                          | NatWest Group PLC                                                                | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    390000 | PA      | $406000.74    | 0.01%             | 2029-09-13      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                          | NatWest Group PLC                                                                | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $213463.44    | 0.00%             | 2028-03-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                          | NatWest Group PLC                                                                | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    305000 | PA      | $320905.51    | 0.01%             | 2034-06-01      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                          | NatWest Group PLC                                                                | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    395000 | PA      | $403213.89    | 0.01%             | 2030-08-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                          | NatWest Group PLC                                                                | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $410152.64    | 0.01%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                        | NatWest Markets PLC                                                              | CUSIP: 63906YAH1<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $275322.48    | 0.01%             | 2027-05-17      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                        | NatWest Markets PLC                                                              | CUSIP: 63906YAJ7<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    235000 | PA      | $243783.59    | 0.01%             | 2029-05-17      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                        | NatWest Markets PLC                                                              | CUSIP: 63906YAM0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    235000 | PA      | $238718.42    | 0.01%             | 2028-03-21      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                        | NatWest Markets PLC                                                              | CUSIP: 63906YAP3<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    520000 | PA      | $533078.44    | 0.01%             | 2030-03-21      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                        | NatWest Markets PLC                                                              | CUSIP: 63906YAS7<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $224706.72    | 0.00%             | 2030-11-06      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                        | NatWest Markets PLC                                                              | CUSIP: 63906YAT5<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200474.38    | 0.00%             | 2028-11-06      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                               | Navient Corp                                                                     | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218455.27    | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                               | Navient Corp                                                                     | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171493.30    | 0.00%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                               | Navient Corp                                                                     | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    225000 | PA      | $219962.29    | 0.00%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| NAVIENT CORP                                                               | Navient Corp                                                                     | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    125000 | PA      | $134580.14    | 0.00%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                                      | Nederlandse Waterschapsbank NV                                                   | CUSIP: 639832AJ3<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |    200000 | PA      | $204826.45    | 0.00%             | 2030-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                                      | Nederlandse Waterschapsbank NV                                                   | CUSIP: 63983TEH4<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |    300000 | PA      | $301898.92    | 0.01%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                                      | Nederlandse Waterschapsbank NV                                                   | CUSIP: 63983TEJ0<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |    500000 | PA      | $509203.43    | 0.01%             | 2029-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                       | Neptune Bidco US Inc                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    805000 | PA      | $826680.72    | 0.02%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| NESCO HOLDINGS II INC                                                      | NESCO Holdings II Inc                                                            | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |    285000 | PA      | $280916.50    | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NESTLE CAPITAL CORP                                                        | Nestle Capital Corp                                                              | CUSIP: 64105MAA9<br>LEI: 549300VIRTXBZ81J0S95 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153455.05    | 0.00%             | 2029-03-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                                        | Nestle Holdings Inc                                                              | CUSIP: 641062AF1<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    340000 | PA      | $338937.05    | 0.01%             | 2028-09-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                                        | Nestle Holdings Inc                                                              | CUSIP: 641062AS3<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    420000 | PA      | $402843.75    | 0.01%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                                        | Nestle Holdings Inc                                                              | CUSIP: 641062AT1<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    465000 | PA      | $410125.09    | 0.01%             | 2030-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                                        | Nestle Holdings Inc                                                              | CUSIP: 641062AV6<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    245000 | PA      | $239230.12    | 0.01%             | 2027-01-14      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                                        | Nestle Holdings Inc                                                              | CUSIP: 641062AW4<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    315000 | PA      | $297617.37    | 0.01%             | 2028-09-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                                        | Nestle Holdings Inc                                                              | CUSIP: 641062BB9<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302154.71    | 0.01%             | 2027-10-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| NESTLE HOLDINGS INC                                                        | Nestle Holdings Inc                                                              | CUSIP: 641062BC7<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    185000 | PA      | $186593.08    | 0.00%             | 2029-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                                        | Nestle Holdings Inc                                                              | CUSIP: 641062BF0<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    255000 | PA      | $261148.85    | 0.01%             | 2028-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                                        | Nestle Holdings Inc                                                              | CUSIP: 641062BG8<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    185000 | PA      | $190586.80    | 0.00%             | 2030-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                                        | Nestle Holdings Inc                                                              | CUSIP: 641062BL7<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180091.28    | 0.00%             | 2028-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                                        | Nestle Holdings Inc                                                              | CUSIP: 641062BM5<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208027.30    | 0.00%             | 2030-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                 | NetApp Inc                                                                       | CUSIP: 64110DAJ3<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    108000 | PA      | $105636.97    | 0.00%             | 2027-06-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                 | NetApp Inc                                                                       | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186319.48    | 0.00%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                | Netflix Inc                                                                      | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    659000 | PA      | $672478.63    | 0.01%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                | Netflix Inc                                                                      | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    660000 | PA      | $692350.31    | 0.01%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                | Netflix Inc                                                                      | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    330000 | PA      | $344018.33    | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                | Netflix Inc                                                                      | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    325000 | PA      | $332331.41    | 0.01%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                | Netflix Inc                                                                      | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    305000 | PA      | $326171.63    | 0.01%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN GRP/FIN                                                   | Neuberger Berman Group LLC / Neuberger Berman Finance Corp                       | CUSIP: 64128XAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $184959.52    | 0.00%             | 2027-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                            | Nevada Power Co                                                                  | CUSIP: 641423CC0<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207542.31    | 0.00%             | 2029-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                            | Nevada Power Co                                                                  | CUSIP: 641423CD8<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    125000 | PA      | $115539.33    | 0.00%             | 2030-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                            | Nevada Power Co                                                                  | CUSIP: 641423CH9<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50484.80     | 0.00%             | 2055-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                                      | Province of New Brunswick Canada                                                 | CUSIP: 642869AM3<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      5000 | PA      | $4980.62      | 0.00%             | 2028-02-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L                                                   | New Enterprise Stone & Lime Co Inc                                               | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80621.49     | 0.00%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: —       |
| NEW ENTERPRISE STONE & L                                                   | New Enterprise Stone & Lime Co Inc                                               | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    205000 | PA      | $205104.85    | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW FLYER HOLDINGS                                                         | New Flyer Holdings Inc                                                           | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $188297.18    | 0.00%             | 2030-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                    | New Fortress Energy Inc                                                          | CUSIP: 644393AC4<br>LEI: 254900EICTYTCHA5X705 | Long             | DBT              | CORP              | US        |     25000 | PA      | $1830.99      | 0.00%             | 2029-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NEW HOME CO INC/THE                                                        | New Home Co Inc/The                                                              | CUSIP: 645370AF4<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99842.11     | 0.00%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| NEW HOME CO INC/THE                                                        | New Home Co Inc/The                                                              | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57354.01     | 0.00%             | 2030-11-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NEW MOUNTAIN FINANCE COR                                                   | New Mountain Finance Corp                                                        | CUSIP: 647551AF7<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117184.53    | 0.00%             | 2029-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NEW MOUNTAIN FINANCE COR                                                   | New Mountain Finance Corp                                                        | CUSIP: 647551AG5<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116388.79    | 0.00%             | 2027-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                                         | Rithm Capital Corp                                                               | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              |  | US        |    250000 | PA      | $255334.46    | 0.01%             | 2029-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                                         | Rithm Capital Corp                                                               | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              |  | US        |    145000 | PA      | $148241.35    | 0.00%             | 2030-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                   | New York Life Global Funding                                                     | CUSIP: 64952WCX9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    330000 | PA      | $324717.38    | 0.01%             | 2028-01-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                   | New York Life Global Funding                                                     | CUSIP: 64952WDS9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $262448.14    | 0.01%             | 2030-08-07      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                   | New York Life Global Funding                                                     | CUSIP: 64952WEQ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    405000 | PA      | $402511.81    | 0.01%             | 2027-04-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                   | New York Life Global Funding                                                     | CUSIP: 64952WEY5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    450000 | PA      | $458236.43    | 0.01%             | 2028-01-09      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                   | New York Life Global Funding                                                     | CUSIP: 64952WFD0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    180000 | PA      | $183757.35    | 0.00%             | 2028-06-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                   | New York Life Global Funding                                                     | CUSIP: 64952WFF5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    285000 | PA      | $289991.65    | 0.01%             | 2029-01-29      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                   | New York Life Global Funding                                                     | CUSIP: 64952WFG3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164725.79    | 0.00%             | 2029-06-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| NEW YORK LIFE GLOBAL FDG                                                   | New York Life Global Funding                                                     | CUSIP: 64952WFJ7<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    270000 | PA      | $270300.83    | 0.01%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                   | New York Life Global Funding                                                     | CUSIP: 64952WFK4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    205000 | PA      | $208320.70    | 0.00%             | 2029-12-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                   | New York Life Global Funding                                                     | CUSIP: 64952WFL2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80773.35     | 0.00%             | 2027-12-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                   | New York Life Global Funding                                                     | CUSIP: 64952WFN8<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167487.06    | 0.00%             | 2030-06-03      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                   | New York Life Global Funding                                                     | CUSIP: 64952WFP3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150844.43    | 0.00%             | 2028-07-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                   | New York Life Global Funding                                                     | CUSIP: 64952WFR9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124612.81    | 0.00%             | 2031-01-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                   | New York Life Global Funding                                                     | CUSIP: 64952WFS7<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100134.55    | 0.00%             | 2029-02-02      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                   | New York Life Global Funding                                                     | CUSIP: 64953BBM9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177150.75    | 0.00%             | 2027-04-02      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                   | New York Life Global Funding                                                     | CUSIP: 64953BBW7<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151575.44    | 0.00%             | 2028-04-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NY STATE ELECTRIC & GAS                                                    | New York State Electric & Gas Corp                                               | CUSIP: 649840CU7<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |     57000 | PA      | $59071.78     | 0.00%             | 2028-08-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HLDGS GR                                                   | Newfold Digital Holdings Group Inc                                               | CUSIP: 650929AC6<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |    131911 | PA      | $118972.34    | 0.00%             | 2029-04-30      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HLDGS GR                                                   | Newfold Digital Holdings Group Inc                                               | CUSIP: 650929AD4<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |    138018 | PA      | $84371.54     | 0.00%             | 2029-04-30      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| NEWCASTLE COAL INFRASTRU                                                   | Newcastle Coal Infrastructure Group Pty Ltd                                      | CUSIP: 65106WAA3<br>LEI: 549300YAJ8XYYGW2TZ32 | Long             | DBT              | CORP              | AU        |     61934 | PA      | $61824.61     | 0.00%             | 2027-09-29      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                          | Newell Brands Inc                                                                | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151739.37    | 0.00%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                          | Newell Brands Inc                                                                | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160229.49    | 0.00%             | 2029-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                          | Newell Brands Inc                                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222325.47    | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| NEWELL BRANDS INC                                                          | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    375000 | PA      | $393419.07    | 0.01%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NEWMARK GROUP INC                                                          | Newmark Group Inc                                                                | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $186900.32    | 0.00%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NEWMONT / NEWCREST FIN                                                     | Newmont Corp / Newcrest Finance Pty Ltd                                          | CUSIP: 65163LAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $173455.35    | 0.00%             | 2030-05-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                                                  | News Corp                                                                        | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    370000 | PA      | $360404.22    | 0.01%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                          | Nexstar Media Inc                                                                | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    330000 | PA      | $327925.57    | 0.01%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                     | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    600000 | PA      | $597157.79    | 0.01%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                     | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KAV2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49518.89     | 0.00%             | 2077-12-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                     | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBJ8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    225000 | PA      | $221068.30    | 0.00%             | 2029-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                     | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146521.08    | 0.00%             | 2079-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                     | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    290000 | PA      | $276407.36    | 0.01%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                     | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    610000 | PA      | $561282.62    | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                     | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    515000 | PA      | $491402.81    | 0.01%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                     | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    468000 | PA      | $459541.89    | 0.01%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                     | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103179.50    | 0.00%             | 2082-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                     | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404073.43    | 0.01%             | 2027-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                     | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    410000 | PA      | $414635.23    | 0.01%             | 2027-09-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                     | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCM0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    370000 | PA      | $376724.20    | 0.01%             | 2028-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                     | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCN8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    205000 | PA      | $210901.14    | 0.00%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAPITAL                                                     | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCT5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    330000 | PA      | $338120.33    | 0.01%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                     | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    235000 | PA      | $242639.14    | 0.01%             | 2054-09-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                     | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    475000 | PA      | $490864.93    | 0.01%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                     | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    315000 | PA      | $320657.03    | 0.01%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                     | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDJ6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    330000 | PA      | $340268.36    | 0.01%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                                     | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163501.87    | 0.00%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                                     | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    270000 | PA      | $278481.01    | 0.01%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| NEXSTAR MEDIA INC                                                          | Nexstar Media Inc                                                                | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    525000 | PA      | $525123.96    | 0.01%             | 2027-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                                       | Niagara Mohawk Power Corp                                                        | CUSIP: 65364UAL0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    235000 | PA      | $235502.60    | 0.00%             | 2028-12-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                                       | Niagara Mohawk Power Corp                                                        | CUSIP: 65364UAN6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135902.57    | 0.00%             | 2030-06-27      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                   | NIKE Inc                                                                         | CUSIP: 654106AJ2<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    390000 | PA      | $385790.34    | 0.01%             | 2027-03-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                   | NIKE Inc                                                                         | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    440000 | PA      | $419613.89    | 0.01%             | 2030-03-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                                                      | Nippon Life Insurance Co                                                         | CUSIP: 654579AF8<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $198775.18    | 0.00%             | 2047-09-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                                                      | Nippon Life Insurance Co                                                         | CUSIP: 654579AG6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    355000 | PA      | $336040.45    | 0.01%             | 2050-01-23      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                               | NiSource Inc                                                                     | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    220000 | PA      | $210936.40    | 0.00%             | 2029-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                               | NiSource Inc                                                                     | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    375000 | PA      | $365381.64    | 0.01%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                               | NiSource Inc                                                                     | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    430000 | PA      | $440766.79    | 0.01%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                               | NiSource Inc                                                                     | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    155000 | PA      | $161447.17    | 0.00%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                               | NiSource Inc                                                                     | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    216000 | PA      | $222756.80    | 0.00%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                               | NiSource Inc                                                                     | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    330000 | PA      | $328116.16    | 0.01%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                    | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 654740BT5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    205000 | PA      | $194932.79    | 0.00%             | 2028-03-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                            | Nissan Motor Co Ltd                                                              | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    720000 | PA      | $710915.83    | 0.01%             | 2027-09-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                            | Nissan Motor Co Ltd                                                              | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $754735.59    | 0.02%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                    | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAD7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    120000 | PA      | $111281.27    | 0.00%             | 2028-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                    | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    240000 | PA      | $248798.49    | 0.01%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                    | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAG0<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125320.29    | 0.00%             | 2027-09-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                    | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAH8<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154037.71    | 0.00%             | 2029-09-13      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                    | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    270000 | PA      | $270915.33    | 0.01%             | 2028-09-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                    | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    370000 | PA      | $368984.55    | 0.01%             | 2030-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NOKIA OYJ                                                                  | Nokia Oyj                                                                        | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    200000 | PA      | $200073.86    | 0.00%             | 2027-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                            | Nissan Motor Co Ltd                                                              | CUSIP: 654922AB9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $209988.24    | 0.00%             | 2030-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                                       | Noble Finance II LLC                                                             | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $453378.01    | 0.01%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                        | Nomura Holdings Inc                                                              | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    515000 | PA      | $489602.73    | 0.01%             | 2030-01-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                        | Nomura Holdings Inc                                                              | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    295000 | PA      | $272974.19    | 0.01%             | 2030-07-16      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                        | Nomura Holdings Inc                                                              | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    350000 | PA      | $333728.22    | 0.01%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                        | Nomura Holdings Inc                                                              | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    375000 | PA      | $369180.31    | 0.01%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                        | Nomura Holdings Inc                                                              | CUSIP: 65535HBB4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $191316.05    | 0.00%             | 2029-01-22      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                        | Nomura Holdings Inc                                                              | CUSIP: 65535HBC2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $207983.80    | 0.00%             | 2029-07-06      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                        | Nomura Holdings Inc                                                              | CUSIP: 65535HBF5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203290.88    | 0.00%             | 2027-07-06      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                        | Nomura Holdings Inc                                                              | CUSIP: 65535HBH1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    215000 | PA      | $221696.05    | 0.00%             | 2028-01-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                        | Nomura Holdings Inc                                                              | CUSIP: 65535HBM0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    210000 | PA      | $219134.12    | 0.00%             | 2028-07-12      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                        | Nomura Holdings Inc                                                              | CUSIP: 65535HBR9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    160000 | PA      | $163207.07    | 0.00%             | 2027-07-02      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                        | Nomura Holdings Inc                                                              | CUSIP: 65535HBZ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    205000 | PA      | $208006.60    | 0.00%             | 2030-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NONGHYUP BANK                                                              | NongHyup Bank                                                                    | CUSIP: 65540KAJ4<br>LEI: 988400GSDJCW3LKJBD20 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $200848.93    | 0.00%             | 2027-07-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NONGHYUP BANK                                                              | NongHyup Bank                                                                    | CUSIP: 65540KAK1<br>LEI: 988400GSDJCW3LKJBD20 | Long             | DBT              | CORP              | KR        |    400000 | PA      | $408427.36    | 0.01%             | 2028-07-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                            | Nordea Bank Abp                                                                  | CUSIP: 65557FAH9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     75000 | PA      | $75076.51     | 0.00%             | 2033-09-13      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                            | Nordea Bank Abp                                                                  | CUSIP: 65558RAD1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    410000 | PA      | $419220.76    | 0.01%             | 2027-09-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                            | Nordea Bank Abp                                                                  | CUSIP: 65558RAG4<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    210000 | PA      | $212756.41    | 0.00%             | 2027-03-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                            | Nordea Bank Abp                                                                  | CUSIP: 65558RAJ8<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    205000 | PA      | $206795.60    | 0.00%             | 2029-09-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                            | Nordea Bank Abp                                                                  | CUSIP: 65558RAL3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     60000 | PA      | $60548.29     | 0.00%             | 2028-03-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                            | Nordea Bank Abp                                                                  | CUSIP: 65558RAN9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    200000 | PA      | $200030.25    | 0.00%             | 2030-08-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                                     | Nordic Investment Bank                                                           | CUSIP: 65562QBV6<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $199276.32    | 0.00%             | 2027-09-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                                     | Nordic Investment Bank                                                           | CUSIP: 65562QBW4<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |   1010000 | PA      | $1025485.07   | 0.02%             | 2028-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                                     | Nordic Investment Bank                                                           | CUSIP: 65562QC29<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $299614.34    | 0.01%             | 2030-05-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                                                               | Nordson Corp                                                                     | CUSIP: 655663AA0<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165608.77    | 0.00%             | 2028-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                                                               | Nordson Corp                                                                     | CUSIP: 655663AC6<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161071.70    | 0.00%             | 2029-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                                              | Nordstrom Inc                                                                    | CUSIP: 655664AH3<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155782.97    | 0.00%             | 2028-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                                              | Nordstrom Inc                                                                    | CUSIP: 655664AS9<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143447.99    | 0.00%             | 2027-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                                              | Nordstrom Inc                                                                    | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119384.32    | 0.00%             | 2030-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                      | Norfolk Southern Corp                                                            | CUSIP: 655844AJ7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    105000 | PA      | $110105.36    | 0.00%             | 2027-05-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                      | Norfolk Southern Corp                                                            | CUSIP: 655844BT4<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158479.26    | 0.00%             | 2027-06-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                      | Norfolk Southern Corp                                                            | CUSIP: 655844BZ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    254000 | PA      | $253199.97    | 0.01%             | 2028-08-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                      | Norfolk Southern Corp                                                            | CUSIP: 655844CE6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14224.39     | 0.00%             | 2029-11-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                      | Norfolk Southern Corp                                                            | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206652.59    | 0.00%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NORINCHUKIN BANK                                                           | Norinchukin Bank/The                                                             | CUSIP: 656029AJ4<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |    230000 | PA      | $232323.31    | 0.00%             | 2027-09-14      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| NORINCHUKIN BANK                                                           | Norinchukin Bank/The                                                             | CUSIP: 656029AL9<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $204530.25    | 0.00%             | 2028-03-09      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| NORINCHUKIN BANK                                                           | Norinchukin Bank/The                                                             | CUSIP: 656029AN5<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |    290000 | PA      | $296374.75    | 0.01%             | 2029-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| NORINCHUKIN BANK                                                           | Norinchukin Bank/The                                                             | CUSIP: 656029AP0<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |      5000 | PA      | $5026.57      | 0.00%             | 2030-09-09      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                | Equinor ASA                                                                      | CUSIP: 656531AM2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    250000 | PA      | $263844.35    | 0.01%             | 2027-09-23      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NORTH HAVEN PRIVATE INC                                                    | North Haven Private Income Fund LLC                                              | CUSIP: 65960NAB6<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94581.70     | 0.00%             | 2030-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NORTH HAVEN PRIVATE INC                                                    | North Haven Private Income Fund LLC                                              | CUSIP: 65960NAC4<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74749.98     | 0.00%             | 2028-09-25      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                        | Northern Trust Corp                                                              | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    107000 | PA      | $105581.26    | 0.00%             | 2032-05-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                        | Northern Trust Corp                                                              | CUSIP: 665859AT1<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49893.23     | 0.00%             | 2028-08-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                        | Northern Trust Corp                                                              | CUSIP: 665859AU8<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121880.64    | 0.00%             | 2029-05-03      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                        | Northern Trust Corp                                                              | CUSIP: 665859AV6<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    320000 | PA      | $293099.53    | 0.01%             | 2030-05-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                        | Northern Trust Corp                                                              | CUSIP: 665859AW4<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    460000 | PA      | $461385.47    | 0.01%             | 2027-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                        | Northern Trust Corp                                                              | CUSIP: 665859AY0<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74986.88     | 0.00%             | 2030-11-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                      | Northrop Grumman Corp                                                            | CUSIP: 666807BK7<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89496.81     | 0.00%             | 2027-02-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                      | Northrop Grumman Corp                                                            | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    710000 | PA      | $701377.32    | 0.01%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                      | Northrop Grumman Corp                                                            | CUSIP: 666807BS0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20145.94     | 0.00%             | 2030-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                      | Northrop Grumman Corp                                                            | CUSIP: 666807CK6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    185000 | PA      | $188006.59    | 0.00%             | 2029-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                      | Northrop Grumman Corp                                                            | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    235000 | PA      | $238895.83    | 0.01%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NORTHWEST PIPELINE LLC                                                     | Northwest Pipeline LLC                                                           | CUSIP: 66775VAB1<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135019.40    | 0.00%             | 2027-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN CORP                                                          | NorthWestern Corp                                                                | CUSIP: 66807TAA0<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102346.63    | 0.00%             | 2030-03-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                                                   | Northwestern Mutual Global Funding                                               | CUSIP: 66815L2D0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190093.37    | 0.00%             | 2028-06-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                                                   | Northwestern Mutual Global Funding                                               | CUSIP: 66815L2F5<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    322000 | PA      | $316136.66    | 0.01%             | 2027-01-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                                                   | Northwestern Mutual Global Funding                                               | CUSIP: 66815L2H1<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126529.95    | 0.00%             | 2029-04-04      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                                                   | Northwestern Mutual Global Funding                                               | CUSIP: 66815L2K4<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151212.23    | 0.00%             | 2027-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                                                   | Northwestern Mutual Global Funding                                               | CUSIP: 66815L2M0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132756.34    | 0.00%             | 2028-06-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                                                   | Northwestern Mutual Global Funding                                               | CUSIP: 66815L2Q1<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    180000 | PA      | $183405.79    | 0.00%             | 2029-01-10      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                                                   | Northwestern Mutual Global Funding                                               | CUSIP: 66815L2R9<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222919.85    | 0.00%             | 2027-03-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                                                   | Northwestern Mutual Global Funding                                               | CUSIP: 66815L2T5<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220903.09    | 0.00%             | 2027-09-12      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                                                   | Northwestern Mutual Global Funding                                               | CUSIP: 66815L2U2<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    210000 | PA      | $215046.03    | 0.00%             | 2030-01-13      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                                                   | Northwestern Mutual Global Funding                                               | CUSIP: 66815L2V0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222500.22    | 0.00%             | 2028-03-21      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                                                   | Northwestern Mutual Global Funding                                               | CUSIP: 66815L2W8<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192553.66    | 0.00%             | 2030-06-03      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                                                   | Northwestern Mutual Global Funding                                               | CUSIP: 66815L2X6<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110518.30    | 0.00%             | 2028-08-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                                                   | Northwestern Mutual Global Funding                                               | CUSIP: 66815L2Z1<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99904.80     | 0.00%             | 2031-01-13      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                            | Gen Digital Inc                                                                  | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    270000 | PA      | $272538.02    | 0.01%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                            | Gen Digital Inc                                                                  | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179351.59    | 0.00%             | 2030-09-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BOC AVIATION USA CORP                                                      | BOC Aviation USA Corp                                                            | CUSIP: 66980Q2D8<br>LEI: 254900QKLTY6MF4Y3P65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208572.41    | 0.00%             | 2028-11-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BOC AVIATION USA CORP                                                      | BOC Aviation USA Corp                                                            | CUSIP: 66980Q2E6<br>LEI: 254900QKLTY6MF4Y3P65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206704.67    | 0.00%             | 2030-01-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                      | Novartis Capital Corp                                                            | CUSIP: 66989HAN8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    380000 | PA      | $377150.38    | 0.01%             | 2027-05-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                      | Novartis Capital Corp                                                            | CUSIP: 66989HAQ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    440000 | PA      | $432582.86    | 0.01%             | 2027-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                      | Novartis Capital Corp                                                            | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    450000 | PA      | $416215.35    | 0.01%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                      | Novartis Capital Corp                                                            | CUSIP: 66989HAT5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298989.12    | 0.01%             | 2029-09-18      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                      | Novartis Capital Corp                                                            | CUSIP: 66989HAX6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175516.76    | 0.00%             | 2028-11-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| NOVARTIS CAPITAL CORP                                                      | Novartis Capital Corp                                                            | CUSIP: 66989HAY4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    695000 | PA      | $694929.71    | 0.01%             | 2030-11-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                               | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484470.10    | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                               | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    225000 | PA      | $233375.56    | 0.00%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                          | NSTAR Electric Co                                                                | CUSIP: 67021CAM9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9923.50      | 0.00%             | 2027-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                          | NSTAR Electric Co                                                                | CUSIP: 67021CAN7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    160000 | PA      | $155949.73    | 0.00%             | 2029-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                          | NSTAR Electric Co                                                                | CUSIP: 67021CAX5<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143285.33    | 0.00%             | 2030-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                 | Nucor Corp                                                                       | CUSIP: 670346AP0<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80034.64     | 0.00%             | 2028-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                 | Nucor Corp                                                                       | CUSIP: 670346AS4<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141004.72    | 0.00%             | 2030-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                 | Nucor Corp                                                                       | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    285000 | PA      | $286912.38    | 0.01%             | 2027-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                 | Nucor Corp                                                                       | CUSIP: 670346AZ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157646.18    | 0.00%             | 2030-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NUFARM AUSTRALIA/AMERICA                                                   | Nufarm Australia Ltd / Nufarm Americas Inc                                       | CUSIP: 67052NAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    115000 | PA      | $106005.65    | 0.00%             | 2030-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                        | NuStar Logistics LP                                                              | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    190000 | PA      | $191882.30    | 0.00%             | 2027-04-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                        | NuStar Logistics LP                                                              | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    180000 | PA      | $188580.65    | 0.00%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                | NVIDIA Corp                                                                      | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    465000 | PA      | $444430.33    | 0.01%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                | NVIDIA Corp                                                                      | CUSIP: 67066GAM6<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    490000 | PA      | $466648.75    | 0.01%             | 2028-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                | Nutrien Ltd                                                                      | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $249983.27    | 0.01%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                | Nutrien Ltd                                                                      | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $156109.32    | 0.00%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                | Nutrien Ltd                                                                      | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    215000 | PA      | $218733.26    | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                | Nutrien Ltd                                                                      | CUSIP: 67077MBC1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $243725.27    | 0.01%             | 2027-06-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                | Nutrien Ltd                                                                      | CUSIP: 67077MBE7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $125672.33    | 0.00%             | 2027-03-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                                         | nVent Finance Sarl                                                               | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    195000 | PA      | $196037.82    | 0.00%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                                                 | Nuveen LLC                                                                       | CUSIP: 67080LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $255014.94    | 0.01%             | 2028-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                                                 | Nuveen LLC                                                                       | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $217809.22    | 0.00%             | 2030-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| OGE ENERGY CORP                                                            | OGE Energy Corp                                                                  | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |    165000 | PA      | $170873.71    | 0.00%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NUVEEN CHURCHILL DIRECT                                                    | Nuveen Churchill Direct Lending Corp                                             | CUSIP: 67090SAA6<br>LEI: 254900X3ULEP6XX7HG39 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97268.82     | 0.00%             | 2030-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                    | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    387000 | PA      | $384864.24    | 0.01%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                    | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65429.78     | 0.00%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                    | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAH0<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    195000 | PA      | $193528.35    | 0.00%             | 2029-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LEND                                                     | Oaktree Specialty Lending Corp                                                   | CUSIP: 67401PAC2<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127289.41    | 0.00%             | 2027-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LEND                                                     | Oaktree Specialty Lending Corp                                                   | CUSIP: 67401PAD0<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139510.24    | 0.00%             | 2029-02-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LEND                                                     | Oaktree Specialty Lending Corp                                                   | CUSIP: 67401PAE8<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119542.68    | 0.00%             | 2030-02-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| OAKTREE STRATEGIC CREDIT                                                   | Oaktree Strategic Credit Fund                                                    | CUSIP: 67403AAB5<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |    140000 | PA      | $150895.61    | 0.00%             | 2028-11-14      | Fixed         | 8.40%                 | No            |                  2 | On Loan: No      |
| OAKTREE STRATEGIC CREDIT                                                   | Oaktree Strategic Credit Fund                                                    | CUSIP: 67403AAE9<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118308.99    | 0.00%             | 2029-07-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OAKTREE STRATEGIC CREDIT                                                   | Oaktree Strategic Credit Fund                                                    | CUSIP: 67403AAF6<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124481.82    | 0.00%             | 2030-07-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                                          | Chord Energy Corp                                                                | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    225000 | PA      | $229489.16    | 0.00%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                   | Occidental Petroleum Corp                                                        | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    275000 | PA      | $317365.13    | 0.01%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                   | Occidental Petroleum Corp                                                        | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $537581.59    | 0.01%             | 2030-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                                                       | Oceaneering International Inc                                                    | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127075.05    | 0.00%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL INC                                                       | Oceaneering International Inc                                                    | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116820.50    | 0.00%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ODEON FINCO PLC                                                            | Odeon Finco PLC                                                                  | CUSIP: 67585LAA3<br>LEI: 9845003ECF9901CC5382 | Long             | DBT              | CORP              | GB        |    120000 | PA      | $123122.56    | 0.00%             | 2027-11-01      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                    | Oesterreichische Kontrollbank AG                                                 | CUSIP: 676167CF4<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    265000 | PA      | $264991.61    | 0.01%             | 2027-09-09      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                    | Oesterreichische Kontrollbank AG                                                 | CUSIP: 676167CJ6<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    380000 | PA      | $384695.88    | 0.01%             | 2028-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                    | Oesterreichische Kontrollbank AG                                                 | CUSIP: 676167CL1<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    625000 | PA      | $632510.20    | 0.01%             | 2029-01-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                    | Oesterreichische Kontrollbank AG                                                 | CUSIP: 676167CM9<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    700000 | PA      | $709912.46    | 0.01%             | 2027-05-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                    | Oesterreichische Kontrollbank AG                                                 | CUSIP: 676167CN7<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    316000 | PA      | $316010.73    | 0.01%             | 2029-09-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                    | Oesterreichische Kontrollbank AG                                                 | CUSIP: 676167CP2<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    385000 | PA      | $394892.39    | 0.01%             | 2030-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                    | Oesterreichische Kontrollbank AG                                                 | CUSIP: 676167CQ0<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |     20000 | PA      | $20160.84     | 0.00%             | 2028-05-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON CO                                                             | Ohio Edison Co                                                                   | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $97088.64     | 0.00%             | 2029-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION INSURC INC                                                   | Constellation Insurance Inc                                                      | CUSIP: 67740QAH9<br>LEI: 549300K609B872PZT291 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142849.29    | 0.00%             | 2030-01-24      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                         | Ohio Power Co                                                                    | CUSIP: 677415CS8<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102887.07    | 0.00%             | 2030-04-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| OI EUROPEAN GROUP BV                                                       | OI European Group BV                                                             | CUSIP: 67777LAD5<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |    135000 | PA      | $130495.89    | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BAPCO ENERGIES BSCC                                                        | Bapco Energies BSC Closed                                                        | CUSIP: 67778NAA6<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |    200000 | PA      | $206341.45    | 0.00%             | 2027-10-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                            | Oklahoma Gas and Electric Co                                                     | CUSIP: 678858BU4<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72326.18     | 0.00%             | 2030-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                            | Oklahoma Gas and Electric Co                                                     | CUSIP: 678858BV2<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96218.68     | 0.00%             | 2030-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                  | Olin Corp                                                                        | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    155000 | PA      | $151420.61    | 0.00%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                  | Olin Corp                                                                        | CUSIP: 680665AL0<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230890.71    | 0.00%             | 2029-08-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| OLYMPUS WTR US HLDG CORP                                                   | Olympus Water US Holding Corp                                                    | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    255000 | PA      | $247062.25    | 0.01%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                   | Olympus Water US Holding Corp                                                    | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117910.97    | 0.00%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                          | Omnicom Group Inc                                                                | CUSIP: 681919BB1<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    180000 | PA      | $166757.63    | 0.00%             | 2030-04-30      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                          | Omnicom Group Inc                                                                | CUSIP: 681919BC9<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34780.18     | 0.00%             | 2030-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                          | Omnicom Group Inc                                                                | CUSIP: 681919BP0<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100884.01    | 0.00%             | 2028-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                          | Omnicom Group Inc                                                                | CUSIP: 681919BQ8<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201910.09    | 0.00%             | 2030-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                   | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    255000 | PA      | $255682.54    | 0.01%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                   | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    220000 | PA      | $221871.64    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                   | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    180000 | PA      | $174539.08    | 0.00%             | 2029-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                   | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    175000 | PA      | $178084.43    | 0.00%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                      | ON Semiconductor Corp                                                            | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244875.97    | 0.01%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                    | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JBH6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    225000 | PA      | $223551.78    | 0.00%             | 2028-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                    | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JBU7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    210000 | PA      | $198453.08    | 0.00%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                    | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCQ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    205000 | PA      | $206562.19    | 0.00%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                    | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCW2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    127000 | PA      | $129285.29    | 0.00%             | 2029-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                    | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCY8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181402.68    | 0.00%             | 2027-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                                                            | 180 Medical Inc                                                                  | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    135000 | PA      | $131585.94    | 0.00%             | 2029-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                | ONE Gas Inc                                                                      | CUSIP: 68235PAH1<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91307.09     | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                | ONE Gas Inc                                                                      | CUSIP: 68235PAN8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185334.23    | 0.00%             | 2029-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                   | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    430000 | PA      | $423642.08    | 0.01%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                   | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    250000 | PA      | $248228.21    | 0.01%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                   | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    875000 | PA      | $835156.81    | 0.02%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                   | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    250000 | PA      | $241111.78    | 0.01%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                   | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    370000 | PA      | $379373.02    | 0.01%             | 2029-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                   | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    150000 | PA      | $152604.36    | 0.00%             | 2029-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                  | ONEOK Inc                                                                        | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154910.87    | 0.00%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                  | ONEOK Inc                                                                        | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    295000 | PA      | $297545.48    | 0.01%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                  | ONEOK Inc                                                                        | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275921.69    | 0.01%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                  | ONEOK Inc                                                                        | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    215000 | PA      | $208712.60    | 0.00%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                  | ONEOK Inc                                                                        | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189803.54    | 0.00%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                  | ONEOK Inc                                                                        | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259581.51    | 0.01%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                  | ONEOK Inc                                                                        | CUSIP: 682680BS1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    165000 | PA      | $157173.69    | 0.00%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                  | ONEOK Inc                                                                        | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    340000 | PA      | $341258.63    | 0.01%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                  | ONEOK Inc                                                                        | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    235000 | PA      | $235643.12    | 0.00%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                  | ONEOK Inc                                                                        | CUSIP: 682680CM3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    218000 | PA      | $222428.86    | 0.00%             | 2028-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                  | ONEOK Inc                                                                        | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    170000 | PA      | $175303.86    | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                  | ONEOK Inc                                                                        | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $429134.20    | 0.01%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                       | OneMain Finance Corp                                                             | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    240000 | PA      | $225155.53    | 0.00%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                       | OneMain Finance Corp                                                             | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    205000 | PA      | $202438.97    | 0.00%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                       | OneMain Finance Corp                                                             | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    180000 | PA      | $175047.81    | 0.00%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                       | OneMain Finance Corp                                                             | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    215000 | PA      | $226640.40    | 0.00%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                       | OneMain Finance Corp                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    245000 | PA      | $252962.55    | 0.01%             | 2029-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                       | OneMain Finance Corp                                                             | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    220000 | PA      | $224163.54    | 0.00%             | 2030-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ONESKY FLIGHT LLC                                                          | OneSky Flight LLC                                                                | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |    165000 | PA      | $176414.52    | 0.00%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ONT GAMING GTA/OTG CO-IS                                                   | Ontario Gaming GTA LP/OTG Co-Issuer Inc                                          | CUSIP: 68306MAA7<br>LEI: 894500EC9KLZLOC3V025 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $110458.52    | 0.00%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                      | Province of Ontario Canada                                                       | CUSIP: 683234AQ1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    495000 | PA      | $478538.39    | 0.01%             | 2027-05-21      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                      | Province of Ontario Canada                                                       | CUSIP: 683234AW8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    650000 | PA      | $647912.27    | 0.01%             | 2029-09-17      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                      | Province of Ontario Canada                                                       | CUSIP: 683234DB1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1240000 | PA      | $1231060.22   | 0.03%             | 2027-05-19      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                      | Province of Ontario Canada                                                       | CUSIP: 683234DQ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    920000 | PA      | $932065.04    | 0.02%             | 2029-01-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                      | Province of Ontario Canada                                                       | CUSIP: 683234ET1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1055000 | PA      | $1087212.34   | 0.02%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                      | Province of Ontario Canada                                                       | CUSIP: 683234EV6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $998962.28    | 0.02%             | 2030-09-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                      | Province of Ontario Canada                                                       | CUSIP: 68323AFG4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    450000 | PA      | $422625.98    | 0.01%             | 2029-10-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CADILLAC FAIRVIEW PRP TR                                                   | Ontario Teachers' Cadillac Fairview Properties Trust                             | CUSIP: 68327LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    250000 | PA      | $249639.32    | 0.01%             | 2027-03-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CADILLAC FAIRVIEW PRP TR                                                   | Ontario Teachers' Cadillac Fairview Properties Trust                             | CUSIP: 68327LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    315000 | PA      | $313994.70    | 0.01%             | 2029-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                                                   | Ontario Teachers' Finance Trust                                                  | CUSIP: 68329AAH1<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $442398.62    | 0.01%             | 2030-09-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                                                   | Ontario Teachers' Finance Trust                                                  | CUSIP: 68329AAP3<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |   1440000 | PA      | $1454116.33   | 0.03%             | 2028-04-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                             | Open Text Corp                                                                   | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    270000 | PA      | $261324.02    | 0.01%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                             | Open Text Corp                                                                   | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    265000 | PA      | $246303.19    | 0.01%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                             | Open Text Corp                                                                   | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $361411.79    | 0.01%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                                              | Open Text Holdings Inc                                                           | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $264756.41    | 0.01%             | 2030-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                | Oracle Corp                                                                      | CUSIP: 68389XBD6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93259.97     | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                | Oracle Corp                                                                      | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $980546.08    | 0.02%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                | Oracle Corp                                                                      | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    610000 | PA      | $599517.33    | 0.01%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                | Oracle Corp                                                                      | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $942546.66    | 0.02%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                | Oracle Corp                                                                      | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    655000 | PA      | $625410.11    | 0.01%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                | Oracle Corp                                                                      | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    425000 | PA      | $443122.01    | 0.01%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                | Oracle Corp                                                                      | CUSIP: 68389XCM5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    260000 | PA      | $260390.44    | 0.01%             | 2028-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                | Oracle Corp                                                                      | CUSIP: 68389XCN3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    240000 | PA      | $237383.20    | 0.00%             | 2030-05-06      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                | Oracle Corp                                                                      | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    650000 | PA      | $638767.90    | 0.01%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                | Oracle Corp                                                                      | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    505000 | PA      | $508493.35    | 0.01%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                | Oracle Corp                                                                      | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    800000 | PA      | $780822.43    | 0.02%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                                                     | Option Care Health Inc                                                           | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146865.09    | 0.00%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                                  | Orange SA                                                                        | CUSIP: 685218AD1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     50000 | PA      | $49574.11     | 0.00%             | 2031-01-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| State of Oregon                                                            | OREGON ST                                                                        | CUSIP: 68607LXQ5<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |    275948 | PA      | $280245.95    | 0.01%             | 2027-06-01      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                                   | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAA9<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |    655000 | PA      | $642405.78    | 0.01%             | 2028-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                  | ORIX Corp                                                                        | CUSIP: 686330AJ0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    155000 | PA      | $154300.52    | 0.00%             | 2027-07-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                  | ORIX Corp                                                                        | CUSIP: 686330AQ4<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    325000 | PA      | $330125.07    | 0.01%             | 2027-09-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                  | ORIX Corp                                                                        | CUSIP: 686330AS0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    220000 | PA      | $224036.15    | 0.00%             | 2029-09-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                  | ORIX Corp                                                                        | CUSIP: 686330AV3<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    105000 | PA      | $105111.53    | 0.00%             | 2030-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| OSCAR ACQUISITIONCO LLC                                                    | Oscar AcquisitionCo LLC / Oscar Finance Inc                                      | CUSIP: 687785AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $106203.15    | 0.00%             | 2030-04-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| OSHKOSH CORP                                                               | Oshkosh Corp                                                                     | CUSIP: 688225AH4<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85899.47     | 0.00%             | 2030-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| OSHKOSH CORP                                                               | Oshkosh Corp                                                                     | CUSIP: 688239AF9<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30248.97     | 0.00%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| OT MIDCO INC                                                               | OT Midco Ltd                                                                     | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $100592.71    | 0.00%             | 2030-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                        | Otis Worldwide Corp                                                              | CUSIP: 68902VAJ6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98132.55     | 0.00%             | 2027-04-05      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                        | Otis Worldwide Corp                                                              | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    470000 | PA      | $440371.99    | 0.01%             | 2030-02-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                        | Otis Worldwide Corp                                                              | CUSIP: 68902VAP2<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    265000 | PA      | $272816.56    | 0.01%             | 2028-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                                   | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $210004.66    | 0.00%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                                   | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $166029.51    | 0.00%             | 2030-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| OUTFRONT MEDIA CAP LLC/C                                                   | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $170830.92    | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                | Ovintiv Inc                                                                      | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    270000 | PA      | $278492.16    | 0.01%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ACCENDRA HEALTH INC                                                        | Accendra Health Inc                                                              | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    185000 | PA      | $121707.33    | 0.00%             | 2029-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| ACCENDRA HEALTH INC                                                        | Accendra Health Inc                                                              | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    170000 | PA      | $95194.64     | 0.00%             | 2030-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| OWENS-BROCKWAY                                                             | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200000.03    | 0.00%             | 2027-05-13      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                              | Owens Corning                                                                    | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104270.02    | 0.00%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                              | Owens Corning                                                                    | CUSIP: 690742AK7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132320.54    | 0.00%             | 2030-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                              | Owens Corning                                                                    | CUSIP: 690742AM3<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165125.79    | 0.00%             | 2030-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                              | Owens Corning                                                                    | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112122.61    | 0.00%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                                   | Blue Owl Technology Finance Corp                                                 | CUSIP: 691205AG3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    155000 | PA      | $151470.87    | 0.00%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                     | Blue Owl Credit Income Corp                                                      | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    193000 | PA      | $192683.83    | 0.00%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                     | Blue Owl Credit Income Corp                                                      | CUSIP: 69120VAP6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    210000 | PA      | $218370.08    | 0.00%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                     | Blue Owl Credit Income Corp                                                      | CUSIP: 69120VAW1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    180000 | PA      | $190855.55    | 0.00%             | 2029-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                     | Blue Owl Credit Income Corp                                                      | CUSIP: 69120VBB6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    210000 | PA      | $221840.87    | 0.00%             | 2028-06-13      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                                   | Blue Owl Technology Finance Corp II                                              | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    220000 | PA      | $225792.39    | 0.00%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| BLUE OWL CAPITAL CORP                                                      | Blue Owl Capital Corp                                                            | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176330.28    | 0.00%             | 2027-01-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                      | Blue Owl Capital Corp                                                            | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    290000 | PA      | $274851.04    | 0.01%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                      | Blue Owl Capital Corp                                                            | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353748.91    | 0.01%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                      | Blue Owl Capital Corp                                                            | CUSIP: 69121KAJ3<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85800.35     | 0.00%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                      | Blue Owl Capital Corp                                                            | CUSIP: 69122JAC0<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63642.52     | 0.00%             | 2027-04-13      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| OXFORD FIN LLC/CO-ISS II                                                   | Oxford Finance LLC / Oxford Finance Co-Issuer II Inc                             | CUSIP: 69145LAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $135026.29    | 0.00%             | 2027-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                                                         | PBF Holding Co LLC / PBF Finance Corp                                            | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    289000 | PA      | $288459.78    | 0.01%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                                                         | PBF Holding Co LLC / PBF Finance Corp                                            | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $150227.83    | 0.00%             | 2030-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| PBF HOLDING CO LLC                                                         | PBF HOLDING CO LLC                                                               | CUSIP: 69318FAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $228029.11    | 0.00%             | 2030-03-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| PG&E CORP                                                                  | PG&E Corp                                                                        | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    325000 | PA      | $324246.87    | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                  | PG&E Corp                                                                        | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    265000 | PA      | $263341.45    | 0.01%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                  | PG&E Corp                                                                        | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    470000 | PA      | $484814.08    | 0.01%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                                   | Performance Food Group Inc                                                       | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    330000 | PA      | $330115.83    | 0.01%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                     | PNC Financial Services Group Inc/The                                             | CUSIP: 693475AT2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    325000 | PA      | $322096.14    | 0.01%             | 2027-05-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                     | PNC Financial Services Group Inc/The                                             | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    520000 | PA      | $512398.37    | 0.01%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                     | PNC Financial Services Group Inc/The                                             | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    690000 | PA      | $649381.51    | 0.01%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                     | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    446000 | PA      | $457007.88    | 0.01%             | 2028-12-02      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                     | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    837000 | PA      | $866317.92    | 0.02%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                     | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    335000 | PA      | $339158.51    | 0.01%             | 2028-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                     | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    540000 | PA      | $561890.37    | 0.01%             | 2030-05-14      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                     | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    365000 | PA      | $376860.52    | 0.01%             | 2031-01-29      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                     | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    485000 | PA      | $495134.40    | 0.01%             | 2031-05-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                                | PNC Bank NA                                                                      | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    370000 | PA      | $370040.73    | 0.01%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                                | PNC Bank NA                                                                      | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236514.09    | 0.00%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                                         | PPG Industries Inc                                                               | CUSIP: 693506BP1<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124685.85    | 0.00%             | 2028-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                                         | PPG Industries Inc                                                               | CUSIP: 693506BR7<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52665.10     | 0.00%             | 2029-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                                         | PPG Industries Inc                                                               | CUSIP: 693506BS5<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93277.95     | 0.00%             | 2030-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                                    | PPL Capital Funding Inc                                                          | CUSIP: 69352PAQ6<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104132.50    | 0.00%             | 2030-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                                | PNC Bank NA                                                                      | CUSIP: 69353RFJ2<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    330000 | PA      | $326556.82    | 0.01%             | 2028-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                                | PNC Bank NA                                                                      | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251736.78    | 0.01%             | 2028-07-21      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                                              | PRA Group Inc                                                                    | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    135000 | PA      | $123746.64    | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| PRA GROUP INC                                                              | PRA Group Inc                                                                    | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    131000 | PA      | $132263.93    | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                                              | PRA Group Inc                                                                    | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171115.14    | 0.00%             | 2030-01-31      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PM GENERAL PURCHASER LLC                                                   | PM General Purchaser LLC                                                         | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $184888.05    | 0.00%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VIBRANTZ TECH INC                                                          | Vibrantz Technologies Inc                                                        | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |    230000 | PA      | $86537.66     | 0.00%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| PSEG POWER LLC                                                             | PSEG Power LLC                                                                   | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $266808.87    | 0.01%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Public Service New Hampshire Funding Llc.                                  | PSNH Funding LLC 3                                                               | CUSIP: 69363PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $491346.39    | 0.01%             | 2035-02-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                                                   | PVH Corp                                                                         | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101666.12    | 0.00%             | 2030-06-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PTC INC                                                                    | PTC Inc                                                                          | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |    168000 | PA      | $165518.34    | 0.00%             | 2028-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                                     | Pertamina Persero PT                                                             | CUSIP: 69370RAD9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $194542.44    | 0.00%             | 2029-07-30      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                                     | Pertamina Persero PT                                                             | CUSIP: 69370RAF4<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $188101.74    | 0.00%             | 2030-01-21      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                                     | Pertamina Persero PT                                                             | CUSIP: 69370RAH0<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $186464.73    | 0.00%             | 2030-08-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                      | PACCAR Financial Corp                                                            | CUSIP: 69371RR65<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    225000 | PA      | $221311.02    | 0.00%             | 2027-02-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                      | PACCAR Financial Corp                                                            | CUSIP: 69371RS31<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    225000 | PA      | $229009.50    | 0.00%             | 2028-01-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                      | PACCAR Financial Corp                                                            | CUSIP: 69371RS64<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51290.61     | 0.00%             | 2028-08-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                      | PACCAR Financial Corp                                                            | CUSIP: 69371RS80<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    180000 | PA      | $183690.94    | 0.00%             | 2029-01-31      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                      | PACCAR Financial Corp                                                            | CUSIP: 69371RT22<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162647.09    | 0.00%             | 2027-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                      | PACCAR Financial Corp                                                            | CUSIP: 69371RT30<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156693.11    | 0.00%             | 2027-08-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                      | PACCAR Financial Corp                                                            | CUSIP: 69371RT48<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150299.79    | 0.00%             | 2029-09-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                      | PACCAR Financial Corp                                                            | CUSIP: 69371RT63<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193035.85    | 0.00%             | 2028-03-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                      | PACCAR Financial Corp                                                            | CUSIP: 69371RT71<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101779.96    | 0.00%             | 2030-05-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                      | PACCAR Financial Corp                                                            | CUSIP: 69371RT89<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126002.01    | 0.00%             | 2027-06-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                      | PACCAR Financial Corp                                                            | CUSIP: 69371RT97<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95474.44     | 0.00%             | 2028-08-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                      | PACCAR Financial Corp                                                            | CUSIP: 69371RU20<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100514.53    | 0.00%             | 2028-11-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                      | PACCAR Financial Corp                                                            | CUSIP: 69371RU38<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100127.06    | 0.00%             | 2029-02-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                                            | PSP Capital Inc                                                                  | CUSIP: 69376P2B0<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |     35000 | PA      | $33101.94     | 0.00%             | 2028-10-26      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                                            | PSP Capital Inc                                                                  | CUSIP: 69376P2E4<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |    400000 | PA      | $399206.30    | 0.01%             | 2029-10-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                     | Pacific Gas and Electric Co                                                      | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49542.99     | 0.00%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                     | Pacific Gas and Electric Co                                                      | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    230000 | PA      | $226795.56    | 0.00%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                     | Pacific Gas and Electric Co                                                      | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    340000 | PA      | $330251.20    | 0.01%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                     | Pacific Gas and Electric Co                                                      | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    475000 | PA      | $469991.61    | 0.01%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                     | Pacific Gas and Electric Co                                                      | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    915000 | PA      | $912825.68    | 0.02%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                     | Pacific Gas and Electric Co                                                      | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    375000 | PA      | $364890.12    | 0.01%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                     | Pacific Gas and Electric Co                                                      | CUSIP: 694308KB2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114474.76    | 0.00%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                     | Pacific Gas and Electric Co                                                      | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    195000 | PA      | $198071.09    | 0.00%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                     | Pacific Gas and Electric Co                                                      | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    330000 | PA      | $346276.04    | 0.01%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                     | Pacific Gas and Electric Co                                                      | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258355.67    | 0.01%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                     | Pacific Gas and Electric Co                                                      | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203659.91    | 0.00%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                                         | Pacific Life Global Funding II                                                   | CUSIP: 69448TAC5<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202210.22    | 0.00%             | 2028-05-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                                         | Pacific Life Global Funding II                                                   | CUSIP: 6944PL2D0<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95354.14     | 0.00%             | 2028-01-20      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                                         | Pacific Life Global Funding II                                                   | CUSIP: 6944PL2H1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56320.94     | 0.00%             | 2028-09-21      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                                         | Pacific Life Global Funding II                                                   | CUSIP: 6944PL2S7<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30570.14     | 0.00%             | 2028-04-04      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                                         | Pacific Life Global Funding II                                                   | CUSIP: 6944PL2U2<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    430000 | PA      | $445909.68    | 0.01%             | 2028-07-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                                         | Pacific Life Global Funding II                                                   | CUSIP: 6944PL2Z1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81667.18     | 0.00%             | 2029-01-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                                         | Pacific Life Global Funding II                                                   | CUSIP: 6944PL3C1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136426.08    | 0.00%             | 2029-08-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                                         | Pacific Life Global Funding II                                                   | CUSIP: 6944PL3F4<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152712.75    | 0.00%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                                         | Pacific Life Global Funding II                                                   | CUSIP: 6944PL3M9<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125108.86    | 0.00%             | 2031-02-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                 | PacifiCorp                                                                       | CUSIP: 695114CU0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    135000 | PA      | $131658.95    | 0.00%             | 2029-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                 | PacifiCorp                                                                       | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    190000 | PA      | $175218.06    | 0.00%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                 | PacifiCorp                                                                       | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184246.87    | 0.00%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                 | PacifiCorp                                                                       | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205190.58    | 0.00%             | 2055-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                   | Packaging Corp of America                                                        | CUSIP: 695156AT6<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153453.99    | 0.00%             | 2027-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                   | Packaging Corp of America                                                        | CUSIP: 695156AU3<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143579.25    | 0.00%             | 2029-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PAGAYA US HOLDINGS CO                                                      | Pagaya US Holdings Co LLC                                                        | CUSIP: 69549FAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $178553.64    | 0.00%             | 2030-08-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PALOMINO FUNDING TRUST I                                                   | Palomino Funding Trust I                                                         | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $211492.64    | 0.00%             | 2028-05-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                         | Panama Government International Bond                                             | CUSIP: 698299AD6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    350000 | PA      | $374473.06    | 0.01%             | 2027-09-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                         | Panama Government International Bond                                             | CUSIP: 698299AK0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    400000 | PA      | $454711.81    | 0.01%             | 2029-04-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                      | Panama Government International Bonds                                            | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    400000 | PA      | $394021.52    | 0.01%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                      | Panama Government International Bonds                                            | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    600000 | PA      | $563102.86    | 0.01%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| PANASONIC HOLDINGS CORP                                                    | Panasonic Holdings Corp                                                          | CUSIP: 69832AAC0<br>LEI: 254900GE1G59KGWPHX32 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $193042.70    | 0.00%             | 2029-07-19      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| PAPA JOHN'S INTERNATIONA                                                   | Papa John's International Inc                                                    | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109842.01    | 0.00%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                                     | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              |  | US        |    305000 | PA      | $305314.23    | 0.01%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                                     | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              |  | US        |    230000 | PA      | $225005.54    | 0.00%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                                     | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              |  | US        |    170000 | PA      | $175059.23    | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PARK-OHIO INDUSTRIES INC                                                   | Park-Ohio Industries Inc                                                         | CUSIP: 700677AS6<br>LEI: 5493006LQUO5SLMNYM18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102669.11    | 0.00%             | 2030-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                                    | Park River Holdings Inc                                                          | CUSIP: 70082LAD9<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |    189729 | PA      | $189764.01    | 0.00%             | 2030-12-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                       | Parker-Hannifin Corp                                                             | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    310000 | PA      | $302002.02    | 0.01%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                       | Parker-Hannifin Corp                                                             | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    555000 | PA      | $558131.73    | 0.01%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                       | Parker-Hannifin Corp                                                             | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    305000 | PA      | $309177.81    | 0.01%             | 2029-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                                                    | PartnerRe Finance B LLC                                                          | CUSIP: 70213BAB7<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    195000 | PA      | $190728.94    | 0.00%             | 2029-07-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                                     | Patrick Industries Inc                                                           | CUSIP: 703343AD5<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108836.74    | 0.00%             | 2029-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PATTERN ENERGY OP LP/PAT                                                   | Pattern Energy Operations LP / Pattern Energy Operations Inc                     | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $237631.42    | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                                                   | Patterson-UTI Energy Inc                                                         | CUSIP: 703481AB7<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    215000 | PA      | $212846.97    | 0.00%             | 2028-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                                                   | Patterson-UTI Energy Inc                                                         | CUSIP: 703481AC5<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85995.75     | 0.00%             | 2029-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                | Paychex Inc                                                                      | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    470000 | PA      | $483083.84    | 0.01%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                        | PayPal Holdings Inc                                                              | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    460000 | PA      | $441023.34    | 0.01%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                        | PayPal Holdings Inc                                                              | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    330000 | PA      | $305621.79    | 0.01%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                        | PayPal Holdings Inc                                                              | CUSIP: 70450YAK9<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    245000 | PA      | $245465.43    | 0.01%             | 2027-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                        | PayPal Holdings Inc                                                              | CUSIP: 70450YAS2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116241.88    | 0.00%             | 2028-03-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PAYSAFE FIN PLC/PAYSAFE                                                    | Paysafe Finance PLC / Paysafe Holdings US Corp                                   | CUSIP: 70452AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    115000 | PA      | $102981.33    | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                                                   | PeaceHealth Obligated Group                                                      | CUSIP: 70462GAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30158.60     | 0.00%             | 2028-11-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| DOMTAR CORP                                                                | Domtar Corp                                                                      | CUSIP: 70478JAA2<br>LEI: XYSIJOU3HNVROZWNA008 | Long             | DBT              | CORP              | US        |    210000 | PA      | $175006.16    | 0.00%             | 2028-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL/FINANC                                                   | Pebblebrook Hotel LP / PEB Finance Corp                                          | CUSIP: 70510LAA7<br>LEI: N/A                  | Long             | DBT              |  | US        |    115000 | PA      | $117509.87    | 0.00%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                                     | Penn Entertainment Inc                                                           | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99824.22     | 0.00%             | 2027-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                                     | Penn Entertainment Inc                                                           | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $111477.54    | 0.00%             | 2029-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                                                   | FirstEnergy Pennsylvania Electric Co                                             | CUSIP: 708696BY4<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117747.03    | 0.00%             | 2028-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                                                   | FirstEnergy Pennsylvania Electric Co                                             | CUSIP: 708696BZ1<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19616.17     | 0.00%             | 2029-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                                      | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192310.33    | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                                      | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    220000 | PA      | $231773.20    | 0.00%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                                      | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206440.32    | 0.00%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                   | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599AX2<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180178.62    | 0.00%             | 2027-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                   | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $120480.92    | 0.00%             | 2029-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                   | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    286000 | PA      | $286991.20    | 0.01%             | 2027-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                   | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $241558.13    | 0.01%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                   | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $282712.02    | 0.01%             | 2028-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                   | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $236348.94    | 0.00%             | 2028-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                   | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $159939.33    | 0.00%             | 2030-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                   | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $302114.86    | 0.01%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                   | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $96102.15     | 0.00%             | 2027-01-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                   | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $154440.86    | 0.00%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                   | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $220961.04    | 0.00%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                   | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $247044.78    | 0.01%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                   | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599CC6<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164625.61    | 0.00%             | 2031-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP                                                    | Penske Automotive Group Inc                                                      | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144967.20    | 0.00%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PENTAIR FINANCE SARL                                                       | Pentair Finance Sarl                                                             | CUSIP: 709629AR0<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |    135000 | PA      | $135600.43    | 0.00%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                | PepsiCo Inc                                                                      | CUSIP: 713448DY1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    430000 | PA      | $425731.88    | 0.01%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                | PepsiCo Inc                                                                      | CUSIP: 713448EG9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    230000 | PA      | $250176.76    | 0.01%             | 2029-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                | PepsiCo Inc                                                                      | CUSIP: 713448EL8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    305000 | PA      | $291669.17    | 0.01%             | 2029-07-29      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                | PepsiCo Inc                                                                      | CUSIP: 713448ER5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29634.15     | 0.00%             | 2027-03-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                | PepsiCo Inc                                                                      | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    550000 | PA      | $523079.43    | 0.01%             | 2030-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                | PepsiCo Inc                                                                      | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    300000 | PA      | $271923.68    | 0.01%             | 2030-05-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                | PepsiCo Inc                                                                      | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    340000 | PA      | $339295.22    | 0.01%             | 2028-02-18      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                | PepsiCo Inc                                                                      | CUSIP: 713448FR4<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253893.09    | 0.01%             | 2028-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                | PepsiCo Inc                                                                      | CUSIP: 713448FX1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356871.90    | 0.01%             | 2029-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                | PepsiCo Inc                                                                      | CUSIP: 713448GA0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228148.86    | 0.00%             | 2028-02-07      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                | PepsiCo Inc                                                                      | CUSIP: 713448GB8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    310000 | PA      | $316649.88    | 0.01%             | 2030-02-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                | PepsiCo Inc                                                                      | CUSIP: 713448GD4<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176120.46    | 0.00%             | 2027-02-07      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                | PepsiCo Inc                                                                      | CUSIP: 713448GH5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    275000 | PA      | $277694.75    | 0.01%             | 2030-07-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                | PepsiCo Inc                                                                      | CUSIP: 713448GL6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    195000 | PA      | $196434.15    | 0.00%             | 2029-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PEPSICO SINGAPORE FIN                                                      | Pepsico Singapore Financing I Pte Ltd                                            | CUSIP: 713466AA8<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |    165000 | PA      | $166348.58    | 0.00%             | 2027-02-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PEPSICO SINGAPORE FIN                                                      | Pepsico Singapore Financing I Pte Ltd                                            | CUSIP: 713466AB6<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |    225000 | PA      | $228785.58    | 0.00%             | 2029-02-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PERENTI FINANCE PTY LTD                                                    | Perenti Finance Pty Ltd                                                          | CUSIP: 71367VAB5<br>LEI: 894500ZDIIAOXSQHE612 | Long             | DBT              | CORP              | AU        |     60000 | PA      | $62417.70     | 0.00%             | 2029-04-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                                   | Performance Food Group Inc                                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293727.05    | 0.01%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                | Revvity Inc                                                                      | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    240000 | PA      | $231745.92    | 0.00%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                | Revvity Inc                                                                      | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    160000 | PA      | $150982.34    | 0.00%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PERNOD RIC INTL FIN LLC                                                    | Pernod Ricard International Finance LLC                                          | CUSIP: 71427QAA6<br>LEI: 5493009254WI1A8WXT48 | Long             | DBT              | CORP              | US        |    210000 | PA      | $197888.97    | 0.00%             | 2028-04-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                                   | Perrigo Finance Unlimited Co                                                     | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    220000 | PA      | $212866.89    | 0.00%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                        | Peru Government International Bonds                                              | CUSIP: 715638BU5<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    100000 | PA      | $100270.15    | 0.00%             | 2027-08-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                           | Peruvian Government International Bond                                           | CUSIP: 715638DA7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $188572.45    | 0.00%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                     | Perusahaan Penerbit SBSN Indonesia III                                           | CUSIP: 71567RAH9<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    800000 | PA      | $801534.57    | 0.02%             | 2027-03-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                     | Perusahaan Penerbit SBSN Indonesia III                                           | CUSIP: 71567RAK2<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $402147.15    | 0.01%             | 2028-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                     | Perusahaan Penerbit SBSN Indonesia III                                           | CUSIP: 71567RAM8<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $201307.09    | 0.00%             | 2029-02-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                     | Perusahaan Penerbit SBSN Indonesia III                                           | CUSIP: 71567RAP1<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $186721.39    | 0.00%             | 2030-06-23      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                     | Perusahaan Penerbit SBSN Indonesia III                                           | CUSIP: 71567RAU0<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    800000 | PA      | $803280.98    | 0.02%             | 2027-06-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                     | Perusahaan Penerbit SBSN Indonesia III                                           | CUSIP: 71567RAX4<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $207006.11    | 0.00%             | 2028-11-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT SUKUK                                                       | Perusahaan Penerbit SBSN Indonesia III                                           | CUSIP: 71567RBD7<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $400829.46    | 0.01%             | 2030-07-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT SUKUK                                                       | Perusahaan Penerbit SBSN Indonesia III                                           | CUSIP: 71567RBG0<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $398910.64    | 0.01%             | 2030-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                                   | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568QAC1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    600000 | PA      | $598145.92    | 0.01%             | 2027-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                  | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568QAE7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $204199.24    | 0.00%             | 2028-05-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                                   | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568QAG2<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $204381.14    | 0.00%             | 2029-01-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                                   | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568QAJ6<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $195124.98    | 0.00%             | 2029-07-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                                   | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568QAN7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $186825.45    | 0.00%             | 2030-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH & WELLNESS                                                    | Petco Health & Wellness Co Inc                                                   | CUSIP: 71601VAA3<br>LEI: 2549007TYGV6RVSE9M61 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20048.73     | 0.00%             | 2031-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                | Petrobras Global Finance BV                                                      | CUSIP: 71647NAY5<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    550000 | PA      | $561779.85    | 0.01%             | 2028-01-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| PETROBRAS GLOBAL FINANCE                                                   | Petrobras Global Finance BV                                                      | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $395463.52    | 0.01%             | 2030-09-10      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                        | Petroleos Mexicanos                                                              | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    633000 | PA      | $644355.25    | 0.01%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                        | Petroleos Mexicanos                                                              | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    450000 | PA      | $452382.09    | 0.01%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| PETROLEOS MEXICANOS                                                        | Petroleos Mexicanos                                                              | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $408600.81    | 0.01%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                        | Petroleos Mexicanos                                                              | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    800000 | PA      | $818761.61    | 0.02%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                        | Petroleos Mexicanos                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $194810.61    | 0.00%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                        | Petroleos Mexicanos                                                              | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $536816.11    | 0.01%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PHH ESCROW ISS LCC/PHH C                                                   | PHH Escrow Issuer LLC/PHH Corp                                                   | CUSIP: 716964AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $189172.34    | 0.00%             | 2029-11-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                    | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1285000 | PA      | $1297820.24   | 0.03%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                    | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    900000 | PA      | $916837.23    | 0.02%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                 | Pfizer Inc                                                                       | CUSIP: 717081EP4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    320000 | PA      | $319427.75    | 0.01%             | 2028-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                 | Pfizer Inc                                                                       | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    560000 | PA      | $554152.07    | 0.01%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                 | Pfizer Inc                                                                       | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $377523.46    | 0.01%             | 2030-04-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                 | Pfizer Inc                                                                       | CUSIP: 717081EY5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    310000 | PA      | $280714.46    | 0.01%             | 2030-05-28      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                 | Pfizer Inc                                                                       | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    485000 | PA      | $485909.92    | 0.01%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                 | Pfizer Inc                                                                       | CUSIP: 717081FJ7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120411.49    | 0.00%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHARMACIA LLC                                                              | Pharmacia LLC                                                                    | CUSIP: 71713UAW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $235554.26    | 0.00%             | 2028-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                     | Philip Morris International Inc                                                  | CUSIP: 718172CB3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89078.64     | 0.00%             | 2027-08-17      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                     | Philip Morris International Inc                                                  | CUSIP: 718172CE7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157592.24    | 0.00%             | 2028-03-02      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                     | Philip Morris International Inc                                                  | CUSIP: 718172CJ6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    320000 | PA      | $312603.06    | 0.01%             | 2029-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                     | Philip Morris International Inc                                                  | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    230000 | PA      | $210898.93    | 0.00%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                     | Philip Morris International Inc                                                  | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    608000 | PA      | $620702.01    | 0.01%             | 2027-11-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                     | Philip Morris International Inc                                                  | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    455000 | PA      | $478144.29    | 0.01%             | 2029-11-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                     | Philip Morris International Inc                                                  | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    474000 | PA      | $482708.78    | 0.01%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                     | Philip Morris International Inc                                                  | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    620000 | PA      | $640089.23    | 0.01%             | 2030-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                     | Philip Morris International Inc                                                  | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118612.89    | 0.00%             | 2028-09-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                     | Philip Morris International Inc                                                  | CUSIP: 718172DD8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    230000 | PA      | $241485.08    | 0.01%             | 2030-09-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                     | Philip Morris International Inc                                                  | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    270000 | PA      | $272608.81    | 0.01%             | 2027-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                     | Philip Morris International Inc                                                  | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    330000 | PA      | $337807.53    | 0.01%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                     | Philip Morris International Inc                                                  | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    315000 | PA      | $317989.79    | 0.01%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                     | Philip Morris International Inc                                                  | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203387.23    | 0.00%             | 2029-11-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                     | Philip Morris International Inc                                                  | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190882.63    | 0.00%             | 2028-04-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                     | Philip Morris International Inc                                                  | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    380000 | PA      | $382160.89    | 0.01%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                     | Philip Morris International Inc                                                  | CUSIP: 718172DX4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149802.54    | 0.00%             | 2028-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                     | Philip Morris International Inc                                                  | CUSIP: 718172DY2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247227.90    | 0.01%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                 | Philippines Government International Bonds                                       | CUSIP: 718286AY3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    800000 | PA      | $954982.50    | 0.02%             | 2030-02-02      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                 | Philippines Government International Bonds                                       | CUSIP: 718286CC9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    800000 | PA      | $784688.32    | 0.02%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                 | Philippines Government International Bonds                                       | CUSIP: 718286CG0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    400000 | PA      | $395929.23    | 0.01%             | 2029-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                    | Philippine Government International Bond                                         | CUSIP: 718286CQ8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $198033.40    | 0.00%             | 2027-03-29      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                    | Philippine Government International Bond                                         | CUSIP: 718286CV7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $204106.89    | 0.00%             | 2027-10-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                    | Philippine Government International Bond                                         | CUSIP: 718286CY1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $202606.10    | 0.00%             | 2028-07-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                | Phillips 66                                                                      | CUSIP: 718546AR5<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    355000 | PA      | $354273.12    | 0.01%             | 2028-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                | Phillips 66                                                                      | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9024.80      | 0.00%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                             | Phillips 66 Co                                                                   | CUSIP: 718547AH5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79598.00     | 0.00%             | 2028-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                | Phillips 66 Co                                                                   | CUSIP: 718547AK8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    185000 | PA      | $178118.75    | 0.00%             | 2029-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                             | Phillips 66 Co                                                                   | CUSIP: 718547AT9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254242.12    | 0.01%             | 2027-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                                                                 | Phinia Inc                                                                       | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    190000 | PA      | $196702.30    | 0.00%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL                                                   | Phoenix Aviation Capital Ltd                                                     | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $209766.58    | 0.00%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                 | DOC DR LLC                                                                       | CUSIP: 71951QAA0<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |    135000 | PA      | $135274.07    | 0.00%             | 2027-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                 | DOC DR LLC                                                                       | CUSIP: 71951QAB8<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |    230000 | PA      | $229584.18    | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                    | Piedmont Natural Gas Co Inc                                                      | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    185000 | PA      | $181196.50    | 0.00%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                   | Piedmont Operating Partnership LP                                                | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    145000 | PA      | $154021.61    | 0.00%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                                                      | Pinnacle West Capital Corp                                                       | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157859.03    | 0.00%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                                                      | Pinnacle West Capital Corp                                                       | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46334.03     | 0.00%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                                   | Pioneer Natural Resources Co                                                     | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    385000 | PA      | $349350.34    | 0.01%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PITNEY BOWES INC                                                           | Pitney Bowes Inc                                                                 | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120158.73    | 0.00%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PITNEY BOWES INC                                                           | Pitney Bowes Inc                                                                 | CUSIP: 724479AQ3<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106079.00    | 0.00%             | 2029-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                   | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $272792.44    | 0.01%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                   | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $258009.13    | 0.01%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                   | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50281.44     | 0.00%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PLANET FINANCIAL GROUP                                                     | Planet Financial Group LLC                                                       | CUSIP: 72702AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $155698.59    | 0.00%             | 2029-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                                      | Playtika Holding Corp                                                            | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |    205000 | PA      | $178386.26    | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                          | Republic of Poland Government International Bonds                                | CUSIP: 731011AX0<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    400000 | PA      | $406957.85    | 0.01%             | 2029-03-18      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| POLARIS INC                                                                | Polaris Inc                                                                      | CUSIP: 731068AA0<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |    165000 | PA      | $175402.23    | 0.00%             | 2029-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| RALPH LAUREN CORP                                                          | Ralph Lauren Corp                                                                | CUSIP: 731572AB9<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |    205000 | PA      | $194530.95    | 0.00%             | 2030-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                          | Post Holdings Inc                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    435000 | PA      | $424506.88    | 0.01%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                                                     | Power Finance Corp Ltd                                                           | CUSIP: 73928RAA4<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $209237.52    | 0.00%             | 2028-12-06      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                                                     | Power Finance Corp Ltd                                                           | CUSIP: 73928RAB2<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $194434.81    | 0.00%             | 2030-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP                                                        | Prairie Acquiror LP                                                              | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |    145000 | PA      | $150491.16    | 0.00%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                               | Linde Inc/CT                                                                     | CUSIP: 74005PBT0<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |     37000 | PA      | $32507.99     | 0.00%             | 2030-08-10      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| PRECISION DRILLING CORP                                                    | Precision Drilling Corp                                                          | CUSIP: 740212AM7<br>LEI: 8945003E8R4T2TZ7G795 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $131484.36    | 0.00%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                                                   | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp               | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $162601.03    | 0.00%             | 2029-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                                        | Prestige Brands Inc                                                              | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125052.81    | 0.00%             | 2028-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                       | Booking Holdings Inc                                                             | CUSIP: 741503BC9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118988.19    | 0.00%             | 2028-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING 1                                                    | Pricoa Global Funding I                                                          | CUSIP: 74153WCS6<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    410000 | PA      | $420517.96    | 0.01%             | 2028-05-30      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING 1                                                    | Pricoa Global Funding I                                                          | CUSIP: 74153WCU1<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171481.45    | 0.00%             | 2027-08-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING 1                                                    | Pricoa Global Funding I                                                          | CUSIP: 74153WCW7<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172723.01    | 0.00%             | 2030-05-28      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING 1                                                    | Pricoa Global Funding I                                                          | CUSIP: 74153WCZ0<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150042.89    | 0.00%             | 2030-11-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICE                                                   | Prime Healthcare Services Inc                                                    | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $484434.12    | 0.01%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                   | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $323332.74    | 0.01%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                                   | Primo Water Holdings Inc / Triton Water Holdings Inc                             | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $229741.52    | 0.00%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                                   | Primo Water Holdings Inc / Triton Water Holdings Inc                             | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $235374.98    | 0.00%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                    | Principal Financial Group Inc                                                    | CUSIP: 74251VAP7<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184889.08    | 0.00%             | 2028-02-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                    | Principal Financial Group Inc                                                    | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103568.05    | 0.00%             | 2029-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                    | Principal Financial Group Inc                                                    | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182351.41    | 0.00%             | 2030-06-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                                   | Principal Life Global Funding II                                                 | CUSIP: 74256LBG3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141180.21    | 0.00%             | 2029-09-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                                   | Principal Life Global Funding II                                                 | CUSIP: 74256LEG0<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132226.26    | 0.00%             | 2030-08-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                                   | Principal Life Global Funding II                                                 | CUSIP: 74256LEW5<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    305000 | PA      | $314385.66    | 0.01%             | 2028-06-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                                   | Principal Life Global Funding II                                                 | CUSIP: 74256LEX3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116206.43    | 0.00%             | 2027-01-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                                   | Principal Life Global Funding II                                                 | CUSIP: 74256LEY1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204946.81    | 0.00%             | 2029-01-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                                   | Principal Life Global Funding II                                                 | CUSIP: 74256LFA2<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252412.56    | 0.01%             | 2027-08-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                                   | Principal Life Global Funding II                                                 | CUSIP: 74256LFB0<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148384.61    | 0.00%             | 2029-11-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                                   | Principal Life Global Funding II                                                 | CUSIP: 74256LFC8<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106460.72    | 0.00%             | 2028-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                                   | Principal Life Global Funding II                                                 | CUSIP: 74256LFE4<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99829.73     | 0.00%             | 2031-01-13      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                                   | Principal Life Global Funding II                                                 | CUSIP: 7425APAD7<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40129.09     | 0.00%             | 2028-08-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                    | Procter & Gamble Co/The                                                          | CUSIP: 742718EV7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    280000 | PA      | $277083.86    | 0.01%             | 2027-08-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                    | Procter & Gamble Co/The                                                          | CUSIP: 742718FG9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    305000 | PA      | $302335.97    | 0.01%             | 2027-03-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                    | Procter & Gamble Co/The                                                          | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    710000 | PA      | $684375.90    | 0.01%             | 2030-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                    | Procter & Gamble Co/The                                                          | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    250000 | PA      | $220261.44    | 0.00%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                    | Procter & Gamble Co/The                                                          | CUSIP: 742718FV6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    245000 | PA      | $240888.67    | 0.01%             | 2027-02-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                    | Procter & Gamble Co/The                                                          | CUSIP: 742718FZ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    275000 | PA      | $277267.37    | 0.01%             | 2028-01-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                    | Procter & Gamble Co/The                                                          | CUSIP: 742718GF0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    205000 | PA      | $208935.89    | 0.00%             | 2029-01-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                    | Procter & Gamble Co/The                                                          | CUSIP: 742718GK9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151866.41    | 0.00%             | 2029-10-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                    | Procter & Gamble Co/The                                                          | CUSIP: 742718GM5<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251301.79    | 0.01%             | 2030-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PROG HOLDINGS INC                                                          | PROG Holdings Inc                                                                | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173161.89    | 0.00%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                           | Progressive Corp/The                                                             | CUSIP: 743315AJ2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5377.21      | 0.00%             | 2029-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                           | Progressive Corp/The                                                             | CUSIP: 743315AR4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34577.24     | 0.00%             | 2027-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                           | Progressive Corp/The                                                             | CUSIP: 743315AV5<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    215000 | PA      | $215420.82    | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                           | Progressive Corp/The                                                             | CUSIP: 743315AW3<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135249.60    | 0.00%             | 2030-03-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                           | Progressive Corp/The                                                             | CUSIP: 743315AY9<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    310000 | PA      | $305582.23    | 0.01%             | 2027-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                | Prologis LP                                                                      | CUSIP: 74340XBH3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    120000 | PA      | $119833.54    | 0.00%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                | Prologis LP                                                                      | CUSIP: 74340XBL4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     85000 | PA      | $85816.58     | 0.00%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                | Prologis LP                                                                      | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    305000 | PA      | $283205.98    | 0.01%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                | Prologis LP                                                                      | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     95000 | PA      | $93108.34     | 0.00%             | 2027-04-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                | Prologis LP                                                                      | CUSIP: 74340XBR1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    325000 | PA      | $284556.48    | 0.01%             | 2030-10-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                | Prologis LP                                                                      | CUSIP: 74340XBV2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    430000 | PA      | $426868.01    | 0.01%             | 2027-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                | Prologis LP                                                                      | CUSIP: 74340XBX8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    159000 | PA      | $159281.07    | 0.00%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                | Prologis LP                                                                      | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     40000 | PA      | $38241.38     | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                | Prologis LP                                                                      | CUSIP: 74340XBZ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    100000 | PA      | $90106.14     | 0.00%             | 2030-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                | Prologis LP                                                                      | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    180000 | PA      | $184155.27    | 0.00%             | 2028-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PROSPECT CAPITAL CORP                                                      | Prospect Capital Corp                                                            | CUSIP: 74348TAW2<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |    120000 | PA      | $106621.99    | 0.00%             | 2028-10-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: —       |
| PROLOGIS TARGETED US                                                       | Prologis Targeted US Logistics Fund LP                                           | CUSIP: 74350LAA2<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              |  | US        |    140000 | PA      | $144164.97    | 0.00%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US                                                       | Prologis Targeted US Logistics Fund LP                                           | CUSIP: 74350LAD6<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              |  | US        |    120000 | PA      | $118983.73    | 0.00%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP                                                       | Protective Life Corp                                                             | CUSIP: 743674BD4<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85205.83     | 0.00%             | 2028-09-30      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP                                                       | Protective Life Corp                                                             | CUSIP: 743674BE2<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125258.45    | 0.00%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP                                                       | Protective Life Corp                                                             | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150264.71    | 0.00%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                                                     | Protective Life Global Funding                                                   | CUSIP: 74368CAY0<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221356.56    | 0.00%             | 2030-09-21      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                                                     | Protective Life Global Funding                                                   | CUSIP: 74368CBG8<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33271.43     | 0.00%             | 2028-07-06      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                                                     | Protective Life Global Funding                                                   | CUSIP: 74368CBP8<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    205000 | PA      | $207275.13    | 0.00%             | 2027-07-06      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                                                     | Protective Life Global Funding                                                   | CUSIP: 74368CBU7<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    285000 | PA      | $299248.87    | 0.01%             | 2030-07-05      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                                                     | Protective Life Global Funding                                                   | CUSIP: 74368CBV5<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    180000 | PA      | $186411.19    | 0.00%             | 2028-12-08      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                                                     | Protective Life Global Funding                                                   | CUSIP: 74368CBX1<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151713.98    | 0.00%             | 2027-01-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                                                     | Protective Life Global Funding                                                   | CUSIP: 74368CBY9<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154408.89    | 0.00%             | 2029-06-12      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                                                     | Protective Life Global Funding                                                   | CUSIP: 74368CBZ6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151010.64    | 0.00%             | 2027-09-13      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                                                     | Protective Life Global Funding                                                   | CUSIP: 74368CCA0<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162653.23    | 0.00%             | 2029-12-09      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                                                     | Protective Life Global Funding                                                   | CUSIP: 74368CCC6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152068.71    | 0.00%             | 2030-06-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                    | Providence St Joseph Health Obligated Group                                      | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $202080.35    | 0.00%             | 2029-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FDG/PFG FIN                                                      | Provident Funding Associates LP / PFG Finance Corp                               | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $188749.21    | 0.00%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                   | Prudential Financial Inc                                                         | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    185000 | PA      | $182759.96    | 0.00%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                   | Prudential Financial Inc                                                         | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    235000 | PA      | $237551.36    | 0.00%             | 2048-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                   | Prudential Financial Inc                                                         | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186494.10    | 0.00%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                   | Prudential Financial Inc                                                         | CUSIP: 74432QCC7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450524.09    | 0.01%             | 2028-03-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                   | Prudential Financial Inc                                                         | CUSIP: 74432QCG8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    170000 | PA      | $157819.92    | 0.00%             | 2030-03-10      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING ASIA                                                    | Prudential Funding Asia PLC                                                      | CUSIP: 744330AA9<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $287253.28    | 0.01%             | 2030-04-14      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                    | Public Service Co of Colorado                                                    | CUSIP: 744448CP4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94466.40     | 0.00%             | 2028-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PERTAMINA HULU ENERGI PT                                                   | Pertamina Hulu Energi PT                                                         | CUSIP: 74449AAA9<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $203399.82    | 0.00%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                                           | Public Service Co of New Hampshire                                               | CUSIP: 744538AH2<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101175.07    | 0.00%             | 2028-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                    | Public Service Electric and Gas Co                                               | CUSIP: 74456QBS4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44555.38     | 0.00%             | 2027-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                    | Public Service Electric and Gas Co                                               | CUSIP: 74456QBU9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104620.30    | 0.00%             | 2028-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                    | Public Service Electric and Gas Co                                               | CUSIP: 74456QBY1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97483.05     | 0.00%             | 2029-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                    | Public Service Electric and Gas Co                                               | CUSIP: 74456QCB0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4695.68      | 0.00%             | 2030-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                    | Public Service Electric and Gas Co                                               | CUSIP: 74456QCX2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124652.31    | 0.00%             | 2031-01-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                   | Public Service Enterprise Group Inc                                              | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177390.12    | 0.00%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                   | Public Service Enterprise Group Inc                                              | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    295000 | PA      | $303983.69    | 0.01%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                   | Public Service Enterprise Group Inc                                              | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    270000 | PA      | $281869.01    | 0.01%             | 2028-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                   | Public Service Enterprise Group Inc                                              | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    270000 | PA      | $277777.26    | 0.01%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                   | Public Service Enterprise Group Inc                                              | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189238.70    | 0.00%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                       | Public Storage Operating Co                                                      | CUSIP: 74460DAC3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |     50000 | PA      | $49501.89     | 0.00%             | 2027-09-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                       | Public Storage Operating Co                                                      | CUSIP: 74460DAD1<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    130000 | PA      | $127597.98    | 0.00%             | 2029-05-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                       | Public Storage Operating Co                                                      | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    120000 | PA      | $113772.80    | 0.00%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                       | Public Storage Operating Co                                                      | CUSIP: 74460WAD9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    225000 | PA      | $215064.76    | 0.00%             | 2028-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                       | Public Storage Operating Co                                                      | CUSIP: 74460WAF4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    175000 | PA      | $180734.32    | 0.00%             | 2029-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                       | Public Storage Operating Co                                                      | CUSIP: 74464AAC5<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    190000 | PA      | $191472.14    | 0.00%             | 2030-07-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                           | Puget Energy Inc                                                                 | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    155000 | PA      | $152081.66    | 0.00%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                           | Puget Energy Inc                                                                 | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    160000 | PA      | $153638.66    | 0.00%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                                             | PulteGroup Inc                                                                   | CUSIP: 745867AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $80525.66     | 0.00%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUMA INTERNATIONAL FINAN                                                   | Puma International Financing SA                                                  | CUSIP: 74588YAB6<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $206696.79    | 0.00%             | 2029-04-25      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| QVC INC                                                                    | QVC Inc                                                                          | CUSIP: 747262BA0<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |    176000 | PA      | $71263.79     | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                                             | Qatar Government International Bond                                              | CUSIP: 74727PAE1<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    400000 | PA      | $489753.31    | 0.01%             | 2030-06-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: —       |
| QORVO INC                                                                  | Qorvo Inc                                                                        | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    290000 | PA      | $285617.27    | 0.01%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                               | QUALCOMM Inc                                                                     | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    515000 | PA      | $512368.12    | 0.01%             | 2027-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                               | QUALCOMM Inc                                                                     | CUSIP: 747525BK8<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    355000 | PA      | $327163.19    | 0.01%             | 2030-05-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                               | QUALCOMM Inc                                                                     | CUSIP: 747525BN2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    255000 | PA      | $241260.89    | 0.01%             | 2028-05-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                               | QUALCOMM Inc                                                                     | CUSIP: 747525BU6<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162455.76    | 0.00%             | 2030-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                        | Quanta Services Inc                                                              | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9379.69      | 0.00%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                        | Quanta Services Inc                                                              | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116384.35    | 0.00%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                        | Quanta Services Inc                                                              | CUSIP: 74762EAM4<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115611.36    | 0.00%             | 2028-08-09      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                         | Province of Quebec Canada                                                        | CUSIP: 748148M91<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    955000 | PA      | $975512.95    | 0.02%             | 2029-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                         | Province of Quebec Canada                                                        | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    570000 | PA      | $640081.24    | 0.01%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                         | Province of Quebec Canada                                                        | CUSIP: 748148SB0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    470000 | PA      | $422684.59    | 0.01%             | 2030-05-28      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                         | Province of Quebec Canada                                                        | CUSIP: 748148SD6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1245000 | PA      | $1242869.26   | 0.03%             | 2028-04-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                         | Province of Quebec Canada                                                        | CUSIP: 748148SH7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    360000 | PA      | $358332.95    | 0.01%             | 2031-01-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                         | Province of Quebec Canada                                                        | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    405000 | PA      | $400482.01    | 0.01%             | 2027-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                      | Quest Diagnostics Inc                                                            | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170631.17    | 0.00%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                      | Quest Diagnostics Inc                                                            | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    210000 | PA      | $198914.34    | 0.00%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                      | Quest Diagnostics Inc                                                            | CUSIP: 74834LBE9<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151714.59    | 0.00%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                      | Quest Diagnostics Inc                                                            | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193016.80    | 0.00%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                                   | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $216714.33    | 0.00%             | 2029-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| REC LTD                                                                    | REC Ltd                                                                          | CUSIP: 74947MAE2<br>LEI: 335800B4YRYWAMIJZ374 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $201998.75    | 0.00%             | 2029-09-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                           | RELX Capital Inc                                                                 | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    305000 | PA      | $304173.94    | 0.01%             | 2029-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                           | RELX Capital Inc                                                                 | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190198.43    | 0.00%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                           | RELX Capital Inc                                                                 | CUSIP: 74949LAF9<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    290000 | PA      | $295377.30    | 0.01%             | 2030-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                                   | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              |  | US        |    235000 | PA      | $234818.90    | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                                   | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              |  | US        |    200000 | PA      | $197242.27    | 0.00%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                                   | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |    135000 | PA      | $139042.75    | 0.00%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                                       | RLJ Lodging Trust LP                                                             | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |    155000 | PA      | $147204.28    | 0.00%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                                      | RPM International Inc                                                            | CUSIP: 749685AV5<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149459.20    | 0.00%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                                      | RPM International Inc                                                            | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116357.64    | 0.00%             | 2029-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                   | Cooperatieve Rabobank UA                                                         | CUSIP: 74977RDN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    405000 | PA      | $403317.99    | 0.01%             | 2028-04-06      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                   | Cooperatieve Rabobank UA                                                         | CUSIP: 74977RDR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    535000 | PA      | $539906.02    | 0.01%             | 2028-08-22      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                   | Cooperatieve Rabobank UA                                                         | CUSIP: 74977RDS0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    340000 | PA      | $349522.80    | 0.01%             | 2029-02-28      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                   | Cooperatieve Rabobank UA                                                         | CUSIP: 74977RDT8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    255000 | PA      | $263531.72    | 0.01%             | 2030-03-05      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                   | Cooperatieve Rabobank UA                                                         | CUSIP: 74977RDV3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $102108.59    | 0.00%             | 2031-05-27      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| RFNA LP                                                                    | Rfna LP                                                                          | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150993.43    | 0.00%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ESCROW RCN CORP                                                            | ESCROW RCN CORP                                                                  | CUSIP: 749ESCAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $0.00         | 0.00%             | 2023-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| RADIAN GROUP INC                                                           | Radian Group Inc                                                                 | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    261000 | PA      | $261997.67    | 0.01%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                                           | Radian Group Inc                                                                 | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    165000 | PA      | $173300.12    | 0.00%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco LLC                                                         | Radiate Holdco LLC 2025 FLFO Term Loan                                           | CUSIP: 75025KAM0<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |       364 | PA      | $312.37       | 0.00%             | 2029-09-25      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                     | Radiology Partners Inc                                                           | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    241003 | PA      | $240999.59    | 0.01%             | 2030-02-15      | Fixed         | 9.78%                 | No            |                  2 | On Loan: No      |
| RAIN CARBON INC                                                            | Rain Carbon Inc                                                                  | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |    140000 | PA      | $148977.15    | 0.00%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| RAILWORKS HOLDINGS LP/R                                                    | Railworks Holdings LP / Railworks Rally Inc                                      | CUSIP: 75079MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101521.93    | 0.00%             | 2028-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                          | Rakuten Group Inc                                                                | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    555000 | PA      | $590409.31    | 0.01%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                          | Rakuten Group Inc                                                                | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    575000 | PA      | $644060.54    | 0.01%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                          | Rakuten Group Inc                                                                | CUSIP: 75102WAM0<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    175000 | PA      | $181237.83    | 0.00%             | 2029-12-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                                       | Range Resources Corp                                                             | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    155000 | PA      | $152885.53    | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                                            | Rand Parent LLC                                                                  | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $303045.49    | 0.01%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| QATARENERGY LNG S3                                                         | Qatarenergy LNG S3                                                               | CUSIP: 75405UAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | QA        |     96425 | PA      | $97738.54     | 0.00%             | 2027-09-30      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                    | Raymond James Financial Inc                                                      | CUSIP: 754730AG4<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157768.42    | 0.00%             | 2030-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                   | RTX Corp                                                                         | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    275000 | PA      | $253682.94    | 0.01%             | 2030-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                   | RTX Corp                                                                         | CUSIP: 75513EBY6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    178000 | PA      | $186647.15    | 0.00%             | 2027-08-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                   | RTX Corp                                                                         | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    386000 | PA      | $384230.55    | 0.01%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                   | RTX Corp                                                                         | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    222000 | PA      | $232671.56    | 0.00%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                                                        | Citizens Bank NA/Providence RI                                                   | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    320000 | PA      | $322325.51    | 0.01%             | 2028-08-09      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| REAL HERO MERGER SUB 2                                                     | Real Hero Merger Sub 2 Inc                                                       | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $106660.54    | 0.00%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                                                    | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                          | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $163152.54    | 0.00%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                                                    | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                          | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $133518.30    | 0.00%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL EST/CO-ISS                                                   | Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp                         | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $202352.89    | 0.00%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                                                    | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                          | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $163633.12    | 0.00%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                         | Realty Income Corp                                                               | CUSIP: 756109AS3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    245000 | PA      | $243230.10    | 0.01%             | 2027-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                         | Realty Income Corp                                                               | CUSIP: 756109AU8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    205000 | PA      | $204044.90    | 0.00%             | 2028-01-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                         | Realty Income Corp                                                               | CUSIP: 756109AW4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    150000 | PA      | $146030.52    | 0.00%             | 2029-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                         | Realty Income Corp                                                               | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    248000 | PA      | $248213.76    | 0.01%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                         | Realty Income Corp                                                               | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    205000 | PA      | $202915.68    | 0.00%             | 2028-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                         | Realty Income Corp                                                               | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    160000 | PA      | $153728.76    | 0.00%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                         | Realty Income Corp                                                               | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    145000 | PA      | $139963.01    | 0.00%             | 2029-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                         | Realty Income Corp                                                               | CUSIP: 756109BR4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    135000 | PA      | $138396.14    | 0.00%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                         | Realty Income Corp                                                               | CUSIP: 756109BS2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    115000 | PA      | $117109.90    | 0.00%             | 2028-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                         | Realty Income Corp                                                               | CUSIP: 756109CA0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    130000 | PA      | $125206.34    | 0.00%             | 2028-03-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                         | Realty Income Corp                                                               | CUSIP: 756109CB8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    165000 | PA      | $164604.57    | 0.00%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                         | Realty Income Corp                                                               | CUSIP: 756109CC6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    150000 | PA      | $145737.87    | 0.00%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                         | Realty Income Corp                                                               | CUSIP: 756109CF9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    160000 | PA      | $162934.90    | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                         | Realty Income Corp                                                               | CUSIP: 756109CW2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    110000 | PA      | $109593.33    | 0.00%             | 2029-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TSY                                                      | Reckitt Benckiser Treasury Services PLC                                          | CUSIP: 75625QAE9<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |    910000 | PA      | $898734.76    | 0.02%             | 2027-06-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SPX FLOW INC                                                               | SPX FLOW Inc                                                                     | CUSIP: 758071AA2<br>LEI: 5493003YXEKRBINIEM78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154126.60    | 0.00%             | 2030-04-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                         | Regal Rexnord Corp                                                               | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    470000 | PA      | $487134.22    | 0.01%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                         | Regal Rexnord Corp                                                               | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    370000 | PA      | $392327.11    | 0.01%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                         | Regency Centers LP                                                               | CUSIP: 75884RAX1<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    350000 | PA      | $350963.82    | 0.01%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                         | Regency Centers LP                                                               | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     15000 | PA      | $14398.58     | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                         | Regency Centers LP                                                               | CUSIP: 75884RBA0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    150000 | PA      | $146790.85    | 0.00%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                                   | Regeneron Pharmaceuticals Inc                                                    | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    265000 | PA      | $237160.31    | 0.00%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                     | Regions Financial Corp                                                           | CUSIP: 7591EPAT7<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    130000 | PA      | $123086.82    | 0.00%             | 2028-08-12      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                     | Regions Financial Corp                                                           | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    230000 | PA      | $239976.17    | 0.01%             | 2030-06-06      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                    | Reinsurance Group of America Inc                                                 | CUSIP: 759351AN9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    245000 | PA      | $243036.15    | 0.01%             | 2029-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                    | Reinsurance Group of America Inc                                                 | CUSIP: 759351AP4<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    225000 | PA      | $213238.15    | 0.00%             | 2030-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| RELIANCE INC                                                               | Reliance Inc                                                                     | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36358.07     | 0.00%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| RELIANCE STAND LIFE II                                                     | Reliance Standard Life Global Funding II                                         | CUSIP: 75951AAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $83946.34     | 0.00%             | 2027-01-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                                                   | RenaissanceRe Holdings Ltd                                                       | CUSIP: 75968NAD3<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    135000 | PA      | $132310.20    | 0.00%             | 2029-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE FINANCE                                                      | RenaissanceRe Finance Inc                                                        | CUSIP: 75973QAA5<br>LEI: 54930048ETFU7B0OJ457 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34781.98     | 0.00%             | 2027-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                                                          | Upbound Group Inc                                                                | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |    185000 | PA      | $183278.93    | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RENTOKIL TERMINIX LLC                                                      | Rentokil Terminix Funding LLC                                                    | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203582.95    | 0.00%             | 2030-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 2                                                      | Scentre Group Trust 2                                                            | CUSIP: 76025LAB0<br>LEI: 549300VRF0U0JH8TBJ74 | Long             | DBT              |  | AU        |    200000 | PA      | $201155.93    | 0.00%             | 2080-09-24      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAP MARKETS                                                     | Repsol E&P Capital Markets US LLC                                                | CUSIP: 76026AAB3<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203080.80    | 0.00%             | 2030-09-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                      | Republic Services Inc                                                            | CUSIP: 760759AS9<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134191.51    | 0.00%             | 2027-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                      | Republic Services Inc                                                            | CUSIP: 760759AT7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    325000 | PA      | $325701.79    | 0.01%             | 2028-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                      | Republic Services Inc                                                            | CUSIP: 760759AV2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    175000 | PA      | $163008.99    | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                      | Republic Services Inc                                                            | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    215000 | PA      | $220386.37    | 0.00%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                      | Republic Services Inc                                                            | CUSIP: 760759BJ8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    157000 | PA      | $162085.43    | 0.00%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                      | Republic Services Inc                                                            | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153338.33    | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                     | Uruguay Government International Bonds                                           | CUSIP: 760942BB7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    266667 | PA      | $268097.66    | 0.01%             | 2027-10-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                                        | Resideo Funding Inc                                                              | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    103000 | PA      | $99251.90     | 0.00%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| RESORTS WORLD/RWLV CAP                                                     | Resorts World Las Vegas LLC / RWLV Capital Inc                                   | CUSIP: 76120HAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $152535.25    | 0.00%             | 2030-07-27      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                                   | Rexford Industrial Realty LP                                                     | CUSIP: 76169XAC8<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |    120000 | PA      | $122077.41    | 0.00%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                         | RGA Global Funding                                                               | CUSIP: 76209PAB9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    140000 | PA      | $133741.34    | 0.00%             | 2029-01-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                         | RGA Global Funding                                                               | CUSIP: 76209PAC7<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    145000 | PA      | $151921.93    | 0.00%             | 2028-11-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                         | RGA Global Funding                                                               | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    215000 | PA      | $222786.12    | 0.00%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                         | RGA Global Funding                                                               | CUSIP: 76209PAG8<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    165000 | PA      | $170273.21    | 0.00%             | 2030-01-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                         | RGA Global Funding                                                               | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100603.88    | 0.00%             | 2028-08-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                         | RGA Global Funding                                                               | CUSIP: 76209PAK9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125239.01    | 0.00%             | 2030-11-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| RINGCENTRAL INC                                                            | RingCentral Inc                                                                  | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115501.83    | 0.00%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                                                      | Rio Tinto Finance USA Ltd                                                        | CUSIP: 767201AD8<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    270000 | PA      | $289937.38    | 0.01%             | 2028-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                      | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAQ9<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    115000 | PA      | $115785.09    | 0.00%             | 2027-03-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                      | RIO TINTO FIN USA PLC                                                            | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    280000 | PA      | $283315.38    | 0.01%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                      | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    605000 | PA      | $620242.33    | 0.01%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                                                     | Ritchie Bros Holdings Inc                                                        | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193613.62    | 0.00%             | 2028-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                                                          | Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp                     | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35537.03     | 0.00%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP                                                                | ROBLOX Corp                                                                      | CUSIP: 771049AA1<br>LEI: 529900ANZDBDFU91SO19 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287248.79    | 0.01%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                         | Roche Holdings Inc                                                               | CUSIP: 771196BP6<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    235000 | PA      | $233821.20    | 0.00%             | 2028-09-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                         | Roche Holdings Inc                                                               | CUSIP: 771196BV3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    480000 | PA      | $472775.41    | 0.01%             | 2027-03-10      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                         | Roche Holdings Inc                                                               | CUSIP: 771196BW1<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    625000 | PA      | $593753.31    | 0.01%             | 2028-12-13      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                         | Roche Holdings Inc                                                               | CUSIP: 771196CF7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    380000 | PA      | $394665.06    | 0.01%             | 2028-11-13      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                         | Roche Holdings Inc                                                               | CUSIP: 771196CJ9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    315000 | PA      | $322888.08    | 0.01%             | 2029-03-08      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                         | Roche Holdings Inc                                                               | CUSIP: 771196CP5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    215000 | PA      | $216296.40    | 0.00%             | 2029-09-09      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                         | Roche Holdings Inc                                                               | CUSIP: 771196CS9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199365.83    | 0.00%             | 2030-12-02      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| ROCHESTER GAS & ELECTRIC                                                   | Rochester Gas and Electric Corp                                                  | CUSIP: 771367CD9<br>LEI: 549300DD8M80WFTQO509 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227855.40    | 0.00%             | 2027-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                                                   | TGNR Intermediate Holdings LLC                                                   | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    220000 | PA      | $217766.95    | 0.00%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                             | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $604259.32    | 0.01%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                             | Rocket Cos Inc                                                                   | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $231353.27    | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                                        | Rocket Software Inc                                                              | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177638.98    | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                                        | Rocket Software Inc                                                              | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |    285000 | PA      | $284550.13    | 0.01%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                   | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164549.80    | 0.00%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                   | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103528.40    | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                                        | Rockwell Automation Inc                                                          | CUSIP: 773903AH2<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133069.31    | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                   | Rogers Communications Inc                                                        | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    260000 | PA      | $259375.84    | 0.01%             | 2082-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                   | Rogers Communications Inc                                                        | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $495549.69    | 0.01%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                   | Rogers Communications Inc                                                        | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    405000 | PA      | $413261.49    | 0.01%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                   | Rogers Communications Inc                                                        | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $258996.77    | 0.01%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROLLER BEARING CO OF AME                                                   | Roller Bearing Co of America Inc                                                 | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147799.73    | 0.00%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                            | Rolls-Royce PLC                                                                  | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    330000 | PA      | $337898.92    | 0.01%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                     | Roper Technologies Inc                                                           | CUSIP: 776696AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    205000 | PA      | $206931.45    | 0.00%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                     | Roper Technologies Inc                                                           | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55288.07     | 0.00%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                     | Roper Technologies Inc                                                           | CUSIP: 776696AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100206.97    | 0.00%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                     | Roper Technologies Inc                                                           | CUSIP: 776743AF3<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130505.39    | 0.00%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                     | Roper Technologies Inc                                                           | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    220000 | PA      | $210791.46    | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                     | Roper Technologies Inc                                                           | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180908.66    | 0.00%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                     | Roper Technologies Inc                                                           | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    340000 | PA      | $326689.72    | 0.01%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                          | NatWest Group PLC                                                                | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    545000 | PA      | $554257.00    | 0.01%             | 2029-05-18      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                          | NatWest Group PLC                                                                | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    425000 | PA      | $426857.24    | 0.01%             | 2030-05-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                          | NatWest Group PLC                                                                | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $296458.60    | 0.01%             | 2028-05-22      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                          | NatWest Group PLC                                                                | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    540000 | PA      | $553067.08    | 0.01%             | 2030-01-27      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                    | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153AG7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    185000 | PA      | $194999.74    | 0.00%             | 2027-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                    | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153AW2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    180000 | PA      | $178303.06    | 0.00%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                    | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    515000 | PA      | $525708.29    | 0.01%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                    | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    345000 | PA      | $347599.73    | 0.01%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                       | Royal Bank of Canada                                                             | CUSIP: 78016EYV3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    280000 | PA      | $275392.77    | 0.01%             | 2027-01-21      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                       | Royal Bank of Canada                                                             | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $419401.96    | 0.01%             | 2027-05-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                       | Royal Bank of Canada                                                             | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    445000 | PA      | $447829.93    | 0.01%             | 2027-08-03      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                       | Royal Bank of Canada                                                             | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    483000 | PA      | $500480.97    | 0.01%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                       | Royal Bank of Canada                                                             | CUSIP: 78016FZW7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    314000 | PA      | $320362.97    | 0.01%             | 2028-01-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                       | Royal Bank of Canada                                                             | CUSIP: 78016HZS2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    345000 | PA      | $355559.60    | 0.01%             | 2028-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                       | Royal Bank of Canada                                                             | CUSIP: 78016HZT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    280000 | PA      | $282868.76    | 0.01%             | 2027-01-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                       | Royal Bank of Canada                                                             | CUSIP: 78016HZV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $231159.24    | 0.00%             | 2029-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                       | Royal Bank of Canada                                                             | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $430047.76    | 0.01%             | 2030-08-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                       | Royal Bank of Canada                                                             | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $611623.45    | 0.01%             | 2029-01-24      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                       | Royal Bank of Canada                                                             | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    555000 | PA      | $571580.45    | 0.01%             | 2031-02-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                       | Royal Bank of Canada                                                             | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $353017.54    | 0.01%             | 2028-03-27      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                       | Royal Bank of Canada                                                             | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    315000 | PA      | $322506.48    | 0.01%             | 2031-05-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                       | Royal Bank of Canada                                                             | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    405000 | PA      | $409204.62    | 0.01%             | 2029-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                       | Royal Bank of Canada                                                             | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $334083.58    | 0.01%             | 2031-08-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                       | Royal Bank of Canada                                                             | CUSIP: 78017DAN8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $300138.93    | 0.01%             | 2028-11-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                       | Royal Bank of Canada                                                             | CUSIP: 78017DAQ1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    315000 | PA      | $313874.00    | 0.01%             | 2031-11-03      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                       | Royal Bank of Canada                                                             | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    265000 | PA      | $267566.16    | 0.01%             | 2028-10-18      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                       | Royal Bank of Canada                                                             | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    680000 | PA      | $690255.90    | 0.01%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                         | Royalty Pharma PLC                                                               | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    262000 | PA      | $252871.59    | 0.01%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                         | Royalty Pharma PLC                                                               | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     35000 | PA      | $31818.99     | 0.00%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                         | Royalty Pharma PLC                                                               | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $236866.14    | 0.00%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RUSH SYSTEM FOR HEALTH                                                     | Rush System for Health Obligated Group                                           | CUSIP: 78200JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9917.83      | 0.00%             | 2029-11-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP                                                       | Ryan Specialty LLC                                                               | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116938.76    | 0.00%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                           | Ryder System Inc                                                                 | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138381.40    | 0.00%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                           | Ryder System Inc                                                                 | CUSIP: 78355HKU2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110344.27    | 0.00%             | 2027-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                           | Ryder System Inc                                                                 | CUSIP: 78355HKV0<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    205000 | PA      | $211231.56    | 0.00%             | 2028-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                           | Ryder System Inc                                                                 | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205494.33    | 0.00%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                           | Ryder System Inc                                                                 | CUSIP: 78355HKX6<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    160000 | PA      | $169139.26    | 0.00%             | 2028-12-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                           | Ryder System Inc                                                                 | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    155000 | PA      | $160214.25    | 0.00%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                           | Ryder System Inc                                                                 | CUSIP: 78355HLA5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91192.98     | 0.00%             | 2027-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                           | Ryder System Inc                                                                 | CUSIP: 78355HLB3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62301.04     | 0.00%             | 2029-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                           | Ryder System Inc                                                                 | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91991.80     | 0.00%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                           | Ryder System Inc                                                                 | CUSIP: 78355HLD9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71500.37     | 0.00%             | 2029-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                           | Ryder System Inc                                                                 | CUSIP: 78355HLE7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117739.29    | 0.00%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                           | Ryder System Inc                                                                 | CUSIP: 78355HLF4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111977.55    | 0.00%             | 2030-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                           | Ryder System Inc                                                                 | CUSIP: 78355HLG2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74610.95     | 0.00%             | 2030-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                             | S&P Global Inc                                                                   | CUSIP: 78409VAM6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     64000 | PA      | $63498.37     | 0.00%             | 2027-01-22      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                             | S&P Global Inc                                                                   | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    175000 | PA      | $165503.41    | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                             | S&P Global Inc                                                                   | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175916.10    | 0.00%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                             | S&P Global Inc                                                                   | CUSIP: 78409VBF0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56056.71     | 0.00%             | 2028-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                             | S&P Global Inc                                                                   | CUSIP: 78409VBG8<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    465000 | PA      | $467639.05    | 0.01%             | 2029-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                             | S&P Global Inc                                                                   | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    504000 | PA      | $496862.46    | 0.01%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                             | S&P Global Inc                                                                   | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    390000 | PA      | $375573.71    | 0.01%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                             | S&P Global Inc                                                                   | CUSIP: 78409VBT0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109788.22    | 0.00%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                    | SBA Communications Corp                                                          | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |    440000 | PA      | $436869.04    | 0.01%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                    | SBA Communications Corp                                                          | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |    450000 | PA      | $429894.00    | 0.01%             | 2029-02-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SESI LLC                                                                   | SESI LLC                                                                         | CUSIP: 78412FAX2<br>LEI: XDZ56K6RXS5J1ESBZS35 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181394.52    | 0.00%             | 2030-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                                     | SCIH Salt Holdings Inc                                                           | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $363587.72    | 0.01%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                                     | SCIH Salt Holdings Inc                                                           | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $200004.03    | 0.00%             | 2029-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                                   | SLM Corp                                                                         | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $154568.71    | 0.00%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                                                   | SMBC Aviation Capital Finance DAC                                                | CUSIP: 78448TAF9<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $191461.63    | 0.00%             | 2028-06-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                                                   | SMBC Aviation Capital Finance DAC                                                | CUSIP: 78448TAH5<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $205090.24    | 0.00%             | 2028-05-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                                                   | SMBC Aviation Capital Finance DAC                                                | CUSIP: 78448TAL6<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $205382.52    | 0.00%             | 2029-04-03      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                                                   | SMBC Aviation Capital Finance DAC                                                | CUSIP: 78448TAN2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    195000 | PA      | $199173.80    | 0.00%             | 2030-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                               | SM Energy Co                                                                     | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50064.88     | 0.00%             | 2027-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                               | SM Energy Co                                                                     | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121341.98    | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                               | SM Energy Co                                                                     | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227569.79    | 0.00%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SP POWERASSETS LTD                                                         | SP PowerAssets Ltd                                                               | CUSIP: 78462QAE9<br>LEI: 635400GIJMVHO4MDQI52 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $197192.34    | 0.00%             | 2027-09-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                                      | SS&C Technologies Inc                                                            | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    635000 | PA      | $634484.13    | 0.01%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SACA                                                             | SNF Group SACA                                                                   | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    130000 | PA      | $128001.14    | 0.00%             | 2027-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SACA                                                             | SNF Group SACA                                                                   | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    105000 | PA      | $98679.38     | 0.00%             | 2030-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SSM HEALTH CARE                                                            | SSM Health Care Corp                                                             | CUSIP: 784710AA3<br>LEI: 5493000QP6H63JFPC580 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169731.78    | 0.00%             | 2027-06-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| SSM HEALTH CARE                                                            | SSM Health Care Corp                                                             | CUSIP: 784710AC9<br>LEI: 5493000QP6H63JFPC580 | Long             | DBT              | CORP              | US        |    157000 | PA      | $159301.38    | 0.00%             | 2028-06-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| SABAL TRAIL TRANS                                                          | Sabal Trail Transmission LLC                                                     | CUSIP: 78516FAA7<br>LEI: 5493002DWITGSZFUI977 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69597.91     | 0.00%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                   | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    522000 | PA      | $525151.90    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                   | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    510000 | PA      | $511271.92    | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                   | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    615000 | PA      | $618323.72    | 0.01%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                       | Sabra Health Care LP                                                             | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |     75000 | PA      | $73418.53     | 0.00%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                             | Sabre GLBL Inc                                                                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65233.58     | 0.00%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                             | Sabre GLBL Inc                                                                   | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    450000 | PA      | $364212.82    | 0.01%             | 2030-07-15      | Fixed         | 11.13%                | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                             | Sabre GLBL Inc                                                                   | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    163000 | PA      | $130851.83    | 0.00%             | 2030-03-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SABRE FINANCIAL BORROWER                                                   | Sabre Financial Borrower LLC                                                     | CUSIP: 78573XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $308124.97    | 0.01%             | 2029-06-15      | Fixed         | 11.13%                | No            |                  2 | On Loan: No      |
| SAGICOR FINANCIAL CO                                                       | Sagicor Financial Co Ltd                                                         | CUSIP: 78669QAA8<br>LEI: 984500P7FADAA3A50B04 | Long             | DBT              | CORP              | BM        |    210000 | PA      | $209780.61    | 0.00%             | 2028-05-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRS LLC                                                   | Saks Global Enterprises LLC                                                      | CUSIP: 79380MAB1<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |    376630 | PA      | $411.32       | 0.00%             | 2029-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                             | Salesforce Inc                                                                   | CUSIP: 79466LAF1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    545000 | PA      | $545154.62    | 0.01%             | 2028-04-11      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                             | Salesforce Inc                                                                   | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    240000 | PA      | $227796.20    | 0.00%             | 2028-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                                                   | Sammons Financial Group Global Funding                                           | CUSIP: 79587J2A0<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214955.94    | 0.00%             | 2029-12-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                                                   | Sammons Financial Group Global Funding                                           | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    185000 | PA      | $188028.99    | 0.00%             | 2028-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                                                   | Sammons Financial Group Global Funding                                           | CUSIP: 79587J2C6<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116484.48    | 0.00%             | 2030-06-12      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                                                   | Sammons Financial Group Global Funding                                           | CUSIP: 79587J2E2<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100402.41    | 0.00%             | 2030-12-12      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP                                                    | Sammons Financial Group Inc                                                      | CUSIP: 79588TAC4<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60017.63     | 0.00%             | 2027-05-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                            | San Diego Gas & Electric Co                                                      | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    290000 | PA      | $258891.67    | 0.01%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                            | San Diego Gas & Electric Co                                                      | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184472.90    | 0.00%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Public Utilities Commission Wastewater Revenue | SAN FRANCISCO CITY & CNTY CA PUBLIC UTILS COMMISSION WSTWTR                      | CUSIP: 79768HJN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $253392.72    | 0.01%             | 2027-10-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                            | Sands China Ltd                                                                  | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    460000 | PA      | $469091.11    | 0.01%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                            | Sands China Ltd                                                                  | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $196721.60    | 0.00%             | 2030-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                            | Sands China Ltd                                                                  | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    245000 | PA      | $239315.75    | 0.01%             | 2027-03-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                            | Sands China Ltd                                                                  | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $190501.33    | 0.00%             | 2029-03-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                                  | Sanofi SA                                                                        | CUSIP: 801060AD6<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |     85000 | PA      | $84802.71     | 0.00%             | 2028-06-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                                  | Sanofi SA                                                                        | CUSIP: 801060AE4<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    150000 | PA      | $150262.97    | 0.00%             | 2027-11-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                                  | Sanofi SA                                                                        | CUSIP: 801060AG9<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    150000 | PA      | $150095.76    | 0.00%             | 2028-11-03      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                   | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    280000 | PA      | $278567.35    | 0.01%             | 2028-11-03      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                   | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    320000 | PA      | $315026.39    | 0.01%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                   | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    470000 | PA      | $490620.59    | 0.01%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                   | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    295000 | PA      | $298615.26    | 0.01%             | 2030-09-11      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                   | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $312752.74    | 0.01%             | 2031-04-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                   | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $400508.52    | 0.01%             | 2029-09-22      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                     | Santander Holdings USA Inc                                                       | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    375000 | PA      | $376427.10    | 0.01%             | 2027-07-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                     | Santander Holdings USA Inc                                                       | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    321000 | PA      | $316164.01    | 0.01%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                     | Santander Holdings USA Inc                                                       | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    410000 | PA      | $427628.55    | 0.01%             | 2029-03-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                     | Santander Holdings USA Inc                                                       | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    240000 | PA      | $250909.62    | 0.01%             | 2029-06-12      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                     | Santander Holdings USA Inc                                                       | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    320000 | PA      | $334231.00    | 0.01%             | 2030-01-09      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                     | Santander Holdings USA Inc                                                       | CUSIP: 80282KBM7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    330000 | PA      | $338299.57    | 0.01%             | 2030-09-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                     | Santander Holdings USA Inc                                                       | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255667.89    | 0.01%             | 2029-03-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                     | Santander Holdings USA Inc                                                       | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    185000 | PA      | $191812.22    | 0.00%             | 2031-03-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                     | Santander Drive Auto Receivables Trust 2025-2                                    | CUSIP: 80287NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $503315.98    | 0.01%             | 2029-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                     | Santander Drive Auto Receivables Trust 2025-2                                    | CUSIP: 80287NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $506431.45    | 0.01%             | 2031-05-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                     | Santander Drive Auto Receivables Trust 2024-1                                    | CUSIP: 80288AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    430000 | PA      | $431734.69    | 0.01%             | 2028-12-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                     | Santander Drive Auto Receivables Trust 2024-4                                    | CUSIP: 802919AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $253370.34    | 0.01%             | 2031-12-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                     | Santander Drive Auto Receivables Trust 2025-4                                    | CUSIP: 802923AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $501185.01    | 0.01%             | 2032-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                                   | Province of Saskatchewan Canada                                                  | CUSIP: 803854KQ0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |     70000 | PA      | $69534.11     | 0.00%             | 2027-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                                   | Province of Saskatchewan Canada                                                  | CUSIP: 803854KW7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |    320000 | PA      | $328630.23    | 0.01%             | 2030-01-28      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                    | Sasol Financing USA LLC                                                          | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198767.29    | 0.00%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SATURN OIL & GAS INC                                                       | Saturn Oil & Gas Inc                                                             | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |    177000 | PA      | $180934.62    | 0.00%             | 2029-06-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: —       |
| SAUDI ARABIAN OIL CO                                                       | Saudi Arabian Oil Co                                                             | CUSIP: 80415RAA9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    400000 | PA      | $396959.28    | 0.01%             | 2031-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 1/2                                                    | Scentre Group Trust 1 / Scentre Group Trust 2                                    | CUSIP: 80622GAC8<br>LEI: 549300SQ859FBKRKSI77 | Long             | DBT              |  | AU        |    250000 | PA      | $249116.00    | 0.01%             | 2027-03-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 1/2                                                    | Scentre Group Trust 1 / Scentre Group Trust 2                                    | CUSIP: 80622GAE4<br>LEI: 549300SQ859FBKRKSI77 | Long             | DBT              |  | AU        |    225000 | PA      | $225527.08    | 0.00%             | 2030-05-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                                                    | Schlumberger Holdings Corp                                                       | CUSIP: 806851AH4<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    310000 | PA      | $312559.61    | 0.01%             | 2029-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                                                    | Schlumberger Holdings Corp                                                       | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154824.78    | 0.00%             | 2028-05-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                                                    | Schlumberger Holdings Corp                                                       | CUSIP: 806851AL5<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192348.99    | 0.00%             | 2027-05-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                                                    | Schlumberger Holdings Corp                                                       | CUSIP: 806851AM3<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133323.38    | 0.00%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                                                    | Schlumberger Holdings Corp                                                       | CUSIP: 806851AQ4<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    490000 | PA      | $494074.06    | 0.01%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                                                    | Schlumberger Holdings Corp                                                       | CUSIP: 806851AR2<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187885.56    | 0.00%             | 2030-06-26      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER INVESTMENT                                                    | Schlumberger Investment SA                                                       | CUSIP: 806854AJ4<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |     65000 | PA      | $61257.92     | 0.00%             | 2030-06-26      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                        | Charles Schwab Corp/The                                                          | CUSIP: 808513AQ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    260000 | PA      | $258260.50    | 0.01%             | 2027-03-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                        | Charles Schwab Corp/The                                                          | CUSIP: 808513AU9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128580.03    | 0.00%             | 2028-01-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                        | Charles Schwab Corp/The                                                          | CUSIP: 808513AZ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175886.00    | 0.00%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                        | Charles Schwab Corp/The                                                          | CUSIP: 808513BA2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    225000 | PA      | $219807.97    | 0.00%             | 2029-05-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                        | Charles Schwab Corp/The                                                          | CUSIP: 808513BC8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    235000 | PA      | $240112.27    | 0.01%             | 2030-03-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                        | Charles Schwab Corp/The                                                          | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    325000 | PA      | $313189.05    | 0.01%             | 2028-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                        | Charles Schwab Corp/The                                                          | CUSIP: 808513BW4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    265000 | PA      | $263387.38    | 0.01%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                        | Charles Schwab Corp/The                                                          | CUSIP: 808513BX2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57291.73     | 0.00%             | 2029-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                        | Charles Schwab Corp/The                                                          | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    519000 | PA      | $511847.33    | 0.01%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                        | Charles Schwab Corp/The                                                          | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    590000 | PA      | $612297.94    | 0.01%             | 2029-05-19      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                        | Charles Schwab Corp/The                                                          | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    315000 | PA      | $332871.03    | 0.01%             | 2029-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                        | Charles Schwab Corp/The                                                          | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    205000 | PA      | $204779.24    | 0.00%             | 2031-11-14      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                                                         | Mativ Holdings Inc                                                               | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115952.89    | 0.00%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                                                   | Science Applications International Corp                                          | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119679.98    | 0.00%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                                                   | Scientific Games Holdings LP/Scientific Games US FinCo Inc                       | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $214697.99    | 0.00%             | 2030-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                                    | Light & Wonder International Inc                                                 | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153903.36    | 0.00%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                                                      | Scotts Miracle-Gro Co/The                                                        | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118143.43    | 0.00%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| EW SCRIPPS CO                                                              | EW Scripps Co/The                                                                | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219082.93    | 0.00%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                                      | Scripps Escrow II Inc                                                            | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $166357.40    | 0.00%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| SCRIPPS ESCROW II INC                                                      | Scripps Escrow II Inc                                                            | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $89335.56     | 0.00%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SEADRILL FINANCE LTD                                                       | Seadrill Finance Ltd                                                             | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $209243.49    | 0.00%             | 2030-08-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                                                          | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    115000 | PA      | $118598.54    | 0.00%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                                                          | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    149000 | PA      | $146064.37    | 0.00%             | 2029-06-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd                                    | SEAGATE DATA STOR                                                                | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    145000 | PA      | $152994.96    | 0.00%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                            | Sealed Air Corp                                                                  | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    132000 | PA      | $131520.26    | 0.00%             | 2027-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                            | Sealed Air Corp                                                                  | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166131.90    | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                                                   | Sealed Air Corp/Sealed Air Corp US                                               | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    240000 | PA      | $243780.99    | 0.01%             | 2028-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORP                                                               | Seaspan Corp                                                                     | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |    200000 | PA      | $190166.94    | 0.00%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                                                   | SeaWorld Parks & Entertainment Inc                                               | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |    225000 | PA      | $219977.15    | 0.00%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                     | Sempra                                                                           | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79165.04     | 0.00%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                     | Sempra                                                                           | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    283000 | PA      | $279637.89    | 0.01%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                     | Sempra                                                                           | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    348000 | PA      | $343675.85    | 0.01%             | 2052-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                     | Sempra                                                                           | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172427.62    | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                     | Sempra                                                                           | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    270000 | PA      | $276843.22    | 0.01%             | 2054-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                     | Sempra                                                                           | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147092.43    | 0.00%             | 2055-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                                   | Diversified Healthcare Trust                                                     | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              |  | US        |    190000 | PA      | $184138.29    | 0.00%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                    | Sensata Technologies BV                                                          | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    145000 | PA      | $147176.34    | 0.00%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                                                           | Sensata Technologies Inc                                                         | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127098.76    | 0.00%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                                          | Service Corp International/US                                                    | CUSIP: 817565BT0<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56816.85     | 0.00%             | 2027-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                                          | Service Corp International/US                                                    | CUSIP: 817565CD4<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184801.85    | 0.00%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                                          | Service Corp International/US                                                    | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226453.65    | 0.00%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                                          | Service Corp International/US                                                    | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234036.11    | 0.00%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                   | Service Properties Trust                                                         | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    170000 | PA      | $168664.64    | 0.00%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                   | Service Properties Trust                                                         | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    210000 | PA      | $212495.54    | 0.00%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                   | Service Properties Trust                                                         | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    170000 | PA      | $154283.86    | 0.00%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                                             | ServiceNow Inc                                                                   | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |    505000 | PA      | $445111.01    | 0.01%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                               | 7-Eleven Inc                                                                     | CUSIP: 817826AD2<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    410000 | PA      | $388036.68    | 0.01%             | 2028-02-10      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                                   | SGUS LLC                                                                         | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    353468 | PA      | $10760.27     | 0.00%             | 2029-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SHEA HOMES LP/FNDG CP                                                      | Shea Homes LP / Shea Homes Funding Corp                                          | CUSIP: 82088KAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $78989.98     | 0.00%             | 2029-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SHEA HOMES LP/FNDG CP                                                      | Shea Homes LP / Shea Homes Funding Corp                                          | CUSIP: 82088KAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $134460.75    | 0.00%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                    | Shell International Finance BV                                                   | CUSIP: 822582CD2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     45000 | PA      | $42509.29     | 0.00%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                    | Shell International Finance BV                                                   | CUSIP: 822582CG5<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $142377.65    | 0.00%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                       | Shell Finance US Inc                                                             | CUSIP: 822905AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $407761.34    | 0.01%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                       | Shell Finance US Inc                                                             | CUSIP: 822905AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $330578.01    | 0.01%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                       | Shell Finance US Inc                                                             | CUSIP: 822905AN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $199730.38    | 0.00%             | 2030-11-06      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                       | Shell Finance US Inc                                                             | CUSIP: 822905AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $481460.98    | 0.01%             | 2028-11-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                        | Sherwin-Williams Co/The                                                          | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    600000 | PA      | $596394.97    | 0.01%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                        | Sherwin-Williams Co/The                                                          | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    255000 | PA      | $245183.76    | 0.01%             | 2029-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                        | Sherwin-Williams Co/The                                                          | CUSIP: 824348BL9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138301.65    | 0.00%             | 2030-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                        | Sherwin-Williams Co/The                                                          | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50635.25     | 0.00%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                        | Sherwin-Williams Co/The                                                          | CUSIP: 824348BU9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166166.72    | 0.00%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                        | Sherwin-Williams Co/The                                                          | CUSIP: 824348BV7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116000.75    | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SHINHAN BANK                                                               | Shinhan Bank Co Ltd                                                              | CUSIP: 82460EAL4<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $198396.64    | 0.00%             | 2027-09-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SHINHAN BANK                                                               | Shinhan Bank Co Ltd                                                              | CUSIP: 82460EAN0<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $197925.59    | 0.00%             | 2029-04-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                                   | Siemens Financieringsmaatschappij NV                                             | CUSIP: 82620KAU7<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    405000 | PA      | $403550.24    | 0.01%             | 2027-03-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                                   | Siemens Financieringsmaatschappij NV                                             | CUSIP: 82620KBD4<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    350000 | PA      | $335339.12    | 0.01%             | 2028-03-11      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                                         | Siemens Funding BV                                                               | CUSIP: 82622RAA4<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $202220.68    | 0.00%             | 2028-05-26      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                                         | Siemens Funding BV                                                               | CUSIP: 82622RAC0<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    370000 | PA      | $376698.94    | 0.01%             | 2030-05-28      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SIGNAL PARENT INC                                                          | Signal Parent Inc                                                                | CUSIP: 82666QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $36102.82     | 0.00%             | 2029-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                                                        | Silgan Holdings Inc                                                              | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188306.22    | 0.00%             | 2028-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                                                   | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed   | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $250605.49    | 0.01%             | 2029-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                    | Simon Property Group LP                                                          | CUSIP: 828807DC8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    225000 | PA      | $223649.18    | 0.00%             | 2027-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                    | Simon Property Group LP                                                          | CUSIP: 828807DE4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    355000 | PA      | $352349.06    | 0.01%             | 2027-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                    | Simon Property Group LP                                                          | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    425000 | PA      | $402160.88    | 0.01%             | 2029-09-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                    | Simon Property Group LP                                                          | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    205000 | PA      | $192047.20    | 0.00%             | 2030-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                    | Simon Property Group LP                                                          | CUSIP: 828807DL8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    370000 | PA      | $355359.17    | 0.01%             | 2028-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                    | Simon Property Group LP                                                          | CUSIP: 828807DP9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    289000 | PA      | $282702.21    | 0.01%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                    | Simon Property Group LP                                                          | CUSIP: 828807DZ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    115000 | PA      | $115499.52    | 0.00%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                    | Simon Property Group LP                                                          | CUSIP: 828807EB9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    125000 | PA      | $124677.53    | 0.00%             | 2031-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                   | Sinclair Television Group Inc                                                    | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    215000 | PA      | $187955.57    | 0.00%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                        | Sirius XM Radio LLC                                                              | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    430000 | PA      | $430074.97    | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                        | Sirius XM Radio LLC                                                              | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    380000 | PA      | $381873.94    | 0.01%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                        | Sirius XM Radio LLC                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    425000 | PA      | $401795.06    | 0.01%             | 2030-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                        | Sirius XM Radio LLC                                                              | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    570000 | PA      | $556942.21    | 0.01%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIRIUSPOINT LTD                                                            | SiriusPoint Ltd                                                                  | CUSIP: 82969BAA0<br>LEI: 549300OGXFI85N3YZZ51 | Long             | DBT              | CORP              | BM        |    125000 | PA      | $132368.50    | 0.00%             | 2029-04-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                                   | Sixth Street Lending Partners                                                    | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    210000 | PA      | $218016.09    | 0.00%             | 2029-03-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                                   | Sixth Street Lending Partners                                                    | CUSIP: 829932AD4<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212210.45    | 0.00%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                                   | Sixth Street Lending Partners                                                    | CUSIP: 829932AF9<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204655.90    | 0.00%             | 2030-07-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                                                      | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAC6<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160000.00    | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                                   | South Bow USA Infrastructure Holdings LLC                                        | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    305000 | PA      | $308099.07    | 0.01%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                                   | South Bow USA Infrastructure Holdings LLC                                        | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    305000 | PA      | $309727.87    | 0.01%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY                                                     | Sixth Street Specialty Lending Inc                                               | CUSIP: 83012AAB5<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125796.92    | 0.00%             | 2028-08-14      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY                                                     | Sixth Street Specialty Lending Inc                                               | CUSIP: 83012AAC3<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102873.63    | 0.00%             | 2029-03-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                                     | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 830505AZ6<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    195000 | PA      | $197743.31    | 0.00%             | 2027-03-05      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                                     | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 830505BB8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    225000 | PA      | $232616.91    | 0.00%             | 2029-03-05      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                                     | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 830505BK8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $200912.79    | 0.00%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                                   | Delta Air Lines Inc / SkyMiles IP Ltd                                            | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    971667 | PA      | $978831.25    | 0.02%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                                         | Smith & Nephew PLC                                                               | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    380000 | PA      | $341642.16    | 0.01%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                                       | Smithfield Foods Inc                                                             | CUSIP: 832248AZ1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    222000 | PA      | $221844.71    | 0.00%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                                       | Smithfield Foods Inc                                                             | CUSIP: 832248BB3<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172708.54    | 0.00%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                                       | Smithfield Foods Inc                                                             | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4601.07      | 0.00%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                              | J M Smucker Co/The                                                               | CUSIP: 832696AS7<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102170.44    | 0.00%             | 2030-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                              | J M Smucker Co/The                                                               | CUSIP: 832696AW8<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    290000 | PA      | $303546.86    | 0.01%             | 2028-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                                     | Smurfit Kappa Treasury ULC                                                       | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $206226.68    | 0.00%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                                   | Snam SpA                                                                         | CUSIP: 83304JAA5<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    220000 | PA      | $224273.87    | 0.00%             | 2030-05-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                           | Societe Generale SA                                                              | CUSIP: 83368RAK8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    280000 | PA      | $279822.09    | 0.01%             | 2027-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                           | Societe Generale SA                                                              | CUSIP: 83368RAM4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    555000 | PA      | $561418.52    | 0.01%             | 2028-09-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                           | Societe Generale SA                                                              | CUSIP: 83368RAW2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    385000 | PA      | $362831.85    | 0.01%             | 2030-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                           | Societe Generale SA                                                              | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    425000 | PA      | $419586.86    | 0.01%             | 2028-01-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                           | Societe Generale SA                                                              | CUSIP: 83368RBM3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    410000 | PA      | $413757.53    | 0.01%             | 2027-06-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                           | Societe Generale SA                                                              | CUSIP: 83368RBR2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    485000 | PA      | $504281.43    | 0.01%             | 2029-01-10      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                           | Societe Generale SA                                                              | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    230000 | PA      | $232916.00    | 0.00%             | 2028-01-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                           | Societe Generale SA                                                              | CUSIP: 83368RBW1<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $206874.66    | 0.00%             | 2030-01-19      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                           | Societe Generale SA                                                              | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $303527.44    | 0.01%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                           | Societe Generale SA                                                              | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $307371.53    | 0.01%             | 2029-04-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                           | Societe Generale SA                                                              | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    465000 | PA      | $480302.89    | 0.01%             | 2031-05-22      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                           | Societe Generale SA                                                              | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    360000 | PA      | $367211.25    | 0.01%             | 2029-05-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SODEXO INC                                                                 | Sodexo Inc                                                                       | CUSIP: 833794AC4<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |    205000 | PA      | $209800.11    | 0.00%             | 2030-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOFTBANK CORP                                                              | SoftBank Corp                                                                    | CUSIP: 83405KAA0<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |    190000 | PA      | $190825.87    | 0.00%             | 2030-07-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SYENSQO FINANCE AMERICA                                                    | Syensqo Finance America LLC                                                      | CUSIP: 834423AE5<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |    245000 | PA      | $253821.85    | 0.01%             | 2029-06-04      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                             | Solventum Corp                                                                   | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     68000 | PA      | $68965.53     | 0.00%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                             | Solventum Corp                                                                   | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    310000 | PA      | $321170.58    | 0.01%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                       | Sonic Automotive Inc                                                             | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    195000 | PA      | $191487.97    | 0.00%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                         | Sonoco Products Co                                                               | CUSIP: 835495AL6<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    170000 | PA      | $160978.37    | 0.00%             | 2030-05-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                         | Sonoco Products Co                                                               | CUSIP: 835495AN2<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    195000 | PA      | $191795.65    | 0.00%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                         | Sonoco Products Co                                                               | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181499.60    | 0.00%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S                                                                  | Sotheby's                                                                        | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |    255000 | PA      | $254064.01    | 0.01%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S/BIDFAIR HLD                                                      | Sotheby's/Bidfair Holdings Inc                                                   | CUSIP: 83600GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $86361.09     | 0.00%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds                    | Republic of South Africa Government International Bonds                          | CUSIP: 836205AU8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    600000 | PA      | $594035.37    | 0.01%             | 2028-10-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds                    | Republic of South Africa Government International Bonds                          | CUSIP: 836205AW4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $201777.82    | 0.00%             | 2027-09-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds                    | Republic of South Africa Government International Bonds                          | CUSIP: 836205AY0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    400000 | PA      | $411548.00    | 0.01%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds                    | Republic of South Africa Government International Bonds                          | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    600000 | PA      | $598445.31    | 0.01%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                                   | South Bow Canadian Infrastructure Holdings Ltd                                   | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $103973.41    | 0.00%             | 2055-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                        | Southern California Edison Co                                                    | CUSIP: 842400EB5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15766.34     | 0.00%             | 2029-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                        | Southern California Edison Co                                                    | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113918.78    | 0.00%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                        | Southern California Edison Co                                                    | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249002.40    | 0.01%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                        | Southern California Edison Co                                                    | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    210000 | PA      | $199490.91    | 0.00%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                        | Southern California Edison Co                                                    | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    160000 | PA      | $145626.43    | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                        | Southern California Edison Co                                                    | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    190000 | PA      | $191550.66    | 0.00%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                        | Southern California Edison Co                                                    | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    380000 | PA      | $390779.14    | 0.01%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                        | Southern California Edison Co                                                    | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    230000 | PA      | $235324.85    | 0.00%             | 2028-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                        | Southern California Edison Co                                                    | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    185000 | PA      | $191575.04    | 0.00%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                        | Southern California Edison Co                                                    | CUSIP: 842400JA2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161221.72    | 0.00%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                        | Southern California Edison Co                                                    | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    205000 | PA      | $209873.58    | 0.00%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                        | Southern California Edison Co                                                    | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179690.64    | 0.00%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                      | Southern California Gas Co                                                       | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188544.34    | 0.00%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                      | Southern California Gas Co                                                       | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    610000 | PA      | $603768.69    | 0.01%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                | Southern Co/The                                                                  | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223377.50    | 0.00%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                | Southern Co/The                                                                  | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    275000 | PA      | $268434.58    | 0.01%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                | Southern Co/The                                                                  | CUSIP: 842587DH7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     85000 | PA      | $81214.88     | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                | Southern Co/The                                                                  | CUSIP: 842587DQ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    310000 | PA      | $315616.43    | 0.01%             | 2028-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                | Southern Co/The                                                                  | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311676.46    | 0.01%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                    | Southern Co Gas Capital Corp                                                     | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13268.28     | 0.00%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                    | Southern Co Gas Capital Corp                                                     | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90043.67     | 0.00%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                          | Southern Power Co                                                                | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149619.90    | 0.00%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                      | Southwest Airlines Co                                                            | CUSIP: 844741BE7<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24704.59     | 0.00%             | 2027-11-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                      | Southwest Airlines Co                                                            | CUSIP: 844741BF4<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    170000 | PA      | $158191.55    | 0.00%             | 2030-02-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                      | Southwest Airlines Co                                                            | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    645000 | PA      | $652821.47    | 0.01%             | 2027-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                      | Southwest Airlines Co                                                            | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226226.73    | 0.00%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                         | Southwest Gas Corp                                                               | CUSIP: 845011AA3<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49644.25     | 0.00%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                         | Southwest Gas Corp                                                               | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    115000 | PA      | $105007.28    | 0.00%             | 2030-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                         | Southwest Gas Corp                                                               | CUSIP: 845011AF2<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66851.77     | 0.00%             | 2027-12-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                         | Southwest Gas Corp                                                               | CUSIP: 845011AH8<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97438.66     | 0.00%             | 2028-03-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                    | Southwestern Electric Power Co                                                   | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274998.81    | 0.01%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                         | Expand Energy Corp                                                               | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350197.10    | 0.01%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                         | Expand Energy Corp                                                               | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    440000 | PA      | $447719.03    | 0.01%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AHLSTROM HLDG 3 OY                                                         | Ahlstrom Holding 3 Oy                                                            | CUSIP: 84612JAA0<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |    100000 | PA      | $98786.82     | 0.00%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SP GROUP TREASURY PTE                                                      | SP Group Treasury Pte Ltd                                                        | CUSIP: 84612MAA3<br>LEI: 6354004HB4CUEDLMXY86 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $245828.55    | 0.01%             | 2029-02-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SPECIALTY BUILDING PRODU                                                   | Specialty Building Products Holdings LLC / SBP Finance Corp                      | CUSIP: 84749AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $164306.79    | 0.00%             | 2029-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SPEEDWAY MOT/SPEEDWAY FD                                                   | Speedway Motorsports LLC / Speedway Funding II Inc                               | CUSIP: 84779MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    139000 | PA      | $138780.81    | 0.00%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                       | OneMain Finance Corp                                                             | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    235000 | PA      | $241197.23    | 0.01%             | 2028-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                       | OneMain Finance Corp                                                             | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    215000 | PA      | $214431.84    | 0.00%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                     | Spirit AeroSystems Inc                                                           | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251723.91    | 0.01%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                        | Sprint Capital Corp                                                              | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    730000 | PA      | $783026.81    | 0.02%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                  | Block Inc                                                                        | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    345000 | PA      | $351161.66    | 0.01%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ST ENG URBAN SOL USA                                                       | Ste Transcore Holdings Inc                                                       | CUSIP: 85235DAA7<br>LEI: 2549005ISD49W0N6WG55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198697.79    | 0.00%             | 2027-05-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                                   | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    325000 | PA      | $326203.26    | 0.01%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                     | Standard Chartered PLC                                                           | CUSIP: 853254BF6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199987.86    | 0.00%             | 2027-02-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                     | Standard Chartered PLC                                                           | CUSIP: 853254BK5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $100534.89    | 0.00%             | 2033-03-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                     | Standard Chartered PLC                                                           | CUSIP: 853254BP4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    240000 | PA      | $239354.79    | 0.01%             | 2030-05-21      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                     | Standard Chartered PLC                                                           | CUSIP: 853254BS8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    615000 | PA      | $620045.16    | 0.01%             | 2031-04-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                     | Standard Chartered PLC                                                           | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    590000 | PA      | $581997.84    | 0.01%             | 2028-01-12      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                     | Standard Chartered PLC                                                           | CUSIP: 853254CN8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    235000 | PA      | $249506.08    | 0.01%             | 2028-11-16      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                     | Standard Chartered PLC                                                           | CUSIP: 853254CS7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    585000 | PA      | $607754.33    | 0.01%             | 2029-01-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                     | Standard Chartered PLC                                                           | CUSIP: 853254CW8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205188.30    | 0.00%             | 2028-02-08      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                     | Standard Chartered PLC                                                           | CUSIP: 853254CX6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $215008.91    | 0.00%             | 2030-02-08      | Fixed         | 7.02%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                     | Standard Chartered PLC                                                           | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    295000 | PA      | $300671.33    | 0.01%             | 2028-05-14      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                     | Standard Chartered PLC                                                           | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    510000 | PA      | $520552.14    | 0.01%             | 2030-10-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                     | Standard Chartered PLC                                                           | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $235845.54    | 0.00%             | 2029-01-21      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                     | Standard Chartered PLC                                                           | CUSIP: 85325C2H4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    360000 | PA      | $370140.15    | 0.01%             | 2031-05-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                     | Standard Chartered PLC                                                           | CUSIP: 85325C2K7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199847.58    | 0.00%             | 2030-01-13      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BK/NY                                                   | Standard Chartered Bank/New York                                                 | CUSIP: 85325X2B1<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $255035.27    | 0.01%             | 2027-12-03      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                                   | Standard Industries Inc/NY                                                       | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    340000 | PA      | $338426.43    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                                   | Standard Industries Inc/NY                                                       | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    475000 | PA      | $458715.02    | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                                   | Standard Industries Inc/NY                                                       | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    350000 | PA      | $322953.00    | 0.01%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                   | Stanley Black & Decker Inc                                                       | CUSIP: 854502AH4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150378.08    | 0.00%             | 2028-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                   | Stanley Black & Decker Inc                                                       | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    310000 | PA      | $285196.83    | 0.01%             | 2030-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                   | Stanley Black & Decker Inc                                                       | CUSIP: 854502AT8<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    195000 | PA      | $202207.58    | 0.00%             | 2028-03-06      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STAR LEASING CO LLC                                                        | Star Leasing Co LLC                                                              | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |    180000 | PA      | $172138.51    | 0.00%             | 2030-02-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                | Staples Inc                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    775000 | PA      | $761454.90    | 0.02%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                | Staples Inc                                                                      | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    275000 | PA      | $225395.27    | 0.00%             | 2030-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                            | Star Parent Inc                                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $317925.40    | 0.01%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                             | Starbucks Corp                                                                   | CUSIP: 855244AP4<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173374.05    | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                             | Starbucks Corp                                                                   | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    270000 | PA      | $270207.59    | 0.01%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                             | Starbucks Corp                                                                   | CUSIP: 855244AT6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294805.61    | 0.01%             | 2029-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                             | Starbucks Corp                                                                   | CUSIP: 855244AV1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    176000 | PA      | $172403.50    | 0.00%             | 2027-03-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                             | Starbucks Corp                                                                   | CUSIP: 855244AW9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    245000 | PA      | $226564.77    | 0.00%             | 2030-03-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                             | Starbucks Corp                                                                   | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231599.06    | 0.00%             | 2030-11-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                             | Starbucks Corp                                                                   | CUSIP: 855244BG3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302691.48    | 0.01%             | 2027-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                             | Starbucks Corp                                                                   | CUSIP: 855244BL2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204168.63    | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                             | Starbucks Corp                                                                   | CUSIP: 855244BN8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75786.77     | 0.00%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                    | Starwood Property Trust Inc                                                      | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    175000 | PA      | $173719.47    | 0.00%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                    | Starwood Property Trust Inc                                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    185000 | PA      | $195225.58    | 0.00%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                    | Starwood Property Trust Inc                                                      | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    125000 | PA      | $128498.18    | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                    | Starwood Property Trust Inc                                                      | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    145000 | PA      | $150876.82    | 0.00%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                    | Starwood Property Trust Inc                                                      | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    150000 | PA      | $156354.87    | 0.00%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                    | Starwood Property Trust Inc                                                      | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    140000 | PA      | $140830.98    | 0.00%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                    | Starwood Property Trust Inc                                                      | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    175000 | PA      | $177454.69    | 0.00%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK & TR                                                     | State Street Bank & Trust Co                                                     | CUSIP: 857449AE2<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |    255000 | PA      | $262260.54    | 0.01%             | 2029-11-23      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                          | State Street Corp                                                                | CUSIP: 857477BD4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155837.91    | 0.00%             | 2029-12-03      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                          | State Street Corp                                                                | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    185000 | PA      | $175581.21    | 0.00%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                          | State Street Corp                                                                | CUSIP: 857477BG7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    330000 | PA      | $311356.35    | 0.01%             | 2030-01-24      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                          | State Street Corp                                                                | CUSIP: 857477BN2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    235000 | PA      | $226351.14    | 0.00%             | 2031-03-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                          | State Street Corp                                                                | CUSIP: 857477BS1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    235000 | PA      | $230969.49    | 0.00%             | 2028-02-07      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                          | State Street Corp                                                                | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    195000 | PA      | $201369.41    | 0.00%             | 2028-11-04      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                          | State Street Corp                                                                | CUSIP: 857477CF8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $313524.78    | 0.01%             | 2029-11-21      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                          | State Street Corp                                                                | CUSIP: 857477CL5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    335000 | PA      | $339185.03    | 0.01%             | 2027-03-18      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                          | State Street Corp                                                                | CUSIP: 857477CN1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353947.09    | 0.01%             | 2029-02-20      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                          | State Street Corp                                                                | CUSIP: 857477CP6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    385000 | PA      | $388549.84    | 0.01%             | 2027-10-22      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                          | State Street Corp                                                                | CUSIP: 857477CU5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    335000 | PA      | $339687.79    | 0.01%             | 2028-02-28      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                          | State Street Corp                                                                | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230231.28    | 0.00%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                          | State Street Corp                                                                | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156284.27    | 0.00%             | 2028-04-24      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                          | State Street Corp                                                                | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    305000 | PA      | $313427.53    | 0.01%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                          | Republic of Poland Government International Bonds                                | CUSIP: 857524AD4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    600000 | PA      | $616451.78    | 0.01%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                          | Republic of Poland Government International Bonds                                | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    800000 | PA      | $822017.42    | 0.02%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                        | Station Casinos LLC                                                              | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    230000 | PA      | $228843.39    | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                         | Steel Dynamics Inc                                                               | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    180000 | PA      | $173990.46    | 0.00%             | 2030-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                         | Steel Dynamics Inc                                                               | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14443.22     | 0.00%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                         | Steel Dynamics Inc                                                               | CUSIP: 858119BU3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149825.86    | 0.00%             | 2028-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                                      | Stellantis Finance US Inc                                                        | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    325000 | PA      | $317199.44    | 0.01%             | 2027-01-29      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                                      | Stellantis Finance US Inc                                                        | CUSIP: 85855CAD2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204565.70    | 0.00%             | 2028-01-12      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                                      | Stellantis Finance US Inc                                                        | CUSIP: 85855CAK6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309260.51    | 0.01%             | 2030-03-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SER                                                   | Stellantis Financial Services US Corp                                            | CUSIP: 85855FAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $202781.34    | 0.00%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SER                                                   | Stellantis Financial Services US Corp                                            | CUSIP: 85855FAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $202937.17    | 0.00%             | 2030-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| STENA INTERNATIONAL SA                                                     | Stena International SA                                                           | CUSIP: 85858EAD5<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |    265000 | PA      | $272291.65    | 0.01%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP                                                      | Stifel Financial Corp                                                            | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117638.52    | 0.00%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STL HOLDING CO LLC                                                         | STL Holding Co LLC                                                               | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |     85000 | PA      | $89489.12     | 0.00%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STONEBRIAR ABF LLC                                                         | Stonebriar ABF Issuer LLC                                                        | CUSIP: 86177CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $238688.18    | 0.01%             | 2030-12-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| STONEMOR INC                                                               | StoneMor Inc                                                                     | CUSIP: 86184WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $122488.19    | 0.00%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                          | Store Capital LLC                                                                | CUSIP: 862121AA8<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |    245000 | PA      | $245847.89    | 0.01%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                          | Store Capital LLC                                                                | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |     65000 | PA      | $64889.89     | 0.00%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                          | Store Capital LLC                                                                | CUSIP: 862123AA4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |    115000 | PA      | $117092.01    | 0.00%             | 2030-04-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                               | Stryker Corp                                                                     | CUSIP: 863667AQ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248909.91    | 0.01%             | 2028-03-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                               | Stryker Corp                                                                     | CUSIP: 863667AY7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    250000 | PA      | $227398.96    | 0.00%             | 2030-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                               | Stryker Corp                                                                     | CUSIP: 863667BC4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163914.87    | 0.00%             | 2028-12-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                               | Stryker Corp                                                                     | CUSIP: 863667BE0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    240000 | PA      | $241407.49    | 0.01%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                               | Stryker Corp                                                                     | CUSIP: 863667BJ9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176252.93    | 0.00%             | 2027-02-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                               | Stryker Corp                                                                     | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    205000 | PA      | $208104.16    | 0.00%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                               | Stryker Corp                                                                     | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    305000 | PA      | $312938.06    | 0.01%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                                    | Studio City Finance Ltd                                                          | CUSIP: 86389QAF9<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |    160000 | PA      | $160048.57    | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                                    | Studio City Finance Ltd                                                          | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |    350000 | PA      | $338934.92    | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY CO LTD                                                         | Studio City Co Ltd                                                               | CUSIP: 86400GAC3<br>LEI: 984500V5401EFT095A58 | Long             | DBT              | CORP              | VG        |    130000 | PA      | $130117.23    | 0.00%             | 2027-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                   | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MAN0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    270000 | PA      | $269168.65    | 0.01%             | 2027-01-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                   | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MAR1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    665000 | PA      | $660473.10    | 0.01%             | 2027-07-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                   | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MAV2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    312000 | PA      | $309380.52    | 0.01%             | 2027-10-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                   | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MAY6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    240000 | PA      | $238248.06    | 0.00%             | 2028-01-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                   | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MBC3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $200052.67    | 0.00%             | 2028-07-19      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                   | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MBG4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    255000 | PA      | $256988.84    | 0.01%             | 2028-10-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                   | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    740000 | PA      | $712467.21    | 0.01%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                   | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MBU3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    205000 | PA      | $194359.66    | 0.00%             | 2029-09-27      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                   | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    520000 | PA      | $490629.52    | 0.01%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                   | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $546602.70    | 0.01%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                   | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    620000 | PA      | $586822.09    | 0.01%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                   | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCM0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    265000 | PA      | $261029.69    | 0.01%             | 2027-01-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                   | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCN8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $190824.31    | 0.00%             | 2029-01-14      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                   | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    680000 | PA      | $700178.17    | 0.01%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                   | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCW8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    440000 | PA      | $462132.48    | 0.01%             | 2030-01-13      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                   | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDB3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $208219.68    | 0.00%             | 2028-07-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                   | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDC1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $317762.36    | 0.01%             | 2030-07-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                   | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDG2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    390000 | PA      | $405800.78    | 0.01%             | 2028-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                   | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206998.83    | 0.00%             | 2029-07-09      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                   | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDS6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    260000 | PA      | $268939.65    | 0.01%             | 2030-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                   | SUMITOMO MITSUI FINL GRP                                                         | CUSIP: 86562MDY3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $252290.75    | 0.01%             | 2031-07-08      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                   | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MED8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $200476.03    | 0.00%             | 2032-01-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                   | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MEJ5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $200017.29    | 0.00%             | 2029-01-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                                   | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VBA6<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    195000 | PA      | $192693.14    | 0.00%             | 2027-03-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                                   | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VBE8<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    210000 | PA      | $213252.33    | 0.00%             | 2027-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                                   | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VBH1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    185000 | PA      | $190584.13    | 0.00%             | 2028-03-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                                   | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VBM0<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    170000 | PA      | $176338.00    | 0.00%             | 2028-09-14      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                                   | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VBP3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    230000 | PA      | $233138.02    | 0.00%             | 2027-03-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                                   | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VBQ1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $205934.45    | 0.00%             | 2029-03-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                                   | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VBT5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    205000 | PA      | $206728.02    | 0.00%             | 2027-09-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                                   | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VBU2<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    205000 | PA      | $207019.91    | 0.00%             | 2029-09-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                                   | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VBX6<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    185000 | PA      | $186786.11    | 0.00%             | 2028-03-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                                   | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VBZ1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    570000 | PA      | $579176.29    | 0.01%             | 2030-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SUMITOMO LIFE INSUR                                                        | Sumitomo Life Insurance Co                                                       | CUSIP: 86564CAB6<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |    485000 | PA      | $481850.05    | 0.01%             | 2077-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING                                                   | Summit Midstream Holdings LLC                                                    | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $234999.01    | 0.00%             | 2029-10-31      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                                    | Sun Communities Operating LP                                                     | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |    135000 | PA      | $128496.00    | 0.00%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                                                         | SunCoke Energy Inc                                                               | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    170000 | PA      | $160185.42    | 0.00%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                         | Energy Transfer LP                                                               | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    325000 | PA      | $325029.85    | 0.01%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                                     | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $175432.45    | 0.00%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                  | Sunoco LP                                                                        | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    210000 | PA      | $218289.14    | 0.00%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                  | Sunoco LP                                                                        | CUSIP: 86765KAH2<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175266.91    | 0.00%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                  | Sunoco LP                                                                        | CUSIP: 86765KAJ8<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    240000 | PA      | $235416.21    | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                  | Sunoco LP                                                                        | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    240000 | PA      | $234110.46    | 0.00%             | 2030-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                                     | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAN7<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155050.22    | 0.00%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                                     | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $185230.92    | 0.00%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                                     | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $270502.00    | 0.01%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                                     | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $219814.65    | 0.00%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUNTORY HOLDINGS LTD                                                       | Suntory Holdings Ltd                                                             | CUSIP: 86803UAE1<br>LEI: 54930074QUY8RD0UZM08 | Long             | DBT              | CORP              | JP        |    205000 | PA      | $210090.25    | 0.00%             | 2029-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SUPERIOR PLUS/GEN PRTNR                                                    | Superior Plus LP / Superior General Partner Inc                                  | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    180000 | PA      | $175886.46    | 0.00%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                                   | Suriname Government International Bond                                           | CUSIP: 86886PAE2<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |    200000 | PA      | $207226.19    | 0.00%             | 2030-11-06      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                              | Sutter Health                                                                    | CUSIP: 86944BAD5<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    183000 | PA      | $181915.54    | 0.00%             | 2028-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                              | Sutter Health                                                                    | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9179.07      | 0.00%             | 2030-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                                   | Svenska Handelsbanken AB                                                         | CUSIP: 86959LAL7<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    265000 | PA      | $265481.00    | 0.01%             | 2027-06-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                                   | Svenska Handelsbanken AB                                                         | CUSIP: 86959LAP8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    330000 | PA      | $340867.54    | 0.01%             | 2028-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                                   | Svenska Handelsbanken AB                                                         | CUSIP: 86959LAQ6<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    250000 | PA      | $254248.47    | 0.01%             | 2027-05-28      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                                   | Svenska Handelsbanken AB                                                         | CUSIP: 86959LAS2<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    250000 | PA      | $252726.45    | 0.01%             | 2028-05-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                        | Suzano Austria GmbH                                                              | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    525000 | PA      | $542089.07    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                        | Suzano Austria GmbH                                                              | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    300000 | PA      | $300757.46    | 0.01%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                        | Suzano Austria GmbH                                                              | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $188836.57    | 0.00%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                        | Suzano Austria GmbH                                                              | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    165000 | PA      | $157090.33    | 0.00%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                                | Swedbank AB                                                                      | CUSIP: 870195AC8<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    220000 | PA      | $227005.17    | 0.00%             | 2029-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                                | Swedbank AB                                                                      | CUSIP: 87019DAA5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $205892.34    | 0.00%             | 2030-05-21      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                                | Swedbank AB                                                                      | CUSIP: 87020PAT4<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    300000 | PA      | $306575.41    | 0.01%             | 2027-09-20      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                                | Swedbank AB                                                                      | CUSIP: 87020PAY3<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    270000 | PA      | $279679.24    | 0.01%             | 2029-03-14      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                      | Svensk Exportkredit AB                                                           | CUSIP: 87031CAE3<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |     75000 | PA      | $73751.73     | 0.00%             | 2027-03-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                      | Svensk Exportkredit AB                                                           | CUSIP: 87031CAL7<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    485000 | PA      | $489842.96    | 0.01%             | 2028-06-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE LUX                                                       | Swiss Re Finance Luxembourg SA                                                   | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |    225000 | PA      | $226400.98    | 0.00%             | 2049-04-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                                              | Synaptics Inc                                                                    | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121213.04    | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                               | Synopsys Inc                                                                     | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    485000 | PA      | $488645.21    | 0.01%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                               | Synopsys Inc                                                                     | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    270000 | PA      | $273464.57    | 0.01%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                               | Synopsys Inc                                                                     | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    640000 | PA      | $653056.49    | 0.01%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PINNACLE FINANCL PARTNRS                                                   | Pinnacle Financial Partners Inc                                                  | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166720.55    | 0.00%             | 2030-11-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                             | TD SYNNEX Corp                                                                   | CUSIP: 87162WAH3<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114499.63    | 0.00%             | 2028-08-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                             | TD SYNNEX Corp                                                                   | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124944.75    | 0.00%             | 2029-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PINNACLE BANK TN                                                           | Pinnacle Bank/Nashville TN                                                       | CUSIP: 87164DVJ6<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |    260000 | PA      | $265600.96    | 0.01%             | 2028-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                        | Synchrony Financial                                                              | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    255000 | PA      | $253785.15    | 0.01%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                        | Synchrony Financial                                                              | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202909.52    | 0.00%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                        | Synchrony Financial                                                              | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    235000 | PA      | $243410.02    | 0.01%             | 2030-08-02      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                        | Synchrony Financial                                                              | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    305000 | PA      | $310982.36    | 0.01%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                        | Synchrony Financial                                                              | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146604.05    | 0.00%             | 2029-07-29      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                             | Synchrony Bank                                                                   | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    280000 | PA      | $285271.79    | 0.01%             | 2027-08-23      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                                              | Synchrony Card Funding LLC                                                       | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1011020.75   | 0.02%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                          | Sysco Corp                                                                       | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    142000 | PA      | $140826.80    | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                          | Sysco Corp                                                                       | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    185000 | PA      | $172422.66    | 0.00%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                          | Sysco Corp                                                                       | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    300000 | PA      | $317474.84    | 0.01%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                          | Sysco Corp                                                                       | CUSIP: 871829BS5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    205000 | PA      | $214341.26    | 0.00%             | 2029-01-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                          | Sysco Corp                                                                       | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    255000 | PA      | $262835.63    | 0.01%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SYSTEM ENERGY RESOURCES                                                    | System Energy Resources Inc                                                      | CUSIP: 871911AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    318000 | PA      | $330125.71    | 0.01%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYNERGY INFRASTRUCTURE H                                                   | Synergy Infrastructure Holdings LLC                                              | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $177394.12    | 0.00%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CARLYLE SECURED LENDING                                                    | Carlyle Secured Lending Inc                                                      | CUSIP: 872280AA0<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102542.39    | 0.00%             | 2030-02-18      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| TCI COMMUNICATIONS INC                                                     | TCI Communications Inc                                                           | CUSIP: 872287AL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $233500.35    | 0.00%             | 2028-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TC PIPELINES LP                                                            | TC PipeLines LP                                                                  | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |    128000 | PA      | $127726.22    | 0.00%             | 2027-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TGS ASA                                                                    | TGS ASA                                                                          | CUSIP: 87243KAA7<br>LEI: 549300NUPLAXPB0WYH90 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $210308.67    | 0.00%             | 2030-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                                                | TJX Cos Inc/The                                                                  | CUSIP: 872540AT6<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74587.61     | 0.00%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                                                | TJX Cos Inc/The                                                                  | CUSIP: 872540AV1<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28267.85     | 0.00%             | 2028-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                           | TKC Holdings Inc                                                                 | CUSIP: 87256YAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $205678.69    | 0.00%             | 2029-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                           | TKC Holdings Inc                                                                 | CUSIP: 87256YAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $155943.71    | 0.00%             | 2028-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TMS INTERNATIONAL CORP                                                     | TMS International Corp/DE                                                        | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122806.48    | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                           | T-Mobile USA Inc                                                                 | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160000.00    | 0.00%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                           | T-Mobile USA Inc                                                                 | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1329000 | PA      | $1325618.29   | 0.03%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                           | T-Mobile USA Inc                                                                 | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2151457.23   | 0.05%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                           | T-Mobile USA Inc                                                                 | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    390000 | PA      | $373338.12    | 0.01%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                           | T-Mobile USA Inc                                                                 | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    835000 | PA      | $814992.67    | 0.02%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                           | T-Mobile USA Inc                                                                 | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    618000 | PA      | $594676.96    | 0.01%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                           | T-Mobile USA Inc                                                                 | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    185000 | PA      | $175561.19    | 0.00%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                           | T-Mobile USA Inc                                                                 | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    390000 | PA      | $397353.36    | 0.01%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                           | T-Mobile USA Inc                                                                 | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    355000 | PA      | $361183.94    | 0.01%             | 2028-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                           | T-Mobile USA Inc                                                                 | CUSIP: 87264ADE2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    275000 | PA      | $280910.20    | 0.01%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                           | T-Mobile USA Inc                                                                 | CUSIP: 87264ADL6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225531.25    | 0.00%             | 2029-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TRI POINTE HOMES INC                                                       | Tri Pointe Homes Inc                                                             | CUSIP: 87265HAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100379.75    | 0.00%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRI POINTE HOMES INC                                                       | Tri Pointe Homes Inc                                                             | CUSIP: 87265HAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $106181.45    | 0.00%             | 2028-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                          | TSMC Arizona Corp                                                                | CUSIP: 872898AF8<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    360000 | PA      | $360268.51    | 0.01%             | 2027-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                          | TSMC Arizona Corp                                                                | CUSIP: 872898AG6<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200595.57    | 0.00%             | 2029-04-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                                                       | TTM Technologies Inc                                                             | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |    155000 | PA      | $150579.69    | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                   | Take-Two Interactive Software Inc                                                | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    292000 | PA      | $291139.27    | 0.01%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                   | Take-Two Interactive Software Inc                                                | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    275000 | PA      | $280215.42    | 0.01%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                   | Take-Two Interactive Software Inc                                                | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129475.72    | 0.00%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                      | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    560000 | PA      | $572832.33    | 0.01%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                      | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    770000 | PA      | $704069.59    | 0.01%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                    | Talen Energy Supply LLC                                                          | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    360000 | PA      | $379906.21    | 0.01%             | 2030-06-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                    | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $245016.21    | 0.01%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                    | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $223260.32    | 0.00%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                    | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $264276.31    | 0.01%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                       | Talos Production Inc                                                             | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |    205000 | PA      | $213542.19    | 0.00%             | 2029-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                          | Tampa Electric Co                                                                | CUSIP: 875127BM3<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127868.39    | 0.00%             | 2029-03-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                                       | Tanger Properties LP                                                             | CUSIP: 875484AK3<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              |  | US        |     55000 | PA      | $54738.39     | 0.00%             | 2027-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                               | Tapestry Inc                                                                     | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    255000 | PA      | $261382.27    | 0.01%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                   | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $415323.51    | 0.01%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                   | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $463492.25    | 0.01%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                | Target Corp                                                                      | CUSIP: 87612EBH8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    310000 | PA      | $304725.47    | 0.01%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                | Target Corp                                                                      | CUSIP: 87612EBJ4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234144.84    | 0.00%             | 2030-02-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                | Target Corp                                                                      | CUSIP: 87612EBK1<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56191.47     | 0.00%             | 2030-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                | Target Corp                                                                      | CUSIP: 87612EBM7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    410000 | PA      | $403530.29    | 0.01%             | 2027-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                | Target Corp                                                                      | CUSIP: 87612EBU9<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60807.25     | 0.00%             | 2028-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                       | Targa Resources Corp                                                             | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    345000 | PA      | $363476.01    | 0.01%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                       | Targa Resources Corp                                                             | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255070.12    | 0.01%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                       | Targa Resources Corp                                                             | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150769.27    | 0.00%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                       | Targa Resources Corp                                                             | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    247000 | PA      | $250816.92    | 0.01%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                                                           | Taseko Mines Ltd                                                                 | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $159327.25    | 0.00%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                                       | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214007.00    | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                                       | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140870.70    | 0.00%             | 2030-08-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                                                   | Team Health Holdings Inc                                                         | CUSIP: 87817AAE7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126490.12    | 0.00%             | 2028-06-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                                  | TEGNA Inc                                                                        | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    335000 | PA      | $332618.74    | 0.01%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                                  | TEGNA Inc                                                                        | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    310000 | PA      | $307701.81    | 0.01%             | 2028-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                                                   | Teledyne Technologies Inc                                                        | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115769.54    | 0.00%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INC                                                               | Teleflex Inc                                                                     | CUSIP: 879369AF3<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    230000 | PA      | $228816.69    | 0.00%             | 2027-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INC                                                               | Teleflex Inc                                                                     | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    155000 | PA      | $152755.29    | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                                       | Telefonica Europe BV                                                             | CUSIP: 879385AD4<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $343577.51    | 0.01%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                   | Telefonica Emisiones SA                                                          | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    442000 | PA      | $442250.00    | 0.01%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TELESAT CANADA/TELESAT L                                                   | Telesat Canada / Telesat LLC                                                     | CUSIP: 87952VAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     10000 | PA      | $4665.12      | 0.00%             | 2027-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                 | TELUS Corp                                                                       | CUSIP: 87971MBD4<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $143188.70    | 0.00%             | 2027-02-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                 | TELUS Corp                                                                       | CUSIP: 87971MBF9<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |     89000 | PA      | $88407.84     | 0.00%             | 2027-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                 | TELUS Corp                                                                       | CUSIP: 87971MCL5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    215000 | PA      | $219789.11    | 0.00%             | 2055-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                                                    | Temasek Financial I Ltd                                                          | CUSIP: 87973PAE4<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |    500000 | PA      | $498954.28    | 0.01%             | 2028-08-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                                                    | Temasek Financial I Ltd                                                          | CUSIP: 87976EAE6<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $249949.51    | 0.01%             | 2027-08-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                                        | Somnigroup International Inc                                                     | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242572.42    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                       | Tencent Holdings Ltd                                                             | CUSIP: 88032XAG9<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $994347.43    | 0.02%             | 2028-01-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                       | Tencent Holdings Ltd                                                             | CUSIP: 88032XAN4<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    800000 | PA      | $802202.26    | 0.02%             | 2029-04-11      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                       | Tencent Holdings Ltd                                                             | CUSIP: 88032XAU8<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $560823.59    | 0.01%             | 2030-06-03      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                      | Tenet Healthcare Corp                                                            | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450118.81    | 0.01%             | 2027-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                      | Tenet Healthcare Corp                                                            | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199709.48    | 0.00%             | 2028-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                      | Tenet Healthcare Corp                                                            | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    490000 | PA      | $490974.84    | 0.01%             | 2028-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                      | Tenet Healthcare Corp                                                            | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    425000 | PA      | $418543.60    | 0.01%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                      | Tenet Healthcare Corp                                                            | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    575000 | PA      | $587390.20    | 0.01%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                      | Tenet Healthcare Corp                                                            | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    440000 | PA      | $432513.14    | 0.01%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                                | Tenneco Inc                                                                      | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    605000 | PA      | $608357.29    | 0.01%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                                                     | Tennessee Gas Pipeline Co LLC                                                    | CUSIP: 880451AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $42993.84     | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                                                     | Tennessee Gas Pipeline Co LLC                                                    | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $317210.96    | 0.01%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                                 | Terex Corp                                                                       | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174395.47    | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                                   | TerraForm Power Operating LLC                                                    | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    210000 | PA      | $210262.79    | 0.00%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                                   | TerraForm Power Operating LLC                                                    | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    220000 | PA      | $213490.01    | 0.00%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                    | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $415326.64    | 0.01%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                    | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $404307.50    | 0.01%             | 2029-05-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN IV                                                          | Teva Pharmaceutical Finance Netherlands IV BV                                    | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $207020.45    | 0.00%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEXAS EASTERN TRANSMISSI                                                   | Texas Eastern Transmission LP                                                    | CUSIP: 882384AD2<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113708.37    | 0.00%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                      | Texas Instruments Inc                                                            | CUSIP: 882508BC7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133571.26    | 0.00%             | 2027-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                      | Texas Instruments Inc                                                            | CUSIP: 882508BG8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    320000 | PA      | $302287.29    | 0.01%             | 2029-09-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                      | Texas Instruments Inc                                                            | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    130000 | PA      | $118428.65    | 0.00%             | 2030-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                      | Texas Instruments Inc                                                            | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253882.52    | 0.01%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                      | Texas Instruments Inc                                                            | CUSIP: 882508CE2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115960.25    | 0.00%             | 2027-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                      | Texas Instruments Inc                                                            | CUSIP: 882508CG7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102202.61    | 0.00%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                      | Texas Instruments Inc                                                            | CUSIP: 882508CK8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157429.11    | 0.00%             | 2030-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                | Textron Inc                                                                      | CUSIP: 883203BX8<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174183.26    | 0.00%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                | Textron Inc                                                                      | CUSIP: 883203BY6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73991.33     | 0.00%             | 2028-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                | Textron Inc                                                                      | CUSIP: 883203CA7<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118731.85    | 0.00%             | 2029-09-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                | Textron Inc                                                                      | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189536.49    | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                                                       | Thaioil Treasury Center Co Ltd                                                   | CUSIP: 88323AAC6<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |    200000 | PA      | $200369.06    | 0.00%             | 2028-11-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                                                       | Thaioil Treasury Center Co Ltd                                                   | CUSIP: 88323AAG7<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |    200000 | PA      | $182040.87    | 0.00%             | 2030-06-18      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                     | Williams Cos Inc/The                                                             | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    470000 | PA      | $480777.40    | 0.01%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                   | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556BZ4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    320000 | PA      | $304661.69    | 0.01%             | 2029-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                   | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    230000 | PA      | $217478.03    | 0.00%             | 2028-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                   | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CT7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    229000 | PA      | $232911.21    | 0.00%             | 2027-11-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                   | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258291.95    | 0.01%             | 2030-08-10      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                   | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556DA7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    360000 | PA      | $370747.10    | 0.01%             | 2029-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THOR INDUSTRIES                                                            | Thor Industries Inc                                                              | CUSIP: 885160AA9<br>LEI: 254900XZO1228PDSG060 | Long             | DBT              | CORP              | US        |    165000 | PA      | $158771.83    | 0.00%             | 2029-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                 | 3M Co                                                                            | CUSIP: 88579YAY7<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    365000 | PA      | $358875.25    | 0.01%             | 2027-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                 | 3M Co                                                                            | CUSIP: 88579YBC4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138963.12    | 0.00%             | 2028-09-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                 | 3M Co                                                                            | CUSIP: 88579YBG5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    225000 | PA      | $220705.71    | 0.00%             | 2029-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                 | 3M Co                                                                            | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    295000 | PA      | $278558.54    | 0.01%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                 | 3M Co                                                                            | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    195000 | PA      | $186356.29    | 0.00%             | 2030-04-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                 | 3M Co                                                                            | CUSIP: 88579YBQ3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193967.33    | 0.00%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                     | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1177701.48   | 0.02%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TIDEWATER INC                                                              | Tidewater Inc                                                                    | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |    195000 | PA      | $210891.48    | 0.00%             | 2030-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                                                                  | Timken Co/The                                                                    | CUSIP: 887389AK0<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156166.67    | 0.00%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TITAN INTERNATIONAL INC                                                    | Titan International Inc                                                          | CUSIP: 88830MAM4<br>LEI: 254900CXRGBE7C4B5A06 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130507.71    | 0.00%             | 2028-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TOLEDO HOSPITAL/THE                                                        | Toledo Hospital/The                                                              | CUSIP: 889184AC1<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142299.92    | 0.00%             | 2028-11-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                                     | Toll Brothers Finance Corp                                                       | CUSIP: 88947EAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    179000 | PA      | $180232.93    | 0.00%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                                     | Toll Brothers Finance Corp                                                       | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55300.54     | 0.00%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                                     | Toll Brothers Finance Corp                                                       | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $128016.05    | 0.00%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                              | TopBuild Corp                                                                    | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121201.40    | 0.00%             | 2029-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                                             | Globe Life Inc                                                                   | CUSIP: 891027AS3<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222252.65    | 0.00%             | 2028-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK                                                      | Toronto-Dominion Bank/The                                                        | CUSIP: 89114TZN5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    265000 | PA      | $260492.62    | 0.01%             | 2027-01-12      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                      | Toronto-Dominion Bank/The                                                        | CUSIP: 89114TZT2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    404000 | PA      | $399426.21    | 0.01%             | 2027-03-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                      | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    535000 | PA      | $536464.49    | 0.01%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                      | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    535000 | PA      | $541512.19    | 0.01%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                      | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    475000 | PA      | $485759.14    | 0.01%             | 2028-01-10      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                      | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $362585.00    | 0.01%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                      | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2W1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $253149.91    | 0.01%             | 2027-04-05      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                      | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2Y7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    355000 | PA      | $364383.21    | 0.01%             | 2029-04-05      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                      | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $337981.18    | 0.01%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                      | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    390000 | PA      | $396572.66    | 0.01%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                      | Toronto-Dominion Bank/The                                                        | CUSIP: 89115KAB6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    390000 | PA      | $397945.63    | 0.01%             | 2030-06-03      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                      | Toronto-Dominion Bank/The                                                        | CUSIP: 89115KAD2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $202578.37    | 0.00%             | 2028-06-02      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                      | Toronto-Dominion Bank/The                                                        | CUSIP: 89115KAE0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $210427.83    | 0.00%             | 2028-10-13      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                      | Toronto-Dominion Bank/The                                                        | CUSIP: 89115KAK6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $75020.30     | 0.00%             | 2028-01-13      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                      | Toronto-Dominion Bank/The                                                        | CUSIP: 89115KAM2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100277.00    | 0.00%             | 2031-01-13      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                      | Toronto-Dominion Bank/The                                                        | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $305113.71    | 0.01%             | 2034-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                   | TotalEnergies Capital SA                                                         | CUSIP: 89152UAH5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    360000 | PA      | $360819.42    | 0.01%             | 2028-10-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                     | TotalEnergies Capital International SA                                           | CUSIP: 89153VAQ2<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    440000 | PA      | $434446.66    | 0.01%             | 2029-02-19      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                     | TotalEnergies Capital International SA                                           | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    440000 | PA      | $421024.69    | 0.01%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| TOUCAN FINCO LTD/CAN/US                                                    | Toucan FinCo Ltd/Toucan FinCo Can Inc/Toucan FinCo US LLC                        | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    275000 | PA      | $265390.00    | 0.01%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGI CAP USA LLC                                                    | TotalEnergies Capital USA LLC                                                    | CUSIP: 89158TAA7<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95007.42     | 0.00%             | 2031-01-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                        | Global Payments Inc                                                              | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135544.80    | 0.00%             | 2028-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                        | Toyota Auto Receivables 2025-B Owner Trust                                       | CUSIP: 89231HAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100807.64    | 0.00%             | 2029-11-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| TOYOTA INDUSTRIES CORP                                                     | Toyota Industries Corp                                                           | CUSIP: 892330AC5<br>LEI: 35380000WKGEAHEMW830 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $197357.49    | 0.00%             | 2028-03-16      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                          | Toyota Motor Corp                                                                | CUSIP: 892331AD1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     80000 | PA      | $79758.07     | 0.00%             | 2028-07-20      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                          | Toyota Motor Corp                                                                | CUSIP: 892331AG4<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    180000 | PA      | $172778.03    | 0.00%             | 2029-07-02      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                          | Toyota Motor Corp                                                                | CUSIP: 892331AQ2<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    205000 | PA      | $211001.77    | 0.00%             | 2028-07-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                          | Toyota Motor Corp                                                                | CUSIP: 892331AS8<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    170000 | PA      | $170989.84    | 0.00%             | 2027-06-30      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                          | Toyota Motor Corp                                                                | CUSIP: 892331AU3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    180000 | PA      | $181834.47    | 0.00%             | 2030-06-30      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                   | Toyota Motor Credit Corp                                                         | CUSIP: 89236TDR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144315.98    | 0.00%             | 2027-01-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                   | Toyota Motor Credit Corp                                                         | CUSIP: 89236TEM3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    245000 | PA      | $241883.97    | 0.01%             | 2028-01-11      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                   | Toyota Motor Credit Corp                                                         | CUSIP: 89236TFT7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188810.22    | 0.00%             | 2029-01-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                   | Toyota Motor Credit Corp                                                         | CUSIP: 89236TGU3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232042.75    | 0.00%             | 2030-02-13      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                   | Toyota Motor Credit Corp                                                         | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    320000 | PA      | $310919.88    | 0.01%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                   | Toyota Motor Credit Corp                                                         | CUSIP: 89236THG3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115482.50    | 0.00%             | 2027-08-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                   | Toyota Motor Credit Corp                                                         | CUSIP: 89236TJF3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    202000 | PA      | $194181.98    | 0.00%             | 2028-04-06      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                   | Toyota Motor Credit Corp                                                         | CUSIP: 89236TJV8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    370000 | PA      | $363817.04    | 0.01%             | 2027-01-13      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                   | Toyota Motor Credit Corp                                                         | CUSIP: 89236TJZ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    570000 | PA      | $565733.50    | 0.01%             | 2027-03-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                   | Toyota Motor Credit Corp                                                         | CUSIP: 89236TKD6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    295000 | PA      | $298940.80    | 0.01%             | 2029-06-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                   | Toyota Motor Credit Corp                                                         | CUSIP: 89236TKJ3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    370000 | PA      | $374644.81    | 0.01%             | 2027-09-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                   | Toyota Motor Credit Corp                                                         | CUSIP: 89236TKL8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    305000 | PA      | $313748.05    | 0.01%             | 2027-11-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                   | Toyota Motor Credit Corp                                                         | CUSIP: 89236TKQ7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406378.25    | 0.01%             | 2028-01-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                   | Toyota Motor Credit Corp                                                         | CUSIP: 89236TKU8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213376.77    | 0.00%             | 2030-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                   | Toyota Motor Credit Corp                                                         | CUSIP: 89236TLB9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    170000 | PA      | $175798.56    | 0.00%             | 2028-09-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                   | Toyota Motor Credit Corp                                                         | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    480000 | PA      | $507320.38    | 0.01%             | 2030-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                   | Toyota Motor Credit Corp                                                         | CUSIP: 89236TLL7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    240000 | PA      | $244764.88    | 0.01%             | 2029-01-05      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                   | Toyota Motor Credit Corp                                                         | CUSIP: 89236TLY9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253523.68    | 0.01%             | 2027-03-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                   | Toyota Motor Credit Corp                                                         | CUSIP: 89236TMF9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    280000 | PA      | $288836.97    | 0.01%             | 2029-05-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                   | Toyota Motor Credit Corp                                                         | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    330000 | PA      | $335655.94    | 0.01%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                   | Toyota Motor Credit Corp                                                         | CUSIP: 89236TMS1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    510000 | PA      | $514987.83    | 0.01%             | 2027-10-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                   | Toyota Motor Credit Corp                                                         | CUSIP: 89236TMY8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126035.10    | 0.00%             | 2027-01-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                   | Toyota Motor Credit Corp                                                         | CUSIP: 89236TNA9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    230000 | PA      | $236867.07    | 0.00%             | 2030-01-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                   | Toyota Motor Credit Corp                                                         | CUSIP: 89236TNG6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252435.50    | 0.01%             | 2027-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                   | Toyota Motor Credit Corp                                                         | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    275000 | PA      | $281536.71    | 0.01%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                   | Toyota Motor Credit Corp                                                         | CUSIP: 89236TNR2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201040.98    | 0.00%             | 2028-09-05      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                   | Toyota Motor Credit Corp                                                         | CUSIP: 89236TPF6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200122.80    | 0.00%             | 2028-01-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                   | Toyota Motor Credit Corp                                                         | CUSIP: 89236TPH2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224497.53    | 0.00%             | 2031-01-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                        | Toyota Auto Receivables 2025-C Owner Trust                                       | CUSIP: 89238VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $653581.55    | 0.01%             | 2030-03-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                        | Toyota Auto Receivables 2025-C Owner Trust                                       | CUSIP: 89238VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $755301.00    | 0.02%             | 2031-01-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                        | Toyota Auto Receivables 2024-D Owner Trust                                       | CUSIP: 89239TAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1006653.29   | 0.02%             | 2029-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                      | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    515000 | PA      | $516828.26    | 0.01%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                      | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    390000 | PA      | $385901.40    | 0.01%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                      | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    155000 | PA      | $160156.10    | 0.00%             | 2065-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                    | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45020.85     | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                    | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AP8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    225000 | PA      | $216306.12    | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                              | TransDigm Inc                                                                    | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    380000 | PA      | $377944.71    | 0.01%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                              | TransDigm Inc                                                                    | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    230000 | PA      | $229453.84    | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                              | TransDigm Inc                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1068597.44   | 0.02%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                              | TransDigm Inc                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    450000 | PA      | $468523.11    | 0.01%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                              | TransDigm Inc                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    800000 | PA      | $823028.35    | 0.02%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSELEC SA                                                               | Transelec SA                                                                     | CUSIP: 89366LAE4<br>LEI: 549300DPF7MAL5F6CR86 | Long             | DBT              | CORP              | CL        |    190000 | PA      | $185776.60    | 0.00%             | 2029-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS                                                    | TransMontaigne Partners LLC                                                      | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $155616.34    | 0.00%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LTD                                                      | Transocean Aquila Ltd                                                            | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    159077 | PA      | $163480.74    | 0.00%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                                   | Transocean International Ltd                                                     | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    266250 | PA      | $277634.38    | 0.01%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                                   | Transocean International Ltd                                                     | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    270000 | PA      | $274874.23    | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                                                   | Transocean Titan Financing Ltd                                                   | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    161905 | PA      | $165431.13    | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                                                      | Transurban Finance Co Pty Ltd                                                    | CUSIP: 89400PAG8<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |    115000 | PA      | $114213.79    | 0.00%             | 2027-03-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                        | Travel + Leisure Co                                                              | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    175000 | PA      | $170500.45    | 0.00%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC                                                        | TreeHouse Foods Inc                                                              | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159673.85    | 0.00%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                                                   | Trident TPI Holdings Inc                                                         | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |    205000 | PA      | $205883.99    | 0.00%             | 2028-12-31      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| TRIMAS CORP                                                                | TriMas Corp                                                                      | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121842.73    | 0.00%             | 2029-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                                                | Trimble Inc                                                                      | CUSIP: 896239AC4<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172658.10    | 0.00%             | 2028-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                                           | TriNet Group Inc                                                                 | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    170000 | PA      | $160892.53    | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRINITY INDUSTRIES INC                                                     | Trinity Industries Inc                                                           | CUSIP: 896522AJ8<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |    162000 | PA      | $167218.40    | 0.00%             | 2028-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                                      | Trivium Packaging Finance BV                                                     | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $218449.89    | 0.00%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                                      | Trivium Packaging Finance BV                                                     | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    180000 | PA      | $192239.92    | 0.00%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                                 | Tronox Inc                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    360000 | PA      | $276484.07    | 0.01%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| TRONOX INC                                                                 | Tronox Inc                                                                       | CUSIP: 897051AD0<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118915.35    | 0.00%             | 2030-09-30      | Fixed         | 9.13%                 | No            |                  2 | On Loan: —       |
| TRUENOORD CAPITAL DAC                                                      | TrueNoord Capital DAC                                                            | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    115000 | PA      | $121391.83    | 0.00%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                | Truist Bank                                                                      | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251378.46    | 0.01%             | 2028-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                | Truist Bank                                                                      | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249787.59    | 0.01%             | 2029-10-23      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                | Truist Bank                                                                      | CUSIP: 89788JAJ8<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250271.73    | 0.01%             | 2029-01-27      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                | Truist Bank                                                                      | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    355000 | PA      | $324996.60    | 0.01%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                      | Truist Financial Corp                                                            | CUSIP: 89788MAB8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    230000 | PA      | $209109.42    | 0.00%             | 2030-06-05      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                      | Truist Financial Corp                                                            | CUSIP: 89788MAC6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240028.20    | 0.01%             | 2027-08-03      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                      | Truist Financial Corp                                                            | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    315000 | PA      | $299718.01    | 0.01%             | 2029-06-07      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                      | Truist Financial Corp                                                            | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    390000 | PA      | $390863.85    | 0.01%             | 2028-06-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                      | Truist Financial Corp                                                            | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    545000 | PA      | $553449.16    | 0.01%             | 2029-01-26      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                      | Truist Financial Corp                                                            | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    495000 | PA      | $532810.38    | 0.01%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                      | Truist Financial Corp                                                            | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    600000 | PA      | $621009.01    | 0.01%             | 2030-01-24      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                      | Truist Financial Corp                                                            | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    420000 | PA      | $430421.79    | 0.01%             | 2031-05-20      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                      | Truist Financial Corp                                                            | CUSIP: 89788MAW2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200518.73    | 0.00%             | 2032-01-27      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DARTMOUTH COLLEGE                                                          | Trustees of Dartmouth College                                                    | CUSIP: 89837RAE2<br>LEI: JVPL1XBV6YI9538FWQ05 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75294.73     | 0.00%             | 2030-06-01      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                                     | Turkiye Government International Bonds                                           | CUSIP: 900123AL4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    400000 | PA      | $494689.73    | 0.01%             | 2030-01-15      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                                     | Turkiye Government International Bonds                                           | CUSIP: 900123CL2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1000000 | PA      | $1018829.21   | 0.02%             | 2027-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                                     | Turkiye Government International Bonds                                           | CUSIP: 900123CP3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    400000 | PA      | $401755.64    | 0.01%             | 2028-02-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                                     | Turkiye Government International Bonds                                           | CUSIP: 900123CQ1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    800000 | PA      | $821811.62    | 0.02%             | 2028-10-24      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                                     | Turkiye Government International Bonds                                           | CUSIP: 900123CT5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1000000 | PA      | $1066096.69   | 0.02%             | 2029-04-26      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                                     | Turkiye Government International Bonds                                           | CUSIP: 900123CY4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    600000 | PA      | $591798.35    | 0.01%             | 2030-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                                     | Turkiye Government International Bonds                                           | CUSIP: 900123DF4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1200000 | PA      | $1312744.86   | 0.03%             | 2028-01-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                                     | Turkiye Government International Bonds                                           | CUSIP: 900123DH0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    600000 | PA      | $668139.10    | 0.01%             | 2029-03-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                                     | Turkiye Government International Bonds                                           | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    800000 | PA      | $907011.31    | 0.02%             | 2030-07-13      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| TUTOR PERINI CORP                                                          | Tutor Perini Corp                                                                | CUSIP: 901109AG3<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |     95000 | PA      | $104832.44    | 0.00%             | 2029-04-30      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| TWILIO INC                                                                 | Twilio Inc                                                                       | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    155000 | PA      | $148688.40    | 0.00%             | 2029-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                              | Coherent Corp                                                                    | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    295000 | PA      | $293980.76    | 0.01%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                   | Tyco Electronics Group SA                                                        | CUSIP: 902133AU1<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    235000 | PA      | $233080.83    | 0.00%             | 2027-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                   | Tyco Electronics Group SA                                                        | CUSIP: 902133BA4<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    115000 | PA      | $117027.25    | 0.00%             | 2030-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                   | Tyco Electronics Group SA                                                        | CUSIP: 902133BC0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     50000 | PA      | $50450.79     | 0.00%             | 2031-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                            | Tyson Foods Inc                                                                  | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    416000 | PA      | $413542.96    | 0.01%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                            | Tyson Foods Inc                                                                  | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    325000 | PA      | $326426.03    | 0.01%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                            | Tyson Foods Inc                                                                  | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    185000 | PA      | $191474.20    | 0.00%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                               | UBS Group AG                                                                     | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    545000 | PA      | $523584.00    | 0.01%             | 2030-08-13      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                               | UBS Group AG                                                                     | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    380000 | PA      | $382991.69    | 0.01%             | 2028-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                               | UBS Group AG                                                                     | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    850000 | PA      | $878222.84    | 0.02%             | 2030-02-08      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                               | UBS Group AG                                                                     | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    465000 | PA      | $485788.16    | 0.01%             | 2030-09-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                                                         | UBS AG/Stamford CT                                                               | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    410000 | PA      | $413568.89    | 0.01%             | 2028-01-10      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                    | UDR Inc                                                                          | CUSIP: 90265EAM2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    245000 | PA      | $243408.52    | 0.01%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                    | UDR Inc                                                                          | CUSIP: 90265EAP5<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100591.25    | 0.00%             | 2029-01-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                    | UDR Inc                                                                          | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    200000 | PA      | $192357.73    | 0.00%             | 2030-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                                              | UBS AG/London                                                                    | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    275000 | PA      | $286847.41    | 0.01%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                              | UBS Commercial Mortgage Trust 2018-C14                                           | CUSIP: 90278KAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2141920 | PA      | $2151958.17   | 0.05%             | 2051-12-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                               | US Foods Inc                                                                     | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    305000 | PA      | $303661.84    | 0.01%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                               | US Foods Inc                                                                     | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147740.41    | 0.00%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                               | US Foods Inc                                                                     | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    220000 | PA      | $226946.83    | 0.00%             | 2028-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| USAA CAPITAL CORP                                                          | USAA Capital Corp                                                                | CUSIP: 90327QD55<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137955.03    | 0.00%             | 2030-05-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| USAA CAPITAL CORP                                                          | USAA Capital Corp                                                                | CUSIP: 90327QD97<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152861.10    | 0.00%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                           | UWM Holdings LLC                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $252102.11    | 0.01%             | 2030-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                               | UBS Group AG                                                                     | CUSIP: 90352JAC7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    565000 | PA      | $566103.28    | 0.01%             | 2028-03-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                      | Uber Technologies Inc                                                            | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    510000 | PA      | $510541.95    | 0.01%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                      | Uber Technologies Inc                                                            | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    390000 | PA      | $391224.33    | 0.01%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                                    | US Acute Care Solutions LLC                                                      | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $316616.38    | 0.01%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| UL SOLUTIONS INC                                                           | UL Solutions Inc                                                                 | CUSIP: 903731AC1<br>LEI: 549300F7CUV5ESKV9P71 | Long             | DBT              | CORP              | US        |    130000 | PA      | $136998.27    | 0.00%             | 2028-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNDER ARMOUR INC                                                           | Under Armour Inc                                                                 | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81936.85     | 0.00%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                              | UniCredit SpA                                                                    | CUSIP: 904678AB5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     70000 | PA      | $70436.13     | 0.00%             | 2027-04-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                              | UniCredit SpA                                                                    | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    330000 | PA      | $335456.48    | 0.01%             | 2032-06-19      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                              | UniCredit SpA                                                                    | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    350000 | PA      | $375199.31    | 0.01%             | 2034-04-02      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                              | UniCredit SpA                                                                    | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    520000 | PA      | $530815.37    | 0.01%             | 2035-06-30      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                      | Unilever Capital Corp                                                            | CUSIP: 904764AY3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    390000 | PA      | $386457.68    | 0.01%             | 2027-05-05      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                      | Unilever Capital Corp                                                            | CUSIP: 904764BC0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    440000 | PA      | $437407.01    | 0.01%             | 2028-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                      | Unilever Capital Corp                                                            | CUSIP: 904764BH9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    240000 | PA      | $225710.15    | 0.00%             | 2029-09-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                      | Unilever Capital Corp                                                            | CUSIP: 904764BS5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    235000 | PA      | $241029.44    | 0.01%             | 2028-09-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                      | Unilever Capital Corp                                                            | CUSIP: 904764BU0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171303.24    | 0.00%             | 2027-08-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                          | Union Electric Co                                                                | CUSIP: 906548CM2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79159.97     | 0.00%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                          | Union Electric Co                                                                | CUSIP: 906548CP5<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    225000 | PA      | $221464.17    | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                          | Union Electric Co                                                                | CUSIP: 906548CR1<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    245000 | PA      | $233476.06    | 0.00%             | 2030-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                         | Union Pacific Corp                                                               | CUSIP: 907818CF3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    165000 | PA      | $177831.85    | 0.00%             | 2029-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                         | Union Pacific Corp                                                               | CUSIP: 907818EP9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138766.58    | 0.00%             | 2027-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                         | Union Pacific Corp                                                               | CUSIP: 907818EY0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    415000 | PA      | $415938.63    | 0.01%             | 2028-09-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                         | Union Pacific Corp                                                               | CUSIP: 907818FB9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    255000 | PA      | $253287.21    | 0.01%             | 2029-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                         | Union Pacific Corp                                                               | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    255000 | PA      | $238881.72    | 0.01%             | 2030-02-05      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                         | Union Pacific Corp                                                               | CUSIP: 907818FJ2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68867.14     | 0.00%             | 2027-02-05      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018-1 AA PTT                                                   | United Airlines 2018-1 Class AA Pass Through Trust                               | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81324 | PA      | $79744.65     | 0.00%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                                                    | United Airlines 2020-1 Class A Pass Through Trust                                | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    366307 | PA      | $374509.40    | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-1 AA PTT                                                   | United Airlines 2016-1 Class AA Pass Through Trust                               | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13787 | PA      | $13434.71     | 0.00%             | 2028-07-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-2 AA PTT                                                   | United Airlines 2016-2 Class AA Pass Through Trust                               | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    186686 | PA      | $180068.10    | 0.00%             | 2028-10-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                        | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    635000 | PA      | $634377.13    | 0.01%             | 2029-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS                                                   | United Airlines Holdings Inc                                                     | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90912.98     | 0.00%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                      | Mexico Government International Bonds                                            | CUSIP: 91087BAC4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    600000 | PA      | $599202.56    | 0.01%             | 2027-03-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                      | Mexico Government International Bonds                                            | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $396035.89    | 0.01%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                      | Mexico Government International Bonds                                            | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    600000 | PA      | $601625.00    | 0.01%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                      | Mexico Government International Bonds                                            | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    600000 | PA      | $564808.64    | 0.01%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                      | Mexico Government International Bonds                                            | CUSIP: 91087BAU4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $407939.98    | 0.01%             | 2028-02-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                      | Mexico Government International Bonds                                            | CUSIP: 91087BAY6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $405449.04    | 0.01%             | 2029-05-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Mexico Government International Bonds                                      | Mexico Government International Bonds                                            | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    600000 | PA      | $626138.13    | 0.01%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                      | Mexico Government International Bond                                             | CUSIP: 91087BBJ8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $394720.61    | 0.01%             | 2031-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                                                   | United Natural Foods Inc                                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160391.62    | 0.00%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                                   | United Overseas Bank Ltd                                                         | CUSIP: 91127KAH5<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |    205000 | PA      | $203479.78    | 0.00%             | 2032-10-07      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                                   | United Overseas Bank Ltd                                                         | CUSIP: 91127KAK8<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $202321.23    | 0.00%             | 2028-04-02      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                      | United Parcel Service Inc                                                        | CUSIP: 911312BM7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    410000 | PA      | $405530.78    | 0.01%             | 2027-11-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                      | United Parcel Service Inc                                                        | CUSIP: 911312BR6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246628.53    | 0.01%             | 2029-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                      | United Parcel Service Inc                                                        | CUSIP: 911312BU9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    105000 | PA      | $99779.49     | 0.00%             | 2029-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                      | United Parcel Service Inc                                                        | CUSIP: 911312BY1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    275000 | PA      | $279631.52    | 0.01%             | 2030-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                      | United Parcel Service Inc                                                        | CUSIP: 911312CH7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51188.14     | 0.00%             | 2030-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| UNITED RENTALS NORTH AM                                                    | United Rentals North America Inc                                                 | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500041.92    | 0.01%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                                    | United Rentals North America Inc                                                 | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252806.95    | 0.01%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                                    | United Rentals North America Inc                                                 | CUSIP: 911365BM5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    225000 | PA      | $223048.49    | 0.00%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                                    | United Rentals North America Inc                                                 | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    220000 | PA      | $212705.38    | 0.00%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                                    | United Rentals North America Inc                                                 | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    350000 | PA      | $358844.94    | 0.01%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                 | US Bancorp                                                                       | CUSIP: 91159HHR4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    390000 | PA      | $387238.67    | 0.01%             | 2027-04-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                 | US Bancorp                                                                       | CUSIP: 91159HHS2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85146.35     | 0.00%             | 2028-04-26      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                 | US Bancorp                                                                       | CUSIP: 91159HHW3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    305000 | PA      | $294008.70    | 0.01%             | 2029-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                 | US Bancorp                                                                       | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    430000 | PA      | $380600.08    | 0.01%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                 | US Bancorp                                                                       | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    480000 | PA      | $472042.05    | 0.01%             | 2028-01-27      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                 | US Bancorp                                                                       | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    825000 | PA      | $831642.52    | 0.02%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                 | US Bancorp                                                                       | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    575000 | PA      | $581884.53    | 0.01%             | 2029-02-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                 | US Bancorp                                                                       | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    660000 | PA      | $685074.87    | 0.01%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                 | US Bancorp                                                                       | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    435000 | PA      | $450087.32    | 0.01%             | 2030-01-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                 | US Bancorp                                                                       | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    415000 | PA      | $427172.43    | 0.01%             | 2030-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                 | US Bancorp                                                                       | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    425000 | PA      | $436218.87    | 0.01%             | 2031-02-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                 | US Bancorp                                                                       | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411222.58    | 0.01%             | 2031-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                 | US Bancorp                                                                       | CUSIP: 91159HJW1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275518.88    | 0.01%             | 2032-01-26      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20350000 | PA      | $19965257.81  | 0.42%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20900000 | PA      | $20437914.17  | 0.43%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19689062.60  | 0.41%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $24626953.25  | 0.52%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22000000 | PA      | $21628750.00  | 0.45%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22000000 | PA      | $21728437.50  | 0.46%             | 2028-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22300000 | PA      | $22004699.16  | 0.46%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21450000 | PA      | $21138304.69  | 0.44%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30700000 | PA      | $30087199.14  | 0.63%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 912828ZB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6400000 | PA      | $6238249.98   | 0.13%             | 2027-02-28      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18000000 | PA      | $17343281.34  | 0.36%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14000000 | PA      | $13455312.50  | 0.28%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9570000 | PA      | $9174489.89   | 0.19%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10600000 | PA      | $10111406.25  | 0.21%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17100000 | PA      | $16239656.25  | 0.34%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23100000 | PA      | $21929660.21  | 0.46%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23800000 | PA      | $22587687.50  | 0.47%             | 2027-11-30      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14469000 | PA      | $13697508.43  | 0.29%             | 2027-12-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27543000 | PA      | $26076550.36  | 0.55%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19039062.60  | 0.40%             | 2028-02-29      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19051562.60  | 0.40%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6684000 | PA      | $6354499.72   | 0.13%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7129000 | PA      | $6763638.75   | 0.14%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7832000 | PA      | $7416536.91   | 0.16%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14087109.45  | 0.30%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19000000 | PA      | $17860000.00  | 0.37%             | 2028-08-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9411718.80   | 0.20%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9425000.00   | 0.20%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11328750.00  | 0.24%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24000000 | PA      | $22535625.12  | 0.47%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24754000 | PA      | $23454415.00  | 0.49%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4748046.90   | 0.10%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19651562.60  | 0.41%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19253125.00  | 0.40%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24048000 | PA      | $23761490.69  | 0.50%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $24419922.00  | 0.51%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21800000 | PA      | $21593070.26  | 0.45%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21997000 | PA      | $21383490.03  | 0.45%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1976328.12   | 0.04%             | 2027-05-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19742187.60  | 0.41%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19924218.80  | 0.42%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21440000 | PA      | $21198800.00  | 0.44%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29479000 | PA      | $28484083.75  | 0.60%             | 2029-07-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18447000 | PA      | $18332426.79  | 0.38%             | 2027-08-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31950000 | PA      | $31360921.88  | 0.66%             | 2029-08-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29108000 | PA      | $29294473.13  | 0.61%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $9084726.54   | 0.19%             | 2027-09-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $20207812.60  | 0.42%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15200000 | PA      | $15348437.58  | 0.32%             | 2027-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18700000 | PA      | $18812492.28  | 0.39%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19180000 | PA      | $19293132.08  | 0.40%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $20118750.00  | 0.42%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19760000 | PA      | $19882728.17  | 0.42%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14701000 | PA      | $14691237.65  | 0.31%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11066000 | PA      | $11164556.56  | 0.23%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46928000 | PA      | $47408278.98  | 0.99%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2620000 | PA      | $2608742.20   | 0.05%             | 2030-03-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4043000 | PA      | $4049317.19   | 0.08%             | 2028-03-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18422000 | PA      | $18397533.37  | 0.39%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4159000 | PA      | $4164523.69   | 0.09%             | 2028-05-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25990000 | PA      | $25990000.00  | 0.55%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16000000 | PA      | $16162500.00  | 0.34%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19518000 | PA      | $19777223.44  | 0.41%             | 2028-07-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18600000 | PA      | $18781640.72  | 0.39%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16024000 | PA      | $16254345.00  | 0.34%             | 2030-08-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14382000 | PA      | $14658404.06  | 0.31%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19392000 | PA      | $19899525.10  | 0.42%             | 2028-09-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17732000 | PA      | $18317987.28  | 0.38%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17110000 | PA      | $17541760.24  | 0.37%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9362000 | PA      | $9554359.89   | 0.20%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17578000 | PA      | $17648037.43  | 0.37%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16036000 | PA      | $16101146.25  | 0.34%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23882000 | PA      | $24143209.38  | 0.51%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CKA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14809000 | PA      | $14894036.09  | 0.31%             | 2027-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27780000 | PA      | $28283512.50  | 0.59%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23921000 | PA      | $24101341.85  | 0.51%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $30440625.00  | 0.64%             | 2029-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7569000 | PA      | $7653264.24   | 0.16%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $15448828.20  | 0.32%             | 2029-04-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27461000 | PA      | $27786026.75  | 0.58%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33094000 | PA      | $33967888.44  | 0.71%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13540000 | PA      | $13734637.50  | 0.29%             | 2027-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33148000 | PA      | $33772114.85  | 0.71%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14201000 | PA      | $14369082.18  | 0.30%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41143000 | PA      | $41593001.56  | 0.87%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23574000 | PA      | $23650431.39  | 0.50%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8804000 | PA      | $8787492.50   | 0.18%             | 2029-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12586000 | PA      | $12554535.00  | 0.26%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25905000 | PA      | $25741070.05  | 0.54%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6732000 | PA      | $6769341.60   | 0.14%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38238000 | PA      | $38802608.16  | 0.81%             | 2029-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10912000 | PA      | $11020693.78  | 0.23%             | 2027-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9270000 | PA      | $9406877.39   | 0.20%             | 2029-11-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22445000 | PA      | $22631749.36  | 0.47%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20622000 | PA      | $21116605.88  | 0.44%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25006000 | PA      | $25336157.47  | 0.53%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32072000 | PA      | $32700912.04  | 0.69%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20365000 | PA      | $20477166.55  | 0.43%             | 2027-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14839000 | PA      | $15041877.03  | 0.32%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8844000 | PA      | $8896856.70   | 0.19%             | 2027-02-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15320000 | PA      | $15422931.25  | 0.32%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30177000 | PA      | $30478770.00  | 0.64%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25660000 | PA      | $25754220.44  | 0.54%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7249000 | PA      | $7278449.06   | 0.15%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34780000 | PA      | $34871025.87  | 0.73%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25129000 | PA      | $25260534.74  | 0.53%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6540000 | PA      | $6567079.72   | 0.14%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28683000 | PA      | $28806247.41  | 0.60%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39213000 | PA      | $39602066.68  | 0.83%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12253000 | PA      | $12340111.23  | 0.26%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32057000 | PA      | $32209771.80  | 0.68%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12103000 | PA      | $12139403.52  | 0.25%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8001000 | PA      | $8057882.15   | 0.17%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26785000 | PA      | $26908462.24  | 0.56%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12898000 | PA      | $12961986.20  | 0.27%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7278000 | PA      | $7287666.13   | 0.15%             | 2028-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9842000 | PA      | $9855071.46   | 0.21%             | 2027-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41367000 | PA      | $41101992.66  | 0.86%             | 2030-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7692000 | PA      | $7652338.13   | 0.16%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47003000 | PA      | $46690870.94  | 0.98%             | 2030-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16205000 | PA      | $16196137.97  | 0.34%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7278000 | PA      | $7260942.19   | 0.15%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53503000 | PA      | $53126807.03  | 1.11%             | 2030-10-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15089000 | PA      | $15078980.00  | 0.32%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9456000 | PA      | $9431621.30   | 0.20%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9946000 | PA      | $9918026.88   | 0.21%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44173000 | PA      | $43607033.44  | 0.91%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CPP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3561000 | PA      | $3551541.09   | 0.07%             | 2028-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5489000 | PA      | $5445688.39   | 0.11%             | 2030-12-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16429000 | PA      | $16381510.00  | 0.34%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10514000 | PA      | $10483608.02  | 0.22%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES STEEL CORP                                                   | United States Steel Corp                                                         | CUSIP: 912909AU2<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150290.57    | 0.00%             | 2029-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                   | RTX Corp                                                                         | CUSIP: 913017BA6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    170000 | PA      | $189168.87    | 0.00%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                   | RTX Corp                                                                         | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    360000 | PA      | $356655.56    | 0.01%             | 2027-05-04      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                   | RTX Corp                                                                         | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    905000 | PA      | $909131.80    | 0.02%             | 2028-11-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES PLC                                                       | United Utilities PLC                                                             | CUSIP: 91311QAC9<br>LEI: 213800KYT12UFB2VE455 | Long             | DBT              | CORP              | GB        |    120000 | PA      | $127717.41    | 0.00%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                                   | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    205000 | PA      | $202574.64    | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                                   | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175274.20    | 0.00%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                     | UnitedHealth Group Inc                                                           | CUSIP: 91324PCW0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    253000 | PA      | $252343.78    | 0.01%             | 2027-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                     | UnitedHealth Group Inc                                                           | CUSIP: 91324PCY6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159036.87    | 0.00%             | 2027-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                     | UnitedHealth Group Inc                                                           | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    370000 | PA      | $364809.83    | 0.01%             | 2027-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                     | UnitedHealth Group Inc                                                           | CUSIP: 91324PDK5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    455000 | PA      | $453825.74    | 0.01%             | 2028-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                     | UnitedHealth Group Inc                                                           | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149773.22    | 0.00%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                     | UnitedHealth Group Inc                                                           | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    320000 | PA      | $307483.52    | 0.01%             | 2029-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                     | UnitedHealth Group Inc                                                           | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $456403.23    | 0.01%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                     | UnitedHealth Group Inc                                                           | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    375000 | PA      | $374203.97    | 0.01%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                     | UnitedHealth Group Inc                                                           | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    305000 | PA      | $304593.86    | 0.01%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                     | UnitedHealth Group Inc                                                           | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    420000 | PA      | $430586.34    | 0.01%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                     | UnitedHealth Group Inc                                                           | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    415000 | PA      | $432247.30    | 0.01%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                     | UnitedHealth Group Inc                                                           | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    405000 | PA      | $407596.24    | 0.01%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                     | UnitedHealth Group Inc                                                           | CUSIP: 91324PEY4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    330000 | PA      | $332786.44    | 0.01%             | 2027-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                     | UnitedHealth Group Inc                                                           | CUSIP: 91324PEZ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152926.35    | 0.00%             | 2029-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                     | UnitedHealth Group Inc                                                           | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    425000 | PA      | $434621.71    | 0.01%             | 2030-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                     | UnitedHealth Group Inc                                                           | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121217.80    | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNITI GRP/UNITI HLD/CSL                                                    | Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC                      | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              |  | US        |    280000 | PA      | $266696.19    | 0.01%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                                    | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $340691.62    | 0.01%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                                    | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $169550.17    | 0.00%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                      | Universal Health Services Inc                                                    | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    280000 | PA      | $255304.86    | 0.01%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                      | Universal Health Services Inc                                                    | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160909.01    | 0.00%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| University of California                                                   | UNIV OF CALIFORNIA CA REVENUES                                                   | CUSIP: 91412HGF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $582349.32    | 0.01%             | 2027-05-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                   | Univision Communications Inc                                                     | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    335000 | PA      | $320047.15    | 0.01%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                   | Univision Communications Inc                                                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    265000 | PA      | $268411.59    | 0.01%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                   | Univision Communications Inc                                                     | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    390000 | PA      | $402610.65    | 0.01%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                 | Unum Group                                                                       | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118855.52    | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UPM-KYMMENE OYJ                                                            | UPM-Kymmene Oyj                                                                  | CUSIP: 915436AC3<br>LEI: 213800EC6PW5VU4J9U64 | Long             | DBT              | CORP              | FI        |    100000 | PA      | $105655.72    | 0.00%             | 2027-11-26      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| URBAN ONE INC                                                              | Urban One Inc                                                                    | CUSIP: 91705JAD7<br>LEI: 549300PLGIGPBRQUP240 | Long             | DBT              | CORP              | US        |    110000 | PA      | $49423.01     | 0.00%             | 2031-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                                   | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $336594.79    | 0.01%             | 2029-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| VF CORP                                                                    | VF Corp                                                                          | CUSIP: 918204BB3<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126858.85    | 0.00%             | 2027-04-23      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| VF CORP                                                                    | VF Corp                                                                          | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    235000 | PA      | $214047.66    | 0.00%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                                                             | VOC Escrow Ltd                                                                   | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    220000 | PA      | $219714.25    | 0.00%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VM CONSOLIDATED INC                                                        | VM Consolidated Inc                                                              | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98380.58     | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                                                               | VT Topco Inc                                                                     | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148471.18    | 0.00%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                           | Vail Resorts Inc                                                                 | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147218.50    | 0.00%             | 2030-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                                                | Valaris Ltd                                                                      | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    340000 | PA      | $355368.81    | 0.01%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                      | Vale Overseas Ltd                                                                | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    460000 | PA      | $444212.62    | 0.01%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS                                                     | Bausch Health Americas Inc                                                       | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148795.69    | 0.00%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                         | Valero Energy Corp                                                               | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170969.71    | 0.00%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                         | Valero Energy Corp                                                               | CUSIP: 91913YAW0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124309.61    | 0.00%             | 2029-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                         | Valero Energy Corp                                                               | CUSIP: 91913YBB5<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194298.44    | 0.00%             | 2027-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                         | Valero Energy Corp                                                               | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    165000 | PA      | $169896.62    | 0.00%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY PARTNERS                                                     | Valero Energy Partners LP                                                        | CUSIP: 91914JAB8<br>LEI: 549300WH1375KZXLJ231 | Long             | DBT              | CORP              | US        |    240000 | PA      | $241979.84    | 0.01%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                             | Var Energi ASA                                                                   | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $201808.81    | 0.00%             | 2027-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                             | Var Energi ASA                                                                   | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    320000 | PA      | $338110.52    | 0.01%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                             | Var Energi ASA                                                                   | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $208040.47    | 0.00%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VAREX IMAGING CORPORATIO                                                   | Varex Imaging Corp                                                               | CUSIP: 92214XAC0<br>LEI: 549300CWYWPVCT8E9W67 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111974.19    | 0.00%             | 2027-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VELOCITY COM CAP LLC                                                       | Velocity Commercial Capital LLC                                                  | CUSIP: 92259RAE5<br>LEI: 549300TA4MQM8WN2XG31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50754.09     | 0.00%             | 2031-02-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| VELOCITY VEHICLE GROUP                                                     | Velocity Vehicle Group LLC                                                       | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $156776.24    | 0.00%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                           | Ventas Realty LP                                                                 | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    100000 | PA      | $99797.49     | 0.00%             | 2027-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                           | Ventas Realty LP                                                                 | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199879.77    | 0.00%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                           | Ventas Realty LP                                                                 | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    240000 | PA      | $241334.39    | 0.01%             | 2029-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                           | Ventas Realty LP                                                                 | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    150000 | PA      | $142740.52    | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                      | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    530000 | PA      | $545572.04    | 0.01%             | 2030-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                   | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    410000 | PA      | $389584.14    | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                   | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    310000 | PA      | $317728.67    | 0.01%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                     | Venture Global LNG Inc                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    727000 | PA      | $744323.88    | 0.02%             | 2028-06-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                     | Venture Global LNG Inc                                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    915000 | PA      | $974808.68    | 0.02%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                     | Venture Global LNG Inc                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    450000 | PA      | $452808.68    | 0.01%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| VERALTO CORP                                                               | Veralto Corp                                                                     | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    265000 | PA      | $273368.51    | 0.01%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                                                       | Veritiv Operating Co                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    370000 | PA      | $396619.96    | 0.01%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                               | VeriSign Inc                                                                     | CUSIP: 92343EAL6<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105048.14    | 0.00%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                     | Verizon Communications Inc                                                       | CUSIP: 92343VDY7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59172.80     | 0.00%             | 2027-03-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                     | Verizon Communications Inc                                                       | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1290302.23   | 0.03%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                     | Verizon Communications Inc                                                       | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    391000 | PA      | $389811.21    | 0.01%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                     | Verizon Communications Inc                                                       | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1123747.08   | 0.02%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                     | Verizon Communications Inc                                                       | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    485000 | PA      | $464714.92    | 0.01%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                     | Verizon Communications Inc                                                       | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    395000 | PA      | $348820.46    | 0.01%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                     | Verizon Communications Inc                                                       | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    690000 | PA      | $664260.49    | 0.01%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                       | Verisk Analytics Inc                                                             | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104960.92    | 0.00%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                       | Verizon Master Trust                                                             | CUSIP: 92348KBS1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $803778.26    | 0.02%             | 2029-06-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                       | Verizon Master Trust                                                             | CUSIP: 92348KDE0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1005170.90   | 0.02%             | 2030-08-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                                                       | Vermilion Energy Inc                                                             | CUSIP: 923725AD7<br>LEI: 8945009D1HGCJC8M8A68 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $124990.58    | 0.00%             | 2030-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                                                   | Vertiv Group Corp                                                                | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    275000 | PA      | $270735.00    | 0.01%             | 2028-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                                   | TK Elevator US Newco Inc                                                         | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    475000 | PA      | $474999.59    | 0.01%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                           | Paramount Global                                                                 | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    135000 | PA      | $145097.97    | 0.00%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                 | Viasat Inc                                                                       | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224868.97    | 0.00%             | 2027-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                 | Viasat Inc                                                                       | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123455.86    | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                           | Paramount Global                                                                 | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    205000 | PA      | $186479.69    | 0.00%             | 2057-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                                        | Viavi Solutions Inc                                                              | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    135000 | PA      | $128737.41    | 0.00%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                           | Paramount Global                                                                 | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    305000 | PA      | $286681.99    | 0.01%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                | Viatris Inc                                                                      | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    290000 | PA      | $282518.53    | 0.01%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                | Viatris Inc                                                                      | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    430000 | PA      | $393880.26    | 0.01%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                     | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              |  | US        |    275000 | PA      | $275087.75    | 0.01%             | 2029-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                     | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              |  | US        |    240000 | PA      | $238793.20    | 0.01%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                     | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              |  | US        |    310000 | PA      | $300768.90    | 0.01%             | 2030-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                     | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |    200000 | PA      | $202059.78    | 0.00%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                     | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              |  | US        |     65000 | PA      | $65196.37     | 0.00%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                     | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              |  | US        |    225000 | PA      | $221019.90    | 0.00%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                         | VICI Properties LP                                                               | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    470000 | PA      | $474799.35    | 0.01%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                         | VICI Properties LP                                                               | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    295000 | PA      | $298520.36    | 0.01%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                         | VICI Properties LP                                                               | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    225000 | PA      | $227333.22    | 0.00%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VICTORIA'S SECRET & CO                                                     | Victoria's Secret & Co                                                           | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176163.29    | 0.00%             | 2029-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ACPRODUCTS HOLDINGS INC                                                    | ACProducts Holdings Inc                                                          | CUSIP: 92641PAA4<br>LEI: 254900KTNXVUUHWHBF39 | Long             | DBT              | CORP              | US        |    165000 | PA      | $79471.99     | 0.00%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VICTRA HLDG/VICTRA FIN                                                     | Victra Holdings LLC / Victra Finance Corp                                        | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $147474.99    | 0.00%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| VIDEOTRON LTD                                                              | Videotron Ltd                                                                    | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $146402.22    | 0.00%             | 2029-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                         | Viking Cruises Ltd                                                               | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    160000 | PA      | $160427.32    | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES SHI                                                   | Viking Ocean Cruises Ship VII Ltd                                                | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    100000 | PA      | $99965.83     | 0.00%             | 2029-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VINCI SA                                                                   | Vinci SA                                                                         | CUSIP: 927320AA9<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |    340000 | PA      | $336339.65    | 0.01%             | 2029-04-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                         | Expand Energy Corp                                                               | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    345000 | PA      | $346889.65    | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                                   | Viper Energy Partners LLC                                                        | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75924.23     | 0.00%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                                   | Virgin Media Finance PLC                                                         | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $242076.38    | 0.01%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                                   | Virgin Media Secured Finance PLC                                                 | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    420000 | PA      | $414267.20    | 0.01%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                                   | Virgin Media Secured Finance PLC                                                 | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    265000 | PA      | $245090.79    | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VEND FIN IV                                                   | Virgin Media Vendor Financing Notes IV DAC                                       | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |    165000 | PA      | $165000.00    | 0.00%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                   | Virginia Electric and Power Co                                                   | CUSIP: 927804FX7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    305000 | PA      | $303831.52    | 0.01%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                   | Virginia Electric and Power Co                                                   | CUSIP: 927804FZ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    205000 | PA      | $204443.72    | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                   | Virginia Electric and Power Co                                                   | CUSIP: 927804GB4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192336.56    | 0.00%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                   | Virginia Electric and Power Co                                                   | CUSIP: 927804GH1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    365000 | PA      | $364386.26    | 0.01%             | 2027-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                   | Visa Inc                                                                         | CUSIP: 92826CAH5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69068.37     | 0.00%             | 2027-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                   | Visa Inc                                                                         | CUSIP: 92826CAL6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    520000 | PA      | $509900.89    | 0.01%             | 2027-04-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                   | Visa Inc                                                                         | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    450000 | PA      | $417218.33    | 0.01%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                   | Visa Inc                                                                         | CUSIP: 92826CAP7<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    240000 | PA      | $230159.67    | 0.00%             | 2027-08-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VIRTUSA CORP                                                               | Virtusa Corp                                                                     | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117740.02    | 0.00%             | 2028-12-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                                    | VistaJet Malta Finance PLC / Vista Management Holding Inc                        | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    285000 | PA      | $269019.67    | 0.01%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                                    | VistaJet Malta Finance PLC / Vista Management Holding Inc                        | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    165000 | PA      | $165282.72    | 0.00%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                   | Vistra Operations Co LLC                                                         | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    385000 | PA      | $385134.61    | 0.01%             | 2027-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                   | Vistra Operations Co LLC                                                         | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144271.64    | 0.00%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                | Vistra Operations Co LLC                                                         | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    385000 | PA      | $385250.77    | 0.01%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                   | Vistra Operations Co LLC                                                         | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    352000 | PA      | $350509.22    | 0.01%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                   | Vistra Operations Co LLC                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    385000 | PA      | $380458.17    | 0.01%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                   | Vistra Operations Co LLC                                                         | CUSIP: 92840VAV4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239137.94    | 0.01%             | 2030-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                   | Vistra Operations Co LLC                                                         | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99845.34     | 0.00%             | 2031-01-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                                    | VistaJet Malta Finance PLC / Vista Management Holding Inc                        | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    180000 | PA      | $185681.86    | 0.00%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                 | VMware LLC                                                                       | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    435000 | PA      | $435593.12    | 0.01%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                 | VMware LLC                                                                       | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203434.86    | 0.00%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                 | VMware LLC                                                                       | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    255000 | PA      | $241643.62    | 0.01%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                         | Vodafone Group PLC                                                               | CUSIP: 92857TAH0<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    155000 | PA      | $176104.47    | 0.00%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                         | Vodafone Group PLC                                                               | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    665000 | PA      | $701215.38    | 0.01%             | 2079-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                           | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    415000 | PA      | $375456.92    | 0.01%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                   | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668AU6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    375000 | PA      | $379150.55    | 0.01%             | 2028-11-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                   | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668BF8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    205000 | PA      | $198159.84    | 0.00%             | 2030-05-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                   | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668BN1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62119.95     | 0.00%             | 2027-11-24      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                   | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668BS0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    575000 | PA      | $576126.63    | 0.01%             | 2027-06-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                   | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668BT8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185548.71    | 0.00%             | 2029-06-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                   | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668BW1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    205000 | PA      | $211490.24    | 0.00%             | 2028-09-12      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                   | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CB6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209713.71    | 0.00%             | 2028-11-16      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                   | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CC4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    290000 | PA      | $310758.96    | 0.01%             | 2030-11-16      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                   | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CF7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212574.96    | 0.00%             | 2027-03-22      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                   | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CG5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    365000 | PA      | $373497.25    | 0.01%             | 2029-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                   | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CL4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201903.61    | 0.00%             | 2027-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                   | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CM2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253836.83    | 0.01%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                   | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CN0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201702.97    | 0.00%             | 2027-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                   | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    215000 | PA      | $218236.50    | 0.00%             | 2028-03-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                   | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CQ3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    190000 | PA      | $195157.95    | 0.00%             | 2030-03-27      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                   | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CX8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302572.35    | 0.01%             | 2030-09-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust                                                | Volkswagen Auto Lease Trust 2025-A                                               | CUSIP: 92868WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $504506.21    | 0.01%             | 2028-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                                              | VoltaGrid LLC                                                                    | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    660000 | PA      | $668824.77    | 0.01%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                               | Vontier Corp                                                                     | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    190000 | PA      | $182749.95    | 0.00%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                         | Voya Financial Inc                                                               | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66855.52     | 0.00%             | 2048-01-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                        | Vulcan Materials Co                                                              | CUSIP: 929160AT6<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85008.18     | 0.00%             | 2027-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                        | Vulcan Materials Co                                                              | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193754.96    | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                        | Vulcan Materials Co                                                              | CUSIP: 929160BB4<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164125.46    | 0.00%             | 2029-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VOYA GLOBAL FUNDING                                                        | Voya Global Funding                                                              | CUSIP: 92921LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35155.42     | 0.00%             | 2030-11-24      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| W & T OFFSHORE INC                                                         | W&T Offshore Inc                                                                 | CUSIP: 92922PAN6<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113619.78    | 0.00%             | 2029-02-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                                                            | WEA Finance LLC                                                                  | CUSIP: 92928QAE8<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              |  | US        |    175000 | PA      | $173703.75    | 0.00%             | 2028-09-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                                                            | WEA Finance LLC                                                                  | CUSIP: 92928QAF5<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              |  | US        |    220000 | PA      | $212890.33    | 0.00%             | 2029-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                                                            | WEA Finance LLC                                                                  | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              |  | US        |    265000 | PA      | $261507.49    | 0.01%             | 2027-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                                       | WMG Acquisition Corp                                                             | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28807.49     | 0.00%             | 2030-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                                       | WMG Acquisition Corp                                                             | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    240000 | PA      | $231110.93    | 0.00%             | 2029-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                               | WP Carey Inc                                                                     | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    125000 | PA      | $123587.06    | 0.00%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                               | WP Carey Inc                                                                     | CUSIP: 92936UAN9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |     70000 | PA      | $70443.54     | 0.00%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                       | WEC Energy Group Inc                                                             | CUSIP: 92939UAD8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23969.33     | 0.00%             | 2027-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                       | WEC Energy Group Inc                                                             | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    305000 | PA      | $310490.78    | 0.01%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                       | WEC Energy Group Inc                                                             | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    290000 | PA      | $294601.63    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                  | WRKCo Inc                                                                        | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214240.08    | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                  | WRKCo Inc                                                                        | CUSIP: 92940PAE4<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    280000 | PA      | $279019.67    | 0.01%             | 2028-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                       | WR Grace Holdings LLC                                                            | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    350000 | PA      | $334750.78    | 0.01%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                       | WR Grace Holdings LLC                                                            | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190000.00    | 0.00%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                                          | WBI Operating LLC                                                                | CUSIP: 92944BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $252777.12    | 0.01%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WABASH NATIONAL CORP                                                       | Wabash National Corp                                                             | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |    140000 | PA      | $130198.71    | 0.00%             | 2028-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Card issuance Trust                                            | WF Card Issuance Trust                                                           | CUSIP: 92970QAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $302461.63    | 0.01%             | 2029-10-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                | Walmart Inc                                                                      | CUSIP: 931142BF9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113545.05    | 0.00%             | 2030-02-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                | Walmart Inc                                                                      | CUSIP: 931142CH4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    240000 | PA      | $246328.12    | 0.01%             | 2027-04-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                | Walmart Inc                                                                      | CUSIP: 931142EE9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    470000 | PA      | $471080.57    | 0.01%             | 2028-06-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                | Walmart Inc                                                                      | CUSIP: 931142EN9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246154.77    | 0.01%             | 2029-07-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                | Walmart Inc                                                                      | CUSIP: 931142EQ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61936.51     | 0.00%             | 2029-09-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                | Walmart Inc                                                                      | CUSIP: 931142ES8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    640000 | PA      | $606414.85    | 0.01%             | 2028-09-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                | Walmart Inc                                                                      | CUSIP: 931142EX7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    320000 | PA      | $321709.80    | 0.01%             | 2027-09-09      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                | Walmart Inc                                                                      | CUSIP: 931142FB4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    310000 | PA      | $311530.87    | 0.01%             | 2028-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                | Walmart Inc                                                                      | CUSIP: 931142FC2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70459.44     | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                | Walmart Inc                                                                      | CUSIP: 931142FL2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156061.04    | 0.00%             | 2027-04-28      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                | Walmart Inc                                                                      | CUSIP: 931142FN8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    265000 | PA      | $269194.98    | 0.01%             | 2030-04-28      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS                                                       | BlackRock Cash Funds: Treasury, SL Agency Shares                                 | CUSIP: 066922477<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  33552064 | NS      | $33568839.68  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Lebanon Government International Bonds                                     | Lebanon Government International Bonds                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    483000 | PA      | $140141.71    | 0.00%             | 2027-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                                          | MDGH GMTN RSC Ltd                                                                | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $197502.50    | 0.00%             | 2029-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| QUINCY HEALTH LLC                                                          | QUINCY HEALTH LLC                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       978 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WARRIOR MET COAL INC                                                       | Warrior Met Coal Inc                                                             | CUSIP: 93627CAB7<br>LEI: 549300152B1S9YKBYV79 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45854.22     | 0.00%             | 2028-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FORESIGHT ENERGY LLC                                                       | FORESIGHT ENERGY LLC                                                             | CUSIP: 000000000<br>LEI: 549300HM3UR1W0JJ7F28 | Long             | EC               | CORP              | US        |       112 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WASTE CONNECTIONS INC                                                      | Waste Connections Inc                                                            | CUSIP: 941053AH3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $141150.83    | 0.00%             | 2028-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                      | Waste Connections Inc                                                            | CUSIP: 941053AJ9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $157715.85    | 0.00%             | 2029-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                      | Waste Connections Inc                                                            | CUSIP: 94106BAA9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    195000 | PA      | $184390.75    | 0.00%             | 2030-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                       | Waste Management Inc                                                             | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    375000 | PA      | $371286.52    | 0.01%             | 2027-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                       | Waste Management Inc                                                             | CUSIP: 94106LBN8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    120000 | PA      | $113565.36    | 0.00%             | 2028-03-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                       | Waste Management Inc                                                             | CUSIP: 94106LBQ1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    145000 | PA      | $136042.83    | 0.00%             | 2029-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                       | Waste Management Inc                                                             | CUSIP: 94106LBT5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223946.23    | 0.00%             | 2030-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                       | Waste Management Inc                                                             | CUSIP: 94106LBV0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    290000 | PA      | $297635.58    | 0.01%             | 2029-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                       | Waste Management Inc                                                             | CUSIP: 94106LBX6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162541.95    | 0.00%             | 2027-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                       | Waste Management Inc                                                             | CUSIP: 94106LCA5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144808.37    | 0.00%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                       | Waste Management Inc                                                             | CUSIP: 94106LCB3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    310000 | PA      | $314377.67    | 0.01%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                       | Waste Management Inc                                                             | CUSIP: 94106LCC1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    205000 | PA      | $209036.32    | 0.00%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                | Wayfair LLC                                                                      | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    305000 | PA      | $318306.76    | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                | Wayfair LLC                                                                      | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213041.25    | 0.00%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WEBSTER FINANCIAL CORP                                                     | Webster Financial Corp                                                           | CUSIP: 947890AJ8<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99095.07     | 0.00%             | 2029-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                                                   | Weekley Homes LLC / Weekley Finance Corp                                         | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $142826.53    | 0.00%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP INC                                                             | Weir Group Inc                                                                   | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256538.25    | 0.01%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                      | Wells Fargo & Co                                                                 | CUSIP: 949746TB7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    105000 | PA      | $118244.58    | 0.00%             | 2029-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                      | Wells Fargo & Co                                                                 | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    780000 | PA      | $783608.63    | 0.02%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                      | Wells Fargo & Co                                                                 | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    985000 | PA      | $979578.02    | 0.02%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                      | Wells Fargo & Co                                                                 | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    945000 | PA      | $949113.59    | 0.02%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                      | Wells Fargo & Co                                                                 | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1085643.59   | 0.02%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                      | Wells Fargo & Co                                                                 | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $971429.19    | 0.02%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                      | Wells Fargo & Co                                                                 | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    950000 | PA      | $954153.31    | 0.02%             | 2031-04-04      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                      | Wells Fargo & Co                                                                 | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1135702.34   | 0.02%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                      | Wells Fargo & Co                                                                 | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1297940.37   | 0.03%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                      | Wells Fargo & Co                                                                 | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1019000 | PA      | $1030542.44   | 0.02%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                      | Wells Fargo & Co                                                                 | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1526183.05   | 0.03%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                      | Wells Fargo & Co                                                                 | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    970000 | PA      | $1024156.32   | 0.02%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                      | Wells Fargo & Co                                                                 | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    885000 | PA      | $911327.40    | 0.02%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                      | Wells Fargo & Co                                                                 | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1009930.19   | 0.02%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                      | Wells Fargo & Co                                                                 | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1198140.67   | 0.03%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                      | Wells Fargo & Co                                                                 | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    800000 | PA      | $806789.45    | 0.02%             | 2028-01-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                      | Wells Fargo & Co                                                                 | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    895000 | PA      | $911802.69    | 0.02%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                      | Wells Fargo & Co                                                                 | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1400527.81   | 0.03%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                      | Wells Fargo & Co                                                                 | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    815000 | PA      | $813976.99    | 0.02%             | 2029-09-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                      | Wells Fargo & Co                                                                 | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    570000 | PA      | $570366.96    | 0.01%             | 2030-01-23      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                      | Wells Fargo Commercial Mortgage Trust 2017-C39                                   | CUSIP: 95000XAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4919469.40   | 0.10%             | 2050-09-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                      | Wells Fargo Commercial Mortgage Trust 2018-C43                                   | CUSIP: 95001LAX0<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $495589.34    | 0.01%             | 2051-03-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                      | Wells Fargo Commercial Mortgage Trust 2018-C47                                   | CUSIP: 95002DBR9<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $994804.67    | 0.02%             | 2061-09-15      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                      | Wells Fargo Commercial Mortgage Trust 2024-5C1                                   | CUSIP: 95003VAC2<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2095082.90   | 0.04%             | 2057-07-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                      | Wells Fargo Commercial Mortgage Trust 2025-5C3                                   | CUSIP: 95004JAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $529136.75    | 0.01%             | 2058-01-15      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                      | Wells Fargo Commercial Mortgage Trust 2025-5C3                                   | CUSIP: 95004JAH7<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $512813.59    | 0.01%             | 2058-01-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                           | Welltower OP LLC                                                                 | CUSIP: 95040QAD6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    485000 | PA      | $488291.70    | 0.01%             | 2028-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                           | Welltower OP LLC                                                                 | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120310.42    | 0.00%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                           | Welltower OP LLC                                                                 | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    225000 | PA      | $215722.23    | 0.00%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                           | Welltower OP LLC                                                                 | CUSIP: 95040QAK0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    244000 | PA      | $241166.63    | 0.01%             | 2027-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                           | Welltower OP LLC                                                                 | CUSIP: 95040QAN4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     85000 | PA      | $80481.40     | 0.00%             | 2029-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                           | Welltower OP LLC                                                                 | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    210000 | PA      | $211993.66    | 0.00%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                     | WESCO Distribution Inc                                                           | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405049.38    | 0.01%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                     | WESCO Distribution Inc                                                           | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    285000 | PA      | $293983.46    | 0.01%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INCORA TOP HOLDCO LLC 6 31JA                                               | INCORA TOP HOLDCO LLC 6 31JA                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    138526 | PA      | $32969.10     | 0.00%             | 2033-01-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| WEST TECHNOLOGY GRP LLC                                                    | West Technology Group LLC                                                        | CUSIP: 956187AA6<br>LEI: 5493005Z5DB0O5S30R71 | Long             | DBT              | CORP              | US        |    149000 | PA      | $20259.02     | 0.00%             | 2027-04-10      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                      | Evergy Kansas Central Inc                                                        | CUSIP: 95709TAP5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4956.21      | 0.00%             | 2027-04-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                       | Western Digital Corp                                                             | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    220000 | PA      | $209917.73    | 0.00%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                   | Western Midstream Operating LP                                                   | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85464.10     | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                   | Western Midstream Operating LP                                                   | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187330.55    | 0.00%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                   | Western Midstream Operating LP                                                   | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    335000 | PA      | $328472.12    | 0.01%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                   | Western Midstream Operating LP                                                   | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    220000 | PA      | $232012.42    | 0.00%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                   | Western Midstream Operating LP                                                   | CUSIP: 958667AH0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64989.69     | 0.00%             | 2031-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL                                                    | Western-Southern Global Funding                                                  | CUSIP: 95954A2A0<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127374.68    | 0.00%             | 2030-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL                                                    | Western-Southern Global Funding                                                  | CUSIP: 95954A2B8<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75545.35     | 0.00%             | 2028-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL                                                    | Western-Southern Global Funding                                                  | CUSIP: 95954A2D4<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100189.88    | 0.00%             | 2029-01-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                     | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    409000 | PA      | $414538.79    | 0.01%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                     | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153135.37    | 0.00%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                              | Westlake Corp                                                                    | CUSIP: 960413AW2<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    115000 | PA      | $110121.03    | 0.00%             | 2030-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                       | Westpac Banking Corp                                                             | CUSIP: 961214DK6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    330000 | PA      | $328602.06    | 0.01%             | 2027-03-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                       | Westpac Banking Corp                                                             | CUSIP: 961214DW0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    385000 | PA      | $382270.35    | 0.01%             | 2028-01-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                       | Westpac Banking Corp                                                             | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    350000 | PA      | $344899.05    | 0.01%             | 2034-07-24      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                       | Westpac Banking Corp                                                             | CUSIP: 961214EL3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    245000 | PA      | $232323.18    | 0.00%             | 2030-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                       | Westpac Banking Corp                                                             | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $226904.61    | 0.00%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                       | Westpac Banking Corp                                                             | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    415000 | PA      | $394637.75    | 0.01%             | 2028-11-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                       | Westpac Banking Corp                                                             | CUSIP: 961214FC2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    430000 | PA      | $432216.69    | 0.01%             | 2027-08-26      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                       | Westpac Banking Corp                                                             | CUSIP: 961214FK4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    387000 | PA      | $398226.73    | 0.01%             | 2027-11-18      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                       | Westpac Banking Corp                                                             | CUSIP: 961214FN8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    325000 | PA      | $339321.04    | 0.01%             | 2028-11-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                       | Westpac Banking Corp                                                             | CUSIP: 961214FT5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    255000 | PA      | $263799.54    | 0.01%             | 2029-04-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                       | Westpac Banking Corp                                                             | CUSIP: 961214GC1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    255000 | PA      | $256937.01    | 0.01%             | 2030-07-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WESTPAC NEW ZEALAND LTD                                                    | Westpac New Zealand Ltd                                                          | CUSIP: 96122FAA5<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |    260000 | PA      | $264416.66    | 0.01%             | 2028-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WESTPAC NEW ZEALAND LTD                                                    | Westpac New Zealand Ltd                                                          | CUSIP: 96122FAB3<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |    200000 | PA      | $202493.20    | 0.00%             | 2027-02-26      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WESTPAC NEW ZEALAND LTD                                                    | Westpac New Zealand Ltd                                                          | CUSIP: 96122FAC1<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |    260000 | PA      | $268102.86    | 0.01%             | 2029-02-28      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WESTPAC NEW ZEALAND LTD                                                    | Westpac New Zealand Ltd                                                          | CUSIP: 96122FAE7<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |    205000 | PA      | $209589.03    | 0.00%             | 2030-02-27      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| WESTPAC NEW ZEALAND LTD                                                    | Westpac New Zealand Ltd                                                          | CUSIP: 96122FCB1<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |    200000 | PA      | $198839.71    | 0.00%             | 2030-09-16      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                  | WRKCo Inc                                                                        | CUSIP: 96145DAH8<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170038.09    | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTROCK MWV LLC                                                           | WestRock MWV LLC                                                                 | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    165000 | PA      | $187439.27    | 0.00%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                            | Weyerhaeuser Co                                                                  | CUSIP: 962166AW4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |     35000 | PA      | $36600.05     | 0.00%             | 2027-10-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                            | Weyerhaeuser Co                                                                  | CUSIP: 962166BX1<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297178.06    | 0.01%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                            | Weyerhaeuser Co                                                                  | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |    235000 | PA      | $231534.55    | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOLDCO COMMON STOCK                                                        | HOLDCO COMMON STOCK                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16280 | NS      | $0.16         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HOLDCO PREFERRED STOCK                                                     | HOLDCO PREFERRED STOCK                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       104 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WHIRLPOOL CORP                                                             | Whirlpool Corp                                                                   | CUSIP: 963320AW6<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207653.91    | 0.00%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                             | Whirlpool Corp                                                                   | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160571.76    | 0.00%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC                                                      | Whistler Pipeline LLC                                                            | CUSIP: 96337RAA0<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108438.14    | 0.00%             | 2029-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDING                                                   | White Cap Supply Holdings LLC                                                    | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |    195000 | PA      | $202569.28    | 0.00%             | 2030-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WILDFIRE INTERMEDIATE HO                                                   | Wildfire Intermediate Holdings LLC                                               | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192774.57    | 0.00%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                     | Williams Cos Inc/The                                                             | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    400000 | PA      | $384096.50    | 0.01%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                     | Williams Cos Inc/The                                                             | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    285000 | PA      | $293712.89    | 0.01%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                     | Williams Cos Inc/The                                                             | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    195000 | PA      | $197069.75    | 0.00%             | 2030-06-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                     | Williams Cos Inc/The                                                             | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    557000 | PA      | $555630.09    | 0.01%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                      | Williams Scotsman Inc                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154972.13    | 0.00%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                      | Williams Scotsman Inc                                                            | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    155000 | PA      | $160506.53    | 0.00%             | 2030-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                      | Williams Scotsman Inc                                                            | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174377.50    | 0.00%             | 2028-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                   | Willis North America Inc                                                         | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211710.19    | 0.00%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                   | Willis North America Inc                                                         | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    205000 | PA      | $195764.89    | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                   | Willis North America Inc                                                         | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    497000 | PA      | $500928.42    | 0.01%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                   | Willis North America Inc                                                         | CUSIP: 970648AP6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174807.15    | 0.00%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                                   | Windsor Holdings III LLC                                                         | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |    240000 | PA      | $253116.06    | 0.01%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WINNEBAGO INDUSTRIES                                                       | Winnebago Industries Inc                                                         | CUSIP: 974637AC4<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64129.19     | 0.00%             | 2028-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WINTRUST FINANCIAL CORP                                                    | Wintrust Financial Corp                                                          | CUSIP: 97650WAG3<br>LEI: Q774KI4AW80FHFW33O61 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54863.11     | 0.00%             | 2029-06-06      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                   | Wisconsin Electric Power Co                                                      | CUSIP: 976656CM8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33334.90     | 0.00%             | 2028-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                   | Wisconsin Electric Power Co                                                      | CUSIP: 976656CQ9<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138940.40    | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                   | Wisconsin Electric Power Co                                                      | CUSIP: 976656CU0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134586.75    | 0.00%             | 2030-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                   | Wisconsin Electric Power Co                                                      | CUSIP: 976656CV8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29976.93     | 0.00%             | 2029-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                    | Wisconsin Power and Light Co                                                     | CUSIP: 976826BL0<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64061.31     | 0.00%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                    | Wisconsin Power and Light Co                                                     | CUSIP: 976826BM8<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    145000 | PA      | $140178.60    | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                                   | Wisconsin Public Service Corp                                                    | CUSIP: 976843BQ4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96526.00     | 0.00%             | 2029-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                                   | Wisconsin Public Service Corp                                                    | CUSIP: 976843BR2<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159822.13    | 0.00%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                         | WISCONSIN ST GEN FUND ANNUAL APPROP REVENUE                                      | CUSIP: 977100GH3<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    215000 | PA      | $213568.61    | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE                                                       | Wolverine World Wide Inc                                                         | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |    190000 | PA      | $177365.88    | 0.00%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                       | Woodside Finance Ltd                                                             | CUSIP: 980236AP8<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    195000 | PA      | $192894.53    | 0.00%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                       | Woodside Finance Ltd                                                             | CUSIP: 980236AQ6<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    530000 | PA      | $531038.64    | 0.01%             | 2029-03-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                       | Woodside Finance Ltd                                                             | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    370000 | PA      | $380672.60    | 0.01%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                       | Woodside Finance Ltd                                                             | CUSIP: 980236AX1<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     15000 | PA      | $15229.81     | 0.00%             | 2028-05-19      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES                             | BlackRock Cash Funds: Treasury, SL Agency Shares                                 | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |    100000 | NS      | $100000.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WOORI BANK                                                                 | Woori Bank                                                                       | CUSIP: 98105GAL6<br>LEI: 549300VUVMRL6RE7R376 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $196415.40    | 0.00%             | 2027-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WOORI BANK                                                                 | Woori Bank                                                                       | CUSIP: 98105GAM4<br>LEI: 549300VUVMRL6RE7R376 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $203446.44    | 0.00%             | 2028-01-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WOORI BANK                                                                 | Woori Bank                                                                       | CUSIP: 98105GAP7<br>LEI: 549300VUVMRL6RE7R376 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $203837.43    | 0.00%             | 2029-01-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                | Workday Inc                                                                      | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348222.16    | 0.01%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                | Workday Inc                                                                      | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    235000 | PA      | $231817.39    | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                           | WULF Compute LLC                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    970000 | PA      | $1011577.23   | 0.02%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                        | Travel + Leisure Co                                                              | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136663.48    | 0.00%             | 2027-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                        | Travel + Leisure Co                                                              | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146346.89    | 0.00%             | 2030-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                                                   | Wyndham Hotels & Resorts Inc                                                     | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173034.13    | 0.00%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP                                                    | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                 | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    268000 | PA      | $269480.37    | 0.01%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                   | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $216177.20    | 0.00%             | 2029-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                             | Wynn Macau Ltd                                                                   | CUSIP: 98313RAD8<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    245000 | PA      | $244985.20    | 0.01%             | 2027-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                             | Wynn Macau Ltd                                                                   | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    275000 | PA      | $273482.45    | 0.01%             | 2029-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                             | Wynn Macau Ltd                                                                   | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    425000 | PA      | $424480.09    | 0.01%             | 2028-08-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                     | XHR LP                                                                           | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |    170000 | PA      | $167790.96    | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                     | XHR LP                                                                           | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |    120000 | PA      | $124055.06    | 0.00%             | 2030-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| RXO INC                                                                    | RXO Inc                                                                          | CUSIP: 98379JAA3<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117212.41    | 0.00%             | 2027-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                                    | XPO Inc                                                                          | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    265000 | PA      | $269942.89    | 0.01%             | 2028-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                                     | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262549.34    | 0.01%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                            | Xcel Energy Inc                                                                  | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    265000 | PA      | $258449.06    | 0.01%             | 2027-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                            | Xcel Energy Inc                                                                  | CUSIP: 98389BAV2<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110051.23    | 0.00%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                            | Xcel Energy Inc                                                                  | CUSIP: 98389BAW0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    260000 | PA      | $245169.67    | 0.01%             | 2029-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                            | Xcel Energy Inc                                                                  | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144328.91    | 0.00%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                            | Xcel Energy Inc                                                                  | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81152.68     | 0.00%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| XILINX INC                                                                 | Xilinx Inc                                                                       | CUSIP: 983919AK7<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |    205000 | PA      | $190694.47    | 0.00%             | 2030-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                                  | Xylem Inc/NY                                                                     | CUSIP: 98419MAM2<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    155000 | PA      | $149416.24    | 0.00%             | 2028-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| XEROX HOLDINGS CORP                                                        | Xerox Holdings Corp                                                              | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |    240000 | PA      | $107223.60    | 0.00%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| XEROX HOLDINGS CORP                                                        | Xerox Holdings Corp                                                              | CUSIP: 98421MAC0<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |    135000 | PA      | $50434.14     | 0.00%             | 2029-11-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                                            | Yale University                                                                  | CUSIP: 98459LAB9<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4515.28      | 0.00%             | 2030-04-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| YARA INTERNATIONAL ASA                                                     | Yara International ASA                                                           | CUSIP: 984851AF2<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |    350000 | PA      | $353703.00    | 0.01%             | 2028-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| YARA INTERNATIONAL ASA                                                     | Yara International ASA                                                           | CUSIP: 984851AG0<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $188371.69    | 0.00%             | 2030-06-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                                            | Yum! Brands Inc                                                                  | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224501.70    | 0.00%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                              | ZF North America Capital Inc                                                     | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185684.90    | 0.00%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                              | ZF North America Capital Inc                                                     | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    180000 | PA      | $183864.20    | 0.00%             | 2030-04-14      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                              | ZF North America Capital Inc                                                     | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250550.79    | 0.01%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                                         | Zegona Finance PLC                                                               | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    246000 | PA      | $259861.92    | 0.01%             | 2029-07-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                                                           | Ziggo Bond Co BV                                                                 | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    175000 | PA      | $154883.05    | 0.00%             | 2030-02-28      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                                   | Ziggo BV                                                                         | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    290000 | PA      | $273987.81    | 0.01%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                     | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PAX0<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    165000 | PA      | $170584.87    | 0.00%             | 2028-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                     | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126039.81    | 0.00%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                     | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    185000 | PA      | $190475.88    | 0.00%             | 2030-02-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                                                           | Zions Bancorp NA                                                                 | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4720.95      | 0.00%             | 2029-10-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                 | Zoetis Inc                                                                       | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    272000 | PA      | $268561.57    | 0.01%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                 | Zoetis Inc                                                                       | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155021.26    | 0.00%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                 | Zoetis Inc                                                                       | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183076.20    | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                 | Zoetis Inc                                                                       | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150836.25    | 0.00%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ZIPRECRUITER INC                                                           | ZipRecruiter Inc                                                                 | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Long             | DBT              | CORP              | US        |    215000 | PA      | $149184.74    | 0.00%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ZI TECH LLC/ZI FIN CORP                                                    | ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                  | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $187341.68    | 0.00%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| YEOMAN CAP SA                                                              | YEOMAN CAP SA                                                                    | CUSIP: 000000000<br>LEI: 549300ORV6YW6ESSNQ21 | Long             | EC               | CORP              | LU        |     10527 | NS      | $92026.54     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| KLABIN AUSTRIA GMBH                                                        | Klabin Austria GmbH                                                              | CUSIP: 000000000<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $203329.74    | 0.00%             | 2029-04-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CLP POWER HK FINANCING                                                     | CLP Power Hong Kong Financing Ltd                                                | CUSIP: 000000000<br>LEI: 254900SBJOP9O3YV1271 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $198217.41    | 0.00%             | 2027-10-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                          | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    470000 | PA      | $136520.46    | 0.00%             | 2027-11-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DUBAI DOF SUKUK LTD                                                        | Dubai DOF Sukuk Ltd                                                              | CUSIP: 000000000<br>LEI: 549300FL2U4Z16IJI576 | Long             | DBT              | NUSS              | KY        |    400000 | PA      | $411863.82    | 0.01%             | 2029-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITY OF BUENOS AIRES                                                       | Ciudad Autonoma De Buenos Aires/Government Bonds                                 | CUSIP: 000000000<br>LEI: 5299007MC8RF52X0ON96 | Long             | DBT              | NUSS              | AR        |    266680 | PA      | $271273.06    | 0.01%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Jordan Government International Bonds                                      | Jordan Government International Bonds                                            | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    200000 | PA      | $201577.62    | 0.00%             | 2027-01-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BPRL INTERNATIONAL SINGA                                                   | BPRL International Singapore Pte Ltd                                             | CUSIP: 000000000<br>LEI: 875500AQ853IMLV4TX18 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $200064.41    | 0.00%             | 2027-01-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                     | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $201110.20    | 0.00%             | 2047-01-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                                       | Egypt Government International Bonds                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    400000 | PA      | $406534.54    | 0.01%             | 2027-01-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ICD Sukuk Co Ltd                                                           | ICD Sukuk Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 6354009B91BDFKBMT283 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $399786.37    | 0.01%             | 2027-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HONG KONG SUKUK 2017 LTD                                                   | Hong Kong Sukuk 2017 Ltd                                                         | CUSIP: 000000000<br>LEI: 9845004EH88ADEFC6867 | Long             | DBT              | NUSS              | HK        |    200000 | PA      | $199021.48    | 0.00%             | 2027-02-28      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                                        | Oman Government International Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    350000 | PA      | $353392.61    | 0.01%             | 2027-03-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHINA CINDA FINANCE 2017                                                   | China Cinda Finance 2017 I Ltd                                                   | CUSIP: 000000000<br>LEI: 549300FRGSV52FLG5T09 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $400870.21    | 0.01%             | 2027-03-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                                   | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    400000 | PA      | $397974.17    | 0.01%             | 2027-03-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LEGAL & GENERAL GROUP                                                      | Legal & General Group PLC                                                        | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $603944.20    | 0.01%             | 2047-03-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OIL INDIA INTERNATIONAL                                                    | Oil India International Pte Ltd                                                  | CUSIP: 000000000<br>LEI: 529900MQ8CL8FLAGEQ79 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $199116.14    | 0.00%             | 2027-04-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KSA SUKUK LTD                                                              | KSA Sukuk Ltd                                                                    | CUSIP: 000000000<br>LEI: 635400XBJFPNCGN9CK71 | Long             | DBT              | NUSS              | KY        |   1400000 | PA      | $1392107.79   | 0.03%             | 2027-04-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CFAMC III CO LTD                                                           | CFAMC III Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 5493006V07LYI3HE6G83 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $401465.23    | 0.01%             | 2027-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RONGSHI INTERNATIONAL FI                                                   | Rongshi International Finance Ltd                                                | CUSIP: 000000000<br>LEI: 5493002NOQBAWLD8YZ55 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $199117.36    | 0.00%             | 2027-05-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| OMGRID FUNDING LTD                                                         | OmGrid Funding Ltd                                                               | CUSIP: 000000000<br>LEI: 549300L1HIVZ83RMAP18 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $200949.36    | 0.00%             | 2027-05-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                    | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $196980.75    | 0.00%             | 2027-07-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REC LTD                                                                    | REC Ltd                                                                          | CUSIP: 000000000<br>LEI: 335800B4YRYWAMIJZ374 | Long             | DBT              | CORP              | IN        |    400000 | PA      | $397173.42    | 0.01%             | 2027-07-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HINDUSTAN PETROLEUM CORP                                                   | Hindustan Petroleum Corp Ltd                                                     | CUSIP: 000000000<br>LEI: 335800DWLXIP7HFFY564 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $199067.52    | 0.00%             | 2027-07-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CNAC HK FINBRIDGE CO LTD                                                   | CNAC HK Finbridge Co Ltd                                                         | CUSIP: 000000000<br>LEI: 549300US1UQ7R7WABI28 | Long             | DBT              | CORP              | HK        |    600000 | PA      | $600420.32    | 0.01%             | 2027-07-19      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Bahrain Government International Bonds                                     | Bahrain Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    400000 | PA      | $408460.84    | 0.01%             | 2029-09-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QAZAQGAZ NC JSC                                                            | QazaqGaz NC JSC                                                                  | CUSIP: 000000000<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | CORP              | KZ        |    200000 | PA      | $199061.14    | 0.00%             | 2027-09-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NAN FUNG TREASURY LTD                                                      | Nan Fung Treasury Ltd                                                            | CUSIP: 000000000<br>LEI: 254900S3BMA32ATT9Q05 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $197788.69    | 0.00%             | 2027-10-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                                   | Abu Dhabi Government International Bonds                                         | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |   1400000 | PA      | $1384607.71   | 0.03%             | 2027-10-11      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ABERDEEN GROUP PLC                                                         | Aberdeen Group PLC                                                               | CUSIP: 000000000<br>LEI: 0TMBS544NMO7GLCE7H90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197778.71    | 0.00%             | 2028-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| China Government International Bonds                                       | China Government International Bonds                                             | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    400000 | PA      | $395901.29    | 0.01%             | 2027-11-02      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CFAMC III CO LTD                                                           | CFAMC III Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 5493006V07LYI3HE6G83 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $199121.86    | 0.00%             | 2027-11-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MAZOON ASSETS CO SAOC                                                      | Mazoon Assets Co SAOC                                                            | CUSIP: 000000000<br>LEI: 6354003TDIRN5Y6LJP91 | Long             | DBT              | CORP              | OM        |    200000 | PA      | $201328.25    | 0.00%             | 2027-11-08      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VANKE REAL ESTATE HK                                                       | Vanke Real Estate Hong Kong Co Ltd                                               | CUSIP: 000000000<br>LEI: 25490078APAXS5NZGF08 | Long             | DBT              | CORP              | HK        |    400000 | PA      | $132516.26    | 0.00%             | 2027-11-09      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| JIC ZHIXIN LTD                                                             | JIC Zhixin Ltd                                                                   | CUSIP: 000000000<br>LEI: 635400KSR4PKISBWRJ22 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $198504.35    | 0.00%             | 2027-11-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                                     | Nigeria Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    400000 | PA      | $405112.49    | 0.01%             | 2027-11-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                                   | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    200000 | PA      | $198191.16    | 0.00%             | 2027-11-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CGNPC INTERNATIONAL LTD                                                    | CGNPC International Ltd                                                          | CUSIP: 000000000<br>LEI: 3003007JIKH4XTQVZT05 | Long             | DBT              | CORP              | HK        |    400000 | PA      | $398336.16    | 0.01%             | 2027-12-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE                                                     | Indian Railway Finance Corp Ltd                                                  | CUSIP: 000000000<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $198510.12    | 0.00%             | 2027-12-13      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| CHENGDU COMM INVST GROUP                                                   | Chengdu Communications Investment Group Co Ltd                                   | CUSIP: 000000000<br>LEI: 5493004CBNAV0VR4W243 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $201569.16    | 0.00%             | 2027-12-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LONGFOR HOLDINGS LTD                                                       | Longfor Group Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900UJX27B2F1JYR13 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $184623.80    | 0.00%             | 2028-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WHARF REIC FINANCE BVI                                                     | Wharf REIC Finance BVI Ltd                                                       | CUSIP: 000000000<br>LEI: 254900N6PHCMYYNUWV59 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $197288.20    | 0.00%             | 2028-01-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABJA INVESTMENT CO                                                         | ABJA Investment Co Pte Ltd                                                       | CUSIP: 000000000<br>LEI: 254900E6OE5YJ9WCCU19 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $203986.84    | 0.00%             | 2028-01-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CHINA CINDA FINANCE 2017                                                   | China Cinda Finance 2017 I Ltd                                                   | CUSIP: 000000000<br>LEI: 549300FRGSV52FLG5T09 | Long             | DBT              | CORP              | VG        |    600000 | PA      | $606841.40    | 0.01%             | 2028-02-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                                   | Israel Electric Corp Ltd                                                         | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    400000 | PA      | $395603.40    | 0.01%             | 2028-08-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                                     | Nigeria Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    400000 | PA      | $412429.25    | 0.01%             | 2030-02-23      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| SHARJAH SUKUK PROGRAM                                                      | Sharjah Sukuk Program Ltd                                                        | CUSIP: 000000000<br>LEI: 549300N3BQ9P6RRMVV02 | Long             | DBT              | NUSS              | KY        |    400000 | PA      | $393930.94    | 0.01%             | 2028-03-14      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| CNAC HK FINBRIDGE CO LTD                                                   | CNAC HK Finbridge Co Ltd                                                         | CUSIP: 000000000<br>LEI: 549300US1UQ7R7WABI28 | Long             | DBT              | CORP              | HK        |    600000 | PA      | $611770.49    | 0.01%             | 2028-03-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NTPC LTD                                                                   | NTPC Ltd                                                                         | CUSIP: 000000000<br>LEI: 335800Q4TRGJXNLVMB81 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $200832.36    | 0.00%             | 2028-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SHINHAN BANK                                                               | Shinhan Bank Co Ltd                                                              | CUSIP: 000000000<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |    400000 | PA      | $401804.10    | 0.01%             | 2028-03-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMET                                                   | Turkcell Iletisim Hizmetleri AS                                                  | CUSIP: 000000000<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $201836.42    | 0.00%             | 2028-04-11      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Qatar Government International Bonds                                       | Qatar Government International Bonds                                             | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |   1000000 | PA      | $1012779.71   | 0.02%             | 2028-04-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                               | KazMunayGas National Co. JSC                                                     | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    400000 | PA      | $409455.90    | 0.01%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHINA OVERSEAS FIN                                                         | China Overseas Finance Cayman VII Ltd                                            | CUSIP: 000000000<br>LEI: 3003003EQA2BE4U94Y86 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $201543.08    | 0.00%             | 2028-04-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CMHI FINANCE BVI CO LTD                                                    | CMHI Finance BVI Co Ltd                                                          | CUSIP: 000000000<br>LEI: 549300KTVUL1BXLNPZ11 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $204344.88    | 0.00%             | 2028-08-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                                             | Eskom Holdings                                                                   | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    200000 | PA      | $214266.60    | 0.00%             | 2028-08-10      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                                             | Eskom Holdings                                                                   | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    200000 | PA      | $206248.01    | 0.00%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| SINGTEL GROUP TREASURY                                                     | SingTel Group Treasury Pte Ltd                                                   | CUSIP: 000000000<br>LEI: 2549002FQJ4364A54N70 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $200066.69    | 0.00%             | 2028-08-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KSA SUKUK LTD                                                              | KSA Sukuk Ltd                                                                    | CUSIP: 000000000<br>LEI: 635400XBJFPNCGN9CK71 | Long             | DBT              | NUSS              | KY        |    600000 | PA      | $600307.71    | 0.01%             | 2029-01-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DP World Crescent Ltd.                                                     | DP World Crescent Ltd.                                                           | CUSIP: 000000000<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $403061.02    | 0.01%             | 2028-09-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JT INTL FIN SERVICES BV                                                    | JT International Financial Services BV                                           | CUSIP: 000000000<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $198605.35    | 0.00%             | 2028-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SAUDI ELEC GLB SUKUK                                                       | Saudi Electricity Global Sukuk Co 4                                              | CUSIP: 000000000<br>LEI: 549300KSEZC1HOYC2778 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $405082.15    | 0.01%             | 2028-09-27      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| SABIC CAPITAL II BV                                                        | SABIC Capital II BV                                                              | CUSIP: 000000000<br>LEI: 2138005PCUTH59D4RJ83 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $402582.22    | 0.01%             | 2028-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TNB GLOBAL VENTURES CAP                                                    | TNB Global Ventures Capital Bhd                                                  | CUSIP: 000000000<br>LEI: 5493004U8XEGPFWIBZ14 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $203681.36    | 0.00%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BAPCO ENERGIES BSCC                                                        | Bapco Energies BSC Closed                                                        | CUSIP: 000000000<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |    200000 | PA      | $214638.44    | 0.00%             | 2028-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                                          | MDGH GMTN RSC Ltd                                                                | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $202086.18    | 0.00%             | 2028-11-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                   | Saudi Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   1200000 | PA      | $1203550.36   | 0.03%             | 2029-04-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OIL INDIA LTD                                                              | Oil India Ltd                                                                    | CUSIP: 000000000<br>LEI: 335800XXEP14XISP1A16 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $203786.38    | 0.00%             | 2029-02-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SIAM COMMERCIAL BANK CAY                                                   | Siam Commercial Bank PCL/Cayman Islands                                          | CUSIP: 000000000<br>LEI: 54930068OELHUBHH1U03 | Long             | DBT              | CORP              | TH        |    200000 | PA      | $200177.61    | 0.00%             | 2029-02-11      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHINA CINDA FINANCE 2017                                                   | China Cinda Finance 2017 I Ltd                                                   | CUSIP: 000000000<br>LEI: 549300FRGSV52FLG5T09 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $202813.75    | 0.00%             | 2029-02-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SUN HUNG KAI PROP (CAP)                                                    | Sun Hung Kai Properties Capital Market Ltd                                       | CUSIP: 000000000<br>LEI: 222100WJDEUAP4JLW867 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $197464.05    | 0.00%             | 2029-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMPET TEAM TECH LTD                                                       | Competition Team Technologies Ltd                                                | CUSIP: 000000000<br>LEI: 254900B6P01H4XAT6880 | Long             | DBT              | CORP              | BS        |    200000 | PA      | $200035.90    | 0.00%             | 2029-03-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Qatar Government International Bonds                                       | Qatar Government International Bonds                                             | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |   1400000 | PA      | $1399303.78   | 0.03%             | 2029-03-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                                         | Santos Finance Ltd                                                               | CUSIP: 000000000<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    300000 | PA      | $304629.10    | 0.01%             | 2029-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                      | Saudi Arabian Oil Co.                                                            | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   1000000 | PA      | $976080.32    | 0.02%             | 2029-04-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAUDI TELECOM CO                                                           | Saudi Telecom Co                                                                 | CUSIP: 000000000<br>LEI: 21380028ATJ79OTA9W17 | Long             | DBT              | CORP              | SA        |    400000 | PA      | $394139.72    | 0.01%             | 2029-05-13      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| MAF SUKUK LTD                                                              | MAF Sukuk Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300IS9H0W5N2N4K34 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $200353.94    | 0.00%             | 2029-05-14      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| GOLD FIELDS OROGEN HOLD                                                    | Gold Fields Orogen Holdings BVI Ltd                                              | CUSIP: 000000000<br>LEI: 213800CLGJ2E9KGU2F20 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $209772.38    | 0.00%             | 2029-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| RONGSHI INTERNATIONAL FI                                                   | Rongshi International Finance Ltd                                                | CUSIP: 000000000<br>LEI: 5493002NOQBAWLD8YZ55 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $197943.82    | 0.00%             | 2029-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CFAMC IV CO LTD                                                            | CFAMC IV Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300M6T6OW4AGYHK10 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $199335.74    | 0.00%             | 2029-05-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                                                     | Power Finance Corp Ltd                                                           | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $199690.35    | 0.00%             | 2029-06-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNAC HK FINBRIDGE CO LTD                                                   | CNAC HK Finbridge Co Ltd                                                         | CUSIP: 000000000<br>LEI: 549300US1UQ7R7WABI28 | Long             | DBT              | CORP              | HK        |    400000 | PA      | $395203.59    | 0.01%             | 2029-06-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CN OVERSEAS FIN KY VIII                                                    | China Overseas Finance Cayman VIII Ltd                                           | CUSIP: 000000000<br>LEI: 300300JLMTEWBKJNL662 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $192840.80    | 0.00%             | 2029-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                                                      | DP World Crescent Ltd                                                            | CUSIP: 000000000<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $194696.28    | 0.00%             | 2029-07-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SHANGHAI PORT GRP DEV CO                                                   | Shanghai Port Group BVI Development Co Ltd                                       | CUSIP: 000000000<br>LEI: 30030018E34GXWP2RS97 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $192422.47    | 0.00%             | 2029-09-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                                                     | Power Finance Corp Ltd                                                           | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $195704.49    | 0.00%             | 2029-09-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LONGFOR HOLDINGS LTD                                                       | Longfor Group Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900UJX27B2F1JYR13 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $334010.96    | 0.01%             | 2029-09-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EMAAR SUKUK LTD                                                            | Emaar Sukuk Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300NZHOOO6634T541 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $196768.26    | 0.00%             | 2029-09-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JOY TRSR ASSETS HLD                                                        | Joy Treasure Assets Holdings Inc                                                 | CUSIP: 000000000<br>LEI: 2549002TXU15P8D3F498 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $389181.58    | 0.01%             | 2029-09-24      | Fixed         | 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        |    800000 | PA      | $761392.16    | 0.02%             | 2029-09-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                                                      | DP World Crescent Ltd                                                            | CUSIP: 000000000<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $193188.17    | 0.00%             | 2030-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CBB International Sukuk Programme Co. WLL                                  | CBB International Sukuk Programme Co. WLL                                        | CUSIP: 000000000<br>LEI: 5493006IRJ2IWXTNIM16 | Long             | DBT              | NUSS              | BH        |    200000 | PA      | $198198.77    | 0.00%             | 2027-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HKT CAPITAL NO 5 LTD                                                       | HKT Capital No 5 Ltd                                                             | CUSIP: 000000000<br>LEI: 254900PW2WQ2W5M9NA17 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $194149.55    | 0.00%             | 2029-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| METINVEST BV                                                               | Metinvest BV                                                                     | CUSIP: 000000000<br>LEI: 635400TMCKVEU87EJ582 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $158441.84    | 0.00%             | 2029-10-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ALDAR SUKUK NO 2 LTD                                                       | Aldar Sukuk No 2 Ltd                                                             | CUSIP: 000000000<br>LEI: 54930010JDA2VE3MB531 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $196004.32    | 0.00%             | 2029-10-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SHARJAH SUKUK PROGRAM                                                      | Sharjah Sukuk Program Ltd                                                        | CUSIP: 000000000<br>LEI: 549300N3BQ9P6RRMVV02 | Long             | DBT              | NUSS              | KY        |    400000 | PA      | $375207.30    | 0.01%             | 2029-10-23      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| SUNNY EXPRESS                                                              | Sunny Express Enterprises Corp                                                   | CUSIP: 000000000<br>LEI: 254900RHBSC69QS5NZ68 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $192966.88    | 0.00%             | 2029-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MAF SUKUK LTD                                                              | MAF Sukuk Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300IS9H0W5N2N4K34 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $195137.88    | 0.00%             | 2030-02-28      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| AFRICA FINANCE CORP                                                        | Africa Finance Corp                                                              | CUSIP: 000000000<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $383444.50    | 0.01%             | 2029-10-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                                          | MDGH GMTN RSC Ltd                                                                | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    400000 | PA      | $380453.50    | 0.01%             | 2029-11-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KONDOR FINANCE PLC (NAK)                                                   | NAK Naftogaz Ukraine via Kondor Finance PLC                                      | CUSIP: 000000000<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |    233512 | PA      | $178138.01    | 0.00%             | 2028-11-08      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| China Government International Bonds                                       | China Government International Bonds                                             | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    600000 | PA      | $573727.27    | 0.01%             | 2029-12-03      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| OIL & NATURAL GAS CORP L                                                   | Oil & Natural Gas Corp Ltd                                                       | CUSIP: 000000000<br>LEI: 335800FPDZ9MRSNO7N41 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $192528.62    | 0.00%             | 2029-12-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                    | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    475000 | PA      | $466190.99    | 0.01%             | 2027-01-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SUN HUNG KAI PROP (CAP)                                                    | Sun Hung Kai Properties Capital Market Ltd                                       | CUSIP: 000000000<br>LEI: 222100WJDEUAP4JLW867 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $189976.33    | 0.00%             | 2030-01-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MUMTALAKAT SUKUK HOLDING                                                   | Mumtalakat Sukuk Holding Co                                                      | CUSIP: 000000000<br>LEI: 549300EN7U0YPUUKDX15 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $197586.51    | 0.00%             | 2027-01-21      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                                       | Saudi Government International Bonds                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    600000 | PA      | $591353.59    | 0.01%             | 2027-02-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SNB FUNDING LTD                                                            | SNB Funding Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300PT73WJRNMAKE44 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $197547.25    | 0.00%             | 2027-01-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                                            | QNB Finance Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $197377.15    | 0.00%             | 2027-02-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                                                   | Adani Electricity Mumbai Ltd                                                     | CUSIP: 000000000<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $187334.85    | 0.00%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CSSC CAPITAL 2015 LTD                                                      | CSSC Capital 2015 Ltd                                                            | CUSIP: 000000000<br>LEI: 549300K934XNVEY4JJ41 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $189226.98    | 0.00%             | 2030-02-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CCCI TREASURE LTD                                                          | CCCI Treasure Ltd                                                                | CUSIP: 000000000<br>LEI: 222100QYJA4A1WYR6697 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $198355.03    | 0.00%             | 2026-11-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SF HOLDING INVESTMENT                                                      | SF Holding Investment Ltd                                                        | CUSIP: 000000000<br>LEI: 3003007DY4RTZM59GQ78 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $189085.37    | 0.00%             | 2030-02-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CITIC                                                                      | CITIC Ltd                                                                        | CUSIP: 000000000<br>LEI: 2549006I3Q3M98KHOT11 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $190016.34    | 0.00%             | 2030-02-25      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CN OVERSEAS FIN KY VIII                                                    | China Overseas Finance Cayman VIII Ltd                                           | CUSIP: 000000000<br>LEI: 300300JLMTEWBKJNL662 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $185693.29    | 0.00%             | 2030-03-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHINA CINDA 2020 I MNGMN                                                   | China Cinda 2020 I Management Ltd                                                | CUSIP: 000000000<br>LEI: 549300ZIBIB6Z9RSNU64 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $197439.23    | 0.00%             | 2027-03-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Qatar Government International Bonds                                       | Qatar Government International Bonds                                             | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |   1000000 | PA      | $988259.27    | 0.02%             | 2030-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                                   | Abu Dhabi Government International Bonds                                         | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |   1000000 | PA      | $967650.03    | 0.02%             | 2030-04-16      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                                       | Saudi Government International Bonds                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $190308.02    | 0.00%             | 2030-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SUNNY EXPRESS                                                              | Sunny Express Enterprises Corp                                                   | CUSIP: 000000000<br>LEI: 254900RHBSC69QS5NZ68 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $192547.65    | 0.00%             | 2030-04-23      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PSA TREASURY PTE LTD                                                       | PSA Treasury Pte Ltd                                                             | CUSIP: 000000000<br>LEI: 254900X7FR3V7789SL36 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $186061.69    | 0.00%             | 2030-04-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SUN HUNG KAI PROP (CAP)                                                    | Sun Hung Kai Properties Capital Market Ltd                                       | CUSIP: 000000000<br>LEI: 222100WJDEUAP4JLW867 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $188194.88    | 0.00%             | 2030-05-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bahrain Government International Bonds                                     | Bahrain Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    400000 | PA      | $419413.28    | 0.01%             | 2030-05-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                                          | MDGH GMTN RSC Ltd                                                                | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $188657.62    | 0.00%             | 2030-05-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MEGLOBAL CANADA ULC                                                        | MEGlobal Canada ULC                                                              | CUSIP: 000000000<br>LEI: 635400MHHHT7LMKMQL03 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $209752.17    | 0.00%             | 2030-05-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HONGKONG LAND FINANCE                                                      | Hongkong Land Finance Cayman Islands Co Ltd/The                                  | CUSIP: 000000000<br>LEI: 254900OHTMO343QAXN81 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $188430.01    | 0.00%             | 2030-05-27      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SHARJAH SUKUK PROGRAM                                                      | Sharjah Sukuk Program Ltd                                                        | CUSIP: 000000000<br>LEI: 549300N3BQ9P6RRMVV02 | Long             | DBT              | NUSS              | KY        |    400000 | PA      | $390153.51    | 0.01%             | 2027-06-10      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| SINGTEL GROUP TREASURY                                                     | SingTel Group Treasury Pte Ltd                                                   | CUSIP: 000000000<br>LEI: 2549002FQJ4364A54N70 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $182389.75    | 0.00%             | 2030-06-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                                     | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |    430000 | PA      | $413607.89    | 0.01%             | 2027-06-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CNPC GLOBAL CAPITAL                                                        | CNPC Global Capital Ltd                                                          | CUSIP: 000000000<br>LEI: 254900BS1UPERUNF4860 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $184009.16    | 0.00%             | 2030-06-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CLP POWER HK FINANCING                                                     | CLP Power Hong Kong Financing Ltd                                                | CUSIP: 000000000<br>LEI: 254900SBJOP9O3YV1271 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $184535.63    | 0.00%             | 2030-06-30      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Jordan Government International Bonds                                      | Jordan Government International Bonds                                            | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    400000 | PA      | $401887.08    | 0.01%             | 2030-07-07      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JGSH PHILIPPINES LTD                                                       | JGSH Philippines Ltd                                                             | CUSIP: 000000000<br>LEI: 984500C4564DDC8F1072 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $198093.18    | 0.00%             | 2030-07-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SHANGHAI PORT GROUP BV                                                     | Shanghai Port Group BVI Development 2 Co Ltd                                     | CUSIP: 000000000<br>LEI: 300300H5N2QPO1NZL057 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $186618.01    | 0.00%             | 2030-07-13      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                                                   | Tengizchevroil Finance Co International Ltd                                      | CUSIP: 000000000<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $185435.98    | 0.00%             | 2030-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MANILA WATER CO INC                                                        | Manila Water Co Inc                                                              | CUSIP: 000000000<br>LEI: 5493004SJIK0GOUIZM45 | Long             | DBT              | CORP              | PH        |    200000 | PA      | $198307.49    | 0.00%             | 2030-07-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STATE GRID OVERSEAS INV                                                    | State Grid Overseas Investment BVI Ltd                                           | CUSIP: 000000000<br>LEI: 3003006V8BHG5158QO96 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $362419.82    | 0.01%             | 2030-08-05      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                         | Leviathan Bond Ltd                                                               | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |    200000 | PA      | $204788.11    | 0.00%             | 2030-06-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                         | Leviathan Bond Ltd                                                               | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |    200000 | PA      | $201756.80    | 0.00%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CMB INTERNATIONAL LEASIN                                                   | CMB International Leasing Management Ltd                                         | CUSIP: 000000000<br>LEI: 5493003RO1EBM4E5IG13 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $187347.71    | 0.00%             | 2030-08-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bonds                                     | Ecuador Government International Bonds                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    300000 | PA      | $297689.94    | 0.01%             | 2030-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                        | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    200000 | PA      | $168513.29    | 0.00%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MTR CORP LTD                                                               | MTR Corp Ltd                                                                     | CUSIP: 000000000<br>LEI: 254900IH4U9NHH9AQM97 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $181106.93    | 0.00%             | 2030-08-19      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| AXIATA SPV2 BHD                                                            | Axiata SPV2 Bhd                                                                  | CUSIP: 000000000<br>LEI: 254900P49KQFQ10AF282 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $181142.63    | 0.00%             | 2030-08-19      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| GREAT WALL INTL V                                                          | China Great Wall International Holdings V Ltd                                    | CUSIP: 000000000<br>LEI: 254900N6H4J4MJJ8ZN67 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $182200.49    | 0.00%             | 2030-08-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NAN FUNG TREASURY LTD                                                      | Nan Fung Treasury Ltd                                                            | CUSIP: 000000000<br>LEI: 254900S3BMA32ATT9Q05 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $188485.72    | 0.00%             | 2030-08-27      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| DUBAI DOF SUKUK LTD                                                        | Dubai DOF Sukuk Ltd                                                              | CUSIP: 000000000<br>LEI: 549300FL2U4Z16IJI576 | Long             | DBT              | NUSS              | KY        |    200000 | PA      | $188227.28    | 0.00%             | 2030-09-09      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| CBB International Sukuk Programme Co. WLL                                  | CBB International Sukuk Programme Co. WLL                                        | CUSIP: 000000000<br>LEI: 5493006IRJ2IWXTNIM16 | Long             | DBT              | NUSS              | BH        |    400000 | PA      | $391946.19    | 0.01%             | 2027-09-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SAUDI ELEC GLB SUKUK                                                       | Saudi Electricity Global Sukuk Co 5                                              | CUSIP: 000000000<br>LEI: 549300WDKWTRF2HVF283 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $181874.71    | 0.00%             | 2030-09-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| NATIONAL CENTRAL COOLING                                                   | National Central Cooling Co PJSC                                                 | CUSIP: 000000000<br>LEI: 254900E7M1Y3DXGQ1283 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $193791.28    | 0.00%             | 2027-10-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                     | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    200000 | PA      | $180235.51    | 0.00%             | 2030-10-27      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                                        | Oman Government International Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    400000 | PA      | $415260.66    | 0.01%             | 2027-10-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                                     | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: 000000000<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    191587 | PA      | $187312.44    | 0.00%             | 2027-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Serbia International Bonds                                                 | Serbia International Bonds                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    400000 | PA      | $351571.45    | 0.01%             | 2030-12-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| AIRPORT AUTHORITY HK                                                       | Airport Authority                                                                | CUSIP: 000000000<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    400000 | PA      | $386052.81    | 0.01%             | 2028-03-08      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                                         | Morocco Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $192455.19    | 0.00%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DAE FUNDING LLC                                                            | DAE Funding LLC                                                                  | CUSIP: 000000000<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194622.64    | 0.00%             | 2028-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHINA CINDA 2020 I MNGMN                                                   | China Cinda 2020 I Management Ltd                                                | CUSIP: 000000000<br>LEI: 549300ZIBIB6Z9RSNU64 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $193805.35    | 0.00%             | 2028-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                                         | Bahrain Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    200000 | PA      | $195292.73    | 0.00%             | 2028-01-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                                                       | Fortune Star BVI Ltd                                                             | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $196593.18    | 0.00%             | 2027-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                    | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    230000 | PA      | $218066.62    | 0.00%             | 2028-02-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                                    | Energean Israel Finance Ltd                                                      | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    200000 | PA      | $197664.56    | 0.00%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BAPCO ENERGIES SUKUK LTD                                                   | Bapco Energies Sukuk Ltd                                                         | CUSIP: 000000000<br>LEI: 54930062R6OFRHBRAI29 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $198324.88    | 0.00%             | 2029-04-08      | Fixed         | 5.25%                 | 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      | $190820.47    | 0.00%             | 2028-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MEGLOBAL BV                                                                | MEGlobal BV                                                                      | CUSIP: 000000000<br>LEI: 549300WBVLU2FILR7W19 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $192217.79    | 0.00%             | 2028-04-28      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| OQ SAOC                                                                    | OQ SAOC                                                                          | CUSIP: 000000000<br>LEI: 549300YK417GKI6EQ392 | Long             | DBT              | CORP              | OM        |    200000 | PA      | $201379.69    | 0.00%             | 2028-05-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                                   | Abu Dhabi Government International Bonds                                         | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    600000 | PA      | $569446.72    | 0.01%             | 2028-06-02      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Oman Sovereign Sukuk Co.                                                   | Oman Sovereign Sukuk Co.                                                         | CUSIP: 000000000<br>LEI: 549300KM6RUZQLK8LU36 | Long             | DBT              | NUSS              | OM        |    400000 | PA      | $406608.20    | 0.01%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GEORGIAN RAILWAY JSC                                                       | Georgian Railway JSC                                                             | CUSIP: 000000000<br>LEI: 2138005UZV4ZT2B2ZO19 | Long             | DBT              | CORP              | GE        |    200000 | PA      | $190875.08    | 0.00%             | 2028-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANADOLU EFES BIR                                                           | Anadolu Efes Biracilik Ve Malt Sanayii AS                                        | CUSIP: 000000000<br>LEI: 7890006LGARYVIPOJX03 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $187122.56    | 0.00%             | 2028-06-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                                             | Eskom Holdings                                                                   | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    200000 | PA      | $198257.87    | 0.00%             | 2027-07-23      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                                     | Nigeria Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    400000 | PA      | $402789.95    | 0.01%             | 2028-09-28      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                                       | Egypt Government International Bonds                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $199783.52    | 0.00%             | 2027-09-30      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PT TOWER BERSAMA INFRAST                                                   | PT Tower Bersama Infrastructure Tbk                                              | CUSIP: 000000000<br>LEI: 213800ELUARKGNPAPY10 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $195847.42    | 0.00%             | 2027-05-02      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING ASIA                                                    | Prudential Funding Asia PLC                                                      | CUSIP: 000000000<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $385084.50    | 0.01%             | 2033-11-03      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                                                      | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |    540000 | PA      | $507749.09    | 0.01%             | 2028-10-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CBB International Sukuk Programme Co. WLL                                  | CBB International Sukuk Programme Co. WLL                                        | CUSIP: 000000000<br>LEI: 5493006IRJ2IWXTNIM16 | Long             | DBT              | NUSS              | BH        |    400000 | PA      | $377559.36    | 0.01%             | 2029-05-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                            | IHS Holding Ltd                                                                  | CUSIP: 000000000<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $198935.45    | 0.00%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SNB SUKUK LTD                                                              | SNB Sukuk Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300NDOY781U1WVO54 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $394101.38    | 0.01%             | 2027-01-19      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| CCTHK 2021 LTD                                                             | Ccthk 2021 Ltd                                                                   | CUSIP: 000000000<br>LEI: 254900862W7TXMZ9L981 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $196969.39    | 0.00%             | 2027-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHINA CONSTRUCTION BANK                                                    | China Construction Bank Corp                                                     | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | DBT              | CORP              | CN        |   1000000 | PA      | $987414.60    | 0.02%             | 2032-01-21      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| COCA-COLA ICECEK AS                                                        | Coca-Cola Icecek AS                                                              | CUSIP: 000000000<br>LEI: 789000WT80VVLUWJDK41 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $197441.77    | 0.00%             | 2029-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                                     | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    400000 | PA      | $394226.39    | 0.01%             | 2027-02-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SHINHAN CARD CO LTD                                                        | Shinhan Card Co Ltd                                                              | CUSIP: 000000000<br>LEI: 988400VPS0FMK2WR8F98 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $196678.57    | 0.00%             | 2027-01-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ICBCIL FINANCE CO LTD                                                      | ICBCIL Finance Co Ltd                                                            | CUSIP: 000000000<br>LEI: 549300ZCUURSNVTOEU07 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $197166.20    | 0.00%             | 2027-01-27      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Pakistan Global Sukuk Programme Co. Ltd.                                   | Pakistan Global Sukuk Programme Co. Ltd.                                         | CUSIP: 000000000<br>LEI: 213800X5OY6CVYNY1M70 | Long             | DBT              | NUSS              | PK        |    400000 | PA      | $414939.00    | 0.01%             | 2029-01-31      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| CHINA CINDA 2020 I MNGMN                                                   | China Cinda 2020 I Management Ltd                                                | CUSIP: 000000000<br>LEI: 549300ZIBIB6Z9RSNU64 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $396555.86    | 0.01%             | 2027-01-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DIB SUKUK LTD                                                              | DIB Sukuk Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300U3ZMUHC2JQLL56 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $394270.60    | 0.01%             | 2027-02-16      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BK/HK                                                    | China Development Bank/Hong Kong                                                 | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    200000 | PA      | $196391.54    | 0.00%             | 2027-02-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIC                                                                      | CITIC Ltd                                                                        | CUSIP: 000000000<br>LEI: 2549006I3Q3M98KHOT11 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $197557.36    | 0.00%             | 2027-02-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CHINALCO CAPITAL HOLDING                                                   | Chinalco Capital Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 5493003PX4GYVUD3CQ19 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $197670.69    | 0.00%             | 2027-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Hazine Mustesarligi Varlik Kiralama AS                                     | Hazine Mustesarligi Varlik Kiralama AS                                           | CUSIP: 000000000<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |   1000000 | PA      | $1030068.56   | 0.02%             | 2027-02-24      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUNNY EXPRESS                                                              | Sunny Express Enterprises Corp                                                   | CUSIP: 000000000<br>LEI: 254900RHBSC69QS5NZ68 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $197728.66    | 0.00%             | 2027-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                                     | Nigeria Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    400000 | PA      | $425032.20    | 0.01%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                                          | MDGH GMTN RSC Ltd                                                                | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $197246.53    | 0.00%             | 2027-03-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOUBYAN SUKUK LTD                                                          | Boubyan Sukuk Ltd                                                                | CUSIP: 000000000<br>LEI: 549300T2HAD9JJ1YV324 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $197763.96    | 0.00%             | 2027-03-29      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| ABU DHABI COMMERCIAL BNK                                                   | Abu Dhabi Commercial Bank PJSC                                                   | CUSIP: 000000000<br>LEI: 213800RWVKKIRX1AUH58 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $198450.65    | 0.00%             | 2027-03-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SHARJAH SUKUK PROGRAM                                                      | Sharjah Sukuk Program Ltd                                                        | CUSIP: 000000000<br>LEI: 549300N3BQ9P6RRMVV02 | Long             | DBT              | NUSS              | KY        |    200000 | PA      | $192139.22    | 0.00%             | 2030-04-04      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| STATE GRID EUROPE DEVELO                                                   | State Grid Europe Development 2014 PLC                                           | CUSIP: 000000000<br>LEI: 529900B2DHSUP1S0V619 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $397257.93    | 0.01%             | 2027-04-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF EAST ASIA LTD                                                      | Bank of East Asia Ltd/The                                                        | CUSIP: 000000000<br>LEI: CO6GC26LCGGRTUESIP55 | Long             | DBT              | CORP              | HK        |    250000 | PA      | $250031.49    | 0.01%             | 2032-04-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ISDB TRUST NO 2                                                            | Isdb Trust Services NO 2 SARL                                                    | CUSIP: 000000000<br>LEI: 222100S88XMYHA1E3547 | Long             | DBT              | NUSS              | LU        |    200000 | PA      | $198497.57    | 0.00%             | 2027-04-28      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                                     | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    400000 | PA      | $405694.91    | 0.01%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CMHI FINANCE BVI CO LTD                                                    | CMHI Finance BVI Co Ltd                                                          | CUSIP: 000000000<br>LEI: 549300KTVUL1BXLNPZ11 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $199969.19    | 0.00%             | 2027-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                    | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    505000 | PA      | $494012.99    | 0.01%             | 2029-05-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING                                                    | Oversea-Chinese Banking Corp Ltd                                                 | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |    400000 | PA      | $401504.80    | 0.01%             | 2032-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                                     | Hungary Government International Bonds                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    600000 | PA      | $610569.22    | 0.01%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHINA RAILWAY XUNJIE                                                       | China Railway Xunjie Co Ltd                                                      | CUSIP: 000000000<br>LEI: 300300YS8XX94W7OT806 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $199716.67    | 0.00%             | 2027-07-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                                                       | Bank Leumi Le-Israel BM                                                          | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |    200000 | PA      | $201329.74    | 0.00%             | 2027-07-27      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ABU DHABI COMMERCIAL BNK                                                   | Abu Dhabi Commercial Bank PJSC                                                   | CUSIP: 000000000<br>LEI: 213800RWVKKIRX1AUH58 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $201058.17    | 0.00%             | 2027-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co.                                                  | Gaci First Investment Co.                                                        | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $404334.11    | 0.01%             | 2027-10-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                                                   | First Abu Dhabi Bank PJSC                                                        | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $203385.19    | 0.00%             | 2027-10-13      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                                                     | Emirates NBD Bank PJSC                                                           | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $204978.38    | 0.00%             | 2027-10-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd.                                                             | KSA Sukuk Ltd.                                                                   | CUSIP: 000000000<br>LEI: 635400XBJFPNCGN9CK71 | Long             | DBT              | NUSS              | KY        |    800000 | PA      | $821545.90    | 0.02%             | 2028-10-25      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| BSF FINANCE                                                                | BSF Finance                                                                      | CUSIP: 000000000<br>LEI: 549300FJCGREO1P1UL36 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $203623.72    | 0.00%             | 2027-11-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DIB SUKUK LTD                                                              | DIB Sukuk Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300U3ZMUHC2JQLL56 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $204119.49    | 0.00%             | 2027-11-30      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                                     | Hungary Government International Bonds                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    800000 | PA      | $828862.08    | 0.02%             | 2028-05-22      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                                     | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    500000 | PA      | $520983.28    | 0.01%             | 2028-02-17      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FAB SUKUK COMPANY LTD                                                      | Fab Sukuk Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300JEV79SSEDKS489 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $201734.28    | 0.00%             | 2028-01-17      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                                       | Saudi Government International Bonds                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   1000000 | PA      | $1010118.39   | 0.02%             | 2028-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                                                   | First Abu Dhabi Bank PJSC                                                        | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $200861.09    | 0.00%             | 2028-04-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Serbia International Bonds                                                 | Serbia International Bonds                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    200000 | PA      | $207077.80    | 0.00%             | 2028-05-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ISRAEL DISCOUNT BANK                                                       | Israel Discount Bank Ltd                                                         | CUSIP: 000000000<br>LEI: 549300XWZ7BG5G23OF51 | Long             | DBT              | CORP              | IL        |    200000 | PA      | $201898.67    | 0.00%             | 2028-01-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TRANSNET/SOUTH AFRICA                                                      | Transnet/South Africa                                                            | CUSIP: 000000000<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |    400000 | PA      | $422084.84    | 0.01%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co.                                                  | Gaci First Investment Co.                                                        | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $402521.60    | 0.01%             | 2030-02-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OTP BANK NYRT                                                              | OTP Bank Nyrt                                                                    | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | DBT              | CORP              | HU        |    200000 | PA      | $212925.18    | 0.00%             | 2033-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DIB SUKUK LTD                                                              | DIB Sukuk Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300U3ZMUHC2JQLL56 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $404236.04    | 0.01%             | 2028-08-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SHANGHAI COMMERCIAL BANK                                                   | Shanghai Commercial Bank Ltd                                                     | CUSIP: 000000000<br>LEI: 549300DLWZLXC60CXS69 | Long             | DBT              | CORP              | HK        |    250000 | PA      | $257170.15    | 0.01%             | 2033-02-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KASIKORNBANK PCL HK                                                        | Kasikornbank PCL/Hong Kong                                                       | CUSIP: 000000000<br>LEI: 5493004COSQ54937AW41 | Long             | DBT              | CORP              | TH        |    200000 | PA      | $204796.67    | 0.00%             | 2028-03-07      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bonds                                     | Morocco Government International Bonds                                           | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    400000 | PA      | $410969.16    | 0.01%             | 2028-03-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHINA TAIPING INSURANCE                                                    | China Taiping Insurance Holdings Co Ltd                                          | CUSIP: 000000000<br>LEI: 529900C2G37NOIADYW07 | Long             | DBT              | CORP              | HK        |    800000 | PA      | $836150.73    | 0.02%             | 2028-03-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BOS FUNDING LTD                                                            | BOS Funding Ltd                                                                  | CUSIP: 000000000<br>LEI: 635400PTLHUGAMGH6I34 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $415583.18    | 0.01%             | 2028-03-14      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ISDB TRUST NO 2                                                            | Isdb Trust Services NO 2 SARL                                                    | CUSIP: 000000000<br>LEI: 222100S88XMYHA1E3547 | Long             | DBT              | NUSS              | LU        |   2300000 | PA      | $2334558.67   | 0.05%             | 2028-03-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AL RAJHI SUKUK LTD                                                         | Al Rajhi Sukuk Ltd                                                               | CUSIP: 000000000<br>LEI: 549300FHETHK3XGY8N60 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $402561.67    | 0.01%             | 2028-04-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KOREAREHABNRESOURCE                                                        | Korea Mine Rehabilitation & Mineral Resources Corp                               | CUSIP: 000000000<br>LEI: 988400H3GWWTNW7D1G09 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $205257.92    | 0.00%             | 2028-05-11      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Jordan Government International Bonds                                      | Jordan Government International Bonds                                            | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    400000 | PA      | $419527.00    | 0.01%             | 2029-01-13      | Fixed         | 7.50%                 | 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      | $201197.01    | 0.00%             | 2029-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Magyar Export-Import Bank Zrt                                              | Magyar Export-Import Bank Zrt                                                    | CUSIP: 000000000<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |    400000 | PA      | $410546.44    | 0.01%             | 2027-12-04      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                                              | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |    400000 | PA      | $400047.62    | 0.01%             | 2028-05-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BSF SUKUK CO LIMITED                                                       | BSF Sukuk Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 2549001XXO8PLKLMHF84 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $401880.04    | 0.01%             | 2028-05-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KHAZANAH GLOBAL SUKUK                                                      | Khazanah Global Sukuk Bhd                                                        | CUSIP: 000000000<br>LEI: 213800VIN16ILYRCKD86 | Long             | DBT              | CORP              | MY        |    400000 | PA      | $405482.82    | 0.01%             | 2028-06-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| MFB Magyar Fejlesztesi Bank Zrt                                            | MFB Magyar Fejlesztesi Bank Zrt                                                  | CUSIP: 000000000<br>LEI: 549300KCFVCFTUJZYT59 | Long             | DBT              | NUSS              | HU        |    400000 | PA      | $416107.38    | 0.01%             | 2028-06-29      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                                                   | First Abu Dhabi Bank PJSC                                                        | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $202988.79    | 0.00%             | 2028-06-06      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                                         | MVM Energetika Zrt                                                               | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |    200000 | PA      | $211441.15    | 0.00%             | 2028-06-09      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL BANK OF DUBAI                                                   | Commercial Bank of Dubai PSC                                                     | CUSIP: 000000000<br>LEI: 2138002DQL2YD4S8HE87 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $203685.02    | 0.00%             | 2028-06-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SOBHA SUKUK LTD                                                            | Sobha Sukuk Ltd                                                                  | CUSIP: 000000000<br>LEI: 5493000HMN2AOHV8GU08 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $209590.37    | 0.00%             | 2028-07-17      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DAR AL-ARKAN SUKUK CO LT                                                   | Dar Al-Arkan Sukuk Co Ltd                                                        | CUSIP: 000000000<br>LEI: 5493000UYHRBXEIYUQ69 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $208516.64    | 0.00%             | 2029-02-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHINA LIFE INSU OVERS/HK                                                   | China Life Insurance Overseas Co Ltd/Hong Kong                                   | CUSIP: 000000000<br>LEI: 254900GB3V5T9KMKQT53 | Long             | DBT              | CORP              | CN        |    600000 | PA      | $617347.01    | 0.01%             | 2033-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HONG KONG MORTGAGE CORP                                                    | Hong Kong Mortgage Corp Ltd/The                                                  | CUSIP: 000000000<br>LEI: 254900W04TBDJ4UBOS04 | Long             | DBT              | NUSS              | HK        |    200000 | PA      | $205109.53    | 0.00%             | 2028-09-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ABU DHABI COMMERCIAL BNK                                                   | Abu Dhabi Commercial Bank PJSC                                                   | CUSIP: 000000000<br>LEI: 213800RWVKKIRX1AUH58 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $206901.74    | 0.00%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TURKIYE VAKIFLAR BANKASI                                                   | Turkiye Vakiflar Bankasi TAO                                                     | CUSIP: 000000000<br>LEI: 789000KAIHOLSQKQ9858 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $217026.14    | 0.00%             | 2028-10-12      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| YAPI VE KREDI BANKASI AS                                                   | Yapi ve Kredi Bankasi AS                                                         | CUSIP: 000000000<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $219064.88    | 0.00%             | 2028-10-16      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ARCELIK AS                                                                 | Arcelik AS                                                                       | CUSIP: 000000000<br>LEI: 789000748KTQCUMJ0R25 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $211876.88    | 0.00%             | 2028-09-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                           | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $309167.32    | 0.01%             | 2028-09-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                                                   | First Abu Dhabi Bank PJSC                                                        | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |    400000 | PA      | $415260.24    | 0.01%             | 2034-04-04      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                                                     | Emirates NBD Bank PJSC                                                           | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $208751.52    | 0.00%             | 2028-10-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALPHA STAR HOLDING                                                         | Alpha Star Holding VIII Ltd                                                      | CUSIP: 000000000<br>LEI: 254900TMRVHA9YMIFC14 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $205968.23    | 0.00%             | 2027-04-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                                       | Republic of Uzbekistan International Bond                                        | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    200000 | PA      | $214164.60    | 0.00%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| Suci Second Investment Co.                                                 | Suci Second Investment Co.                                                       | CUSIP: 000000000<br>LEI: 558600VUMCHBIHACQF76 | Long             | DBT              | CORP              | KY        |    800000 | PA      | $832677.89    | 0.02%             | 2028-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TURK IHRACAT KR BK                                                         | Turkiye Ihracat Kredi Bankasi AS                                                 | CUSIP: 000000000<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $209287.49    | 0.00%             | 2027-01-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    400000 | PA      | $423223.21    | 0.01%             | 2028-10-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                   | Export-Import Bank of Korea                                                      | CUSIP: 000000000<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $404865.23    | 0.01%             | 2028-11-21      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| HAZINE MUSTESARLIGI VARL                                                   | Hazine Mustesarligi Varlik Kiralama AS                                           | CUSIP: 000000000<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |    800000 | PA      | $874817.73    | 0.02%             | 2029-01-14      | Fixed         | 8.51%                 | No            |                  2 | On Loan: No      |
| ADIB SUKUK II CO LTD                                                       | Adib Sukuk Co II Ltd                                                             | CUSIP: 000000000<br>LEI: 254900P61RF2TVOBAD72 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $206960.23    | 0.00%             | 2028-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MERSIN ULUSLARARASI LIMA                                                   | Mersin Uluslararasi Liman Isletmeciligi AS                                       | CUSIP: 000000000<br>LEI: 635400DAFN6NT43HM530 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $208345.16    | 0.00%             | 2028-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                            | State of Israel                                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $207421.20    | 0.00%             | 2027-11-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QIB SUKUK LTD                                                              | QIB Sukuk Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300XDP1VCBZLCP049 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $413455.39    | 0.01%             | 2028-11-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CHINA CITIC BANK INTL                                                      | China CITIC Bank International Ltd                                               | CUSIP: 000000000<br>LEI: 54930034UPFJV0NHXV95 | Long             | DBT              | CORP              | HK        |    250000 | PA      | $261417.36    | 0.01%             | 2033-12-05      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ISTANBUL METROPOLITAN MU                                                   | Istanbul Metropolitan Municipality                                               | CUSIP: 000000000<br>LEI: 213800T1VDQSNKA2MD76 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $219689.88    | 0.00%             | 2028-12-06      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| TC ZIRAAT BANKASI AS                                                       | TC Ziraat Bankasi AS                                                             | CUSIP: 000000000<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $212275.88    | 0.00%             | 2029-01-16      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FAB SUKUK COMPANY LTD                                                      | Fab Sukuk Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300JEV79SSEDKS489 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $203043.16    | 0.00%             | 2029-01-23      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                                       | Saudi Government International Bonds                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   1200000 | PA      | $1215489.30   | 0.03%             | 2030-01-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| YAPI VE KREDI BANKASI AS                                                   | Yapi ve Kredi Bankasi AS                                                         | CUSIP: 000000000<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |    400000 | PA      | $425079.44    | 0.01%             | 2034-01-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BOC AVIATION USA CORP                                                      | BOC Aviation USA Corp                                                            | CUSIP: 000000000<br>LEI: 254900QKLTY6MF4Y3P65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204631.14    | 0.00%             | 2029-01-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIZAL COMMERCIAL BANKING                                                   | Rizal Commercial Banking Corp                                                    | CUSIP: 000000000<br>LEI: CIKZWI6KV077KV2E2J69 | Long             | DBT              | CORP              | PH        |    200000 | PA      | $206308.42    | 0.00%             | 2029-01-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STATE BANK INDIA/LONDON                                                    | State Bank of India/London                                                       | CUSIP: 000000000<br>LEI: 5493001JZ37UBBZF6L49 | Long             | DBT              | CORP              | IN        |    400000 | PA      | $407322.66    | 0.01%             | 2029-01-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KFH SUKUK CO                                                               | KFH Sukuk Co                                                                     | CUSIP: 000000000<br>LEI: 5493008FLJYWGCMZDN21 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $202877.60    | 0.00%             | 2029-01-17      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| CICC HK FINANCE 2016 MTN                                                   | CICC Hong Kong Finance 2016 MTN Ltd                                              | CUSIP: 000000000<br>LEI: 529900N4NO8N9ILCZC31 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $200755.87    | 0.00%             | 2027-01-18      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| SATS TREASURY PTE LTD                                                      | Sats Treasury Pte Ltd                                                            | CUSIP: 000000000<br>LEI: 254900I8S3NS01XMTR57 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $203861.97    | 0.00%             | 2029-01-23      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| QIIB SENIOR ORYX LTD                                                       | QIIB Senior Oryx Ltd                                                             | CUSIP: 000000000<br>LEI: 549300A07UNNRZ2DVQ26 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $205072.10    | 0.00%             | 2029-01-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BSF SUKUK CO LIMITED                                                       | BSF Sukuk Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 2549001XXO8PLKLMHF84 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $202210.40    | 0.00%             | 2029-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MIRAE ASSET SECURITIES                                                     | Mirae Asset Securities Co Ltd                                                    | CUSIP: 000000000<br>LEI: 98840072S6T63E2V1291 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $202996.00    | 0.00%             | 2027-01-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MIRAE ASSET SECURITIES                                                     | Mirae Asset Securities Co Ltd                                                    | CUSIP: 000000000<br>LEI: 98840072S6T63E2V1291 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $208769.27    | 0.00%             | 2029-01-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                                                     | Emirates NBD Bank PJSC                                                           | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $203056.03    | 0.00%             | 2029-01-31      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co.                                                  | Gaci First Investment Co.                                                        | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $608754.92    | 0.01%             | 2029-01-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                                            | QNB Finance Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $405365.08    | 0.01%             | 2029-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                                     | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    630000 | PA      | $650027.97    | 0.01%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CAISSE DES DEPOTS ET CON                                                   | Caisse des Depots et Consignations                                               | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |    400000 | PA      | $401677.88    | 0.01%             | 2027-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JOY TRSR ASSETS HLD                                                        | Joy Treasure Assets Holdings Inc                                                 | CUSIP: 000000000<br>LEI: 2549002TXU15P8D3F498 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $201899.63    | 0.00%             | 2027-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                                        | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    240000 | PA      | $242350.46    | 0.01%             | 2028-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TURK IHRACAT KR BK                                                         | Turkiye Ihracat Kredi Bankasi AS                                                 | CUSIP: 000000000<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $209318.44    | 0.00%             | 2028-02-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                                                   | First Abu Dhabi Bank PJSC                                                        | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $202526.99    | 0.00%             | 2029-01-29      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                                   | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |    800000 | PA      | $805170.32    | 0.02%             | 2027-02-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SAUDI ELECTRICITY SUKUK                                                    | Saudi Electricity Sukuk Programme Co                                             | CUSIP: 000000000<br>LEI: 549300KZ4IZK3RMUO096 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $202563.25    | 0.00%             | 2029-02-13      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| HDFC BANK LTD                                                              | HDFC Bank Ltd                                                                    | CUSIP: 000000000<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $204620.56    | 0.00%             | 2029-02-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| TURKIYE VARLIK FONU                                                        | Turkiye Varlik Fonu Yonetimi AS                                                  | CUSIP: 000000000<br>LEI: 789000MAPAG7J8DI3112 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $214072.25    | 0.00%             | 2029-02-14      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ESIC SUKUK LTD                                                             | Esic Sukuk Ltd                                                                   | CUSIP: 000000000<br>LEI: 549300TSWFEC4DLPPH77 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $205393.12    | 0.00%             | 2029-02-14      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MAZOON ASSETS CO SAOC                                                      | Mazoon Assets Co SAOC                                                            | CUSIP: 000000000<br>LEI: 6354003TDIRN5Y6LJP91 | Long             | DBT              | CORP              | OM        |    200000 | PA      | $204419.71    | 0.00%             | 2029-02-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ICDPS SUKUK LTD                                                            | ICDPS Sukuk Ltd                                                                  | CUSIP: 000000000<br>LEI: 635400T787XTT4TIJZ59 | Long             | DBT              | NUSS              | KY        |    200000 | PA      | $203293.78    | 0.00%             | 2029-02-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SNB SUKUK LTD                                                              | SNB Sukuk Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300NDOY781U1WVO54 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $203849.61    | 0.00%             | 2029-02-27      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TURKIYE GARANTI BANKASI                                                    | Turkiye Garanti Bankasi AS                                                       | CUSIP: 000000000<br>LEI: 5493002XSS7K7RHN1V37 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $208039.43    | 0.00%             | 2034-02-28      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                                                   | First Abu Dhabi Bank PJSC                                                        | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $204841.23    | 0.00%             | 2029-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BINGHATTI SUKUK SPC LTD                                                    | Binghatti Sukuk SPC Ltd                                                          | CUSIP: 000000000<br>LEI: 254900Q5ANAJ5RI08U80 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $204632.31    | 0.00%             | 2027-02-28      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| DIB SUKUK LTD                                                              | DIB Sukuk Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300U3ZMUHC2JQLL56 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $204182.33    | 0.00%             | 2029-03-04      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                                              | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |    200000 | PA      | $201811.38    | 0.00%             | 2027-03-05      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                                   | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |    462000 | PA      | $466034.04    | 0.01%             | 2027-03-08      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN BANK & TRUS                                                   | Metropolitan Bank & Trust Co                                                     | CUSIP: 000000000<br>LEI: 549300SQYI82RVWFN715 | Long             | DBT              | CORP              | PH        |    200000 | PA      | $205828.54    | 0.00%             | 2029-03-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ARABIAN CTRS SUKUK III                                                     | Arabian Centres Sukuk III Ltd                                                    | CUSIP: 000000000<br>LEI: 254900BZVZFBSA5NA163 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $207765.49    | 0.00%             | 2029-03-06      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BONOS BANCO CENT ARGENT                                                    | Bonos Para La Reconstruccion De Una Argentina Libre                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |    460000 | PA      | $438540.88    | 0.01%             | 2027-10-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BONOS BANCO CENT ARGENT                                                    | Bonos Para La Reconstruccion De Una Argentina Libre                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |   1500000 | PA      | $1420611.03   | 0.03%             | 2027-10-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BONOS BANCO CENT ARGENT                                                    | Bonos Para La Reconstruccion De Una Argentina Libre                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |    320000 | PA      | $309258.52    | 0.01%             | 2027-10-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BONOS BANCO CENT ARGENT                                                    | Bonos Para La Reconstruccion De Una Argentina Libre                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |    320000 | PA      | $311144.60    | 0.01%             | 2027-10-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AL RAJHI SUKUK LTD                                                         | Al Rajhi Sukuk Ltd                                                               | CUSIP: 000000000<br>LEI: 549300FHETHK3XGY8N60 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $202874.90    | 0.00%             | 2029-03-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DOHA FINANCE LIMITED                                                       | Doha Finance Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300C2SXK7TLB4RX62 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $203311.43    | 0.00%             | 2029-03-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF PHILIPPINE ISLAN                                                   | Bank of the Philippine Islands                                                   | CUSIP: 000000000<br>LEI: 549300UW4UH6XT2X8C50 | Long             | DBT              | CORP              | PH        |    200000 | PA      | $206133.14    | 0.00%             | 2029-03-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                                            | QNB Finance Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $404904.52    | 0.01%             | 2029-04-02      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| CBQ FINANCE LTD                                                            | CBQ Finance Ltd                                                                  | CUSIP: 000000000<br>LEI: 213800FNEMX56U9OHK56 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $205717.62    | 0.00%             | 2029-03-28      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KOREAREHABNRESOURCE                                                        | Korea Mine Rehabilitation & Mineral Resources Corp                               | CUSIP: 000000000<br>LEI: 988400H3GWWTNW7D1G09 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $205317.20    | 0.00%             | 2029-05-08      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                                   | Development Bank of Kazakhstan JSC                                               | CUSIP: 000000000<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |    200000 | PA      | $202264.37    | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FAR EAST HORIZON LTD                                                       | Far East Horizon Ltd                                                             | CUSIP: 000000000<br>LEI: 549300S9XRGO1ZPUHE62 | Long             | DBT              | CORP              | HK        |    400000 | PA      | $408736.94    | 0.01%             | 2027-04-16      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CARD CO LTD                                                        | Hyundai Card Co Ltd                                                              | CUSIP: 000000000<br>LEI: 988400S1WSELQL3GVR75 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $208231.02    | 0.00%             | 2029-04-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                                    | SFIL SA                                                                          | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |    400000 | PA      | $405288.95    | 0.01%             | 2027-04-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD OTOMOTIV SANAYI AS                                                    | Ford Otomotiv Sanayi AS                                                          | CUSIP: 000000000<br>LEI: 7890006XJG6ZE2H34671 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $206624.30    | 0.00%             | 2029-04-25      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                                   | Abu Dhabi Government International Bonds                                         | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    600000 | PA      | $618461.26    | 0.01%             | 2029-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SISECAM UK PLC                                                             | Sisecam UK PLC                                                                   | CUSIP: 000000000<br>LEI: 789000T82YRLMLUOC889 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205846.97    | 0.00%             | 2029-05-02      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TC ZIRAAT BANKASI AS                                                       | TC Ziraat Bankasi AS                                                             | CUSIP: 000000000<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $211608.66    | 0.00%             | 2034-08-02      | Fixed         | 8.99%                 | No            |                  2 | On Loan: No      |
| KOREA OCEAN BUSINESS CO                                                    | Korea Ocean Business Corp                                                        | CUSIP: 000000000<br>LEI: 988400706OU5BSJ8ZG26 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $206407.42    | 0.00%             | 2029-05-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                                   | Abu Dhabi Developmental Holding Co. PJSC                                         | CUSIP: 000000000<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |    400000 | PA      | $413244.27    | 0.01%             | 2029-05-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK THAILND                                                   | Export Import Bank of Thailand                                                   | CUSIP: 000000000<br>LEI: 549300ITFBNFH0H6FK36 | Long             | DBT              | NUSS              | TH        |    200000 | PA      | $206617.02    | 0.00%             | 2029-05-16      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VESTEL ELEKTRONIK SANAYI                                                   | Vestel Elektronik Sanayi ve Ticaret AS                                           | CUSIP: 000000000<br>LEI: 789000X20ITI3ANQEL70 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $149489.04    | 0.00%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| SECURITY BANK CORP                                                         | Security Bank Corp                                                               | CUSIP: 000000000<br>LEI: 549300JSVDZIR2CPTP95 | Long             | DBT              | CORP              | PH        |    200000 | PA      | $207821.38    | 0.00%             | 2029-05-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ISDB TRUST NO 2                                                            | Isdb Trust Services NO 2 SARL                                                    | CUSIP: 000000000<br>LEI: 222100S88XMYHA1E3547 | Long             | DBT              | NUSS              | LU        |    600000 | PA      | $616887.91    | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING                                                    | Oversea-Chinese Banking Corp Ltd                                                 | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $206868.62    | 0.00%             | 2034-05-21      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| TRIDENT ENERGY FINANCE                                                     | Trident Energy Finance PLC                                                       | CUSIP: 000000000<br>LEI: 9845004ECK3FYO64I382 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $208098.45    | 0.00%             | 2029-11-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| TURK TELEKOMUNIKASYON AS                                                   | Turk Telekomunikasyon AS                                                         | CUSIP: 000000000<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $208039.50    | 0.00%             | 2029-05-20      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| QNB BANK AS                                                                | QNB Bank AS                                                                      | CUSIP: 000000000<br>LEI: 789000Q21SW842S9IJ58 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $210087.56    | 0.00%             | 2029-05-21      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| IND & COMM BK CHINA/HK                                                     | Industrial & Commercial Bank of China Ltd/Hong Kong                              | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $200209.17    | 0.00%             | 2027-05-23      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| CHINA CINDA 2020 I MNGMN                                                   | China Cinda 2020 I Management Ltd                                                | CUSIP: 000000000<br>LEI: 549300ZIBIB6Z9RSNU64 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $208714.98    | 0.00%             | 2029-05-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EI SUKUK CO LTD                                                            | EI Sukuk Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300IIDFP0RTSSG071 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $205357.18    | 0.00%             | 2029-05-28      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Qatar Government International Bonds                                       | Qatar Government International Bonds                                             | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $204058.92    | 0.00%             | 2029-05-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD                                                              | HTA Group Ltd/Mauritius                                                          | CUSIP: 000000000<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |    400000 | PA      | $412928.32    | 0.01%             | 2029-06-04      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COASTAL EMERALD LTD                                                        | Coastal Emerald Ltd                                                              | CUSIP: 000000000<br>LEI: 213800VJW5J633T5WS61 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $205727.32    | 0.00%             | 2027-05-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd.                                                             | KSA Sukuk Ltd.                                                                   | CUSIP: 000000000<br>LEI: 635400XBJFPNCGN9CK71 | Long             | DBT              | NUSS              | KY        |    600000 | PA      | $620216.03    | 0.01%             | 2030-06-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KSA SUKUK LTD                                                              | KSA Sukuk Ltd                                                                    | CUSIP: 000000000<br>LEI: 635400XBJFPNCGN9CK71 | Long             | DBT              | NUSS              | KY        |    200000 | PA      | $203060.89    | 0.00%             | 2027-06-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GULF INTERNATIONAL BANK                                                    | Gulf International Bank BSC                                                      | CUSIP: 000000000<br>LEI: 558600JW2XPMLG97TV14 | Long             | DBT              | CORP              | BH        |    200000 | PA      | $207426.56    | 0.00%             | 2029-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NBK SPC LTD                                                                | NBK SPC Ltd                                                                      | CUSIP: 000000000<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $206312.78    | 0.00%             | 2030-06-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KRAKATAU POSCO PT                                                          | Krakatau Posco PT                                                                | CUSIP: 000000000<br>LEI: 98450003F1F2D08D9C16 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $203493.68    | 0.00%             | 2027-06-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KRAKATAU POSCO PT                                                          | Krakatau Posco PT                                                                | CUSIP: 000000000<br>LEI: 98450003F1F2D08D9C16 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $206606.41    | 0.00%             | 2029-06-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JOY TRSR ASSETS HLD                                                        | Joy Treasure Assets Holdings Inc                                                 | CUSIP: 000000000<br>LEI: 2549002TXU15P8D3F498 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $416890.43    | 0.01%             | 2029-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK BAHRAIN & KUWAIT                                                      | BBK BSC                                                                          | CUSIP: 000000000<br>LEI: 549300MCPF5HTBF8ZR90 | Long             | DBT              | CORP              | BH        |    200000 | PA      | $205862.72    | 0.00%             | 2029-06-06      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHINA EVERBRIGHT BANK/HK                                                   | China Everbright Bank Co Ltd/Hong Kong                                           | CUSIP: 000000000<br>LEI: 549300WVNR4RWTGIV379 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $200112.35    | 0.00%             | 2027-05-14      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| CSCIF HONG KONG LTD                                                        | CSCIF Hong Kong Ltd                                                              | CUSIP: 000000000<br>LEI: 254900I8Y7Q0BV4W5W20 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $200189.73    | 0.00%             | 2027-05-31      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| NEDER FINANCIERINGS-MAAT                                                   | Nederlandse Financierings-Maatschappij voor Ontwikkelingslanden NV               | CUSIP: 000000000<br>LEI: XTC5E2QFTEF0435JWL77 | Long             | DBT              | NUSS              | NL        |    200000 | PA      | $204304.27    | 0.00%             | 2029-06-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TURKIYE IS BANKASI A.S                                                     | Turkiye Is Bankasi AS                                                            | CUSIP: 000000000<br>LEI: 789000FIRX9MDN0KTM91 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $210662.02    | 0.00%             | 2029-06-12      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BANK OF CHINA/SYDNEY                                                       | Bank of China Ltd/Sydney                                                         | CUSIP: 000000000<br>LEI: 25490064D4J0UOZ7XS89 | Long             | DBT              | CORP              | CN        |    400000 | PA      | $400371.98    | 0.01%             | 2027-06-14      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| ARADA SUKUK 2 LTD                                                          | Arada Sukuk 2 Ltd                                                                | CUSIP: 000000000<br>LEI: 254900QJ8SRKQPBY4V77 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $207118.20    | 0.00%             | 2029-06-24      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ZHONGYUAN ZHICHENG CO                                                      | Zhongyuan Zhicheng Co Ltd                                                        | CUSIP: 000000000<br>LEI: 300300EML582HGX8DB82 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $204188.64    | 0.00%             | 2027-06-20      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                     | Korea Development Bank/The                                                       | CUSIP: 000000000<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $202555.56    | 0.00%             | 2027-06-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF EAST ASIA LTD                                                      | Bank of East Asia Ltd/The                                                        | CUSIP: 000000000<br>LEI: CO6GC26LCGGRTUESIP55 | Long             | DBT              | CORP              | HK        |    250000 | PA      | $263615.21    | 0.01%             | 2034-06-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BOCOM LEASING MGMT                                                         | Bocom Leasing Management Hong Kong Co Ltd                                        | CUSIP: 000000000<br>LEI: 549300VK5E35PN5ZZX74 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $202296.94    | 0.00%             | 2027-06-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WUHAN URBAN CONSTRUCTION                                                   | Wuhan Urban Construction Group Co Ltd                                            | CUSIP: 000000000<br>LEI: 549300COGKUP1D5V6086 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $203448.49    | 0.00%             | 2027-06-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SUMITOMO CORP                                                              | Sumitomo Corp                                                                    | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $204807.04    | 0.00%             | 2029-07-03      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CN HUANENG GP HK TREASUR                                                   | China Huaneng Group Hong Kong Treasury Management Holding Ltd                    | CUSIP: 000000000<br>LEI: 254900S9905REJFRBF91 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $203414.83    | 0.00%             | 2027-07-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TURKIYE VAKIFLAR BANKASI                                                   | Turkiye Vakiflar Bankasi TAO                                                     | CUSIP: 000000000<br>LEI: 789000KAIHOLSQKQ9858 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $211581.15    | 0.00%             | 2034-10-05      | Fixed         | 8.99%                 | No            |                  2 | On Loan: No      |
| SNB FUNDING LTD                                                            | SNB Funding Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300PT73WJRNMAKE44 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $200999.24    | 0.00%             | 2029-07-11      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| MAGELLAN CAPITAL HOLD                                                      | Magellan Capital Holdings PLC                                                    | CUSIP: 000000000<br>LEI: 254900YN2K3DJ8B72Q22 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205271.99    | 0.00%             | 2029-07-08      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BOCOM LEASING MGMT                                                         | Bocom Leasing Management Hong Kong Co Ltd                                        | CUSIP: 000000000<br>LEI: 549300VK5E35PN5ZZX74 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $200349.30    | 0.00%             | 2027-06-26      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| YI BRIGHT INTL                                                             | YI Bright International Ltd                                                      | CUSIP: 000000000<br>LEI: 300300WJ3Y9W361V6456 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $204862.11    | 0.00%             | 2027-06-20      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| WARBA SUKUK LTD                                                            | Warba Sukuk Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300BY1IZV1E6BKJ60 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $205154.69    | 0.00%             | 2029-07-10      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                                                   | First Abu Dhabi Bank PJSC                                                        | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $206039.97    | 0.00%             | 2035-01-16      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                                                   | First Abu Dhabi Bank PJSC                                                        | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $202078.80    | 0.00%             | 2029-07-22      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| EREGLI DEMIR VE CELIK                                                      | Eregli Demir ve Celik Fabrikalari TAS                                            | CUSIP: 000000000<br>LEI: 789000VYQF5IDGG49908 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $211230.54    | 0.00%             | 2029-07-23      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CHINA CINDA 2020 I MNGMN                                                   | China Cinda 2020 I Management Ltd                                                | CUSIP: 000000000<br>LEI: 549300ZIBIB6Z9RSNU64 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $202856.84    | 0.00%             | 2027-07-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SMIC SG HOLDINGS PTE LTD                                                   | SMIC SG Holdings Pte Ltd                                                         | CUSIP: 000000000<br>LEI: 254900CQKQDZMZH3G563 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $205002.29    | 0.00%             | 2029-07-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NATL BK RAS AL KHMAH                                                       | National Bank of Ras Al-Khaimah PSC/The                                          | CUSIP: 000000000<br>LEI: 254900CDNPJRAT391Y16 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $205362.77    | 0.00%             | 2029-07-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LIMAK CIMENTO SANAYI                                                       | Limak Cimento Sanayi ve Ticaret AS                                               | CUSIP: 000000000<br>LEI: 789000EEUQIGHI88WH47 | Long             | DBT              | CORP              | TR        |    400000 | PA      | $407178.06    | 0.01%             | 2029-07-25      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ABU DHABI FUTURE ENERGY                                                    | Abu Dhabi Future Energy Co Pjsc Masdar                                           | CUSIP: 000000000<br>LEI: 213800BBECR1I9FTPZ70 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $203088.70    | 0.00%             | 2029-07-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ZHONGSHENG GROUP                                                           | Zhongsheng Group Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 3003005VYMEBAJNJ2Y26 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $403183.75    | 0.01%             | 2028-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| TAIZHOU URBAN CONST INV                                                    | Taizhou Urban Construction and Investment Development Group Co Ltd               | CUSIP: 000000000<br>LEI: 3003009757VFP4VML748 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $202023.16    | 0.00%             | 2027-07-11      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NANYANG COMMERCIAL BANK                                                    | Nanyang Commercial Bank Ltd                                                      | CUSIP: 000000000<br>LEI: SC4P6WZO702RYEIU7J93 | Long             | DBT              | CORP              | HK        |    250000 | PA      | $259204.60    | 0.01%             | 2034-08-06      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHINA CONSTRUCT BANK/HK                                                    | China Construction Bank Corp/Hong Kong                                           | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | DBT              | CORP              | CN        |    400000 | PA      | $400585.20    | 0.01%             | 2027-07-16      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| BK OF COMMUNICATIONS/HK                                                    | Bank of Communications Co Ltd/Hong Kong                                          | CUSIP: 000000000<br>LEI: 549300AX1UM10U30HK09 | Long             | DBT              | CORP              | CN        |    400000 | PA      | $400851.92    | 0.01%             | 2027-08-01      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| CHINALCO CAPITAL HOLDING                                                   | Chinalco Capital Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 5493003PX4GYVUD3CQ19 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $202795.03    | 0.00%             | 2028-02-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                   | Asian Infrastructure Investment Bank/The                                         | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    220000 | PA      | $220759.39    | 0.00%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOAR WISE LTD                                                              | Soar Wise Ltd                                                                    | CUSIP: 000000000<br>LEI: 2138001423MK8G3BNM68 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $398733.02    | 0.01%             | 2027-08-27      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CENTRAL INTL DVLPMNT BVI                                                   | Central International Development BVI Ltd                                        | CUSIP: 000000000<br>LEI: 655600LG6TIBTHAAMT06 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $201796.88    | 0.00%             | 2027-08-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                                   | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $200267.90    | 0.00%             | 2027-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FAR EAST HORIZON LTD                                                       | Far East Horizon Ltd                                                             | CUSIP: 000000000<br>LEI: 549300S9XRGO1ZPUHE62 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $203403.49    | 0.00%             | 2028-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KHAZANAH GLOBAL SUKUK                                                      | Khazanah Global Sukuk Bhd                                                        | CUSIP: 000000000<br>LEI: 213800VIN16ILYRCKD86 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $202402.99    | 0.00%             | 2029-09-05      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                                     | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    463117 | PA      | $359196.18    | 0.01%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL BANK/HK                                                         | Industrial Bank Co Ltd/Hong Kong                                                 | CUSIP: 000000000<br>LEI: 3003007Y03W5HH1MXR96 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $200060.69    | 0.00%             | 2027-08-14      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| ZHUJI DEVELOPMENT LTD                                                      | Zhuji Development Ltd                                                            | CUSIP: 000000000<br>LEI: 3003004LZJ550ZJ4CD15 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $201932.86    | 0.00%             | 2027-08-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| YAPI VE KREDI BANKASI AS                                                   | Yapi ve Kredi Bankasi AS                                                         | CUSIP: 000000000<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $207068.67    | 0.00%             | 2029-10-10      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ABU DHABI COMMERCIAL BNK                                                   | Abu Dhabi Commercial Bank PJSC                                                   | CUSIP: 000000000<br>LEI: 213800RWVKKIRX1AUH58 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $203000.00    | 0.00%             | 2035-03-10      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| SUCI SECOND INVEST CO                                                      | Suci Second Investment Co                                                        | CUSIP: 000000000<br>LEI: 558600VUMCHBIHACQF76 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $400760.40    | 0.01%             | 2027-09-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DIANJIAN HAIYU LTD                                                         | Dianjian Haiyu Ltd                                                               | CUSIP: 000000000<br>LEI: 30030053J86AJARAGD28 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $200684.94    | 0.00%             | 2027-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BOS FUNDING LTD                                                            | BOS Funding Ltd                                                                  | CUSIP: 000000000<br>LEI: 635400PTLHUGAMGH6I34 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $198851.57    | 0.00%             | 2029-09-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Adnoc Murban Rsc Ltd.                                                      | Adnoc Murban Rsc Ltd.                                                            | CUSIP: 000000000<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $200843.96    | 0.00%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SAN MIGUEL GLOBAL POWER                                                    | San Miguel Global Power Holdings Corp                                            | CUSIP: 000000000<br>LEI: 549300HBCE80QXKII590 | Long             | DBT              | CORP              | PH        |    200000 | PA      | $205748.94    | 0.00%             | 2029-06-12      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MITSUI & CO                                                                | Mitsui & Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $201109.38    | 0.00%             | 2029-09-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HONGKONG INTL QINGDAO                                                      | Hongkong International Qingdao Co Ltd                                            | CUSIP: 000000000<br>LEI: 549300SGT6G2H5JRJN32 | Long             | DBT              | CORP              | HK        |    800000 | PA      | $814574.36    | 0.02%             | 2027-09-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QIB SUKUK LTD                                                              | QIB Sukuk Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300XDP1VCBZLCP049 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $200988.60    | 0.00%             | 2029-09-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| SA GLOBAL SUKUK LTD                                                        | SA Global Sukuk Ltd                                                              | CUSIP: 000000000<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |    800000 | PA      | $795534.73    | 0.02%             | 2029-10-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TURKIYE VAKIFLAR BANKASI                                                   | Turkiye Vakiflar Bankasi TAO                                                     | CUSIP: 000000000<br>LEI: 789000KAIHOLSQKQ9858 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $204210.61    | 0.00%             | 2030-01-07      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                                       | Ghana Government International Bonds                                             | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    821450 | PA      | $804838.52    | 0.02%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF CHINA/SYDNEY                                                       | Bank of China Ltd/Sydney                                                         | CUSIP: 000000000<br>LEI: 25490064D4J0UOZ7XS89 | Long             | DBT              | CORP              | CN        |    400000 | PA      | $401252.57    | 0.01%             | 2027-09-30      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| BBG SUKUK LTD                                                              | BBG Sukuk Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300URWP4TDNWJXN62 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $200978.79    | 0.00%             | 2029-10-09      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL BANK OF DUBAI                                                   | Commercial Bank of Dubai PSC                                                     | CUSIP: 000000000<br>LEI: 2138002DQL2YD4S8HE87 | Long             | DBT              | CORP              | AE        |    400000 | PA      | $404953.64    | 0.01%             | 2029-10-10      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                                       | Ghana Government International Bonds                                             | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    124712 | PA      | $109026.02    | 0.00%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GDZ ELEKTRIK DAGITIM AS                                                    | GDZ Elektrik Dagitim AS                                                          | CUSIP: 000000000<br>LEI: 984500B63B5766038A64 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $199534.10    | 0.00%             | 2029-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ISDB TRUST NO 2                                                            | Isdb Trust Services NO 2 SARL                                                    | CUSIP: 000000000<br>LEI: 222100S88XMYHA1E3547 | Long             | DBT              | NUSS              | LU        |    400000 | PA      | $402301.62    | 0.01%             | 2029-10-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HONG KONG MORTGAGE CORP                                                    | Hong Kong Mortgage Corp Ltd/The                                                  | CUSIP: 000000000<br>LEI: 254900W04TBDJ4UBOS04 | Long             | DBT              | NUSS              | HK        |    200000 | PA      | $201020.84    | 0.00%             | 2027-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KOREA LAND & HOUSING COR                                                   | Korea Land & Housing Corp                                                        | CUSIP: 000000000<br>LEI: 9884009ZN0XE8VIPAC02 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $200874.24    | 0.00%             | 2027-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                                                      | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |    120000 | PA      | $120254.42    | 0.00%             | 2027-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TVF VARLIK KIRALAMA AS                                                     | TVF Varlik Kiralama AS                                                           | CUSIP: 000000000<br>LEI: 7890008K3XQXPH1NO713 | Long             | DBT              | CORP              | TR        |    400000 | PA      | $413077.23    | 0.01%             | 2030-01-23      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                                   | Development Bank of Kazakhstan JSC                                               | CUSIP: 000000000<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |    200000 | PA      | $205166.86    | 0.00%             | 2029-10-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ZORLU ENERJI ELEKTRIK                                                      | Zorlu Enerji Elektrik Uretim AS                                                  | CUSIP: 000000000<br>LEI: 7890005B5CSNL39OYO75 | Long             | DBT              | CORP              | TR        |    400000 | PA      | $372565.55    | 0.01%             | 2030-04-23      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| TELECOMMUNICATIONS CO TE                                                   | Telecommunications co Telekom Srbija AD Belgrade                                 | CUSIP: 000000000<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |    200000 | PA      | $200866.65    | 0.00%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IFFIM                                                                      | International Finance Facility for Immunisation Co                               | CUSIP: 000000000<br>LEI: 549300ILK2NRULX3HX87 | Long             | DBT              | NUSS              | GB        |    151000 | PA      | $151918.77    | 0.00%             | 2027-10-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GFH SENIOR SUKUK LTD                                                       | GFH Senior Sukuk Ltd                                                             | CUSIP: 000000000<br>LEI: 2549006KGP87C90JH464 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $202789.79    | 0.00%             | 2029-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ZZ TRANSPO DEVEL INV GRP                                                   | Zhengzhou Transportation Development Investment Group Co Ltd                     | CUSIP: 000000000<br>LEI: 3003002SY3HQ5YNSQQ10 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $200861.48    | 0.00%             | 2027-10-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of China                                                | Export-Import Bank of China                                                      | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    400000 | PA      | $400386.77    | 0.01%             | 2027-11-05      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| WUHAN METRO                                                                | Wuhan Metro Group Co Ltd                                                         | CUSIP: 000000000<br>LEI: 549300CGD0XKNKRS4R50 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $200574.77    | 0.00%             | 2027-10-22      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SEPCO VIRGIN LTD                                                           | Sepco Virgin Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300QPKCSVLNE57D29 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $201796.31    | 0.00%             | 2029-07-21      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WH FINANCIAL HOLDINGS                                                      | Wuhan Financial Holdings Group Co Ltd                                            | CUSIP: 000000000<br>LEI: 3003005XLJWUBV4K8S69 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $201135.71    | 0.00%             | 2027-11-05      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JINAN URB CONST INTL INV                                                   | Jinan Urban Construction International Investment Co Ltd                         | CUSIP: 000000000<br>LEI: 6556004HMETOJY08IH68 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $201164.48    | 0.00%             | 2027-11-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                                                       | Fortune Star BVI Ltd                                                             | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $412476.23    | 0.01%             | 2028-05-19      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ARAGVI FINANCE INTL                                                        | Aragvi Finance International DAC                                                 | CUSIP: 000000000<br>LEI: 635400VKAYT1VT6VBF50 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $202957.80    | 0.00%             | 2029-11-20      | Fixed         | 11.13%                | No            |                  2 | On Loan: No      |
| STATE BANK INDIA/LONDON                                                    | State Bank of India/London                                                       | CUSIP: 000000000<br>LEI: 5493001JZ37UBBZF6L49 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $205084.25    | 0.00%             | 2029-11-25      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                                                     | Emirates NBD Bank PJSC                                                           | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $205886.11    | 0.00%             | 2029-11-26      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| HAZINE MUSTESARLIGI VARL                                                   | Hazine Mustesarligi Varlik Kiralama AS                                           | CUSIP: 000000000<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |    600000 | PA      | $620791.78    | 0.01%             | 2030-04-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                                                      | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |     70000 | PA      | $70911.88     | 0.00%             | 2028-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TURKIYE GARANTI BANKASI                                                    | Turkiye Garanti Bankasi AS                                                       | CUSIP: 000000000<br>LEI: 5493002XSS7K7RHN1V37 | Long             | DBT              | CORP              | TR        |    400000 | PA      | $413521.20    | 0.01%             | 2035-01-03      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| SAN MIGUEL GLOBAL POWER                                                    | San Miguel Global Power Holdings Corp                                            | CUSIP: 000000000<br>LEI: 549300HBCE80QXKII590 | Long             | DBT              | CORP              | PH        |    200000 | PA      | $202489.05    | 0.00%             | 2029-12-02      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| HUZHOU CITY INV DEV GP                                                     | Huzhou City Investment Development Group Co Ltd                                  | CUSIP: 000000000<br>LEI: 300300F9FDCTGIGJG647 | Long             | DBT              | CORP              | CN        |    400000 | PA      | $401829.32    | 0.01%             | 2027-12-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bonds                                   | Sri Lanka Government International Bonds                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    303590 | PA      | $299095.45    | 0.01%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bonds                                   | Sri Lanka Government International Bonds                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    353738 | PA      | $344873.16    | 0.01%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                   | Saudi Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   1600000 | PA      | $1630049.47   | 0.03%             | 2028-01-13      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                                       | Saudi Government International Bonds                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    400000 | PA      | $415005.66    | 0.01%             | 2031-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KFH SUKUK CO                                                               | KFH Sukuk Co                                                                     | CUSIP: 000000000<br>LEI: 5493008FLJYWGCMZDN21 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $412244.75    | 0.01%             | 2030-01-14      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CLIFFORD CAP CREDIT SLN                                                    | Clifford Capital Credit Solutions Pte Ltd                                        | CUSIP: 000000000<br>LEI: 549300H4QHGSBXBALF78 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $205688.07    | 0.00%             | 2030-01-14      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| BOC AVIATION USA CORP                                                      | BOC Aviation USA Corp                                                            | CUSIP: 000000000<br>LEI: 254900QKLTY6MF4Y3P65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202474.47    | 0.00%             | 2028-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHOUZHOU INTL INV LTD                                                      | Chouzhou International Investment Ltd                                            | CUSIP: 000000000<br>LEI: 254900G02LJVPHKXDT91 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $202187.36    | 0.00%             | 2028-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FAB SUKUK COMPANY LTD                                                      | Fab Sukuk Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300JEV79SSEDKS489 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $412734.24    | 0.01%             | 2030-01-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                                                     | Emirates NBD Bank PJSC                                                           | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $201739.76    | 0.00%             | 2030-01-22      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                                   | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $205606.86    | 0.00%             | 2030-01-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CLP POWER HK FINANCE LTD                                                   | CLP Power HK Finance Ltd                                                         | CUSIP: 000000000<br>LEI: 254900V6QHCRGVD95V85 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $207993.98    | 0.00%             | 2030-04-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TATA CAPITAL LTD                                                           | Tata Capital Ltd                                                                 | CUSIP: 000000000<br>LEI: 335800TXSHN87ZZ57925 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $203954.28    | 0.00%             | 2028-07-21      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| BSF SUKUK CO LIMITED                                                       | BSF Sukuk Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 2549001XXO8PLKLMHF84 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $205008.87    | 0.00%             | 2030-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                                   | Azule Energy Finance Plc                                                         | CUSIP: 000000000<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $404226.06    | 0.01%             | 2030-01-23      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                                          | Ivanhoe Mines Ltd                                                                | CUSIP: 000000000<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $414720.65    | 0.01%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                                   | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |    204000 | PA      | $206955.99    | 0.00%             | 2028-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMET                                                   | Turkcell Iletisim Hizmetleri AS                                                  | CUSIP: 000000000<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $209792.56    | 0.00%             | 2030-01-24      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| OTP BANK NYRT                                                              | OTP Bank Nyrt                                                                    | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | DBT              | CORP              | HU        |    200000 | PA      | $210131.83    | 0.00%             | 2035-07-30      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| NEDER FINANCIERINGS-MAAT                                                   | Nederlandse Financierings-Maatschappij voor Ontwikkelingslanden NV               | CUSIP: 000000000<br>LEI: XTC5E2QFTEF0435JWL77 | Long             | DBT              | NUSS              | NL        |    200000 | PA      | $203266.03    | 0.00%             | 2028-04-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co.                                                  | Gaci First Investment Co.                                                        | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |    800000 | PA      | $820127.85    | 0.02%             | 2030-01-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TC ZIRAAT BANKASI AS                                                       | TC Ziraat Bankasi AS                                                             | CUSIP: 000000000<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $207280.23    | 0.00%             | 2030-02-04      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                                       | Egypt Government International Bonds                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    400000 | PA      | $435257.05    | 0.01%             | 2030-02-04      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                                                   | First Abu Dhabi Bank PJSC                                                        | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $201687.86    | 0.00%             | 2030-01-22      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| LIMAK YENILENEBILIR                                                        | Limak Yenilenebilir Enerji AS                                                    | CUSIP: 000000000<br>LEI: 789000WFO2FHRONHFN18 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $197698.26    | 0.00%             | 2030-08-12      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                                                          | Ma'aden Sukuk Ltd                                                                | CUSIP: 000000000<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $204903.71    | 0.00%             | 2030-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                                          | Gabon Government International Bond                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |    200000 | PA      | $187702.51    | 0.00%             | 2029-02-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| SAUDI ELECTRICITY SUKUK                                                    | Saudi Electricity Sukuk Programme Co                                             | CUSIP: 000000000<br>LEI: 549300KZ4IZK3RMUO096 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $613804.73    | 0.01%             | 2030-02-18      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| GREENTOWN CHINA HLDGS                                                      | Greentown China Holdings Ltd                                                     | CUSIP: 000000000<br>LEI: 529900BLBC6YDNWS8530 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $204159.35    | 0.00%             | 2028-02-24      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| HUBEI UNITED DEVELOPMENT                                                   | Hubei United Development Investment Group Co Ltd                                 | CUSIP: 000000000<br>LEI: 300300NR738Z7T0XUC55 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $201972.81    | 0.00%             | 2028-02-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HPHT FINANCE 25 LTD                                                        | HPHT Finance 25 Ltd                                                              | CUSIP: 000000000<br>LEI: 391200WO1HJV9NKDQI47 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $202961.36    | 0.00%             | 2030-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                                            | QNB Finance Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $201615.75    | 0.00%             | 2030-03-04      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| ALPHA STAR HO IX LTD                                                       | Alpha Star Holding IX Ltd                                                        | CUSIP: 000000000<br>LEI: 254900IL2SBV9ANGBE89 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $204712.61    | 0.00%             | 2028-08-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MIRAE ASSET SECURITIES                                                     | Mirae Asset Securities Co Ltd                                                    | CUSIP: 000000000<br>LEI: 98840072S6T63E2V1291 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $203615.28    | 0.00%             | 2028-03-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SIB SUKUK CO III LTD                                                       | SIB Sukuk Co III Ltd                                                             | CUSIP: 000000000<br>LEI: 549300VEBV0EQP2FCP08 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $203691.49    | 0.00%             | 2030-02-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ARAB ENERGY FUND                                                           | Arab Energy Fund /The                                                            | CUSIP: 000000000<br>LEI: 213800A54KIUYH5YD185 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $204499.71    | 0.00%             | 2030-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                                   | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |    400000 | PA      | $407761.91    | 0.01%             | 2030-02-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SRC SUKU LTD                                                               | SRC Sukuk Ltd                                                                    | CUSIP: 000000000<br>LEI: 254900F2OG3526JLAV10 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $404235.15    | 0.01%             | 2028-02-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                                             | Qatar Government International Bond                                              | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $202461.85    | 0.00%             | 2028-02-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AKBANK TAS                                                                 | Akbank TAS                                                                       | CUSIP: 000000000<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $204976.46    | 0.00%             | 2035-09-04      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BANK OF CHINA/SYDNEY                                                       | Bank of China Ltd/Sydney                                                         | CUSIP: 000000000<br>LEI: 25490064D4J0UOZ7XS89 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $200328.82    | 0.00%             | 2028-03-04      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| DOHA FINANCE LIMITED                                                       | Doha Finance Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300C2SXK7TLB4RX62 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $203548.71    | 0.00%             | 2030-03-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL CENTRAL COOLING                                                   | National Central Cooling Co PJSC                                                 | CUSIP: 000000000<br>LEI: 254900E7M1Y3DXGQ1283 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $204739.65    | 0.00%             | 2030-03-05      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                                                      | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |    170000 | PA      | $174690.48    | 0.00%             | 2030-02-13      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BOCOM LEASING MGMT                                                         | Bocom Leasing Management Hong Kong Co Ltd                                        | CUSIP: 000000000<br>LEI: 549300VK5E35PN5ZZX74 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $200711.93    | 0.00%             | 2030-03-07      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| ELECT GLOBAL INV LTD                                                       | Elect Global Investments Ltd                                                     | CUSIP: 000000000<br>LEI: 254900MGJD77N8VPNK65 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $211417.62    | 0.00%             | 2030-09-11      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| KNOWLEDGE CITY INV GROUP                                                   | Knowledge City Guangzhou Investment Group Co Ltd                                 | CUSIP: 000000000<br>LEI: 836800EORCQ98V2FUW69 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $203758.90    | 0.00%             | 2028-03-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SEPLAT ENERGY PLC                                                          | SEPLAT Energy PLC                                                                | CUSIP: 000000000<br>LEI: 029200711C4S4CB2E982 | Long             | DBT              | CORP              | NG        |    200000 | PA      | $209692.76    | 0.00%             | 2030-03-21      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| BK OF CHINA/PANAMA                                                         | Bank of China Ltd/Panama                                                         | CUSIP: 000000000<br>LEI: 984500BDB0DE6F1AF647 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $200327.27    | 0.00%             | 2028-03-19      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| BANK MANDIRI PT                                                            | Bank Mandiri Persero Tbk PT                                                      | CUSIP: 000000000<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $202223.05    | 0.00%             | 2028-03-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| EI SUKUK CO LTD                                                            | EI Sukuk Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300IIDFP0RTSSG071 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $203616.36    | 0.00%             | 2030-03-25      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| ABQ FINANCE                                                                | ABQ Finance Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300EKNBMBS9DNYE37 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $203205.80    | 0.00%             | 2030-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KASPI.KZ JSC                                                               | JSC Kaspi.kz                                                                     | CUSIP: 000000000<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |    400000 | PA      | $410862.07    | 0.01%             | 2030-03-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF CHINA/LUXEMBOURG                                                   | Bank of China Ltd/Luxembourg                                                     | CUSIP: 000000000<br>LEI: 529900JQUPIQW0D5RA73 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $200412.44    | 0.00%             | 2028-03-24      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| SOAR WISE LTD                                                              | Soar Wise Ltd                                                                    | CUSIP: 000000000<br>LEI: 2138001423MK8G3BNM68 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $196338.26    | 0.00%             | 2030-03-28      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| MTR CORP LTD                                                               | MTR Corp Ltd                                                                     | CUSIP: 000000000<br>LEI: 254900IH4U9NHH9AQM97 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $203441.84    | 0.00%             | 2030-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NEW DEVELOPM BANK BRICS                                                    | New Development Bank/The                                                         | CUSIP: 000000000<br>LEI: 254900VPI91W77OOUM06 | Long             | DBT              | NUSS              | XX        |    350000 | PA      | $353347.11    | 0.01%             | 2028-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CENTRAL PLAZA DEV LTD                                                      | Central Plaza Development Ltd                                                    | CUSIP: 000000000<br>LEI: 254900HLDKFNM2WUVJ54 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $198705.28    | 0.00%             | 2029-04-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| BANK OF PHILIPPINE ISLAN                                                   | Bank of the Philippine Islands                                                   | CUSIP: 000000000<br>LEI: 549300UW4UH6XT2X8C50 | Long             | DBT              | CORP              | PH        |    200000 | PA      | $205305.07    | 0.00%             | 2030-04-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                                   | Development Bank of Kazakhstan JSC                                               | CUSIP: 000000000<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |    200000 | PA      | $206913.81    | 0.00%             | 2030-04-07      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                                   | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $502116.58    | 0.01%             | 2030-04-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANCO VOTORANTIM SA/LUX                                                    | Banco Votorantim SA/Luxembourg                                                   | CUSIP: 000000000<br>LEI: X2EUTZGMHS8RBQFIUS93 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $203427.80    | 0.00%             | 2028-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MASHREQ AL ISLAMI SUKUK                                                    | Mashreq AL Islami Sukuk Co Ltd                                                   | CUSIP: 000000000<br>LEI: 254900AIOT8L0TZT5O08 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $204016.91    | 0.00%             | 2030-04-22      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| CHINA GREATWALL VI                                                         | China Great Wall International Holdings VI Ltd                                   | CUSIP: 000000000<br>LEI: 2549002WXX0AM0J4J905 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $203825.71    | 0.00%             | 2028-04-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AGRICULTURAL BK CHINA/HK                                                   | Agricultural Bank of China Ltd/Hong Kong                                         | CUSIP: 000000000<br>LEI: 549300E7TSGLCOVSY746 | Long             | DBT              | CORP              | CN        |    400000 | PA      | $400860.62    | 0.01%             | 2028-04-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| AJMAN SENIOR SUKUK LTD                                                     | Ajman Senior Sukuk Ltd                                                           | CUSIP: 000000000<br>LEI: 2549009WM9EBCS9SB022 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $201244.82    | 0.00%             | 2030-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                   | OCP SA                                                                           | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    200000 | PA      | $207961.58    | 0.00%             | 2030-04-30      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| COASTAL EMERALD LTD                                                        | Coastal Emerald Ltd                                                              | CUSIP: 000000000<br>LEI: 213800VJW5J633T5WS61 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $201143.20    | 0.00%             | 2028-04-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| XIANJIN INDUSTRY INVEST                                                    | Xianjin Industry Investment Co Ltd                                               | CUSIP: 000000000<br>LEI: 3003003UVHQHWH2CHD39 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $200848.23    | 0.00%             | 2028-04-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OMNIYAT SUKUK 1 LTD                                                        | Omniyat Sukuk 1 Ltd                                                              | CUSIP: 000000000<br>LEI: 254900RFKE3XFTFFLM58 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $205755.73    | 0.00%             | 2028-05-06      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TONGYANGLIFEINSURANCECO                                                    | Tongyang Life Insurance Co Ltd                                                   | CUSIP: 000000000<br>LEI: 9884007L6E9UAWKGCX42 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $207825.65    | 0.00%             | 2035-05-07      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAITEREK NATIONAL MANAGI                                                   | Baiterek National Managing Holding JSC                                           | CUSIP: 000000000<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |    200000 | PA      | $203566.52    | 0.00%             | 2028-05-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENT HO                                                   | Abu Dhabi Developmental Holding Co PJSC                                          | CUSIP: 000000000<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $200604.06    | 0.00%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KOREA OCEAN BUSINESS CO                                                    | Korea Ocean Business Corp                                                        | CUSIP: 000000000<br>LEI: 988400706OU5BSJ8ZG26 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $202935.24    | 0.00%             | 2030-05-09      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ST ENGINEERING RHQ LTD                                                     | ST Engineering RHQ Ltd                                                           | CUSIP: 000000000<br>LEI: 25490014OV6DNV4XHI25 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201130.48    | 0.00%             | 2030-05-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UZBEKNEFTEGAZ                                                              | Uzbekneftegaz JSC                                                                | CUSIP: 000000000<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | CORP              | UZ        |    400000 | PA      | $432219.63    | 0.01%             | 2030-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| AL RAJHI SUKUK LTD                                                         | Al Rajhi Sukuk Ltd                                                               | CUSIP: 000000000<br>LEI: 549300FHETHK3XGY8N60 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $202021.05    | 0.00%             | 2030-05-19      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                                   | Navoi Mining & Metallurgical Combinat                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |    200000 | PA      | $210319.37    | 0.00%             | 2030-05-14      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOBHA SUKUK LTD                                                            | Sobha Sukuk Ltd                                                                  | CUSIP: 000000000<br>LEI: 5493000HMN2AOHV8GU08 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $206115.87    | 0.00%             | 2029-02-19      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ABU DHABI FUTURE ENERGY                                                    | Abu Dhabi Future Energy Co Pjsc Masdar                                           | CUSIP: 000000000<br>LEI: 213800BBECR1I9FTPZ70 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $202513.90    | 0.00%             | 2030-05-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                                                   | First Abu Dhabi Bank PJSC                                                        | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $201546.48    | 0.00%             | 2030-05-27      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| CDBL FUNDING 1                                                             | CDBL Funding 1                                                                   | CUSIP: 000000000<br>LEI: 254900PLOF8VWTAH3F83 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $203284.26    | 0.00%             | 2030-05-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KOREA LAND & HOUSING COR                                                   | Korea Land & Housing Corp                                                        | CUSIP: 000000000<br>LEI: 9884009ZN0XE8VIPAC02 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $200651.53    | 0.00%             | 2027-05-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MAR FINANCE LLC                                                            | MAR Finance LLC                                                                  | CUSIP: 000000000<br>LEI: 2763L3SGOM896H5KD452 | Long             | DBT              | CORP              | QA        |    200000 | PA      | $203741.98    | 0.00%             | 2030-05-29      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KYRGYZ REP INTL BOND                                                       | Kyrgyz Republic International Bond                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KG        |    200000 | PA      | $207674.54    | 0.00%             | 2030-06-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                       | Saudi Arabian Oil Co                                                             | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    600000 | PA      | $606852.02    | 0.01%             | 2030-06-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| YONGDA INVESTMENT LTD                                                      | Yongda Investment Ltd                                                            | CUSIP: 000000000<br>LEI: 300300Y6LHOS618ULI27 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $201748.55    | 0.00%             | 2028-06-03      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ABU DHABI COMMERCIAL BNK                                                   | Abu Dhabi Commercial Bank PJSC                                                   | CUSIP: 000000000<br>LEI: 213800RWVKKIRX1AUH58 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $201021.09    | 0.00%             | 2030-06-10      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| BOUBYAN SUKUK LTD                                                          | Boubyan Sukuk Ltd                                                                | CUSIP: 000000000<br>LEI: 549300T2HAD9JJ1YV324 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $203880.11    | 0.00%             | 2030-06-04      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| IND & COMM BK CHINA/HK                                                     | Industrial & Commercial Bank of China Ltd/Hong Kong                              | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | DBT              | CORP              | CN        |    400000 | PA      | $400893.04    | 0.01%             | 2028-05-21      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| CHINA CONSTRUCT BANK/HK                                                    | China Construction Bank Corp/Hong Kong                                           | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | DBT              | CORP              | CN        |    400000 | PA      | $401158.84    | 0.01%             | 2028-05-28      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| SDG FINANCE LTD                                                            | SDG Finance Ltd                                                                  | CUSIP: 000000000<br>LEI: 254900GR3D4V12XN1M61 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $201119.55    | 0.00%             | 2028-05-21      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| QIB SUKUK LTD                                                              | QIB Sukuk Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300XDP1VCBZLCP049 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $203100.11    | 0.00%             | 2030-06-12      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MTR CORP CI LTD                                                            | MTR Corp CI Ltd                                                                  | CUSIP: 000000000<br>LEI: 254900SEVE6JAZLGDW04 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $406987.90    | 0.01%             | 2030-09-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                    | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    400000 | PA      | $409209.42    | 0.01%             | 2030-09-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SNB FUNDING LTD                                                            | SNB Funding Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300PT73WJRNMAKE44 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $409597.24    | 0.01%             | 2035-06-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HENGJIAN INTL INVT LTD                                                     | Hengjian International Investment Ltd                                            | CUSIP: 000000000<br>LEI: 3003009ZQDYGEQ6JXB25 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $201159.53    | 0.00%             | 2028-06-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HAZINE MUSTESARLIGI VARL                                                   | Hazine Mustesarligi Varlik Kiralama AS                                           | CUSIP: 000000000<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |    800000 | PA      | $835293.10    | 0.02%             | 2030-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                     | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    200000 | PA      | $199769.31    | 0.00%             | 2028-07-02      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| DAR AL-ARKAN SUKUK CO LT                                                   | Dar Al-Arkan Sukuk Co Ltd                                                        | CUSIP: 000000000<br>LEI: 5493000UYHRBXEIYUQ69 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $204199.96    | 0.00%             | 2030-07-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AXIAN TELE HOLD PLC                                                        | Axian Telecom Holding & Management PLC                                           | CUSIP: 000000000<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $202386.21    | 0.00%             | 2030-07-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TURKIYE VAKIFLAR BANKASI                                                   | Turkiye Vakiflar Bankasi TAO                                                     | CUSIP: 000000000<br>LEI: 789000KAIHOLSQKQ9858 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $206075.33    | 0.00%             | 2030-07-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HIKMA FINANCE USA LLC                                                      | Hikma Finance USA LLC                                                            | CUSIP: 000000000<br>LEI: 213800BU7YH2WTM1QL87 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200637.66    | 0.00%             | 2030-07-08      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NH INVESTMENT & SECS                                                       | NH Investment & Securities Co Ltd                                                | CUSIP: 000000000<br>LEI: 549300LQ6NXDW1B8NT42 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $201723.03    | 0.00%             | 2030-07-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHINA MODERN DAIRY HOLDI                                                   | China Modern Dairy Holdings Ltd                                                  | CUSIP: 000000000<br>LEI: 549300TAELI2JXTKK009 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $199273.13    | 0.00%             | 2030-07-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RIYAD SUKUK                                                                | Riyad Sukuk Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300P8GI2KKEMZUH97 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $406377.21    | 0.01%             | 2035-07-14      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| ALINMA SUKUK LTD                                                           | Alinma Sukuk Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300UOBOJVBACQKT03 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $202647.13    | 0.00%             | 2030-07-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                    | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    600000 | PA      | $618725.24    | 0.01%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KOREA HYDRO & NUCLEAR PO                                                   | Korea Hydro & Nuclear Power Co Ltd                                               | CUSIP: 000000000<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $201014.34    | 0.00%             | 2030-07-30      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| SAN MIGUEL GLOBAL POWER                                                    | San Miguel Global Power Holdings Corp                                            | CUSIP: 000000000<br>LEI: 549300HBCE80QXKII590 | Long             | DBT              | CORP              | PH        |    200000 | PA      | $207716.68    | 0.00%             | 2030-04-24      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                                            | QNB Finance Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $402587.49    | 0.01%             | 2030-07-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ZHANGZHOU JIULONGJIANG                                                     | Zhangzhou Jiulongjiang Group Co Ltd                                              | CUSIP: 000000000<br>LEI: 30030040TUNWHOUW2348 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $200578.39    | 0.00%             | 2028-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BINGHATTI SUKUK 2 SPV                                                      | Binghatti Sukuk 2 Spv Ltd                                                        | CUSIP: 000000000<br>LEI: 25490089SSHENI4Z8Y98 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $201692.49    | 0.00%             | 2030-08-07      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| BSF FINANCE                                                                | BSF Finance                                                                      | CUSIP: 000000000<br>LEI: 549300FJCGREO1P1UL36 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $398649.48    | 0.01%             | 2035-09-03      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| SAUDI AWWAL BANK                                                           | Saudi Awwal Bank                                                                 | CUSIP: 000000000<br>LEI: 558600TQS0WENZUC5190 | Long             | DBT              | CORP              | SA        |    400000 | PA      | $404074.91    | 0.01%             | 2035-09-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                                                   | First Abu Dhabi Bank PJSC                                                        | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $200708.06    | 0.00%             | 2030-09-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STATE BANK INDIA/LONDON                                                    | State Bank of India/London                                                       | CUSIP: 000000000<br>LEI: 5493001JZ37UBBZF6L49 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $199995.64    | 0.00%             | 2030-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KSA IJARAH SUKUK LTD                                                       | KSA Ijarah Sukuk Ltd                                                             | CUSIP: 000000000<br>LEI: 558600OCHJOSSXHWLV71 | Long             | DBT              | NUSS              | KY        |    800000 | PA      | $795251.07    | 0.02%             | 2030-09-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CBQ FINANCE LTD                                                            | CBQ Finance Ltd                                                                  | CUSIP: 000000000<br>LEI: 213800FNEMX56U9OHK56 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $200007.24    | 0.00%             | 2030-09-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SOBHA SUKUK I HOLDING                                                      | Sobha Sukuk I Holding Ltd                                                        | CUSIP: 000000000<br>LEI: 254900VZENPT8NAXW686 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $202229.95    | 0.00%             | 2030-09-11      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| SA GLOBAL SUKUK LTD                                                        | SA Global Sukuk Ltd                                                              | CUSIP: 000000000<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $589877.59    | 0.01%             | 2030-09-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CCB SHIPPING AND AVIATIO                                                   | CCB Shipping and Aviation Leasing Corp Ltd                                       | CUSIP: 000000000<br>LEI: 836800V637O21R4LHK69 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $200338.49    | 0.00%             | 2028-09-17      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| ALMARAI SUKUK LTD                                                          | Almarai Sukuk Ltd                                                                | CUSIP: 000000000<br>LEI: 549300R2WJK99D0C8819 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $197213.53    | 0.00%             | 2030-09-24      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TURK IHRACAT KR BK                                                         | Turkiye Ihracat Kredi Bankasi AS                                                 | CUSIP: 000000000<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $200431.22    | 0.00%             | 2030-10-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CLIFFORD CAPITAL HOLDING                                                   | Clifford Capital Holdings Pte Ltd                                                | CUSIP: 000000000<br>LEI: 2138003NOUFY9X88KE03 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $199930.52    | 0.00%             | 2028-09-30      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| AYDEM YENILENEBILIR ENER                                                   | Aydem Yenilenebilir Enerji AS                                                    | CUSIP: 000000000<br>LEI: 9845009C50EDA74OA532 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $200528.89    | 0.00%             | 2030-09-30      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| BANK MUSCAT SAOG                                                           | Bank Muscat SAOG                                                                 | CUSIP: 000000000<br>LEI: 549300HC6W6OEXV7SY67 | Long             | DBT              | CORP              | OM        |    200000 | PA      | $199583.68    | 0.00%             | 2030-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BAITEREK NATIONAL MANAGI                                                   | Baiterek National Managing Holding JSC                                           | CUSIP: 000000000<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |    200000 | PA      | $199287.93    | 0.00%             | 2030-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SRC SUKUK LTD                                                              | SRC Sukuk Ltd                                                                    | CUSIP: 000000000<br>LEI: 254900F2OG3526JLAV10 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $399036.56    | 0.01%             | 2029-04-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                                                       | Abu Dhabi Government International Bond                                          | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $198787.41    | 0.00%             | 2028-10-02      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KUWAIT INTL BOND                                                           | Kuwait International Government Bond                                             | CUSIP: 000000000<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |   1000000 | PA      | $992555.94    | 0.02%             | 2030-10-09      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| CHN CONSTRUCT BK/LONDON                                                    | China Construction Bank Corp/London                                              | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $200396.40    | 0.00%             | 2028-09-11      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| CHN CONSTRUCT BK/LONDON                                                    | China Construction Bank Corp/London                                              | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $200677.18    | 0.00%             | 2030-09-11      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| EGYPT TASKEEK CO                                                           | Egyptian Financial Co for Sovereign Taskeek/The                                  | CUSIP: 000000000<br>LEI: 894500CX5LI3HIC87H85 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $202823.61    | 0.00%             | 2029-04-07      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KUWAIT INTL BOND                                                           | Kuwait International Government Bond                                             | CUSIP: 000000000<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |    800000 | PA      | $798429.45    | 0.02%             | 2028-10-09      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| SHANGYU ST INV OPE                                                         | Shaoxing Shangyu State-owned Capital Investment Operation Co Ltd                 | CUSIP: 000000000<br>LEI: 3003009489P0SMPRDL57 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $200248.61    | 0.00%             | 2028-09-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BONOS BANCO CENT ARGENT                                                    | Bonos Para La Reconstruccion De Una Argentina Libre                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |    266667 | PA      | $226758.34    | 0.00%             | 2028-10-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                         | Angolan Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    200000 | PA      | $201827.30    | 0.00%             | 2031-01-15      | Fixed         | 9.24%                 | No            |                  2 | On Loan: No      |
| DAE SUKUK DIFC LTD                                                         | DAE Sukuk Difc Ltd                                                               | CUSIP: 000000000<br>LEI: 635400AMGMPG1J5EQD94 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $197255.28    | 0.00%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                                     | Kazakhstan Government International Bond                                         | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    400000 | PA      | $395906.12    | 0.01%             | 2030-10-28      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| TT VARLIK KIRALAMA                                                         | TT Varlik Kiralama AS                                                            | CUSIP: 000000000<br>LEI: 789000JWDAT89FS8JB90 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $201800.98    | 0.00%             | 2030-10-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AL JAWAHER ASSETS                                                          | AL Jawaher Assets Co Spc                                                         | CUSIP: 000000000<br>LEI: 6354007IHCAYDAUAAY02 | Long             | DBT              | CORP              | OM        |    400000 | PA      | $394709.08    | 0.01%             | 2030-10-29      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| THREE GORGES FIN I KY                                                      | Three Gorges Finance I Cayman Islands Ltd                                        | CUSIP: 000000000<br>LEI: 549300FD0MPTWEITI779 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $200014.21    | 0.00%             | 2028-10-28      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                                             | Qatar Government International Bond                                              | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $198532.78    | 0.00%             | 2028-11-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SIB SUKUK CO III LTD                                                       | SIB Sukuk Co III Ltd                                                             | CUSIP: 000000000<br>LEI: 549300VEBV0EQP2FCP08 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $197653.52    | 0.00%             | 2030-11-12      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AVILEASE CAPITAL LTD                                                       | Avilease Capital Ltd                                                             | CUSIP: 000000000<br>LEI: 635400SXOPVAVBWNE366 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $397515.68    | 0.01%             | 2030-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QIIB SENIOR ORYX LTD                                                       | QIIB Senior Oryx Ltd                                                             | CUSIP: 000000000<br>LEI: 549300A07UNNRZ2DVQ26 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $200691.94    | 0.00%             | 2030-11-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIB SUKUK LTD                                                              | DIB Sukuk Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300U3ZMUHC2JQLL56 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $199359.58    | 0.00%             | 2030-11-19      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| INVENTIVE GLOBAL INV LTD                                                   | Inventive Global Investments Ltd                                                 | CUSIP: 000000000<br>LEI: 2221005EX2X7ALDBEA02 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $200062.27    | 0.00%             | 2027-11-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INVENTIVE GLOBAL INV LTD                                                   | Inventive Global Investments Ltd                                                 | CUSIP: 000000000<br>LEI: 2221005EX2X7ALDBEA02 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $199944.83    | 0.00%             | 2028-11-19      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| BANK OF CHINA/SYDNEY                                                       | Bank of China Ltd/Sydney                                                         | CUSIP: 000000000<br>LEI: 25490064D4J0UOZ7XS89 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $200550.43    | 0.00%             | 2030-11-10      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Republic of Iraq                                                           | Iraq International Bond                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | IQ        |    375000 | PA      | $373194.23    | 0.01%             | 2028-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES LLC                                                | SAKS Global Enterprises LLC DIP First Out Interim Delayed Draw Term Loan         | CUSIP: 000000000<br>LEI: 5493007HQSJGRH78Q684 | Long             | LON              | CORP              | US        |    205733 | PA      | $206235.33    | 0.00%             | 2033-01-14      | Floating      | 14.68%                | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES LLC                                                | SAKS GLOBAL ENTERPRISES LLC PIK DIP FISRT OUT TERM LOAN                          | CUSIP: 000000000<br>LEI: 5493007HQSJGRH78Q684 | Long             | LON              | CORP              | US        |     55548 | PA      | $55683.63     | 0.00%             | 2026-07-07      | Floating      | 11.00%                | No            |                  2 | On Loan: No      |
| BANK OF CHINA/MACAU                                                        | Bank of China Ltd/Macau                                                          | CUSIP: 000000000<br>LEI: 54930047DU4WCPOIO219 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $199075.47    | 0.00%             | 2027-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CASTLE PEAK PWR FIN CO                                                     | Castle Peak Power Finance Co Ltd                                                 | CUSIP: 000000000<br>LEI: 254900LYMFL8O07R2452 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $198033.88    | 0.00%             | 2027-07-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bahrain Government International Bonds                                     | Bahrain Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    400000 | PA      | $413218.40    | 0.01%             | 2028-10-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOHL CAPITAL LTD                                                           | Gohl Capital Ltd                                                                 | CUSIP: 000000000<br>LEI: 254900TF7OK6KSDZA888 | Long             | DBT              | CORP              | IM        |    200000 | PA      | $199038.01    | 0.00%             | 2027-01-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIC                                                                      | CITIC Ltd                                                                        | CUSIP: 000000000<br>LEI: 2549006I3Q3M98KHOT11 | Long             | DBT              | CORP              | HK        |    400000 | PA      | $399206.21    | 0.01%             | 2027-02-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OZTEL HOLDINGS SPC LTD                                                     | Oztel Holdings SPC Ltd                                                           | CUSIP: 000000000<br>LEI: 549300RABIG0RH4JYT64 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $207330.73    | 0.00%             | 2028-04-24      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                     | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    400000 | PA      | $405061.29    | 0.01%             | 2028-02-21      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Kuwait International Government Bonds                                      | Kuwait International Government Bonds                                            | CUSIP: 000000000<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |   1400000 | PA      | $1393795.49   | 0.03%             | 2027-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| China Government International Bonds                                       | China Government International Bonds                                             | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    400000 | PA      | $401744.48    | 0.01%             | 2028-10-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TELENET FINANCE LUX NOTE                                                   | Telenet Finance Luxembourg Notes Sarl                                            | CUSIP: 000000000<br>LEI: 2138007RI9GLJPCC3E25 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $199490.05    | 0.00%             | 2028-03-01      | Fixed         | 5.50%                 | 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      | $195553.10    | 0.00%             | 2029-11-02      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Pakistan Government International Bonds                                    | Pakistan Government International Bonds                                          | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    400000 | PA      | $405837.15    | 0.01%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                                        | Oman Government International Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    800000 | PA      | $816213.18    | 0.02%             | 2028-01-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                     | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    600000 | PA      | $627674.38    | 0.01%             | 2029-03-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                                        | Oman Government International Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    800000 | PA      | $833260.99    | 0.02%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                                     | Republic of Uzbekistan International Bond                                        | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    200000 | PA      | $201719.56    | 0.00%             | 2029-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FRANSHION BRILLIANT LTD                                                    | Franshion Brilliant Ltd                                                          | CUSIP: 000000000<br>LEI: 549300E3ZP4GOU3D4G57 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $184212.83    | 0.00%             | 2029-07-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KSA SUKUK LTD                                                              | KSA Sukuk Ltd                                                                    | CUSIP: 000000000<br>LEI: 635400XBJFPNCGN9CK71 | Long             | DBT              | NUSS              | KY        |    800000 | PA      | $761823.30    | 0.02%             | 2029-10-29      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| SINGTEL GROUP TREASURY                                                     | SingTel Group Treasury Pte Ltd                                                   | CUSIP: 000000000<br>LEI: 2549002FQJ4364A54N70 | Long             | DBT              | CORP              | SG        |    400000 | PA      | $379591.09    | 0.01%             | 2029-08-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SWIRE PACIFIC MTN FIN                                                      | Swire Pacific Mtn Financing HK Ltd                                               | CUSIP: 000000000<br>LEI: 549300UKPSWGA4VYA949 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $190960.28    | 0.00%             | 2030-01-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                                      | Angola Government International Bonds                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    600000 | PA      | $589628.14    | 0.01%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AGRICULTURAL BK CHINA/HK                                                   | Agricultural Bank of China Ltd/Hong Kong                                         | CUSIP: 000000000<br>LEI: 549300E7TSGLCOVSY746 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $196496.69    | 0.00%             | 2027-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HONGKONG ELECTRIC FIN                                                      | Hongkong Electric Finance Ltd                                                    | CUSIP: 000000000<br>LEI: 254900ZFMQ2KI2067818 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $184486.09    | 0.00%             | 2030-06-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HYSAN MTN LTD                                                              | Hysan MTN Ltd                                                                    | CUSIP: 000000000<br>LEI: 2549006HEQ2V3JUMNQ45 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $195575.59    | 0.00%             | 2027-06-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SK BATTERY AMERICA INC                                                     | SK Battery America Inc                                                           | CUSIP: 000000000<br>LEI: 54930012FBFVNU7RWO57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201397.08    | 0.00%             | 2027-01-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                                          | Jordan Government International Bond                                             | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    200000 | PA      | $208278.16    | 0.00%             | 2028-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd.                                                             | KSA Sukuk Ltd.                                                                   | CUSIP: 000000000<br>LEI: 635400XBJFPNCGN9CK71 | Long             | DBT              | NUSS              | KY        |    800000 | PA      | $798175.22    | 0.02%             | 2029-05-22      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| REC LTD                                                                    | REC Ltd                                                                          | CUSIP: 000000000<br>LEI: 335800B4YRYWAMIJZ374 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $197062.05    | 0.00%             | 2027-01-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JERA CO INC                                                                | JERA Co Inc                                                                      | CUSIP: 000000000<br>LEI: 353800OO5E7W1FV1SB75 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $198713.13    | 0.00%             | 2027-04-14      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| CSI MTN LTD                                                                | CSI MTN Ltd                                                                      | CUSIP: 000000000<br>LEI: 2549008F29JNGIBO2O60 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $401147.32    | 0.01%             | 2027-10-22      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                                   | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |    600000 | PA      | $601187.09    | 0.01%             | 2027-09-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KANSAI ELECTRIC POWER CO                                                   | Kansai Electric Power Co Inc/The                                                 | CUSIP: 000000000<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $204671.44    | 0.00%             | 2030-02-26      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                                   | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |    600000 | PA      | $608305.04    | 0.01%             | 2029-03-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCE                                                    | Sumitomo Mitsui Finance & Leasing Co Ltd                                         | CUSIP: 000000000<br>LEI: 5493004ZIDB3D67KKA03 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203908.81    | 0.00%             | 2029-01-23      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCE                                                    | Sumitomo Mitsui Finance & Leasing Co Ltd                                         | CUSIP: 000000000<br>LEI: 5493004ZIDB3D67KKA03 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $205203.75    | 0.00%             | 2030-05-01      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| ABU DHABI COMMERCIAL BNK                                                   | Abu Dhabi Commercial Bank PJSC                                                   | CUSIP: 000000000<br>LEI: 213800RWVKKIRX1AUH58 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $201505.09    | 0.00%             | 2030-02-26      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| CSI MTN LTD                                                                | CSI MTN Ltd                                                                      | CUSIP: 000000000<br>LEI: 2549008F29JNGIBO2O60 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $400288.76    | 0.01%             | 2028-07-16      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| STATE OIL CO OF THE AZER                                                   | State Oil Co of the Azerbaijan Republic                                          | CUSIP: 000000000<br>LEI: 2549002HARR1VE257O76 | Long             | DBT              | CORP              | AZ        |    200000 | PA      | $216417.41    | 0.00%             | 2030-03-18      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    200000 | PA      | $202782.62    | 0.00%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                     | China Development Bank                                                           | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    200000 | PA      | $199214.20    | 0.00%             | 2027-01-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                         | Angolan Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    400000 | PA      | $402512.38    | 0.01%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC NATIONAL FINANCE                                                   | Pacific National Finance Pty Ltd                                                 | CUSIP: 000000000<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $198447.79    | 0.00%             | 2028-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LA MONDIALE                                                                | La Mondiale SAM                                                                  | CUSIP: 000000000<br>LEI: 969500L0T16HX3R78P61 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $202120.62    | 0.00%             | 2047-01-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                                       | Saudi Government International Bonds                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   1600000 | PA      | $1583285.73   | 0.03%             | 2028-03-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                          | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    110000 | PA      | $32087.87     | 0.00%             | 2028-11-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARGENTUM (ZURICH INS)                                                      | Argentum Netherlands BV for Zurich Insurance Co Ltd                              | CUSIP: 000000000<br>LEI: 50ZCTKCMUDIABGHX3R52 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $201799.52    | 0.00%             | 2048-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ELDORADO GOLD CORP                                                         | Eldorado Gold Corp                                                               | CUSIP: 000000000<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $201058.95    | 0.00%             | 2029-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FAIRFAX INDIA HOLDINGS                                                     | Fairfax India Holdings Corp                                                      | CUSIP: 000000000<br>LEI: 549300K2JHXU7AX7CV78 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $239207.50    | 0.01%             | 2028-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                   | First Quantum Minerals Ltd                                                       | CUSIP: 000000000<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $419815.51    | 0.01%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                                        | Hudbay Minerals Inc                                                              | CUSIP: 000000000<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $182003.93    | 0.00%             | 2029-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PETRONAS ENERGY CANADA                                                     | Petronas Energy Canada Ltd                                                       | CUSIP: 000000000<br>LEI: 5493001PEB90YGTDC638 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $192239.76    | 0.00%             | 2028-03-23      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| KFW                                                                        | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   3211000 | PA      | $3232498.74   | 0.07%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                                   | Allwyn Entertainment Financing UK PLC                                            | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $208121.90    | 0.00%             | 2029-04-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                                     | Anglo American Capital PLC                                                       | CUSIP: 000000000<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $208204.58    | 0.00%             | 2030-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                                     | Anglo American Capital PLC                                                       | CUSIP: 000000000<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $184543.74    | 0.00%             | 2030-09-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                                     | Anglo American Capital PLC                                                       | CUSIP: 000000000<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197498.78    | 0.00%             | 2029-03-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                                                | Bacardi Ltd                                                                      | CUSIP: 000000000<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    305000 | PA      | $307604.37    | 0.01%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                                            | Bermuda Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    300000 | PA      | $272534.54    | 0.01%             | 2030-08-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                                            | Bermuda Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    340000 | PA      | $343206.64    | 0.01%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BIOCON BIOLOGICS GLOBAL                                                    | Biocon Biologics Global PLC                                                      | CUSIP: 000000000<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202754.04    | 0.00%             | 2029-10-09      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| BORR IHC LTD / BORR FIN                                                    | Borr IHC Ltd / Borr Finance LLC                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    341463 | PA      | $350122.28    | 0.01%             | 2028-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| BORR IHC LTD / BORR FIN                                                    | Borr IHC Ltd / Borr Finance LLC                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    180583 | PA      | $185200.25    | 0.00%             | 2030-11-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                                                     | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    300000 | PA      | $298054.62    | 0.01%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHINA RESOURCES LAND LTD                                                   | China Resources Land Ltd                                                         | CUSIP: 000000000<br>LEI: 5299001HL0TU7X15HK51 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $198068.01    | 0.00%             | 2029-02-26      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CHINA SOUTHERN POWER GRI                                                   | China Southern Power Grid International Finance BVI Co Ltd                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    400000 | PA      | $397971.22    | 0.01%             | 2027-05-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COSAN LUXEMBOURG SA                                                        | Cosan Luxembourg SA                                                              | CUSIP: 000000000<br>LEI: 222100ZY943WERK7RZ38 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $203165.75    | 0.00%             | 2029-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSN ISLANDS XI CORP                                                        | CSN Inova Ventures                                                               | CUSIP: 000000000<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $381979.49    | 0.01%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| ENN ENERGY HOLDINGS LTD                                                    | ENN Energy Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 549300V7BXPWT6WIPR03 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $401126.31    | 0.01%             | 2027-05-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ENDEAVOUR MINING PLC                                                       | Endeavour Mining PLC                                                             | CUSIP: 000000000<br>LEI: 529900NI5MXQ91GHXR07 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206532.45    | 0.00%             | 2030-05-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                                                              | Golar LNG Ltd                                                                    | CUSIP: 000000000<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $197429.78    | 0.00%             | 2030-10-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GRUPO AVAL LTD                                                             | Grupo Aval Ltd                                                                   | CUSIP: 000000000<br>LEI: 549300J4FW1ELLQ80113 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $187654.85    | 0.00%             | 2030-02-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INVEST ENERGY RES LTD                                                      | Investment Energy Resources Ltd                                                  | CUSIP: 000000000<br>LEI: 254900A71Y7WHN7L5K89 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $201311.46    | 0.00%             | 2029-04-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                                                    | Meituan                                                                          | CUSIP: 000000000<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $401693.31    | 0.01%             | 2028-04-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                                                    | Meituan                                                                          | CUSIP: 000000000<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $603659.33    | 0.01%             | 2029-10-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                      | Melco Resorts Finance Ltd                                                        | CUSIP: 000000000<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    265000 | PA      | $264980.63    | 0.01%             | 2027-07-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SINOPEC GRP DEV 2018                                                       | Sinopec Group Overseas Development 2018 Ltd                                      | CUSIP: 000000000<br>LEI: 549300C6OZZ8LTVR8209 | Long             | DBT              | CORP              | VG        |    600000 | PA      | $606816.32    | 0.01%             | 2028-09-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SINOPEC GRP DEV 2018                                                       | Sinopec Group Overseas Development 2018 Ltd                                      | CUSIP: 000000000<br>LEI: 549300C6OZZ8LTVR8209 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $386672.50    | 0.01%             | 2029-11-12      | Fixed         | 2.95%                 | 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      | $190508.25    | 0.00%             | 2030-05-13      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| STATE GRID OVERSEAS INV                                                    | State Grid Overseas Investment BVI Ltd                                           | CUSIP: 000000000<br>LEI: 3003006V8BHG5158QO96 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $398339.48    | 0.01%             | 2027-05-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STATE GRID OVERSEAS INV                                                    | State Grid Overseas Investment BVI Ltd                                           | CUSIP: 000000000<br>LEI: 3003006V8BHG5158QO96 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $201800.01    | 0.00%             | 2028-05-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                                            | TSMC Global Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $352632.94    | 0.01%             | 2030-09-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                                            | TSMC Global Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $190726.26    | 0.00%             | 2028-04-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                                            | TSMC Global Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $402361.70    | 0.01%             | 2027-07-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                                                    | WE Soda Investments Holding PLC                                                  | CUSIP: 000000000<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206428.92    | 0.00%             | 2028-10-06      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| XP INC                                                                     | XP Inc                                                                           | CUSIP: 000000000<br>LEI: 5493008KDA8NBZRJST80 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $206928.30    | 0.00%             | 2029-07-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                                          | Vedanta Resources Finance II PLC                                                 | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $428278.62    | 0.01%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                                          | Vedanta Resources Finance II PLC                                                 | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $210605.38    | 0.00%             | 2030-07-24      | Fixed         | 9.48%                 | No            |                  2 | On Loan: No      |
| AMAGGI LUX INTL SARL                                                       | Amaggi Luxembourg International Sarl                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $199669.02    | 0.00%             | 2028-01-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SABESP LUX SARL                                                            | Sabesp Lux Sarl                                                                  | CUSIP: 000000000<br>LEI: 984500C7VFFH4QD3B757 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $201784.64    | 0.00%             | 2030-08-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                                           | CSN Resources SA                                                                 | CUSIP: 000000000<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $192849.76    | 0.00%             | 2030-12-05      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                                   | Eagle Funding Luxco Sarl                                                         | CUSIP: 000000000<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   3550000 | PA      | $3605051.80   | 0.08%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOL FINANCE                                                                | Gol Finance Inc                                                                  | CUSIP: 000000000<br>LEI: 549300FRXVB8W0960Y03 | Long             | DBT              | CORP              | KY        |    700000 | PA      | $723060.07    | 0.02%             | 2030-06-06      | Fixed         | 14.38%                | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                                     | Millicom International Cellular SA                                               | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    180000 | PA      | $181532.92    | 0.00%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MOVIDA EUROPE SA                                                           | Movida Europe SA                                                                 | CUSIP: 000000000<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $192885.08    | 0.00%             | 2029-04-11      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION OIL SA                                                       | Constellation Oil Services Holding SA                                            | CUSIP: 000000000<br>LEI: 5493005YJTU769NW5I10 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $208788.13    | 0.00%             | 2029-11-07      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| RUMO LUXEMBOURG SARL                                                       | Rumo Luxembourg Sarl                                                             | CUSIP: 000000000<br>LEI: 222100HOIQFT7YOSPB46 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $200026.57    | 0.00%             | 2028-01-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REDE D'OR FINANCE SARL                                                     | Rede D'or Finance Sarl                                                           | CUSIP: 000000000<br>LEI: 549300FDE772OLJUCP79 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $199996.24    | 0.00%             | 2028-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| REDE D'OR FINANCE SARL                                                     | Rede D'or Finance Sarl                                                           | CUSIP: 000000000<br>LEI: 549300FDE772OLJUCP79 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $194649.41    | 0.00%             | 2030-01-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRIO LUX HLD SARL                                                          | PRIO Luxembourg Holding Sarl                                                     | CUSIP: 000000000<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $198046.90    | 0.00%             | 2030-10-15      | Fixed         | 6.75%                 | 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      | $204489.46    | 0.00%             | 2030-04-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                                       | Saudi Government International Bonds                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    800000 | PA      | $804715.17    | 0.02%             | 2030-04-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                          | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    250000 | PA      | $72719.29     | 0.00%             | 2030-02-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                          | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    200000 | PA      | $58384.60     | 0.00%             | 2029-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                                     | Turkiye Government International Bonds                                           | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    600000 | PA      | $639038.40    | 0.01%             | 2027-09-24      | Fixed         | 8.60%                 | No            |                  2 | On Loan: —       |
| BRASKEM NETHERLANDS                                                        | Braskem Netherlands Finance BV                                                   | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $181453.50    | 0.00%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                                        | Braskem Netherlands Finance BV                                                   | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $172596.12    | 0.00%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                                                        | Minejesa Capital BV                                                              | CUSIP: 000000000<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |    287680 | PA      | $286858.99    | 0.01%             | 2030-08-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                  | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $201096.48    | 0.00%             | 2027-07-06      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                  | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $192006.17    | 0.00%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                  | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $395237.83    | 0.01%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| MOTHERSON GLOBAL INVSTMT                                                   | Motherson Global Investments BV                                                  | CUSIP: 000000000<br>LEI: 549300IC3G64XN1ETG11 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $204657.22    | 0.00%             | 2029-07-11      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SIGMA FINANCE NL                                                           | Sigma Finance Netherlands BV                                                     | CUSIP: 000000000<br>LEI: 549300K5R8C331KIC659 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $201782.89    | 0.00%             | 2028-03-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                                               | AES Andes SA                                                                     | CUSIP: 000000000<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $207169.96    | 0.00%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                                               | AES Andes SA                                                                     | CUSIP: 000000000<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $212487.31    | 0.00%             | 2055-06-10      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                                    | El Salvador Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    250000 | PA      | $267979.20    | 0.01%             | 2029-02-28      | Fixed         | 8.63%                 | 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      | $216632.70    | 0.00%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ALPEK SA DE CV                                                             | Alpek SAB de CV                                                                  | CUSIP: 000000000<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $186969.69    | 0.00%             | 2029-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                                                   | AES Panama Generation Holdings SRL                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    373404 | PA      | $351849.12    | 0.01%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANCO MACRO SA                                                             | Banco Macro SA                                                                   | CUSIP: 000000000<br>LEI: 579100KKDKKIFEBKK040 | Long             | DBT              | CORP              | AR        |    200000 | PA      | $203772.13    | 0.00%             | 2029-06-23      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| BANCO GENERAL SA                                                           | Banco General SA                                                                 | CUSIP: 000000000<br>LEI: 549300B5C08LGDFB7205 | Long             | DBT              | CORP              | PA        |    200000 | PA      | $198992.78    | 0.00%             | 2027-08-07      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BANCO INBURSA                                                              | Banco Inbursa SA Institucion De Banca Multiple Grupo Financiero Inbursa          | CUSIP: 000000000<br>LEI: 9598007PWYZP4GP23S45 | Long             | DBT              | CORP              | MX        |    150000 | PA      | $150126.99    | 0.00%             | 2027-04-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL COM EXT                                                     | Banco Nacional de Comercio Exterior SNC/Cayman Islands                           | CUSIP: 000000000<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $206964.15    | 0.00%             | 2030-05-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER MEXICO                                                     | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | CUSIP: 000000000<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $207108.03    | 0.00%             | 2029-12-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL DE PANAMA                                                   | Banco Nacional de Panama                                                         | CUSIP: 000000000<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |    200000 | PA      | $177391.03    | 0.00%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRF SA                                                                     | BRF SA                                                                           | CUSIP: 000000000<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $193983.94    | 0.00%             | 2030-01-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CAJA ASIGNACION LOS ANDE                                                   | Caja de Compensacion de Asignacion Familiar de Los Andes                         | CUSIP: 000000000<br>LEI: 549300VGDEQ1WZPVLL10 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $211734.07    | 0.00%             | 2029-07-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CABLE ONDA SA                                                              | Telecomunicaciones Digitales SA                                                  | CUSIP: 000000000<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | CORP              | PA        |    200000 | PA      | $190940.54    | 0.00%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                                                    | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: 000000000<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $205254.97    | 0.00%             | 2029-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL (CAYMAN)                                                   | Banco do Brasil SA/Cayman                                                        | CUSIP: 000000000<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $207430.25    | 0.00%             | 2030-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                   | Celulosa Arauco y Constitucion SA                                                | CUSIP: 000000000<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $194396.06    | 0.00%             | 2029-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENCOSUD SA                                                                | Cencosud SA                                                                      | CUSIP: 000000000<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |    400000 | PA      | $400723.16    | 0.01%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                                            | Cemex SAB de CV                                                                  | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $202472.17    | 0.00%             | 2030-09-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                                            | Cemex SAB de CV                                                                  | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $419022.50    | 0.01%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| AXIA ENERGIA                                                               | Axia Energia                                                                     | CUSIP: 000000000<br>LEI: 254900I8KYDELP4B4Z08 | Long             | DBT              | CORP              | BR        |    400000 | PA      | $388151.81    | 0.01%             | 2030-02-04      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| CHILE ELEC PEC SPA                                                         | Chile Electricity PEC SpA                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    148053 | PA      | $133995.17    | 0.00%             | 2028-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                   | Comision Federal de Electricidad                                                 | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $201456.14    | 0.00%             | 2027-02-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                   | Comision Federal de Electricidad                                                 | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $398865.27    | 0.01%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                   | Comision Federal de Electricidad                                                 | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $203761.03    | 0.00%             | 2030-01-24      | Fixed         | 5.70%                 | 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        |    600000 | PA      | $595033.61    | 0.01%             | 2027-08-01      | Fixed         | 3.63%                 | 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        |    400000 | PA      | $380219.79    | 0.01%             | 2029-09-30      | Fixed         | 3.00%                 | 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      | $190124.05    | 0.00%             | 2030-01-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                                     | Dominican Republic International Bonds                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    400000 | PA      | $405260.12    | 0.01%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                                     | Dominican Republic International Bonds                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    450000 | PA      | $461296.06    | 0.01%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                                     | Dominican Republic International Bonds                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    600000 | PA      | $585723.72    | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                                     | Dominican Republic International Bonds                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    500000 | PA      | $507556.58    | 0.01%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                                   | Empresa Nacional del Petroleo                                                    | CUSIP: 000000000<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $203736.99    | 0.00%             | 2029-11-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                                                     | Engie Energia Chile SA                                                           | CUSIP: 000000000<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $189555.98    | 0.00%             | 2030-01-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL (CAYMAN)                                                   | Banco do Brasil SA/Cayman                                                        | CUSIP: 000000000<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $199450.16    | 0.00%             | 2029-01-11      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bolivia Government International Bonds                                     | Bolivia Government International Bonds                                           | CUSIP: 000000000<br>LEI: 529900TGIRPY3SZXEB56 | Long             | DBT              | NUSS              | BO        |    400000 | PA      | $375969.94    | 0.01%             | 2028-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOLIVIA GOVERNMENT                                                         | Bolivian Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900TGIRPY3SZXEB56 | Long             | DBT              | NUSS              | BO        |    200000 | PA      | $186899.31    | 0.00%             | 2030-03-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                                                   | Corp Financiera de Desarrollo SA                                                 | CUSIP: 000000000<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $194190.41    | 0.00%             | 2027-09-28      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                                                   | Corp Financiera de Desarrollo SA                                                 | CUSIP: 000000000<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $208925.72    | 0.00%             | 2029-04-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                                                   | Corp Financiera de Desarrollo SA                                                 | CUSIP: 000000000<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $206359.46    | 0.00%             | 2030-05-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FONDO MIVIVIENDA SA                                                        | Fondo MIVIVIENDA SA                                                              | CUSIP: 000000000<br>LEI: 549300X41PNOK11PZ670 | Long             | DBT              | NUSS              | PE        |    150000 | PA      | $150641.97    | 0.00%             | 2027-04-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GRUPO AEROMEXICO SAB                                                       | Grupo Aeromexico SAB de CV                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $206081.90    | 0.00%             | 2029-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GRUPO NUTRESA SA                                                           | Grupo Nutresa SA                                                                 | CUSIP: 000000000<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |    400000 | PA      | $425982.65    | 0.01%             | 2030-05-12      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                      | Guatemala Government Bond                                                        | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $198955.89    | 0.00%             | 2027-06-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                      | Guatemala Government Bond                                                        | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $199120.52    | 0.00%             | 2030-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                      | Guatemala Government Bond                                                        | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $201795.70    | 0.00%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                                        | Honduras Government International Bond                                           | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    200000 | PA      | $201599.79    | 0.00%             | 2027-01-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                                        | Honduras Government International Bond                                           | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    200000 | PA      | $200838.16    | 0.00%             | 2030-06-24      | Fixed         | 5.63%                 | 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      | $198177.22    | 0.00%             | 2029-09-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INRETAIL CONSUMER                                                          | InRetail Consumer                                                                | CUSIP: 000000000<br>LEI: 254900BI1YXHZ31NSP51 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $194735.81    | 0.00%             | 2028-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                                        | Inversiones CMPC SA                                                              | CUSIP: 000000000<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $200255.60    | 0.00%             | 2027-04-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                                    | Latam Airlines Group SA                                                          | CUSIP: 000000000<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |    400000 | PA      | $419535.08    | 0.01%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PERU LNG SRL                                                               | Peru LNG Srl                                                                     | CUSIP: 000000000<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |    300040 | PA      | $291748.75    | 0.01%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PROMIGAS/GASES PACIFICO                                                    | Promigas SA ESP / Gases del Pacifico SAC                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $187801.28    | 0.00%             | 2029-10-16      | Fixed         | 3.75%                 | 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      | $201875.53    | 0.00%             | 2030-05-13      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA                                                       | Sitios Latinoamerica SAB de CV                                                   | CUSIP: 000000000<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $207185.16    | 0.00%             | 2029-11-25      | Fixed         | 6.00%                 | 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      | $199475.38    | 0.00%             | 2029-05-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SCOTIABANK PERU SA                                                         | Scotiabank Peru SAA                                                              | CUSIP: 000000000<br>LEI: 5493001E54CPRG5J5Q41 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $207164.85    | 0.00%             | 2035-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TECPETROL S.A.                                                             | Tecpetrol SA                                                                     | CUSIP: 000000000<br>LEI: 529900C0GOV3UC7ZMZ16 | Long             | DBT              | CORP              | AR        |    400000 | PA      | $400777.88    | 0.01%             | 2030-11-03      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| TRANSPRTDRA DE GAS INTL                                                    | Transportadora de Gas Internacional SA ESP                                       | CUSIP: 000000000<br>LEI: 529900780HCVLCEM2440 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $203291.77    | 0.00%             | 2028-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TRANSPORT DE GAS PERU                                                      | Transportadora de Gas del Peru SA                                                | CUSIP: 000000000<br>LEI: 529900SKHHNI5HVI0Y66 | Long             | DBT              | CORP              | PE        |    120000 | PA      | $119759.72    | 0.00%             | 2028-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Empresas Publicas de Medellin ESP                                          | Empresas Publicas de Medellin ESP                                                | CUSIP: 000000000<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |    400000 | PA      | $376607.91    | 0.01%             | 2029-07-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                                          | Trinidad & Tobago Government International Bond                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    200000 | PA      | $192814.44    | 0.00%             | 2030-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRUST 2401                                                                 | Trust 2401                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |    200000 | PA      | $196402.10    | 0.00%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                                       | YPF SA                                                                           | CUSIP: 000000000<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    201000 | PA      | $203008.21    | 0.00%             | 2027-07-21      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                                       | YPF SA                                                                           | CUSIP: 000000000<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    200000 | PA      | $207440.80    | 0.00%             | 2029-06-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NICKEL INDUSTRIES LTD                                                      | Nickel Industries Ltd                                                            | CUSIP: 000000000<br>LEI: 54930007K0WX53TSIK16 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $209939.27    | 0.00%             | 2030-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ATP TOW/ANDEAN TELECOM                                                     | ATP Tower Holdings / Andean Telecom Partners Chile SpA / Andean Tower Partners C | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $206053.79    | 0.00%             | 2030-02-03      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES USA INC                                                     | Bimbo Bakeries USA Inc                                                           | CUSIP: 000000000<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209087.65    | 0.00%             | 2029-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US                                                      | Canpack SA / Canpack US LLC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $190621.17    | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                                     | Gran Tierra Energy Inc                                                           | CUSIP: 000000000<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159780.93    | 0.00%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| HANWHA Q CELLS AMERICA                                                     | Hanwha Q Cells Americas Holdings Corp                                            | CUSIP: 000000000<br>LEI: 988400471QDZGCLXRM35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204467.30    | 0.00%             | 2028-07-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KRATON CORP                                                                | Kraton Corp                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $202655.63    | 0.00%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                     | Resorts World Las Vegas LLC / RWLV Capital Inc                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $364846.73    | 0.01%             | 2029-04-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                    | Sasol Financing USA LLC                                                          | CUSIP: 000000000<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410646.77    | 0.01%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SIERRACOL EN AND/ARA/DEV                                                   | SierraCol Energy Andina LLC/SierraCol Energy Arauca/Colombia Energy Development  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $199238.95    | 0.00%             | 2030-11-14      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                                       | Stillwater Mining Co                                                             | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192078.69    | 0.00%             | 2029-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GREENKO POWER II LTD                                                       | Greenko Power II Ltd                                                             | CUSIP: 000000000<br>LEI: 254900YYA4B6O2O4JM12 | Long             | DBT              | CORP              | MU        |    152000 | PA      | $145597.94    | 0.00%             | 2028-12-13      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GREENKO WIND PROJECTS MU                                                   | Greenko Wind Projects Mauritius Ltd                                              | CUSIP: 000000000<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |    400000 | PA      | $408802.02    | 0.01%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                    | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $194624.20    | 0.00%             | 2029-07-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                    | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $197251.78    | 0.00%             | 2027-08-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                                        | Bangkok Bank PCL/Hong Kong                                                       | CUSIP: 000000000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    200000 | PA      | $201250.75    | 0.00%             | 2028-09-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                                        | Bangkok Bank PCL/Hong Kong                                                       | CUSIP: 000000000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    400000 | PA      | $381801.92    | 0.01%             | 2034-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                                        | Bangkok Bank PCL/Hong Kong                                                       | CUSIP: 000000000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    200000 | PA      | $200031.45    | 0.00%             | 2030-11-26      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                                        | Bangkok Bank PCL/Hong Kong                                                       | CUSIP: 000000000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    200000 | PA      | $200163.07    | 0.00%             | 2027-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                                        | Bangkok Bank PCL/Hong Kong                                                       | CUSIP: 000000000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    200000 | PA      | $205206.51    | 0.00%             | 2028-09-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| China Government International Bonds                                       | China Government International Bonds                                             | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    200000 | PA      | $180342.70    | 0.00%             | 2030-10-21      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| China Government International Bonds                                       | China Government International Bonds                                             | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    200000 | PA      | $203238.28    | 0.00%             | 2027-11-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CHINA GOVT INTL BOND                                                       | China Government International Bond                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    200000 | PA      | $206226.08    | 0.00%             | 2029-11-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                   | Indonesia Government International Bonds                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $401923.37    | 0.01%             | 2027-01-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                   | Indonesia Government International Bonds                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $399655.44    | 0.01%             | 2027-07-18      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| KOOKMIN BANK                                                               | Kookmin Bank                                                                     | CUSIP: 000000000<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $201725.58    | 0.00%             | 2028-05-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GS CALTEX CORP                                                             | GS Caltex Corp                                                                   | CUSIP: 000000000<br>LEI: 988400KLBPXB4WMBUX18 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $205400.71    | 0.00%             | 2028-08-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DELHI INTL AIRPORT                                                         | Delhi International Airport Ltd                                                  | CUSIP: 000000000<br>LEI: 335800HBF5DARYMEUD12 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $208685.54    | 0.00%             | 2029-06-04      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO                                                      | GC Treasury Center Co Ltd                                                        | CUSIP: 000000000<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |    200000 | PA      | $202329.05    | 0.00%             | 2030-09-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HANWHA LIFE INSURANCE                                                      | Hanwha Life Insurance Co Ltd                                                     | CUSIP: 000000000<br>LEI: 988400ZKCI3R9DQHR320 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $197485.08    | 0.00%             | 2032-02-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HANWHA LIFE INSURANCE                                                      | Hanwha Life Insurance Co Ltd                                                     | CUSIP: 000000000<br>LEI: 988400ZKCI3R9DQHR320 | Long             | DBT              | CORP              | KR        |    400000 | PA      | $416199.85    | 0.01%             | 2055-06-24      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES                                                   | Hyundai Capital Services Inc                                                     | CUSIP: 000000000<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $198322.07    | 0.00%             | 2027-08-29      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES                                                   | Hyundai Capital Services Inc                                                     | CUSIP: 000000000<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $201803.22    | 0.00%             | 2027-02-05      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES                                                   | Hyundai Capital Services Inc                                                     | CUSIP: 000000000<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $204555.99    | 0.00%             | 2029-02-05      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| KIA CORP                                                                   | Kia Corp                                                                         | CUSIP: 000000000<br>LEI: 988400V8MJK9N7OI5X76 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $197137.50    | 0.00%             | 2027-02-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KOOKMIN BANK                                                               | Kookmin Bank                                                                     | CUSIP: 000000000<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $200679.94    | 0.00%             | 2029-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CO                                                   | Korea Housing Finance Corp                                                       | CUSIP: 000000000<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $203121.46    | 0.00%             | 2027-08-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CO                                                   | Korea Housing Finance Corp                                                       | CUSIP: 000000000<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $406212.91    | 0.01%             | 2028-02-24      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CO                                                   | Korea Housing Finance Corp                                                       | CUSIP: 000000000<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $201104.01    | 0.00%             | 2028-03-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CO                                                   | Korea Housing Finance Corp                                                       | CUSIP: 000000000<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $207450.93    | 0.00%             | 2030-01-21      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CO                                                   | Korea Housing Finance Corp                                                       | CUSIP: 000000000<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $197975.79    | 0.00%             | 2030-09-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KOREA EXPRESSWAY CORP                                                      | Korea Expressway Corp                                                            | CUSIP: 000000000<br>LEI: 988400EZO9DR1OFL5772 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $202771.37    | 0.00%             | 2027-05-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KOREA GAS CORP                                                             | Korea Gas Corp                                                                   | CUSIP: 000000000<br>LEI: 988400TFZILHBD5M3R71 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $201069.72    | 0.00%             | 2030-07-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KOREA HYDRO & NUCLEAR PO                                                   | Korea Hydro & Nuclear Power Co Ltd                                               | CUSIP: 000000000<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $200688.52    | 0.00%             | 2027-07-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KOREA HYDRO & NUCLEAR PO                                                   | Korea Hydro & Nuclear Power Co Ltd                                               | CUSIP: 000000000<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $204522.01    | 0.00%             | 2028-07-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KOREA HYDRO & NUCLEAR PO                                                   | Korea Hydro & Nuclear Power Co Ltd                                               | CUSIP: 000000000<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $202708.00    | 0.00%             | 2029-07-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CO                                                    | Korea Electric Power Corp                                                        | CUSIP: 000000000<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $200175.68    | 0.00%             | 2027-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CO                                                    | Korea Electric Power Corp                                                        | CUSIP: 000000000<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $201727.89    | 0.00%             | 2027-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CO                                                    | Korea Electric Power Corp                                                        | CUSIP: 000000000<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |    400000 | PA      | $405889.06    | 0.01%             | 2028-02-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                                                    | Korea National Oil Corp                                                          | CUSIP: 000000000<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $201900.04    | 0.00%             | 2027-04-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                                                    | Korea National Oil Corp                                                          | CUSIP: 000000000<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $204807.78    | 0.00%             | 2029-04-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                                                    | Korea National Oil Corp                                                          | CUSIP: 000000000<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $200674.80    | 0.00%             | 2029-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                                                    | Korea National Oil Corp                                                          | CUSIP: 000000000<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $202494.81    | 0.00%             | 2028-03-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                                                    | Korea National Oil Corp                                                          | CUSIP: 000000000<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $203829.23    | 0.00%             | 2030-03-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                                                    | Korea National Oil Corp                                                          | CUSIP: 000000000<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $200014.15    | 0.00%             | 2028-09-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                                                    | Korea National Oil Corp                                                          | CUSIP: 000000000<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $200356.27    | 0.00%             | 2028-09-29      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                                                    | Korea National Oil Corp                                                          | CUSIP: 000000000<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $198977.23    | 0.00%             | 2030-09-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KT CORP                                                                    | KT Corp                                                                          | CUSIP: 000000000<br>LEI: 9884005ACF8449EANY26 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $200243.27    | 0.00%             | 2028-02-02      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KT CORP                                                                    | KT Corp                                                                          | CUSIP: 000000000<br>LEI: 9884005ACF8449EANY26 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $201263.15    | 0.00%             | 2029-01-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KYOBO LIFE INSURANCE CO                                                    | Kyobo Life Insurance Co Ltd                                                      | CUSIP: 000000000<br>LEI: 988400Y298KYBHWRBS28 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $203408.29    | 0.00%             | 2052-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                                           | Lenovo Group Ltd                                                                 | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $190292.91    | 0.00%             | 2030-11-02      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                                           | Lenovo Group Ltd                                                                 | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $205969.72    | 0.00%             | 2028-01-27      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| LG CHEM LTD                                                                | LG Chem Ltd                                                                      | CUSIP: 000000000<br>LEI: 988400IES4EIG7O06940 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $195340.58    | 0.00%             | 2029-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CHINA GOVT INTL BOND                                                       | China Government International Bond                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    600000 | PA      | $604236.19    | 0.01%             | 2028-11-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CHINA GOVT INTL BOND                                                       | China Government International Bond                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   1000000 | PA      | $1007107.06   | 0.02%             | 2030-11-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                                                           | LG Energy Solution Ltd                                                           | CUSIP: 000000000<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $206833.32    | 0.00%             | 2028-09-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                                                           | LG Energy Solution Ltd                                                           | CUSIP: 000000000<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $202981.89    | 0.00%             | 2027-07-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                                                           | LG Energy Solution Ltd                                                           | CUSIP: 000000000<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $206268.72    | 0.00%             | 2029-07-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                                                           | LG Energy Solution Ltd                                                           | CUSIP: 000000000<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $203646.02    | 0.00%             | 2028-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                                                           | LG Energy Solution Ltd                                                           | CUSIP: 000000000<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $205960.03    | 0.00%             | 2030-04-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LG ELECTRONICS INC                                                         | LG Electronics Inc                                                               | CUSIP: 000000000<br>LEI: 988400RMQFTGZIOG0609 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $203399.68    | 0.00%             | 2027-04-24      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MISC CAPITAL TWO LABUAN                                                    | MISC Capital Two Labuan Ltd                                                      | CUSIP: 000000000<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $198883.18    | 0.00%             | 2027-04-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                                         | Mongolia Government International Bond                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    200000 | PA      | $214166.20    | 0.00%             | 2028-01-19      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                                         | Mongolia Government International Bond                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    200000 | PA      | $207803.82    | 0.00%             | 2030-02-25      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT SUKUK                                                       | Perusahaan Penerbit SBSN Indonesia III                                           | CUSIP: 000000000<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $204893.97    | 0.00%             | 2029-07-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                     | Perusahaan Penerbit SBSN Indonesia III                                           | CUSIP: 000000000<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $409425.85    | 0.01%             | 2030-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                       | Petronas Capital Ltd                                                             | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    600000 | PA      | $582550.36    | 0.01%             | 2030-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| POSCO HOLDINGS INC                                                         | POSCO Holdings Inc                                                               | CUSIP: 000000000<br>LEI: 988400E5HRVX81AYLM04 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $204483.90    | 0.00%             | 2030-05-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PERTAMINA GEOTHERMAL ENE                                                   | Pertamina Geothermal Energy PT                                                   | CUSIP: 000000000<br>LEI: 2549009CVV6Y7H26NV14 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $202837.25    | 0.00%             | 2028-04-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Indonesia Asahan Aluminium PT/Mineral Industri Indonesia Persero PT        | Indonesia Asahan Aluminium PT/Mineral Industri Indonesia Persero PT              | CUSIP: 000000000<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |    400000 | PA      | $422303.62    | 0.01%             | 2028-11-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Indonesia Asahan Aluminium PT/Mineral Industri Indonesia Persero PT        | Indonesia Asahan Aluminium PT/Mineral Industri Indonesia Persero PT              | CUSIP: 000000000<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $206373.45    | 0.00%             | 2030-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                      | Freeport Indonesia PT                                                            | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $200805.70    | 0.00%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| HUTAMA KARYA PERSERO PT                                                    | Hutama Karya Persero PT                                                          | CUSIP: 000000000<br>LEI: 2549009QN3GU8QCI7Q61 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $192356.23    | 0.00%             | 2030-05-11      | Fixed         | 3.75%                 | 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      | $195578.03    | 0.00%             | 2027-06-10      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                                    | Reliance Industries Ltd                                                          | CUSIP: 000000000<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |    250000 | PA      | $247722.41    | 0.01%             | 2027-11-30      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| 10 RENEW POWER SUBSIDIAR                                                   | ReNew Wind Energy AP2 / ReNew Power Pvt Ltd other 9 Subsidiaries                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    200000 | PA      | $192978.82    | 0.00%             | 2028-07-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROP SUKUK TRUST                                                            | ROP Sukuk Trust                                                                  | CUSIP: 000000000<br>LEI: 254900RB1RTZ84ZMF446 | Long             | DBT              | NUSS              | PH        |    400000 | PA      | $409357.56    | 0.01%             | 2029-06-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| XIAOMI BEST TIME INTL                                                      | Xiaomi Best Time International Ltd                                               | CUSIP: 000000000<br>LEI: 254900IGJCVEY8WNJT74 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $192001.25    | 0.00%             | 2030-04-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SHINHAN FINANCIAL GROUP                                                    | Shinhan Financial Group Co Ltd                                                   | CUSIP: 000000000<br>LEI: 988400EB8A6G49E5KO54 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $203942.58    | 0.00%             | 2028-07-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SHRIRAM FINANCE LTD                                                        | Shriram Finance Ltd                                                              | CUSIP: 000000000<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $204491.63    | 0.00%             | 2027-04-22      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SHRIRAM FINANCE LTD                                                        | Shriram Finance Ltd                                                              | CUSIP: 000000000<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $205794.95    | 0.00%             | 2028-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| POSCO                                                                      | POSCO                                                                            | CUSIP: 000000000<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |    204000 | PA      | $204941.12    | 0.00%             | 2027-08-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POSCO                                                                      | POSCO                                                                            | CUSIP: 000000000<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |    385000 | PA      | $396083.68    | 0.01%             | 2028-01-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SHINHAN FINANCIAL GROUP                                                    | Shinhan Financial Group Co Ltd                                                   | CUSIP: 000000000<br>LEI: 988400EB8A6G49E5KO54 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $200531.99    | 0.00%             | 2030-07-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                               | SK hynix Inc                                                                     | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    385000 | PA      | $401470.67    | 0.01%             | 2028-01-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                               | SK hynix Inc                                                                     | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    400000 | PA      | $415142.20    | 0.01%             | 2029-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                               | SK hynix Inc                                                                     | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $200776.47    | 0.00%             | 2028-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                               | SK hynix Inc                                                                     | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $200426.85    | 0.00%             | 2030-09-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** iShares Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer