# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001410368-26-006929
**Filing Date:** 2026-1
**Character Count:** 2625836
**Document Hash:** bb68c61fa26814125ca3f811f7d25579
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-006929.hdr.sgml**: 20260123

**ACCESSION NUMBER**: 0001410368-26-006929

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260123

**DATE AS OF CHANGE**: 20260123

**PERIOD START**: 20260228

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09729
- **FILM NUMBER:** 26557038

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

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

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

## Series and Classes Contracts Data

### iShares ESG Aware U.S. Aggregate Bond ETF (Series ID: S000062159)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000201167 | iShares ESG Aware U.S. Aggregate Bond ETF | EAGG            |

## Nport-Ex

Schedule of Investments (unaudited)

November 30, 2025

**iShares® ESG Aware U.S. Aggregate Bond ETF** 

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

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Asset-Backed Securities** | **Asset-Backed Securities** | **Asset-Backed Securities** |
| Ally Auto Receivables Trust, 5.07%, 04/15/27 | &nbsp;&nbsp;&nbsp; $174 | $174474 |
| American Express Credit Account Master Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/15/29 | &nbsp;&nbsp;&nbsp; 1200 | 1215673 |
| &nbsp;&nbsp;&nbsp; 4.51%, 04/15/32 | &nbsp;&nbsp;&nbsp; 100 | 102370 |
| &nbsp;&nbsp;&nbsp; AmeriCredit Automobile Receivables Trust, 5.38%, <br> 06/18/29<br>| &nbsp;&nbsp;&nbsp; 1130 | 1150140 |
| BA Credit Card Trust, 4.31%, 05/15/30 | &nbsp;&nbsp;&nbsp; 1250 | 1265703 |
| &nbsp;&nbsp;&nbsp; Capital One Multi-Asset Execution Trust, 3.82%, <br> 09/16/30<br>| &nbsp;&nbsp;&nbsp; 500 | 500247 |
| CarMax Auto Owner Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/16/29 | &nbsp;&nbsp;&nbsp; 1000 | 1005091 |
| &nbsp;&nbsp;&nbsp; 4.47%, 01/15/31 | &nbsp;&nbsp;&nbsp; 400 | 405705 |
| Citibank Credit Card Issuance Trust |  |  |
| &nbsp;&nbsp;&nbsp; 6.15%, 06/15/39 | &nbsp;&nbsp;&nbsp; 100 | 112005 |
| &nbsp;&nbsp;&nbsp; 4.49%, 06/21/32 | &nbsp;&nbsp;&nbsp; 200 | 204772 |
| Ford Credit Auto Lease Trust, 4.23%, 12/15/28 | &nbsp;&nbsp;&nbsp; 500 | 502615 |
| &nbsp;&nbsp;&nbsp; Ford Credit Floorplan Master Owner Trust A, <br> 4.06%, 09/15/30<br>| &nbsp;&nbsp;&nbsp; 250 | 250775 |
| &nbsp;&nbsp;&nbsp; GM Financial Consumer Automobile Receivables <br> Trust, 5.28%, 10/16/29<br>| &nbsp;&nbsp;&nbsp; 850 | 866025 |
| &nbsp;&nbsp;&nbsp; Honda Auto Receivables Owner Trust, 3.98%, <br> 06/17/30<br>| &nbsp;&nbsp;&nbsp; 250 | 250877 |
| Hyundai Auto Receivables Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.32%, 10/15/29 | &nbsp;&nbsp;&nbsp; 1000 | 1006450 |
| &nbsp;&nbsp;&nbsp; 4.40%, 04/15/31 | &nbsp;&nbsp;&nbsp; 500 | 506435 |
| John Deere Owner Trust, 4.06%, 06/15/29 | &nbsp;&nbsp;&nbsp; 1430 | 1433155 |
| &nbsp;&nbsp;&nbsp; Mercedes-Benz Auto Lease Trust, 4.69%, <br> 02/18/31<br>| &nbsp;&nbsp;&nbsp; 400 | 406623 |
| Santander Drive Auto Receivables Trust |  |  |
| &nbsp;&nbsp;&nbsp; 5.23%, 12/15/28 | &nbsp;&nbsp;&nbsp; 210 | 210965 |
| &nbsp;&nbsp;&nbsp; 4.67%, 08/15/29 | &nbsp;&nbsp;&nbsp; 500 | 502429 |
| Synchrony Card Funding LLC, 4.49%, 05/15/31 | &nbsp;&nbsp;&nbsp; 300 | 303783 |
| Toyota Auto Receivables Owner Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.34%, 11/15/29 | &nbsp;&nbsp;&nbsp; 100 | 100824 |
| &nbsp;&nbsp;&nbsp; 4.42%, 08/15/28 | &nbsp;&nbsp;&nbsp; 250 | 251173 |
| Verizon Master Trust, 4.17%, 08/20/30 | &nbsp;&nbsp;&nbsp; 1200 | 1206431 |
| Volkswagen Auto Lease Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/20/28 | &nbsp;&nbsp;&nbsp; 250 | 252241 |
| &nbsp;&nbsp;&nbsp; 4.01%, 01/22/29 | &nbsp;&nbsp;&nbsp; 200 | 200385 |
| WF Card Issuance Trust, 4.29%, 10/15/29 | &nbsp;&nbsp;&nbsp; 1100 | 1110114 |
| &nbsp;&nbsp;&nbsp; World Omni Auto Receivables Trust, 4.34%, <br> 09/16/30<br>| &nbsp;&nbsp;&nbsp; 500 | 503918 |
| **Total Asset-Backed Securities — 0.4%** <br>**(Cost: $15,876,294)** | **Total Asset-Backed Securities — 0.4%** <br>**(Cost: $15,876,294)** | 16001398 |
| **Collateralized Mortgage Obligations** | **Collateralized Mortgage Obligations** | **Collateralized Mortgage Obligations** |
| **Mortgage-Backed Securities — 1.1%** | **Mortgage-Backed Securities — 1.1%** | **Mortgage-Backed Securities — 1.1%** |
| Bank |  |  |
| &nbsp;&nbsp;&nbsp; 3.46%, 01/15/63<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 175172 |
| &nbsp;&nbsp;&nbsp; Series 2017-BNK5, Class A4, 3.13%, 06/15/60 | &nbsp;&nbsp;&nbsp; 815 | 802745 |
| &nbsp;&nbsp;&nbsp; Bank of America Merrill Lynch Commercial <br> Mortgage Trust, Series 2017-BNK33.88%, <br> 02/15/50<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 500 | 488196 |
| Bank5 |  |  |
| &nbsp;&nbsp;&nbsp; 5.28%, 08/15/63 | &nbsp;&nbsp;&nbsp; 500 | 518915 |
| &nbsp;&nbsp;&nbsp; 5.88%, 08/15/57 | &nbsp;&nbsp;&nbsp; 500 | 525246 |
| &nbsp;&nbsp;&nbsp; 6.50%, 12/15/56 | &nbsp;&nbsp;&nbsp; 433 | 456170 |
| BBCMS Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; 2.69%, 11/15/54 | &nbsp;&nbsp;&nbsp; 1000 | 901368 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; 5.02%, 09/15/58 | &nbsp;&nbsp;&nbsp; $500 | $513860 |
| &nbsp;&nbsp;&nbsp; 5.12%, 09/15/57 | &nbsp;&nbsp;&nbsp; 500 | 513340 |
| &nbsp;&nbsp;&nbsp; 5.48%, 11/15/58 | &nbsp;&nbsp;&nbsp; 400 | 413609 |
| &nbsp;&nbsp;&nbsp; 5.72%, 02/15/62 | &nbsp;&nbsp;&nbsp; 500 | 536624 |
| &nbsp;&nbsp;&nbsp; 5.83%, 11/15/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 250 | 261180 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/15/56<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2000 | 2170355 |
| &nbsp;&nbsp;&nbsp; 6.37%, 12/15/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 100 | 105073 |
| &nbsp;&nbsp;&nbsp; 6.51%, 09/15/56<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 500 | 532734 |
| &nbsp;&nbsp;&nbsp; Series 2018-C2, Class A5, 4.31%, 12/15/51 | &nbsp;&nbsp;&nbsp; 500 | 499458 |
| &nbsp;&nbsp;&nbsp; Series 2020-C7, Class A5, 2.04%, 04/15/53 | &nbsp;&nbsp;&nbsp; 296 | 267469 |
| BBCMS Trust, 2.27%, 07/15/54 | &nbsp;&nbsp;&nbsp; 250 | 237134 |
| Benchmark Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; 1.93%, 07/15/53 | &nbsp;&nbsp;&nbsp; 500 | 444259 |
| &nbsp;&nbsp;&nbsp; 2.64%, 11/15/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 250 | 201002 |
| &nbsp;&nbsp;&nbsp; 3.93%, 03/15/52 | &nbsp;&nbsp;&nbsp; 926 | 922040 |
| &nbsp;&nbsp;&nbsp; 5.33%, 02/15/58 | &nbsp;&nbsp;&nbsp; 500 | 509307 |
| &nbsp;&nbsp;&nbsp; 5.36%, 05/15/55 | &nbsp;&nbsp;&nbsp; 250 | 254905 |
| &nbsp;&nbsp;&nbsp; 6.06%, 08/15/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 500 | 522241 |
| &nbsp;&nbsp;&nbsp; 6.09%, 04/15/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 250 | 262552 |
| &nbsp;&nbsp;&nbsp; 6.79%, 03/15/57 | &nbsp;&nbsp;&nbsp; 500 | 525152 |
| &nbsp;&nbsp;&nbsp; Series 2018-B4, Class ASB, 4.06%, 07/15/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 132 | 131992 |
| &nbsp;&nbsp;&nbsp; Series 2018-B6, Class AAB, 4.17%, 10/10/51 | &nbsp;&nbsp;&nbsp; 140 | 140316 |
| &nbsp;&nbsp;&nbsp; Series 2019-B11, Class A4, 3.28%, 05/15/52 | &nbsp;&nbsp;&nbsp; 100 | 96822 |
| &nbsp;&nbsp;&nbsp; Series 2020-B21, Class A4, 1.70%, 12/17/53 | &nbsp;&nbsp;&nbsp; 1200 | 1073908 |
| &nbsp;&nbsp;&nbsp; Series 2020-B21, Class A5, 1.98%, 12/17/53 | &nbsp;&nbsp;&nbsp; 800 | 712248 |
| BMO Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.97%, 07/15/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 489 | 491624 |
| &nbsp;&nbsp;&nbsp; 5.58%, 05/15/58 | &nbsp;&nbsp;&nbsp; 200 | 209192 |
| &nbsp;&nbsp;&nbsp; 5.74%, 02/15/57 | &nbsp;&nbsp;&nbsp; 1000 | 1038686 |
| &nbsp;&nbsp;&nbsp; 5.88%, 09/15/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200096 |
| &nbsp;&nbsp;&nbsp; 5.89%, 11/15/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 303 | 314967 |
| &nbsp;&nbsp;&nbsp; 6.41%, 11/15/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 928 | 966732 |
| CD Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; 3.35%, 11/10/49 | &nbsp;&nbsp;&nbsp; 748 | 745143 |
| &nbsp;&nbsp;&nbsp; 3.91%, 11/13/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 100 | 95155 |
| Citigroup Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 12/15/72<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 182405 |
| &nbsp;&nbsp;&nbsp; Series 2019-C7, Class A4, 3.10%, 12/15/72 | &nbsp;&nbsp;&nbsp; 500 | 477647 |
| CSAIL Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/15/52 | &nbsp;&nbsp;&nbsp; 200 | 197850 |
| &nbsp;&nbsp;&nbsp; 4.45%, 04/15/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 400 | 388373 |
| &nbsp;&nbsp;&nbsp; Series 2016-C7, Class AS, 3.96%, 11/15/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 250 | 244718 |
| Federal Home Loan Mortgage Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/25/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 500 | 501070 |
| &nbsp;&nbsp;&nbsp; 4.94%, 11/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 500 | 519238 |
| &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; 1000 | 972577 |
| &nbsp;&nbsp;&nbsp; 3.78%, 11/25/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2000 | 1956805 |
| &nbsp;&nbsp;&nbsp; 4.43%, 02/25/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2400 | 2434393 |
| &nbsp;&nbsp;&nbsp; 4.57%, 12/25/28 | &nbsp;&nbsp;&nbsp; 400 | 407174 |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 1018308 |
| &nbsp;&nbsp;&nbsp; 4.76%, 10/25/34 | &nbsp;&nbsp;&nbsp; 900 | 929076 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/25/29 | &nbsp;&nbsp;&nbsp; 5000 | 5209511 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/25/29 | &nbsp;&nbsp;&nbsp; 1000 | 1040659 |
| Federal National Mortgage Association-ACES |  |  |
| &nbsp;&nbsp;&nbsp; 1.32%, 05/25/30 | &nbsp;&nbsp;&nbsp; 244 | 221082 |
| &nbsp;&nbsp;&nbsp; 2.40%, 11/25/31 | &nbsp;&nbsp;&nbsp; 500 | 457680 |
| &nbsp;&nbsp;&nbsp; Freddie Mac Multifamily Structured Pass Through <br> Certificates, 4.66%, 12/25/34<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 500 | 512218 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware U.S. Aggregate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; JPMCC Commercial Mortgage Securities Trust, <br> 3.28%, 07/15/50<br>| &nbsp;&nbsp;&nbsp; $377 | $374980 |
| Morgan Stanley BAML Trust, 5.64%, 03/15/58 | &nbsp;&nbsp;&nbsp; 185 | 193908 |
| Morgan Stanley Capital I Trust, 2.75%, 06/15/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 883281 |
| &nbsp;&nbsp;&nbsp; MSWF Commercial Mortgage Trust, 5.75%, <br> 05/15/56<br>| &nbsp;&nbsp;&nbsp; 2000 | 2137074 |
| UBS Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.03%, 08/15/51 | &nbsp;&nbsp;&nbsp; 2000 | 1986787 |
| &nbsp;&nbsp;&nbsp; 4.67%, 12/15/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 250 | 247027 |
| &nbsp;&nbsp;&nbsp; Series 2018-C12, Class ASB, 4.19%, 08/15/51 | &nbsp;&nbsp;&nbsp; 205 | 204312 |
| Wells Fargo Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 500 | 492235 |
| &nbsp;&nbsp;&nbsp; 5.92%, 11/15/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 500 | 527148 |
| &nbsp;&nbsp;&nbsp; 6.23%, 01/15/58<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 500 | 513109 |
| &nbsp;&nbsp;&nbsp; Class A4, 2.34%, 08/15/54 | &nbsp;&nbsp;&nbsp; 460 | 411073 |
| &nbsp;&nbsp;&nbsp; Class ASB, 4.17%, 05/15/51 | &nbsp;&nbsp;&nbsp; 478 | 477777 |
| &nbsp;&nbsp;&nbsp; Series 2018-C46, Class AS, 4.38%, 08/15/51 | &nbsp;&nbsp;&nbsp; 250 | 248005 |
| &nbsp;&nbsp;&nbsp; Series 2019-C51, Class A4, 3.31%, 06/15/52 | &nbsp;&nbsp;&nbsp; 2000 | 1908504 |
| &nbsp;&nbsp;&nbsp; Series 2019-C54, Class A4, 3.15%, 12/15/52 | &nbsp;&nbsp;&nbsp; 1000 | 956273 |
| &nbsp;&nbsp;&nbsp; Series 2020-C56, Class A5, 2.45%, 06/15/53 | &nbsp;&nbsp;&nbsp; 130 | 120915 |
|  |  | 49130179 |
| **Total Collateralized Mortgage Obligations — 1.1%** <br>**(Cost: $49,198,900)** | **Total Collateralized Mortgage Obligations — 1.1%** <br>**(Cost: $49,198,900)** | 49130179 |
| **Corporate Bonds & Notes** | **Corporate Bonds & Notes** | **Corporate Bonds & Notes** |
| **Advertising — 0.0%** | **Advertising — 0.0%** | **Advertising — 0.0%** |
| Interpublic Group of Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/15/33 | &nbsp;&nbsp;&nbsp; 167 | 169394 |
| &nbsp;&nbsp;&nbsp; 5.40%, 10/01/48 | &nbsp;&nbsp;&nbsp; 275 | 258422 |
|  |  | 427816 |
| **Aerospace & Defense — 0.2%** | **Aerospace & Defense — 0.2%** | **Aerospace & Defense — 0.2%** |
| &nbsp;&nbsp;&nbsp; Embraer Netherlands Finance BV, 5.98%, <br> 02/11/35<br>| &nbsp;&nbsp;&nbsp; 10 | 10613 |
| Hexcel Corp., 4.20%, 02/15/27 | &nbsp;&nbsp;&nbsp; 695 | 691205 |
| Howmet Aerospace Inc., 5.95%, 02/01/37 | &nbsp;&nbsp;&nbsp; 35 | 38287 |
| L3Harris Technologies Inc., 5.50%, 08/15/54 | &nbsp;&nbsp;&nbsp; 50 | 49860 |
| Northrop Grumman Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/01/34 | &nbsp;&nbsp;&nbsp; 570 | 581020 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/53 | &nbsp;&nbsp;&nbsp; 355 | 326389 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/01/54 | &nbsp;&nbsp;&nbsp; 580 | 553957 |
| RTX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 09/01/31 | &nbsp;&nbsp;&nbsp; 45 | 39604 |
| &nbsp;&nbsp;&nbsp; 2.25%, 07/01/30 | &nbsp;&nbsp;&nbsp; 709 | 653907 |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/15/32 | &nbsp;&nbsp;&nbsp; 35 | 31278 |
| &nbsp;&nbsp;&nbsp; 3.13%, 07/01/50 | &nbsp;&nbsp;&nbsp; 236 | 161415 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/01/46 | &nbsp;&nbsp;&nbsp; 282 | 222178 |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/04/47 | &nbsp;&nbsp;&nbsp; 292 | 240151 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/15/45 | &nbsp;&nbsp;&nbsp; 225 | 190418 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/15/47 | &nbsp;&nbsp;&nbsp; 337 | 289987 |
| &nbsp;&nbsp;&nbsp; 4.45%, 11/16/38 | &nbsp;&nbsp;&nbsp; 330 | 313611 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/42 | &nbsp;&nbsp;&nbsp; 418 | 381686 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/16/48 | &nbsp;&nbsp;&nbsp; 244 | 216417 |
| &nbsp;&nbsp;&nbsp; 4.70%, 12/15/41 | &nbsp;&nbsp;&nbsp; 122 | 114760 |
| &nbsp;&nbsp;&nbsp; 4.80%, 12/15/43 | &nbsp;&nbsp;&nbsp; 200 | 187150 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/15/40 | &nbsp;&nbsp;&nbsp; 205 | 200720 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/27/53 | &nbsp;&nbsp;&nbsp; 95 | 92950 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/01/35 | &nbsp;&nbsp;&nbsp; 145 | 153507 |
| &nbsp;&nbsp;&nbsp; 5.70%, 04/15/40 | &nbsp;&nbsp;&nbsp; 95 | 100830 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/15/31 | &nbsp;&nbsp;&nbsp; 20 | 21625 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Aerospace & Defense (continued)** | **Aerospace & Defense (continued)** | **Aerospace & Defense (continued)** |
| &nbsp;&nbsp;&nbsp; 6.05%, 06/01/36 | &nbsp;&nbsp;&nbsp; $85 | $93381 |
| &nbsp;&nbsp;&nbsp; 6.10%, 03/15/34 | &nbsp;&nbsp;&nbsp; 35 | 38637 |
| &nbsp;&nbsp;&nbsp; 6.13%, 07/15/38 | &nbsp;&nbsp;&nbsp; 260 | 288135 |
| &nbsp;&nbsp;&nbsp; 6.40%, 03/15/54 | &nbsp;&nbsp;&nbsp; 70 | 78475 |
| &nbsp;&nbsp;&nbsp; 7.50%, 09/15/29 | &nbsp;&nbsp;&nbsp; 45 | 50282 |
|  |  | 6412435 |
| **Agriculture — 0.2%** | **Agriculture — 0.2%** | **Agriculture — 0.2%** |
| Archer-Daniels-Midland Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 09/15/51 | &nbsp;&nbsp;&nbsp; 135 | 84437 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/01/32 | &nbsp;&nbsp;&nbsp; 50 | 46089 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/27/30 | &nbsp;&nbsp;&nbsp; 288 | 278319 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/15/47 | &nbsp;&nbsp;&nbsp; 169 | 132801 |
| &nbsp;&nbsp;&nbsp; 4.02%, 04/16/43 | &nbsp;&nbsp;&nbsp; 43 | 36551 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/33 | &nbsp;&nbsp;&nbsp; 165 | 165864 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/49 | &nbsp;&nbsp;&nbsp; 95 | 82825 |
| &nbsp;&nbsp;&nbsp; 4.54%, 03/26/42 | &nbsp;&nbsp;&nbsp; 62 | 57219 |
| &nbsp;&nbsp;&nbsp; 5.38%, 09/15/35 | &nbsp;&nbsp;&nbsp; 60 | 63780 |
| &nbsp;&nbsp;&nbsp; 5.94%, 10/01/32 | &nbsp;&nbsp;&nbsp; 257 | 281695 |
| Bunge Ltd. Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/14/31 | &nbsp;&nbsp;&nbsp; 1795 | 1656278 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/25/27 | &nbsp;&nbsp;&nbsp; 969 | 965136 |
| &nbsp;&nbsp;&nbsp; 4.10%, 01/07/28 | &nbsp;&nbsp;&nbsp; 505 | 506239 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/17/29 | &nbsp;&nbsp;&nbsp; 670 | 670924 |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/04/30 | &nbsp;&nbsp;&nbsp; 100 | 101166 |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/17/34 | &nbsp;&nbsp;&nbsp; 125 | 123796 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/04/35 | &nbsp;&nbsp;&nbsp; 1100 | 1125648 |
|  |  | 6378767 |
| **Apparel — 0.0%** | **Apparel — 0.0%** | **Apparel — 0.0%** |
| Tapestry Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/15/27 | &nbsp;&nbsp;&nbsp; 92 | 91894 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/11/30 | &nbsp;&nbsp;&nbsp; 25 | 25689 |
|  |  | 117583 |
| **Auto Manufacturers — 0.3%** | **Auto Manufacturers — 0.3%** | **Auto Manufacturers — 0.3%** |
| American Honda Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.80%, 01/13/31 | &nbsp;&nbsp;&nbsp; 580 | 511917 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/24/28 | &nbsp;&nbsp;&nbsp; 330 | 315264 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/12/29 | &nbsp;&nbsp;&nbsp; 455 | 430240 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/28 | &nbsp;&nbsp;&nbsp; 50 | 49488 |
| &nbsp;&nbsp;&nbsp; 4.45%, 10/22/27 | &nbsp;&nbsp;&nbsp; 175 | 176448 |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/17/30 | &nbsp;&nbsp;&nbsp; 115 | 116477 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/12/28 | &nbsp;&nbsp;&nbsp; 30 | 30405 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/23/31 | &nbsp;&nbsp;&nbsp; 60 | 61260 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/09/27 | &nbsp;&nbsp;&nbsp; 100 | 101381 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/10/34 | &nbsp;&nbsp;&nbsp; 330 | 332842 |
| &nbsp;&nbsp;&nbsp; 5.05%, 07/10/31 | &nbsp;&nbsp;&nbsp; 10 | 10294 |
| Cummins Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/01/30 | &nbsp;&nbsp;&nbsp; 1104 | 987236 |
| &nbsp;&nbsp;&nbsp; 2.60%, 09/01/50 | &nbsp;&nbsp;&nbsp; 555 | 343942 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/09/28 | &nbsp;&nbsp;&nbsp; 50 | 50432 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/15/31 | &nbsp;&nbsp;&nbsp; 100 | 102487 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/01/43 | &nbsp;&nbsp;&nbsp; 447 | 438720 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/20/29 | &nbsp;&nbsp;&nbsp; 170 | 175139 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/20/34 | &nbsp;&nbsp;&nbsp; 1080 | 1123659 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/09/35 | &nbsp;&nbsp;&nbsp; 100 | 104351 |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/20/54 | &nbsp;&nbsp;&nbsp; 3565 | 3564042 |
| General Motors Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 140 | 138570 |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/01/38 | &nbsp;&nbsp;&nbsp; 165 | 160177 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/45 | &nbsp;&nbsp;&nbsp; 299 | 271932 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/01/48<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 130 | 119482 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware U.S. Aggregate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Auto Manufacturers (continued)** | **Auto Manufacturers (continued)** | **Auto Manufacturers (continued)** |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/49 | &nbsp;&nbsp;&nbsp; $200 | $196261 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/02/43 | &nbsp;&nbsp;&nbsp; 215 | 220782 |
| &nbsp;&nbsp;&nbsp; 6.60%, 04/01/36 | &nbsp;&nbsp;&nbsp; 256 | 279936 |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/01/46 | &nbsp;&nbsp;&nbsp; 189 | 204962 |
| General Motors Financial Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.35%, 01/08/31 | &nbsp;&nbsp;&nbsp; 290 | 260465 |
| &nbsp;&nbsp;&nbsp; 2.40%, 10/15/28 | &nbsp;&nbsp;&nbsp; 50 | 47661 |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/10/31 | &nbsp;&nbsp;&nbsp; 340 | 307721 |
| &nbsp;&nbsp;&nbsp; 3.10%, 01/12/32 | &nbsp;&nbsp;&nbsp; 200 | 182196 |
| &nbsp;&nbsp;&nbsp; 3.60%, 06/21/30 | &nbsp;&nbsp;&nbsp; 135 | 129951 |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/06/29 | &nbsp;&nbsp;&nbsp; 235 | 234637 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/06/34 | &nbsp;&nbsp;&nbsp; 5 | 5092 |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/17/29 | &nbsp;&nbsp;&nbsp; 50 | 51864 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/06/30 | &nbsp;&nbsp;&nbsp; 25 | 26334 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/04/34 | &nbsp;&nbsp;&nbsp; 5 | 5262 |
| &nbsp;&nbsp;&nbsp; 6.40%, 01/09/33 | &nbsp;&nbsp;&nbsp; 345 | 373495 |
| Honda Motor Co. Ltd., 2.97%, 03/10/32 | &nbsp;&nbsp;&nbsp; 235 | 215624 |
| &nbsp;&nbsp;&nbsp; Mercedes-Benz Finance North America LLC, <br> 8.50%, 01/18/31<br>| &nbsp;&nbsp;&nbsp; 317 | 377664 |
|  |  | 12836092 |
| **Auto Parts & Equipment — 0.1%** | **Auto Parts & Equipment — 0.1%** | **Auto Parts & Equipment — 0.1%** |
| Aptiv Swiss Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 12/01/51 | &nbsp;&nbsp;&nbsp; 579 | 377063 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/01/32 | &nbsp;&nbsp;&nbsp; 250 | 233218 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/01/52 | &nbsp;&nbsp;&nbsp; 340 | 265171 |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/15/29 | &nbsp;&nbsp;&nbsp; 295 | 296978 |
| &nbsp;&nbsp;&nbsp; 4.40%, 10/01/46 | &nbsp;&nbsp;&nbsp; 79 | 64426 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/49 | &nbsp;&nbsp;&nbsp; 132 | 122317 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/13/54 | &nbsp;&nbsp;&nbsp; 220 | 214414 |
| BorgWarner Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/45 | &nbsp;&nbsp;&nbsp; 136 | 115776 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/15/34 | &nbsp;&nbsp;&nbsp; 35 | 36227 |
| Lear Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/30/30 | &nbsp;&nbsp;&nbsp; 199 | 191126 |
| &nbsp;&nbsp;&nbsp; 3.55%, 01/15/52 | &nbsp;&nbsp;&nbsp; 145 | 98948 |
| &nbsp;&nbsp;&nbsp; 3.80%, 09/15/27 | &nbsp;&nbsp;&nbsp; 146 | 145041 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/29 | &nbsp;&nbsp;&nbsp; 312 | 311781 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/49 | &nbsp;&nbsp;&nbsp; 152 | 138784 |
|  |  | 2611270 |
| **Banks — 5.1%** | **Banks — 5.1%** | **Banks — 5.1%** |
| Banco Bilbao Vizcaya Argentaria SA |  |  |
| &nbsp;&nbsp;&nbsp; 6.03%, 03/13/35, (1-year CMT + 0.01)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 280 | 299625 |
| &nbsp;&nbsp;&nbsp; 7.88%, 11/15/34, (1-year CMT + 3.30%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 45 | 52766 |
| Banco Santander SA |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/03/30 | &nbsp;&nbsp;&nbsp; 235 | 214580 |
| &nbsp;&nbsp;&nbsp; 2.96%, 03/25/31 | &nbsp;&nbsp;&nbsp; 430 | 400404 |
| &nbsp;&nbsp;&nbsp; 3.23%, 11/22/32, (1-year CMT + 1.60%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 235 | 215584 |
| &nbsp;&nbsp;&nbsp; 3.31%, 06/27/29 | &nbsp;&nbsp;&nbsp; 40 | 38914 |
| &nbsp;&nbsp;&nbsp; 3.49%, 05/28/30 | &nbsp;&nbsp;&nbsp; 10 | 9651 |
| &nbsp;&nbsp;&nbsp; 3.80%, 02/23/28 | &nbsp;&nbsp;&nbsp; 130 | 128942 |
| &nbsp;&nbsp;&nbsp; 4.18%, 03/24/28, (1-year CMT + 2.00%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 845 | 844234 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/11/27 | &nbsp;&nbsp;&nbsp; 20 | 20037 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/12/28 | &nbsp;&nbsp;&nbsp; 600 | 602504 |
| &nbsp;&nbsp;&nbsp; 4.55%, 11/06/30 | &nbsp;&nbsp;&nbsp; 200 | 201000 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/06/35 | &nbsp;&nbsp;&nbsp; 200 | 201743 |
| &nbsp;&nbsp;&nbsp; 5.54%, 03/14/30, (1-year CMT + 1.45%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 30 | 31105 |
| &nbsp;&nbsp;&nbsp; 6.03%, 01/17/35 | &nbsp;&nbsp;&nbsp; 60 | 64854 |
| &nbsp;&nbsp;&nbsp; 6.35%, 03/14/34 | &nbsp;&nbsp;&nbsp; 400 | 433014 |
| &nbsp;&nbsp;&nbsp; 6.61%, 11/07/28 | &nbsp;&nbsp;&nbsp; 15 | 16042 |
| &nbsp;&nbsp;&nbsp; 6.92%, 08/08/33 | &nbsp;&nbsp;&nbsp; 475 | 530128 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; 6.94%, 11/07/33 | &nbsp;&nbsp;&nbsp; $100 | $115245 |
| Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 07/23/31, (1-day SOFR + 1.53%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 115 | 103687 |
| &nbsp;&nbsp;&nbsp; 1.92%, 10/24/31, (1-day SOFR + 1.37%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 410 | 367446 |
| &nbsp;&nbsp;&nbsp; 2.09%, 06/14/29, (1-day SOFR + 1.06%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 185 | 176216 |
| &nbsp;&nbsp;&nbsp; 2.30%, 07/21/32, (1-day SOFR + 1.22%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 250 | 224326 |
| &nbsp;&nbsp;&nbsp; 2.48%, 09/21/36, (5-year CMT + 1.20%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 515 | 453454 |
| &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; 338 | 315948 |
| &nbsp;&nbsp;&nbsp; 2.55%, 02/04/28, (1-day SOFR + 1.05%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 105 | 103154 |
| &nbsp;&nbsp;&nbsp; 2.57%, 10/20/32, (1-day SOFR + 1.21%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 170 | 154304 |
| &nbsp;&nbsp;&nbsp; 2.59%, 04/29/31, (1-day SOFR + 2.15%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 384 | 358771 |
| &nbsp;&nbsp;&nbsp; 2.68%, 06/19/41, (1-day SOFR + 1.93%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 150464 |
| &nbsp;&nbsp;&nbsp; 2.69%, 04/22/32, (1-day SOFR + 1.32%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 480 | 442104 |
| &nbsp;&nbsp;&nbsp; 2.83%, 10/24/51, (1-day SOFR + 1.88%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 394 | 256603 |
| &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; 103 | 98270 |
| &nbsp;&nbsp;&nbsp; 2.97%, 02/04/33, (1-day SOFR + 1.33%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 542 | 498606 |
| &nbsp;&nbsp;&nbsp; 2.97%, 07/21/52, (1-day SOFR + 1.56%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 642 | 431640 |
| &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; 225 | 217951 |
| &nbsp;&nbsp;&nbsp; 3.31%, 04/22/42, (1-day SOFR + 1.58%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 260 | 208100 |
| &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; 520 | 513811 |
| &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; 135 | 133944 |
| &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; 75 | 74621 |
| &nbsp;&nbsp;&nbsp; 3.85%, 03/08/37, (5-year CMT + 2.00%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 445 | 420866 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 01/23/49, (3-mo. CME Term SOFR + <br> 1.45%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 246 | 200358 |
| &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; 365 | 364263 |
| &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; 311 | 309591 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.08%, 04/23/40, (3-mo. CME Term SOFR + <br> 1.58%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 5 | 4525 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.08%, 03/20/51, (3-mo. CME Term SOFR + <br> 3.41%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 1186 | 977804 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.24%, 04/24/38, (3-mo. CME Term SOFR + <br> 2.08%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 685 | 647758 |
| &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; 445 | 447422 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.33%, 03/15/50, (3-mo. CME Term SOFR + <br> 1.78%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 568 | 487784 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/27/28, (1-day SOFR + 1.58%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 95 | 95353 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.44%, 01/20/48, (3-mo. CME Term SOFR + <br> 2.25%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 655 | 582121 |
| &nbsp;&nbsp;&nbsp; 4.57%, 04/27/33, (1-day SOFR + 1.83%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 910 | 913997 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/01/44 | &nbsp;&nbsp;&nbsp; 396 | 381918 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/22/28, (1-day SOFR + 2.04%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 220 | 223106 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/21/44 | &nbsp;&nbsp;&nbsp; 563 | 554433 |
| &nbsp;&nbsp;&nbsp; 5.02%, 07/22/33, (1-day SOFR + 2.16%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 915 | 940885 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/25/29, (1-day SOFR + 1.63%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 325 | 333214 |
| &nbsp;&nbsp;&nbsp; 5.29%, 04/25/34, (1-day SOFR + 1.91%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 815 | 848669 |
| &nbsp;&nbsp;&nbsp; 5.43%, 08/15/35, (1-day SOFR + 1.91%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 75 | 77280 |
| &nbsp;&nbsp;&nbsp; 5.47%, 01/23/35, (1-day SOFR + 1.65%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 225 | 236953 |
| &nbsp;&nbsp;&nbsp; 5.52%, 10/25/35, (1-day SOFR + 1.74%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 225 | 232488 |
| &nbsp;&nbsp;&nbsp; 5.74%, 02/12/36, (1-day SOFR + 1.70%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 45 | 47263 |
| &nbsp;&nbsp;&nbsp; 5.87%, 09/15/34, (1-day SOFR + 1.84%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 320 | 344947 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/07/42 | &nbsp;&nbsp;&nbsp; 329 | 355172 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware U.S. Aggregate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; 6.11%, 01/29/37 | &nbsp;&nbsp;&nbsp; $575 | $625629 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/10/28, (1-day SOFR + 1.99%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 135 | 140359 |
| &nbsp;&nbsp;&nbsp; 7.75%, 05/14/38 | &nbsp;&nbsp;&nbsp; 475 | 583366 |
| &nbsp;&nbsp;&nbsp; Series L, 4.18%, 11/25/27 | &nbsp;&nbsp;&nbsp; 330 | 330458 |
| &nbsp;&nbsp;&nbsp; Series L, 4.75%, 04/21/45<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 45621 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series N, 2.65%, 03/11/32, (1-day SOFR + <br> 1.22%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 215 | 198262 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series N, 3.48%, 03/13/52, (1-day SOFR + <br> 1.65%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 500 | 371122 |
| Bank of Montreal |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 03/08/27 | &nbsp;&nbsp;&nbsp; 65 | 63983 |
| &nbsp;&nbsp;&nbsp; 3.09%, 01/10/37, (5-year CMT + 1.40%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 17998 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 12/15/32, (5-year USD Swap + <br> 1.43%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 1135 | 1118692 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 09/22/31, (1-day SOFR Index + <br> 1.80%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 75 | 75116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/27/29, (1-day SOFR Index + <br> 0.67%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 160 | 163165 |
| &nbsp;&nbsp;&nbsp; 5.51%, 06/04/31 | &nbsp;&nbsp;&nbsp; 75 | 79268 |
| &nbsp;&nbsp;&nbsp; 5.72%, 09/25/28 | &nbsp;&nbsp;&nbsp; 75 | 78315 |
| &nbsp;&nbsp;&nbsp; Series H, 4.70%, 09/14/27 | &nbsp;&nbsp;&nbsp; 165 | 167136 |
| Bank of New York Mellon Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.05%, 01/26/27 | &nbsp;&nbsp;&nbsp; 195 | 191135 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/26/32 | &nbsp;&nbsp;&nbsp; 120 | 109535 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/30/28 | &nbsp;&nbsp;&nbsp; 444 | 432006 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/16/27 | &nbsp;&nbsp;&nbsp; 197 | 195437 |
| &nbsp;&nbsp;&nbsp; 3.30%, 08/23/29 | &nbsp;&nbsp;&nbsp; 700 | 680996 |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/29/28 | &nbsp;&nbsp;&nbsp; 435 | 431594 |
| &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; 909 | 903268 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/28/28 | &nbsp;&nbsp;&nbsp; 700 | 701956 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/26/29 | &nbsp;&nbsp;&nbsp; 120 | 120058 |
| &nbsp;&nbsp;&nbsp; 3.99%, 06/13/28, (1-day SOFR + 1.15%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 95 | 95110 |
| &nbsp;&nbsp;&nbsp; 4.29%, 06/13/33, (1-day SOFR + 1.42%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 130 | 128813 |
| &nbsp;&nbsp;&nbsp; 4.44%, 06/09/28, (1-day SOFR + 0.68%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 55 | 55384 |
| &nbsp;&nbsp;&nbsp; 4.54%, 02/01/29, (1-day SOFR + 1.17%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 90 | 91060 |
| &nbsp;&nbsp;&nbsp; 4.71%, 02/01/34, (1-day SOFR + 1.51%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 135 | 136497 |
| &nbsp;&nbsp;&nbsp; 4.94%, 02/11/31, (1-day SOFR + 0.89%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 125 | 128683 |
| &nbsp;&nbsp;&nbsp; 4.97%, 04/26/34, (1-day SOFR + 1.61%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 85 | 87164 |
| &nbsp;&nbsp;&nbsp; 5.06%, 07/22/32, (1-day SOFR + 1.23%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 105 | 109056 |
| &nbsp;&nbsp;&nbsp; 5.19%, 03/14/35, (1-day SOFR + 1.42%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 225 | 233150 |
| &nbsp;&nbsp;&nbsp; 5.23%, 11/20/35, (1-day SOFR + 1.25%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 150 | 155911 |
| &nbsp;&nbsp;&nbsp; 5.32%, 06/06/36, (1-day SOFR + 1.35%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 125 | 130356 |
| &nbsp;&nbsp;&nbsp; 5.61%, 07/21/39, (1-day SOFR + 1.77%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 40 | 41993 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.83%, 10/25/33, (1-day SOFR Index + <br> 2.74%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 80 | 86548 |
| &nbsp;&nbsp;&nbsp; 6.47%, 10/25/34, (1-day SOFR + 1.85%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 215 | 241247 |
| &nbsp;&nbsp;&nbsp; Series J, 1.90%, 01/25/29 | &nbsp;&nbsp;&nbsp; 150 | 141407 |
| Bank of Nova Scotia (The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 02/02/27 | &nbsp;&nbsp;&nbsp; 510 | 498821 |
| &nbsp;&nbsp;&nbsp; 2.15%, 08/01/31 | &nbsp;&nbsp;&nbsp; 1505 | 1344311 |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/02/32 | &nbsp;&nbsp;&nbsp; 285 | 255106 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/11/27 | &nbsp;&nbsp;&nbsp; 1120 | 1106718 |
| &nbsp;&nbsp;&nbsp; 4.04%, 09/15/28, (1-day SOFR + 0.76%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 150 | 149843 |
| &nbsp;&nbsp;&nbsp; 4.34%, 09/15/31, (1-day SOFR + 1.09%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 150 | 149958 |
| &nbsp;&nbsp;&nbsp; 4.40%, 09/08/28, (1-day SOFR + 1.00%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 305 | 306649 |
| &nbsp;&nbsp;&nbsp; 4.59%, 05/04/37, (5-year CMT + 2.05%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 7455 | 7281777 |
| &nbsp;&nbsp;&nbsp; 4.74%, 11/10/32, (1-day SOFR + 1.44%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 120 | 121774 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/01/30 | &nbsp;&nbsp;&nbsp; 470 | 482036 |
| &nbsp;&nbsp;&nbsp; 4.93%, 02/14/29, (1-day SOFR + 0.89%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 215 | 218939 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/14/31, (1-day SOFR + 1.07%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 365 | 376478 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/12/28 | &nbsp;&nbsp;&nbsp; $50 | $51558 |
| &nbsp;&nbsp;&nbsp; 5.35%, 12/07/26 | &nbsp;&nbsp;&nbsp; 315 | 319302 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/04/27 | &nbsp;&nbsp;&nbsp; 1430 | 1461239 |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/01/29 | &nbsp;&nbsp;&nbsp; 530 | 553762 |
| &nbsp;&nbsp;&nbsp; 5.65%, 02/01/34 | &nbsp;&nbsp;&nbsp; 140 | 149752 |
| Barclays PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 06/24/31, (1-year CMT + 1.90%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 130 | 120349 |
| &nbsp;&nbsp;&nbsp; 2.67%, 03/10/32, (1-year CMT + 1.20%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 305 | 278364 |
| &nbsp;&nbsp;&nbsp; 2.89%, 11/24/32, (1-year CMT + 1.30%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 735 | 668492 |
| &nbsp;&nbsp;&nbsp; 3.56%, 09/23/35, (5-year CMT + 2.90%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 285 | 269289 |
| &nbsp;&nbsp;&nbsp; 4.34%, 01/10/28 | &nbsp;&nbsp;&nbsp; 275 | 275533 |
| &nbsp;&nbsp;&nbsp; 4.48%, 11/11/29, (1-day SOFR + 1.08%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 400 | 402353 |
| &nbsp;&nbsp;&nbsp; 4.84%, 05/09/28 | &nbsp;&nbsp;&nbsp; 565 | 568395 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/10/47 | &nbsp;&nbsp;&nbsp; 480 | 446124 |
| &nbsp;&nbsp;&nbsp; 4.97%, 05/16/29, (3-mo. SOFR US + 2.16%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 465 | 472962 |
| &nbsp;&nbsp;&nbsp; 5.09%, 02/25/29, (1-day SOFR + 0.96%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 410 | 417875 |
| &nbsp;&nbsp;&nbsp; 5.09%, 06/20/30, (3-mo. SOFR US + 3.31%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 465 | 473141 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/17/45 | &nbsp;&nbsp;&nbsp; 195 | 189172 |
| &nbsp;&nbsp;&nbsp; 5.34%, 09/10/35, (1-day SOFR + 1.91%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 280 | 286251 |
| &nbsp;&nbsp;&nbsp; 5.37%, 02/25/31, (1-day SOFR + 1.23%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 400 | 414053 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/09/28, (1-year CMT + 2.65%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 380 | 387744 |
| &nbsp;&nbsp;&nbsp; 5.69%, 03/12/30, (1-day SOFR + 1.74%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 300 | 312395 |
| &nbsp;&nbsp;&nbsp; 5.75%, 08/09/33, (1-year CMT + 3.00%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 45 | 47519 |
| &nbsp;&nbsp;&nbsp; 5.79%, 02/25/36, (1-day SOFR + 1.59%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 530 | 559829 |
| &nbsp;&nbsp;&nbsp; 5.86%, 08/11/46, (1-day SOFR + 1.83%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 400 | 414456 |
| &nbsp;&nbsp;&nbsp; 6.04%, 03/12/55, (1-day SOFR + 2.42%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 212835 |
| &nbsp;&nbsp;&nbsp; 6.22%, 05/09/34, (1-day SOFR + 2.98%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 260 | 281391 |
| &nbsp;&nbsp;&nbsp; 6.69%, 09/13/34, (1-day SOFR + 2.62%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 230 | 255751 |
| &nbsp;&nbsp;&nbsp; 7.12%, 06/27/34, (1-day SOFR + 3.57%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 295 | 331454 |
| &nbsp;&nbsp;&nbsp; 7.44%, 11/02/33, (1-year CMT + 3.50%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 240 | 276455 |
| BPCE SA, 3.38%, 12/02/26 | &nbsp;&nbsp;&nbsp; 1020 | 1013829 |
| Canadian Imperial Bank of Commerce |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/07/32 | &nbsp;&nbsp;&nbsp; 135 | 128994 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.58%, 09/08/31, (1-day SOFR Index + <br> 1.17%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 75 | 75690 |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/11/30, (1-day SOFR + 1.34%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1125 | 1142572 |
| &nbsp;&nbsp;&nbsp; 4.86%, 01/13/28, (1-day SOFR + 0.72%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25207 |
| &nbsp;&nbsp;&nbsp; 4.86%, 03/30/29, (1-day SOFR + 1.03%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1050 | 1066545 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/28/28 | &nbsp;&nbsp;&nbsp; 385 | 393868 |
| &nbsp;&nbsp;&nbsp; 5.24%, 06/28/27 | &nbsp;&nbsp;&nbsp; 155 | 158097 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/13/31, (1-day SOFR + 1.11%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1025 | 1062205 |
| &nbsp;&nbsp;&nbsp; 5.26%, 04/08/29 | &nbsp;&nbsp;&nbsp; 165 | 171140 |
| &nbsp;&nbsp;&nbsp; 5.99%, 10/03/28 | &nbsp;&nbsp;&nbsp; 170 | 178868 |
| &nbsp;&nbsp;&nbsp; 6.09%, 10/03/33 | &nbsp;&nbsp;&nbsp; 600 | 655965 |
| Capital One NA |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 02/06/30 | &nbsp;&nbsp;&nbsp; 230 | 216720 |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/13/28 | &nbsp;&nbsp;&nbsp; 485 | 492458 |
| Citigroup Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.56%, 05/01/32, (1-day SOFR + 1.17%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 245 | 223145 |
| &nbsp;&nbsp;&nbsp; 2.57%, 06/03/31, (1-day SOFR + 2.11%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 350 | 324986 |
| &nbsp;&nbsp;&nbsp; 3.06%, 01/25/33, (1-day SOFR + 1.35%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 190 | 174811 |
| &nbsp;&nbsp;&nbsp; 3.07%, 02/24/28, (1-day SOFR + 1.28%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 380 | 375181 |
| &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; 150 | 148382 |
| &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; 140 | 139054 |
| &nbsp;&nbsp;&nbsp; 3.79%, 03/17/33, (1-day SOFR + 1.94%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 662 | 633550 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 01/24/39, (3-mo. CME Term SOFR + <br> 1.43%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 575 | 512710 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.89%, 01/10/28, (3-mo. CME Term SOFR <br> +1.83%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 165 | 164566 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware U.S. Aggregate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.98%, 03/20/30, (3-mo. CME Term SOFR + <br> 1.60%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; $185 | $183649 |
| &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; 171 | 170875 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/25/28 | &nbsp;&nbsp;&nbsp; 281 | 281062 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.28%, 04/24/48, (3-mo. CME Term SOFR + <br> 2.10%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 269 | 229441 |
| &nbsp;&nbsp;&nbsp; 4.41%, 03/31/31, (1-day SOFR + 3.91%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 355 | 355679 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/29/27 | &nbsp;&nbsp;&nbsp; 647 | 650118 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/30/45 | &nbsp;&nbsp;&nbsp; 424 | 386659 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/23/48 | &nbsp;&nbsp;&nbsp; 715 | 642876 |
| &nbsp;&nbsp;&nbsp; 4.66%, 05/24/28, (1-day SOFR + 1.89%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25204 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/18/46 | &nbsp;&nbsp;&nbsp; 140 | 124849 |
| &nbsp;&nbsp;&nbsp; 4.91%, 05/24/33, (1-day SOFR + 2.09%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 330 | 336072 |
| &nbsp;&nbsp;&nbsp; 5.17%, 02/13/30, (1-day SOFR + 1.36%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 70 | 72029 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/06/44 | &nbsp;&nbsp;&nbsp; 236 | 229857 |
| &nbsp;&nbsp;&nbsp; 5.32%, 03/26/41, (1-day SOFR + 4.55%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 390 | 395149 |
| &nbsp;&nbsp;&nbsp; 5.41%, 09/19/39, (5-year CMT + 1.73%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25258 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/11/35, (1-day SOFR + 1.45%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 220 | 229572 |
| &nbsp;&nbsp;&nbsp; 5.83%, 02/13/35, (1-day SOFR + 2.06%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 480 | 501594 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/22/33 | &nbsp;&nbsp;&nbsp; 276 | 295957 |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/30/42 | &nbsp;&nbsp;&nbsp; 390 | 414476 |
| &nbsp;&nbsp;&nbsp; 6.00%, 10/31/33 | &nbsp;&nbsp;&nbsp; 212 | 229325 |
| &nbsp;&nbsp;&nbsp; 6.02%, 01/24/36, (1-day SOFR + 1.83%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 115 | 121251 |
| &nbsp;&nbsp;&nbsp; 6.13%, 08/25/36 | &nbsp;&nbsp;&nbsp; 70 | 75088 |
| &nbsp;&nbsp;&nbsp; 6.17%, 05/25/34, (1-day SOFR + 2.66%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 560 | 598769 |
| &nbsp;&nbsp;&nbsp; 6.27%, 11/17/33, (1-day SOFR + 2.34%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 285 | 312279 |
| &nbsp;&nbsp;&nbsp; 6.63%, 01/15/28 | &nbsp;&nbsp;&nbsp; 338 | 357099 |
| &nbsp;&nbsp;&nbsp; 6.63%, 06/15/32 | &nbsp;&nbsp;&nbsp; 512 | 569869 |
| &nbsp;&nbsp;&nbsp; 6.68%, 09/13/43 | &nbsp;&nbsp;&nbsp; 186 | 210070 |
| &nbsp;&nbsp;&nbsp; 8.13%, 07/15/39 | &nbsp;&nbsp;&nbsp; 639 | 826621 |
| Citizens Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/06/30 | &nbsp;&nbsp;&nbsp; 195 | 180393 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/30/30 | &nbsp;&nbsp;&nbsp; 30 | 28590 |
| &nbsp;&nbsp;&nbsp; 5.64%, 05/21/37, (5-year CMT + 2.75%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 205 | 208654 |
| &nbsp;&nbsp;&nbsp; 6.65%, 04/25/35, (1-day SOFR + 2.33%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 27531 |
| Comerica Inc., 4.00%, 02/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 364 | 360449 |
| Cooperatieve Rabobank UA |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/24/41 | &nbsp;&nbsp;&nbsp; 81 | 82108 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/04/45 | &nbsp;&nbsp;&nbsp; 152 | 145819 |
| &nbsp;&nbsp;&nbsp; 5.75%, 12/01/43 | &nbsp;&nbsp;&nbsp; 262 | 268387 |
| Deutsche Bank AG/New York NY |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 01/07/28, (1-day SOFR + 1.32%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 525 | 515060 |
| &nbsp;&nbsp;&nbsp; 3.04%, 05/28/32, (1-day SOFR + 1.72%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 490 | 451157 |
| &nbsp;&nbsp;&nbsp; 3.55%, 09/18/31, (1-day SOFR + 3.04%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 690 | 657469 |
| &nbsp;&nbsp;&nbsp; 3.73%, 01/14/32, (1-day SOFR + 2.76%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9478 |
| &nbsp;&nbsp;&nbsp; 3.74%, 01/07/33, (1-day SOFR + 2.26%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 35 | 32665 |
| &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; 90 | 90125 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/04/31, (1-day SOFR + 1.30%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 215 | 218085 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/11/30, (1-day SOFR + 1.70%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 345 | 350967 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/09/31, (1-day SOFR + 1.72%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 150 | 154107 |
| &nbsp;&nbsp;&nbsp; 5.37%, 01/10/29, (1-day SOFR + 1.21%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 150 | 153136 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/11/35, (1-day SOFR + 2.05%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 415 | 425008 |
| &nbsp;&nbsp;&nbsp; 5.88%, 07/08/31, (1-day SOFR + 5.44%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5197 |
| &nbsp;&nbsp;&nbsp; 6.72%, 01/18/29, (1-day SOFR + 3.18%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 215 | 225324 |
| &nbsp;&nbsp;&nbsp; 6.82%, 11/20/29, (1-day SOFR + 2.51%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 370 | 395293 |
| &nbsp;&nbsp;&nbsp; 7.08%, 02/10/34, (1-day SOFR + 3.65%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 219821 |
| Fifth Third Bancorp |  |  |
| &nbsp;&nbsp;&nbsp; 4.34%, 04/25/33, (1-day SOFR + 1.66%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 24479 |
| &nbsp;&nbsp;&nbsp; 8.25%, 03/01/38 | &nbsp;&nbsp;&nbsp; 201 | 248958 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Goldman Sachs Capital I, 6.35%, 02/15/34 | &nbsp;&nbsp;&nbsp; $205 | $218767 |
| Goldman Sachs Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.99%, 01/27/32, (1-day SOFR + 1.09%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 315 | 280576 |
| &nbsp;&nbsp;&nbsp; 2.38%, 07/21/32, (1-day SOFR + 1.25%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 470 | 422511 |
| &nbsp;&nbsp;&nbsp; 2.60%, 02/07/30 | &nbsp;&nbsp;&nbsp; 147 | 138166 |
| &nbsp;&nbsp;&nbsp; 2.62%, 04/22/32, (1-day SOFR + 1.28%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 397 | 363231 |
| &nbsp;&nbsp;&nbsp; 2.64%, 02/24/28, (1-day SOFR + 1.11%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 350 | 343725 |
| &nbsp;&nbsp;&nbsp; 2.65%, 10/21/32, (1-day SOFR + 1.26%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 660 | 597620 |
| &nbsp;&nbsp;&nbsp; 2.91%, 07/21/42, (1-day SOFR + 1.47%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 130 | 96870 |
| &nbsp;&nbsp;&nbsp; 3.10%, 02/24/33, (1-day SOFR + 1.41%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 680 | 629212 |
| &nbsp;&nbsp;&nbsp; 3.21%, 04/22/42, (1-day SOFR + 1.51%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 282 | 219759 |
| &nbsp;&nbsp;&nbsp; 3.44%, 02/24/43, (1-day SOFR + 1.63%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 80 | 63325 |
| &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; 347 | 344750 |
| &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; 572 | 568044 |
| &nbsp;&nbsp;&nbsp; 3.85%, 01/26/27 | &nbsp;&nbsp;&nbsp; 457 | 456190 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.02%, 10/31/38, (3-mo. CME Term SOFR + <br> 1.64%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 745 | 676719 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/21/29, (1-day SOFR + 0.90%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 725 | 725563 |
| &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; 735 | 736460 |
| &nbsp;&nbsp;&nbsp; 4.37%, 10/21/31, (1-day SOFR + 1.06%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 725 | 725845 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.41%, 04/23/39, (3-mo. CME Term SOFR + <br> 1.69%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 539 | 505974 |
| &nbsp;&nbsp;&nbsp; 4.69%, 10/23/30, (1-day SOFR + 1.14%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 40 | 40651 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/21/45 | &nbsp;&nbsp;&nbsp; 616 | 566179 |
| &nbsp;&nbsp;&nbsp; 4.80%, 07/08/44 | &nbsp;&nbsp;&nbsp; 550 | 517091 |
| &nbsp;&nbsp;&nbsp; 4.94%, 10/21/36, (1-day SOFR + 1.33%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 725 | 728130 |
| &nbsp;&nbsp;&nbsp; 5.02%, 10/23/35, (1-day SOFR + 1.42%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 430 | 436599 |
| &nbsp;&nbsp;&nbsp; 5.05%, 07/23/30, (1-day SOFR + 1.21%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 290 | 297899 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/22/45 | &nbsp;&nbsp;&nbsp; 5 | 4761 |
| &nbsp;&nbsp;&nbsp; 5.21%, 01/28/31, (1-day SOFR + 1.08%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 210 | 217601 |
| &nbsp;&nbsp;&nbsp; 5.22%, 04/23/31, (1-day SOFR + 1.58%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 250 | 259061 |
| &nbsp;&nbsp;&nbsp; 5.33%, 07/23/35, (1-day SOFR + 1.55%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 645 | 669556 |
| &nbsp;&nbsp;&nbsp; 5.54%, 01/28/36, (1-day SOFR + 1.38%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 365 | 382785 |
| &nbsp;&nbsp;&nbsp; 5.73%, 04/25/30, (1-day SOFR + 0.27%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 40 | 41898 |
| &nbsp;&nbsp;&nbsp; 5.73%, 01/28/56, (1-day SOFR + 1.70%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 335 | 348337 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/25/35, (1-day SOFR + 1.55%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 53688 |
| &nbsp;&nbsp;&nbsp; 5.95%, 01/15/27 | &nbsp;&nbsp;&nbsp; 155 | 158280 |
| &nbsp;&nbsp;&nbsp; 6.13%, 02/15/33 | &nbsp;&nbsp;&nbsp; 725 | 798973 |
| &nbsp;&nbsp;&nbsp; 6.25%, 02/01/41 | &nbsp;&nbsp;&nbsp; 545 | 601799 |
| &nbsp;&nbsp;&nbsp; 6.45%, 05/01/36 | &nbsp;&nbsp;&nbsp; 249 | 274644 |
| &nbsp;&nbsp;&nbsp; 6.56%, 10/24/34, (1-day SOFR + 1.95%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 210 | 236181 |
| &nbsp;&nbsp;&nbsp; 6.75%, 10/01/37 | &nbsp;&nbsp;&nbsp; 696 | 783524 |
| HSBC Bank USA N.A |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/15/35 | &nbsp;&nbsp;&nbsp; 15 | 15801 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/01/34 | &nbsp;&nbsp;&nbsp; 365 | 389717 |
| HSBC Bank USA NA, 7.00%, 01/15/39 | &nbsp;&nbsp;&nbsp; 650 | 767769 |
| HSBC Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.21%, 08/17/29, (1-day SOFR + 1.29%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 490 | 465384 |
| &nbsp;&nbsp;&nbsp; 2.36%, 08/18/31, (1-day SOFR + 1.95%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 185 | 168875 |
| &nbsp;&nbsp;&nbsp; 2.80%, 05/24/32, (1-day SOFR + 1.19%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 775 | 710015 |
| &nbsp;&nbsp;&nbsp; 2.85%, 06/04/31, (1-day SOFR + 2.39%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 295 | 276332 |
| &nbsp;&nbsp;&nbsp; 2.87%, 11/22/32, (1-day SOFR + 1.41%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 120 | 109229 |
| &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; 985 | 974899 |
| &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; 680 | 678937 |
| &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; 620 | 625766 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware U.S. Aggregate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; 4.76%, 06/09/28, (1-day SOFR + 2.11%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $440 | $443638 |
| &nbsp;&nbsp;&nbsp; 4.76%, 03/29/33, (1-day SOFR + 2.53%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 24935 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/03/29, (1-day SOFR + 1.03%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 205 | 208051 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/31/30 | &nbsp;&nbsp;&nbsp; 695 | 715256 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/03/31, (1-day SOFR + 1.29%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205530 |
| &nbsp;&nbsp;&nbsp; 5.24%, 05/13/31, (1-day SOFR + 1.57%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 206650 |
| &nbsp;&nbsp;&nbsp; 5.29%, 11/19/30, (1-day SOFR + 1.29%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 206882 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/11/33, (1-day SOFR + 2.87%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 35 | 36492 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/03/36, (1-day SOFR + 1.56%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 220 | 228538 |
| &nbsp;&nbsp;&nbsp; 5.72%, 03/04/35, (1-day SOFR + 1.78%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 265 | 281178 |
| &nbsp;&nbsp;&nbsp; 5.73%, 05/17/32, (1-day SOFR + 1.52%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 30 | 31710 |
| &nbsp;&nbsp;&nbsp; 5.79%, 05/13/36, (1-day SOFR + 1.88%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 212425 |
| &nbsp;&nbsp;&nbsp; 5.87%, 11/18/35, (1-day SOFR + 1.90%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5243 |
| &nbsp;&nbsp;&nbsp; 6.10%, 01/14/42 | &nbsp;&nbsp;&nbsp; 575 | 628873 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/09/34, (1-day SOFR + 2.39%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 290 | 317261 |
| &nbsp;&nbsp;&nbsp; 6.50%, 05/02/36 | &nbsp;&nbsp;&nbsp; 190 | 206204 |
| &nbsp;&nbsp;&nbsp; 6.50%, 09/15/37 | &nbsp;&nbsp;&nbsp; 400 | 443313 |
| &nbsp;&nbsp;&nbsp; 6.55%, 06/20/34, (1-day SOFR + 2.98%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 390 | 423929 |
| &nbsp;&nbsp;&nbsp; 7.39%, 11/03/28, (1-day SOFR + 3.35%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 211670 |
| &nbsp;&nbsp;&nbsp; 7.40%, 11/13/34, (1-day SOFR + 3.02%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 235 | 269058 |
| &nbsp;&nbsp;&nbsp; 8.11%, 11/03/33, (1-day SOFR + 4.25%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 235533 |
| HSBC Holdings PLC, |  |  |
| &nbsp;&nbsp;&nbsp; 4.62%, 11/06/31, (1-day SOFR + 1.19%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201461 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/06/36, (1-day SOFR + 1.43%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201824 |
| Huntington Bancshares Inc./Ohio |  |  |
| &nbsp;&nbsp;&nbsp; 2.49%, 08/15/36, (5-year CMT + 1.17%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 145 | 125534 |
| &nbsp;&nbsp;&nbsp; 2.55%, 02/04/30 | &nbsp;&nbsp;&nbsp; 544 | 506646 |
| &nbsp;&nbsp;&nbsp; 4.44%, 08/04/28, (1-day SOFR + 1.97%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 65 | 65309 |
| &nbsp;&nbsp;&nbsp; 5.02%, 05/17/33, (1-day SOFR + 2.05%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 192 | 194120 |
| &nbsp;&nbsp;&nbsp; 5.27%, 01/15/31, (1-day SOFR + 1.28%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25814 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.71%, 02/02/35, (1-day SOFR Index + <br> 1.87%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 40 | 42069 |
| &nbsp;&nbsp;&nbsp; Huntington National Bank (The), 4.55%, 05/17/28, <br> (1-day SOFR Index + 1.65%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 235 | 236329 |
| ING Groep NV |  |  |
| &nbsp;&nbsp;&nbsp; 2.73%, 04/01/32, (1-day SOFR + 1.32%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 485 | 447921 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/29/27 | &nbsp;&nbsp;&nbsp; 945 | 943742 |
| &nbsp;&nbsp;&nbsp; 4.05%, 04/09/29 | &nbsp;&nbsp;&nbsp; 260 | 259480 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/28/33, (1-day SOFR + 2.07%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 210 | 206913 |
| &nbsp;&nbsp;&nbsp; 4.55%, 10/02/28 | &nbsp;&nbsp;&nbsp; 275 | 278728 |
| &nbsp;&nbsp;&nbsp; 4.86%, 03/25/29, (1-day SOFR + 1.01%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203050 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.07%, 03/25/31, (1-day SOFR Index + <br> 1.23%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 215 | 220975 |
| &nbsp;&nbsp;&nbsp; 5.34%, 03/19/30, (1-day SOFR + 1.44%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1005 | 1041024 |
| &nbsp;&nbsp;&nbsp; 5.53%, 03/25/36, (1-day SOFR + 1.61%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1010 | 1057118 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/19/35, (1-day SOFR + 1.77%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1445 | 1512440 |
| &nbsp;&nbsp;&nbsp; 6.11%, 09/11/34, (1-day SOFR + 2.09%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 130 | 141362 |
| 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; 180 | 160284 |
| &nbsp;&nbsp;&nbsp; 1.95%, 02/04/32, (1-day SOFR + 1.07%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 145 | 129300 |
| &nbsp;&nbsp;&nbsp; 2.52%, 04/22/31, (1-day SOFR + 2.04%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 250 | 233450 |
| &nbsp;&nbsp;&nbsp; 2.55%, 11/08/32, (1-day SOFR + 1.18%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 270 | 244257 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.58%, 04/22/32, (3-mo. CME Term SOFR + <br> 1.25%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 212 | 194745 |
| &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; 281 | 267040 |
| &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; 75 | 70795 |
| &nbsp;&nbsp;&nbsp; 2.96%, 01/25/33, (1-day SOFR + 1.26%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 570 | 525674 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.11%, 04/22/41, (3-mo. CME Term SOFR + <br> 2.46%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; $273 | $217537 |
| &nbsp;&nbsp;&nbsp; 3.11%, 04/22/51, (1-day SOFR + 2.44%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 713 | 495498 |
| &nbsp;&nbsp;&nbsp; 3.33%, 04/22/52, (1-day SOFR + 1.58%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 680 | 492310 |
| &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; 542 | 536234 |
| &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; 285 | 283038 |
| &nbsp;&nbsp;&nbsp; 3.63%, 12/01/27 | &nbsp;&nbsp;&nbsp; 90 | 89443 |
| &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; 240 | 236723 |
| &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; 130 | 129597 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 07/24/38, (3-mo. CME Term SOFR + <br> 1.62%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 583 | 530519 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 01/23/49, (3-mo. CME Term SOFR + <br> 1.48%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 416 | 338221 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.96%, 11/15/48, (3-mo. CME Term SOFR + <br> 1.64%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 621 | 510783 |
| &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; 492 | 491478 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.03%, 07/24/48, (3-mo. CME Term SOFR + <br> 1.72%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 375 | 313016 |
| &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; 495 | 496529 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/01/27 | &nbsp;&nbsp;&nbsp; 215 | 216515 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.26%, 02/22/48, (3-mo. CME Term SOFR + <br> 1.84%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 559 | 483828 |
| &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; 679 | 686464 |
| &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; 292 | 295817 |
| &nbsp;&nbsp;&nbsp; 4.59%, 04/26/33, (1-day SOFR + 1.80%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 627 | 632569 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/01/44 | &nbsp;&nbsp;&nbsp; 376 | 361559 |
| &nbsp;&nbsp;&nbsp; 4.91%, 07/25/33, (1-day SOFR + 2.08%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1090 | 1119525 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/22/35, (1-day SOFR + 1.34%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 520 | 529872 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/01/45 | &nbsp;&nbsp;&nbsp; 242 | 232207 |
| &nbsp;&nbsp;&nbsp; 5.29%, 07/22/35, (1-day SOFR + 1.46%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 610 | 636147 |
| &nbsp;&nbsp;&nbsp; 5.34%, 01/23/35, (1-day SOFR + 1.62%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 320 | 334888 |
| &nbsp;&nbsp;&nbsp; 5.35%, 06/01/34, (1-day SOFR + 1.85%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 560 | 587799 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/06/42 | &nbsp;&nbsp;&nbsp; 405 | 416643 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/24/36, (1-day SOFR + 1.32%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 515 | 543903 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/15/40 | &nbsp;&nbsp;&nbsp; 400 | 422679 |
| &nbsp;&nbsp;&nbsp; 5.57%, 04/22/36, (1-day SOFR + 1.68%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 195 | 207282 |
| &nbsp;&nbsp;&nbsp; 5.60%, 07/15/41 | &nbsp;&nbsp;&nbsp; 500 | 527697 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/16/43 | &nbsp;&nbsp;&nbsp; 5 | 5207 |
| &nbsp;&nbsp;&nbsp; 5.72%, 09/14/33, (1-day SOFR + 2.58%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 545 | 581866 |
| &nbsp;&nbsp;&nbsp; 5.77%, 04/22/35, (1-day SOFR + 1.49%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 210 | 226014 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/23/34, (1-day SOFR + 1.81%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 490 | 542984 |
| &nbsp;&nbsp;&nbsp; 6.40%, 05/15/38 | &nbsp;&nbsp;&nbsp; 580 | 664634 |
| &nbsp;&nbsp;&nbsp; 8.75%, 09/01/30 | &nbsp;&nbsp;&nbsp; 690 | 813598 |
| KeyBank N.A., 3.90%, 04/13/29 | &nbsp;&nbsp;&nbsp; 92 | 90556 |
| KeyBank NA/Cleveland OH, 4.90%, 08/08/32 | &nbsp;&nbsp;&nbsp; 95 | 94667 |
| KeyCorp, 2.55%, 10/01/29 | &nbsp;&nbsp;&nbsp; 340 | 320755 |
| Kreditanstalt fuer Wiederaufbau |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 04/18/36<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 1113 | 727024 |
| &nbsp;&nbsp;&nbsp; 0.00%, 06/29/37<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 825 | 509915 |
| &nbsp;&nbsp;&nbsp; 0.75%, 09/30/30 | &nbsp;&nbsp;&nbsp; 1365 | 1191903 |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/14/29 | &nbsp;&nbsp;&nbsp; 1011 | 945913 |
| &nbsp;&nbsp;&nbsp; 2.88%, 04/03/28 | &nbsp;&nbsp;&nbsp; 2722 | 2683205 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/20/27 | &nbsp;&nbsp;&nbsp; 230 | 228094 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware U.S. Aggregate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/15/28 | &nbsp;&nbsp;&nbsp; $1980 | $1989716 |
| &nbsp;&nbsp;&nbsp; 3.75%, 07/15/30 | &nbsp;&nbsp;&nbsp; 120 | 120659 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/18/30 | &nbsp;&nbsp;&nbsp; 255 | 265229 |
| &nbsp;&nbsp;&nbsp; Landwirtschaftliche Rentenbank, Series 37, 2.50%, <br> 11/15/27<br>| &nbsp;&nbsp;&nbsp; 195 | 190950 |
| Lloyds Banking Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.37%, 12/14/46, (5-year CMT + 1.50%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5 | 3759 |
| &nbsp;&nbsp;&nbsp; 3.57%, 11/07/28, (3-mo. SOFR US + 1.47%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 305 | 301894 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/11/27 | &nbsp;&nbsp;&nbsp; 290 | 289220 |
| &nbsp;&nbsp;&nbsp; 4.34%, 01/09/48 | &nbsp;&nbsp;&nbsp; 325 | 270841 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/22/28 | &nbsp;&nbsp;&nbsp; 230 | 231573 |
| &nbsp;&nbsp;&nbsp; 4.43%, 11/04/31, (1-year CMT + 0.82%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 400 | 401191 |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/16/28 | &nbsp;&nbsp;&nbsp; 815 | 824457 |
| &nbsp;&nbsp;&nbsp; 4.82%, 06/13/29, (1-year CMT + 0.83%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203197 |
| &nbsp;&nbsp;&nbsp; 4.94%, 11/04/36, (1-year CMT + 0.97%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 199512 |
| &nbsp;&nbsp;&nbsp; 4.98%, 08/11/33, (1-year CMT + 2.30%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 105 | 107206 |
| &nbsp;&nbsp;&nbsp; 5.30%, 12/01/45 | &nbsp;&nbsp;&nbsp; 160 | 153058 |
| &nbsp;&nbsp;&nbsp; 5.59%, 11/26/35, (1-year CMT + 1.20%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 335 | 351359 |
| &nbsp;&nbsp;&nbsp; 5.68%, 01/05/35, (1-year CMT + 1.75%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 335 | 354553 |
| &nbsp;&nbsp;&nbsp; 5.72%, 06/05/30, (1-year CMT + 1.07%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 209701 |
| &nbsp;&nbsp;&nbsp; 5.87%, 03/06/29, (1-year CMT + 1.70%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 305 | 316507 |
| &nbsp;&nbsp;&nbsp; 6.07%, 06/13/36, (1-year CMT + 1.60%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 230 | 243221 |
| &nbsp;&nbsp;&nbsp; 7.95%, 11/15/33, (1-year CMT + 3.75%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 455 | 532138 |
| Mitsubishi UFJ Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.31%, 07/20/32, (1-year CMT + 0.95%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 240 | 214780 |
| &nbsp;&nbsp;&nbsp; 2.34%, 01/19/28, (1-year CMT + 0.83%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 195 | 191167 |
| &nbsp;&nbsp;&nbsp; 2.49%, 10/13/32, (1-year CMT + 0.97%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 160 | 143937 |
| &nbsp;&nbsp;&nbsp; 2.56%, 02/25/30 | &nbsp;&nbsp;&nbsp; 5 | 4682 |
| &nbsp;&nbsp;&nbsp; 2.85%, 01/19/33, (1-year CMT + 1.10%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 400 | 364063 |
| &nbsp;&nbsp;&nbsp; 3.20%, 07/18/29 | &nbsp;&nbsp;&nbsp; 260 | 251765 |
| &nbsp;&nbsp;&nbsp; 3.29%, 07/25/27 | &nbsp;&nbsp;&nbsp; 220 | 217966 |
| &nbsp;&nbsp;&nbsp; 3.68%, 02/22/27 | &nbsp;&nbsp;&nbsp; 90 | 89768 |
| &nbsp;&nbsp;&nbsp; 3.74%, 03/07/29 | &nbsp;&nbsp;&nbsp; 185 | 183403 |
| &nbsp;&nbsp;&nbsp; 3.75%, 07/18/39 | &nbsp;&nbsp;&nbsp; 370 | 326849 |
| &nbsp;&nbsp;&nbsp; 3.96%, 03/02/28 | &nbsp;&nbsp;&nbsp; 5 | 5006 |
| &nbsp;&nbsp;&nbsp; 4.05%, 09/11/28 | &nbsp;&nbsp;&nbsp; 115 | 115394 |
| &nbsp;&nbsp;&nbsp; 4.08%, 04/19/28, (1-year CMT + 1.30%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15 | 14997 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/07/39<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 179 | 168992 |
| &nbsp;&nbsp;&nbsp; 4.29%, 07/26/38 | &nbsp;&nbsp;&nbsp; 220 | 211339 |
| &nbsp;&nbsp;&nbsp; 4.32%, 04/19/33, (1-year CMT + 1.55%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 35 | 34572 |
| &nbsp;&nbsp;&nbsp; 5.13%, 07/20/33, (1-year CMT + 2.13%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 145 | 149895 |
| &nbsp;&nbsp;&nbsp; 5.24%, 04/19/29, (1-year CMT + 1.70%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 205 | 210470 |
| &nbsp;&nbsp;&nbsp; 5.41%, 04/19/34, (1-year CMT + 1.97%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 110 | 115734 |
| &nbsp;&nbsp;&nbsp; 5.42%, 02/22/29, (1-year CMT + 1.38%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 385 | 396235 |
| &nbsp;&nbsp;&nbsp; 5.44%, 02/22/34, (1-year CMT + 1.63%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 120 | 126200 |
| &nbsp;&nbsp;&nbsp; 5.47%, 09/13/33, (1-year CMT + 2.13%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5264 |
| 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; 40 | 35944 |
| &nbsp;&nbsp;&nbsp; 2.17%, 05/22/32, (1-year CMT + 0.87%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 285 | 253540 |
| &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; 15 | 13665 |
| &nbsp;&nbsp;&nbsp; 2.26%, 07/09/32, (1-year CMT + 0.90%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 265 | 236136 |
| &nbsp;&nbsp;&nbsp; 2.56%, 09/13/31 | &nbsp;&nbsp;&nbsp; 235 | 210682 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.59%, 05/25/31, (3-mo. CME Term SOFR <br> +1.33%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 202 | 187702 |
| &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; 120 | 114177 |
| &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; 237 | 228350 |
| &nbsp;&nbsp;&nbsp; 3.17%, 09/11/27 | &nbsp;&nbsp;&nbsp; 75 | 74037 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; 3.26%, 05/22/30, (1-year CMT + 1.25%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $10 | $9700 |
| &nbsp;&nbsp;&nbsp; 3.66%, 02/28/27 | &nbsp;&nbsp;&nbsp; 90 | 89669 |
| &nbsp;&nbsp;&nbsp; 4.02%, 03/05/28 | &nbsp;&nbsp;&nbsp; 260 | 260691 |
| &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; 364 | 365220 |
| &nbsp;&nbsp;&nbsp; 4.71%, 07/08/31, (1-year CMT + 0.92%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 400 | 405998 |
| &nbsp;&nbsp;&nbsp; 5.32%, 07/08/36, (1-year CMT + 1.07%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 420 | 435523 |
| &nbsp;&nbsp;&nbsp; 5.38%, 07/10/30, (1-year CMT + 1.08%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 207552 |
| &nbsp;&nbsp;&nbsp; 5.42%, 05/13/36, (1-year CMT + 0.98%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 40 | 41671 |
| &nbsp;&nbsp;&nbsp; 5.58%, 05/26/35, (1-year CMT + 1.30%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 205 | 215843 |
| &nbsp;&nbsp;&nbsp; 5.59%, 07/10/35, (1-year CMT + 1.30%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 215 | 226516 |
| &nbsp;&nbsp;&nbsp; 5.67%, 05/27/29, (1-year CMT + 1.50%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 115 | 119218 |
| &nbsp;&nbsp;&nbsp; 5.67%, 09/13/33, (1-year CMT + 2.40%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 212746 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/27/34, (1-year CMT + 1.80%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 135 | 143800 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/06/34, (1-year CMT + 1.90%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 225 | 239904 |
| &nbsp;&nbsp;&nbsp; 5.78%, 07/06/29, (1-year CMT + 1.65%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 315 | 327943 |
| Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp; 1.79%, 02/13/32, (1-day SOFR + 1.03%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 545 | 480047 |
| &nbsp;&nbsp;&nbsp; 1.93%, 04/28/32, (1-day SOFR + 1.02%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 195 | 171681 |
| &nbsp;&nbsp;&nbsp; 2.24%, 07/21/32, (1-day SOFR + 1.18%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 505 | 450517 |
| &nbsp;&nbsp;&nbsp; 2.48%, 01/21/28, (1-day SOFR + 1.00%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 210 | 206217 |
| &nbsp;&nbsp;&nbsp; 2.48%, 09/16/36, (1-day SOFR + 1.36%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 110 | 96908 |
| &nbsp;&nbsp;&nbsp; 2.51%, 10/20/32, (1-day SOFR + 1.20%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 465 | 418921 |
| &nbsp;&nbsp;&nbsp; 2.70%, 01/22/31, (1-day SOFR + 1.14%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 287 | 269762 |
| &nbsp;&nbsp;&nbsp; 2.80%, 01/25/52, (1-day SOFR + 1.43%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 445 | 288111 |
| &nbsp;&nbsp;&nbsp; 2.94%, 01/21/33, (1-day SOFR + 1.29%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 255 | 234029 |
| &nbsp;&nbsp;&nbsp; 3.59%, 07/22/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 732 | 725300 |
| &nbsp;&nbsp;&nbsp; 3.62%, 04/01/31, (1-day SOFR + 3.12%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 374 | 364298 |
| &nbsp;&nbsp;&nbsp; 3.63%, 01/20/27 | &nbsp;&nbsp;&nbsp; 570 | 568164 |
| &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; 634 | 629755 |
| &nbsp;&nbsp;&nbsp; 3.95%, 04/23/27 | &nbsp;&nbsp;&nbsp; 510 | 509939 |
| &nbsp;&nbsp;&nbsp; 3.97%, 07/22/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 845 | 768798 |
| &nbsp;&nbsp;&nbsp; 4.21%, 04/20/28, (1-day SOFR + 1.61%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20031 |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/27/45 | &nbsp;&nbsp;&nbsp; 830 | 730853 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/22/47 | &nbsp;&nbsp;&nbsp; 612 | 538603 |
| &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; 297 | 299314 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.46%, 04/22/39, (3-mo. CME Term SOFR + <br> 1.69%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 655 | 620212 |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/18/30, (1-day SOFR + 1.10%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 305 | 309596 |
| &nbsp;&nbsp;&nbsp; 4.89%, 07/20/33, (1-day SOFR + 2.08%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 45 | 46079 |
| &nbsp;&nbsp;&nbsp; 4.99%, 04/12/29, (1-day SOFR + 1.38%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 30 | 30602 |
| &nbsp;&nbsp;&nbsp; 5.04%, 07/19/30, (1-day SOFR + 1.22%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 120 | 123268 |
| &nbsp;&nbsp;&nbsp; 5.12%, 02/01/29, (1-day SOFR + 1.73%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 130 | 132791 |
| &nbsp;&nbsp;&nbsp; 5.16%, 04/20/29, (1-day SOFR + 1.59%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 365 | 373658 |
| &nbsp;&nbsp;&nbsp; 5.19%, 04/17/31, (1-day SOFR + 1.51%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 250 | 258934 |
| &nbsp;&nbsp;&nbsp; 5.23%, 01/15/31, (1-day SOFR + 1.11%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 185 | 191351 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/21/34, (1-day SOFR + 1.87%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 300 | 311463 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/20/37, (1-day SOFR + 2.62%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 420 | 430332 |
| &nbsp;&nbsp;&nbsp; 5.32%, 07/19/35, (1-day SOFR + 1.56%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 260 | 270155 |
| &nbsp;&nbsp;&nbsp; 5.42%, 07/21/34, (1-day SOFR + 1.88%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 365 | 382906 |
| &nbsp;&nbsp;&nbsp; 5.45%, 07/20/29, (1-day SOFR + 1.63%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 115 | 118877 |
| &nbsp;&nbsp;&nbsp; 5.47%, 01/18/35, (1-day SOFR + 1.73%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 270 | 282846 |
| &nbsp;&nbsp;&nbsp; 5.52%, 11/19/55, (1-day SOFR + 1.71%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 285 | 288274 |
| &nbsp;&nbsp;&nbsp; 5.59%, 01/18/36, (1-day SOFR + 1.42%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 205 | 216468 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/24/51, (1-day SOFR + 4.84%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 328 | 334627 |
| &nbsp;&nbsp;&nbsp; 5.66%, 04/18/30, (1-day SOFR + 1.26%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 35 | 36590 |
| &nbsp;&nbsp;&nbsp; 5.66%, 04/17/36, (1-day SOFR + 1.76%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 140 | 148647 |
| &nbsp;&nbsp;&nbsp; 5.83%, 04/19/35, (1-day SOFR + 1.58%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 595 | 638337 |
| &nbsp;&nbsp;&nbsp; 5.94%, 02/07/39, (5-year CMT + 1.80%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 420 | 442997 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware U.S. Aggregate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; 5.95%, 01/19/38, (5-year CMT + 2.43%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $425 | $449468 |
| &nbsp;&nbsp;&nbsp; 6.30%, 10/18/28, (1-day SOFR + 2.24%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 325 | 337744 |
| &nbsp;&nbsp;&nbsp; 6.34%, 10/18/33, (1-day SOFR + 2.56%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 305 | 336972 |
| &nbsp;&nbsp;&nbsp; 6.38%, 07/24/42 | &nbsp;&nbsp;&nbsp; 596 | 673596 |
| &nbsp;&nbsp;&nbsp; 6.63%, 11/01/34, (1-day SOFR + 2.05%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 140 | 157429 |
| &nbsp;&nbsp;&nbsp; 7.25%, 04/01/32 | &nbsp;&nbsp;&nbsp; 800 | 928071 |
| &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; 220 | 220177 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series I, 4.89%, 10/22/36, (1-day SOFR + <br> 1.31%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 170 | 170600 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley Bank N.A., 5.02%, 01/12/29, <br> (1-day SOFR + 0.91%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 250 | 254808 |
| National Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/10/29 | &nbsp;&nbsp;&nbsp; 3910 | 3956430 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/01/28, (1-day SOFR + 0.80%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 260 | 262657 |
| &nbsp;&nbsp;&nbsp; 5.60%, 12/18/28 | &nbsp;&nbsp;&nbsp; 3873 | 4046483 |
| NatWest Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.03%, 11/28/35, (5-year CMT + 2.35%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 445 | 410505 |
| &nbsp;&nbsp;&nbsp; 3.07%, 05/22/28, (1-year CMT + 2.55%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 170 | 167528 |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/08/30, (3-mo. SOFR US + 2.13%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 734 | 738030 |
| &nbsp;&nbsp;&nbsp; 4.89%, 05/18/29, (3-mo. SOFR US + 2.01%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 540 | 549152 |
| &nbsp;&nbsp;&nbsp; 5.08%, 01/27/30, (3-mo. SOFR US + 2.17%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 945 | 967634 |
| &nbsp;&nbsp;&nbsp; 5.58%, 03/01/28, (1-year CMT + 1.10%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203524 |
| &nbsp;&nbsp;&nbsp; 5.78%, 03/01/35, (1-year CMT + 1.50%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 270 | 287250 |
| &nbsp;&nbsp;&nbsp; 5.81%, 09/13/29, (1-year CMT + 1.95%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 205 | 213732 |
| &nbsp;&nbsp;&nbsp; 6.48%, 06/01/34, (5-year CMT + 2.20%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 220 | 231232 |
| Northern Trust Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 05/03/29 | &nbsp;&nbsp;&nbsp; 1066 | 1039714 |
| &nbsp;&nbsp;&nbsp; 3.38%, 05/08/32, (3-mo. SOFR US + 1.39%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 125 | 122988 |
| &nbsp;&nbsp;&nbsp; 3.65%, 08/03/28 | &nbsp;&nbsp;&nbsp; 549 | 547147 |
| &nbsp;&nbsp;&nbsp; 6.13%, 11/02/32 | &nbsp;&nbsp;&nbsp; 50 | 54753 |
| PNC Bank N.A. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 10/25/27 | &nbsp;&nbsp;&nbsp; 255 | 251338 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/22/28 | &nbsp;&nbsp;&nbsp; 215 | 212665 |
| &nbsp;&nbsp;&nbsp; 4.05%, 07/26/28 | &nbsp;&nbsp;&nbsp; 250 | 250041 |
| &nbsp;&nbsp;&nbsp; 4.43%, 07/21/28, (1-day SOFR + 0.73%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 250 | 251517 |
| PNC Financial Services Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.31%, 04/23/32, (1-day SOFR + 0.98%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 55 | 49631 |
| &nbsp;&nbsp;&nbsp; 2.55%, 01/22/30 | &nbsp;&nbsp;&nbsp; 515 | 485460 |
| &nbsp;&nbsp;&nbsp; 3.15%, 05/19/27 | &nbsp;&nbsp;&nbsp; 245 | 242332 |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/23/29 | &nbsp;&nbsp;&nbsp; 668 | 658124 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 06/06/33, (1-day SOFR Index + <br> 1.85%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 60 | 59656 |
| &nbsp;&nbsp;&nbsp; 4.81%, 10/21/32, (1-day SOFR + 1.26%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 240 | 245012 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/13/31, (1-day SOFR + 1.33%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 250 | 256178 |
| &nbsp;&nbsp;&nbsp; 5.07%, 01/24/34, (1-day SOFR + 1.93%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 295 | 302855 |
| &nbsp;&nbsp;&nbsp; 5.22%, 01/29/31, (1-day SOFR + 1.07%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 260 | 269449 |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/21/28, (1-day SOFR + 1.34%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20271 |
| &nbsp;&nbsp;&nbsp; 5.35%, 12/02/28, (1-day SOFR + 1.62%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 75 | 76851 |
| &nbsp;&nbsp;&nbsp; 5.37%, 07/21/36, (1-day SOFR + 1.42%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 80 | 82915 |
| &nbsp;&nbsp;&nbsp; 5.40%, 07/23/35, (1-day SOFR + 1.60%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 305 | 317625 |
| &nbsp;&nbsp;&nbsp; 5.49%, 05/14/30, (1-day SOFR + 1.20%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 105 | 109446 |
| &nbsp;&nbsp;&nbsp; 5.58%, 06/12/29, (1-day SOFR + 1.84%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 321 | 332750 |
| &nbsp;&nbsp;&nbsp; 5.58%, 01/29/36, (1-day SOFR + 1.39%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 135 | 141833 |
| &nbsp;&nbsp;&nbsp; 5.68%, 01/22/35, (1-day SOFR + 1.90%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 235 | 248686 |
| &nbsp;&nbsp;&nbsp; 5.94%, 08/18/34, (1-day SOFR + 1.95%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 255 | 275202 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.04%, 10/28/33, (1-day SOFR Index + <br> 2.14%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 230 | 248999 |
| &nbsp;&nbsp;&nbsp; 6.88%, 10/20/34, (1-day SOFR + 2.28%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 410 | 465865 |
| Regions Bank/Birmingham AL, 6.45%, 06/26/37 | &nbsp;&nbsp;&nbsp; 268 | 292658 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Regions Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.80%, 08/12/28 | &nbsp;&nbsp;&nbsp; $165 | $155392 |
| &nbsp;&nbsp;&nbsp; 7.38%, 12/10/37 | &nbsp;&nbsp;&nbsp; 278 | 321868 |
| Royal Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp; 2.05%, 01/21/27 | &nbsp;&nbsp;&nbsp; 90 | 88242 |
| &nbsp;&nbsp;&nbsp; 2.30%, 11/03/31 | &nbsp;&nbsp;&nbsp; 5 | 4508 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/04/27 | &nbsp;&nbsp;&nbsp; 285 | 284158 |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/04/32 | &nbsp;&nbsp;&nbsp; 195 | 190044 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/03/28, (1-day SOFR + 0.70%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 300 | 299528 |
| &nbsp;&nbsp;&nbsp; 4.24%, 08/03/27 | &nbsp;&nbsp;&nbsp; 560 | 563514 |
| &nbsp;&nbsp;&nbsp; 4.31%, 11/03/31, (1-day SOFR + 0.98%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 300 | 299786 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.52%, 10/18/28, (1-day SOFR Index + <br> 0.86%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 45 | 45409 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 10/18/30, (1-day SOFR Index + <br> 1.80%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 95 | 96435 |
| &nbsp;&nbsp;&nbsp; 4.70%, 08/06/31, (1-day SOFR + 1.06%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 75 | 76177 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.72%, 03/27/28, (1-day SOFR Index + <br> 0.81%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 100 | 100899 |
| &nbsp;&nbsp;&nbsp; 4.88%, 01/19/27 | &nbsp;&nbsp;&nbsp; 80 | 80885 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/12/28 | &nbsp;&nbsp;&nbsp; 510 | 520611 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/01/29 | &nbsp;&nbsp;&nbsp; 255 | 262489 |
| &nbsp;&nbsp;&nbsp; 4.97%, 01/24/29, (1-day SOFR + 0.83%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 100 | 101784 |
| &nbsp;&nbsp;&nbsp; 4.97%, 08/02/30, (1-day SOFR + 1.00%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 105 | 107651 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.97%, 05/02/31, (1-day SOFR Index + <br> 1.30%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 100 | 102632 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/01/33 | &nbsp;&nbsp;&nbsp; 605 | 625604 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/02/33 | &nbsp;&nbsp;&nbsp; 385 | 397969 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/04/31, (1-day SOFR + 1.03%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 100 | 103235 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/01/34 | &nbsp;&nbsp;&nbsp; 220 | 231103 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/01/28 | &nbsp;&nbsp;&nbsp; 320 | 330329 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/01/27 | &nbsp;&nbsp;&nbsp; 325 | 337683 |
| Santander Holdings USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.49%, 01/06/28, (1-day SOFR + 1.25%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 560 | 548707 |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/13/27 | &nbsp;&nbsp;&nbsp; 1187 | 1190432 |
| &nbsp;&nbsp;&nbsp; 5.35%, 09/06/30, (1-day SOFR + 1.94%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 51160 |
| &nbsp;&nbsp;&nbsp; 5.47%, 03/20/29, (1-day SOFR + 1.61%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 175 | 178587 |
| &nbsp;&nbsp;&nbsp; 5.74%, 03/20/31, (1-day SOFR + 1.88%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 205 | 212287 |
| &nbsp;&nbsp;&nbsp; 6.17%, 01/09/30, (1-day SOFR + 2.50%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 65 | 67892 |
| &nbsp;&nbsp;&nbsp; 6.34%, 05/31/35, (1-day SOFR + 2.14%)<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 65 | 69779 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/09/29, (1-day SOFR + 2.36%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 45 | 46901 |
| &nbsp;&nbsp;&nbsp; 6.57%, 06/12/29, (1-day SOFR + 2.70%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 87 | 91014 |
| &nbsp;&nbsp;&nbsp; 7.66%, 11/09/31, (1-day SOFR + 3.28%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 55 | 61730 |
| Santander U.K. Group Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.47%, 01/11/28, (1-day SOFR + 1.22%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 490 | 480502 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/15/32, (1-day SOFR + 1.48%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 155 | 142655 |
| &nbsp;&nbsp;&nbsp; 3.82%, 11/03/28, (3-mo. SOFR US + 1.66%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 410 | 406782 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.32%, 09/22/29, (1-day SOFR Index + <br> 1.70%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 200251 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.86%, 09/11/30, (1-day SOFR Index + <br> 1.55%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 10 | 10144 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.14%, 09/22/36, (1-day SOFR Index + <br> 1.58%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 199683 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.69%, 04/15/31, (1-day SOFR Index + <br> 1.52%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 80 | 83739 |
| &nbsp;&nbsp;&nbsp; 6.53%, 01/10/29, (1-day SOFR + 2.60%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 65 | 67984 |
| State Street Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 01/24/30 | &nbsp;&nbsp;&nbsp; 995 | 940184 |
| &nbsp;&nbsp;&nbsp; 2.62%, 02/07/33, (1-day SOFR + 1.00%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 85 | 77024 |
| &nbsp;&nbsp;&nbsp; 3.03%, 11/01/34, (1-day SOFR + 1.49%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 338 | 319271 |
| &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; 317 | 318663 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware U.S. Aggregate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; 4.16%, 08/04/33, (1-day SOFR + 1.73%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $20 | $19667 |
| &nbsp;&nbsp;&nbsp; 4.54%, 02/28/28 | &nbsp;&nbsp;&nbsp; 55 | 55843 |
| &nbsp;&nbsp;&nbsp; 4.68%, 10/22/32, (1-day SOFR + 1.05%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 40 | 40840 |
| &nbsp;&nbsp;&nbsp; 4.73%, 02/28/30 | &nbsp;&nbsp;&nbsp; 50 | 51284 |
| &nbsp;&nbsp;&nbsp; 4.78%, 10/23/36, (1-day SOFR + 1.22%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 75 | 75214 |
| &nbsp;&nbsp;&nbsp; 4.82%, 01/26/34, (1-day SOFR + 1.57%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15273 |
| &nbsp;&nbsp;&nbsp; 4.83%, 04/24/30 | &nbsp;&nbsp;&nbsp; 50 | 51564 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/28/36, (1-day SOFR + 1.22%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20609 |
| &nbsp;&nbsp;&nbsp; 5.16%, 05/18/34, (1-day SOFR + 1.89%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20810 |
| &nbsp;&nbsp;&nbsp; 5.68%, 11/21/29, (1-day SOFR + 1.48%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 60 | 62925 |
| Sumitomo Mitsui Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.71%, 01/12/31 | &nbsp;&nbsp;&nbsp; 1050 | 924111 |
| &nbsp;&nbsp;&nbsp; 1.90%, 09/17/28 | &nbsp;&nbsp;&nbsp; 495 | 467427 |
| &nbsp;&nbsp;&nbsp; 2.13%, 07/08/30 | &nbsp;&nbsp;&nbsp; 1020 | 930519 |
| &nbsp;&nbsp;&nbsp; 2.14%, 09/23/30 | &nbsp;&nbsp;&nbsp; 55 | 49792 |
| &nbsp;&nbsp;&nbsp; 2.30%, 01/12/41 | &nbsp;&nbsp;&nbsp; 450 | 319965 |
| &nbsp;&nbsp;&nbsp; 2.47%, 01/14/29 | &nbsp;&nbsp;&nbsp; 55 | 52509 |
| &nbsp;&nbsp;&nbsp; 2.72%, 09/27/29 | &nbsp;&nbsp;&nbsp; 100 | 95037 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/15/30 | &nbsp;&nbsp;&nbsp; 190 | 179528 |
| &nbsp;&nbsp;&nbsp; 3.04%, 07/16/29 | &nbsp;&nbsp;&nbsp; 535 | 514751 |
| &nbsp;&nbsp;&nbsp; 3.35%, 10/18/27 | &nbsp;&nbsp;&nbsp; 272 | 269046 |
| &nbsp;&nbsp;&nbsp; 3.36%, 07/12/27 | &nbsp;&nbsp;&nbsp; 283 | 280494 |
| &nbsp;&nbsp;&nbsp; 3.45%, 01/11/27 | &nbsp;&nbsp;&nbsp; 227 | 225687 |
| &nbsp;&nbsp;&nbsp; 3.54%, 01/17/28 | &nbsp;&nbsp;&nbsp; 190 | 188488 |
| &nbsp;&nbsp;&nbsp; 3.94%, 07/19/28 | &nbsp;&nbsp;&nbsp; 175 | 175102 |
| &nbsp;&nbsp;&nbsp; 4.31%, 10/16/28 | &nbsp;&nbsp;&nbsp; 213 | 214898 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/08/36, (1-day SOFR + 1.50%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 470 | 485098 |
| &nbsp;&nbsp;&nbsp; 5.42%, 07/09/31 | &nbsp;&nbsp;&nbsp; 100 | 105111 |
| &nbsp;&nbsp;&nbsp; 5.52%, 01/13/28 | &nbsp;&nbsp;&nbsp; 140 | 144408 |
| &nbsp;&nbsp;&nbsp; 5.56%, 07/09/34 | &nbsp;&nbsp;&nbsp; 530 | 562110 |
| &nbsp;&nbsp;&nbsp; 5.63%, 01/15/35 | &nbsp;&nbsp;&nbsp; 575 | 614447 |
| &nbsp;&nbsp;&nbsp; 5.71%, 01/13/30 | &nbsp;&nbsp;&nbsp; 10 | 10559 |
| &nbsp;&nbsp;&nbsp; 5.77%, 01/13/33 | &nbsp;&nbsp;&nbsp; 410 | 439437 |
| &nbsp;&nbsp;&nbsp; 5.78%, 07/13/33 | &nbsp;&nbsp;&nbsp; 250 | 268330 |
| &nbsp;&nbsp;&nbsp; 5.80%, 07/13/28 | &nbsp;&nbsp;&nbsp; 205 | 214066 |
| &nbsp;&nbsp;&nbsp; 5.81%, 09/14/33 | &nbsp;&nbsp;&nbsp; 140 | 150823 |
| &nbsp;&nbsp;&nbsp; 5.85%, 07/13/30 | &nbsp;&nbsp;&nbsp; 200 | 213728 |
| Synchrony Bank, 5.63%, 08/23/27 | &nbsp;&nbsp;&nbsp; 545 | 556021 |
| Toronto-Dominion Bank (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/10/31 | &nbsp;&nbsp;&nbsp; 190 | 170140 |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/12/32 | &nbsp;&nbsp;&nbsp; 70 | 62701 |
| &nbsp;&nbsp;&nbsp; 3.20%, 03/10/32 | &nbsp;&nbsp;&nbsp; 70 | 65463 |
| &nbsp;&nbsp;&nbsp; 4.46%, 06/08/32 | &nbsp;&nbsp;&nbsp; 365 | 365959 |
| &nbsp;&nbsp;&nbsp; 4.78%, 12/17/29 | &nbsp;&nbsp;&nbsp; 90 | 92247 |
| &nbsp;&nbsp;&nbsp; 4.81%, 06/03/30 | &nbsp;&nbsp;&nbsp; 200 | 204674 |
| &nbsp;&nbsp;&nbsp; 4.93%, 10/15/35 | &nbsp;&nbsp;&nbsp; 50 | 50569 |
| &nbsp;&nbsp;&nbsp; 4.99%, 04/05/29 | &nbsp;&nbsp;&nbsp; 110 | 113078 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/10/34, (5-year CMT + 1.50%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 50799 |
| &nbsp;&nbsp;&nbsp; 5.16%, 01/10/28 | &nbsp;&nbsp;&nbsp; 350 | 358026 |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/30/32 | &nbsp;&nbsp;&nbsp; 175 | 183610 |
| &nbsp;&nbsp;&nbsp; 5.52%, 07/17/28 | &nbsp;&nbsp;&nbsp; 540 | 560062 |
| Truist Bank, 2.25%, 03/11/30 | &nbsp;&nbsp;&nbsp; 250 | 229763 |
| Truist Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.92%, 07/28/33, (1-day SOFR + 2.24%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 470 | 471053 |
| &nbsp;&nbsp;&nbsp; 5.12%, 01/26/34, (1-day SOFR + 1.85%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 155 | 158215 |
| &nbsp;&nbsp;&nbsp; 5.71%, 01/24/35, (1-day SOFR + 1.92%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 75 | 79271 |
| &nbsp;&nbsp;&nbsp; 5.87%, 06/08/34, (1-day SOFR + 2.36%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 215 | 229196 |
| U.S. Bancorp |  |  |
| &nbsp;&nbsp;&nbsp; 2.49%, 11/03/36, (5-year CMT + 0.95%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 395 | 344626 |
| &nbsp;&nbsp;&nbsp; 2.68%, 01/27/33, (1-day SOFR + 1.02%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 60 | 54188 |
| &nbsp;&nbsp;&nbsp; 4.84%, 02/01/34, (1-day SOFR + 1.60%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 295 | 298791 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; 4.97%, 07/22/33, (1-day SOFR + 2.11%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $145 | $146283 |
| &nbsp;&nbsp;&nbsp; 5.68%, 01/23/35, (1-day SOFR + 1.86%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 110 | 116869 |
| &nbsp;&nbsp;&nbsp; 5.78%, 06/12/29, (1-day SOFR + 2.02%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 220 | 228917 |
| &nbsp;&nbsp;&nbsp; 5.84%, 06/12/34, (1-day SOFR + 2.26%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 108 | 115915 |
| &nbsp;&nbsp;&nbsp; 5.85%, 10/21/33, (1-day SOFR + 2.09%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 245 | 262667 |
| UBS AG/London, 5.65%, 09/11/28 | &nbsp;&nbsp;&nbsp; 1120 | 1170417 |
| Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/14/46 | &nbsp;&nbsp;&nbsp; 710 | 603992 |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/04/44 | &nbsp;&nbsp;&nbsp; 200 | 177975 |
| &nbsp;&nbsp;&nbsp; 4.75%, 12/07/46 | &nbsp;&nbsp;&nbsp; 545 | 486359 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.01%, 04/04/51, (3-mo. CME Term SOFR + <br> 4.50%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 250 | 234524 |
| &nbsp;&nbsp;&nbsp; 5.61%, 01/15/44 | &nbsp;&nbsp;&nbsp; 315 | 317315 |
| &nbsp;&nbsp;&nbsp; 5.95%, 12/01/86 | &nbsp;&nbsp;&nbsp; 235 | 245738 |
| Westpac Banking Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.67%, 11/15/35, (5-year CMT + 1.75%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 190 | 172087 |
| &nbsp;&nbsp;&nbsp; 3.02%, 11/18/36, (5-year CMT + 1.53%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 335 | 303107 |
| &nbsp;&nbsp;&nbsp; 3.35%, 03/08/27 | &nbsp;&nbsp;&nbsp; 338 | 336210 |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/25/28 | &nbsp;&nbsp;&nbsp; 652 | 646571 |
| &nbsp;&nbsp;&nbsp; 4.11%, 07/24/34, (5-year CMT + 2.00%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 209 | 205883 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.32%, 11/23/31, (5-year USD ICE Swap + <br> 2.24%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 469 | 468406 |
| &nbsp;&nbsp;&nbsp; 5.41%, 08/10/33, (1-year CMT + 2.68%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 70 | 72642 |
|  |  | 219439689 |
| **Beverages — 0.7%** | **Beverages — 0.7%** | **Beverages — 0.7%** |
| &nbsp;&nbsp;&nbsp; Anheuser-Busch Companies LLC/Anheuser-Busch <br> InBev Worldwide Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/01/36 | &nbsp;&nbsp;&nbsp; 1087 | 1087555 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/01/46 | &nbsp;&nbsp;&nbsp; 1310 | 1233313 |
| Anheuser-Busch InBev Finance Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/01/44 | &nbsp;&nbsp;&nbsp; 100 | 91400 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/01/36 | &nbsp;&nbsp;&nbsp; 821 | 818786 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/01/46 | &nbsp;&nbsp;&nbsp; 383 | 359156 |
| Anheuser-Busch InBev Worldwide Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/30 | &nbsp;&nbsp;&nbsp; 620 | 607231 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/15/38 | &nbsp;&nbsp;&nbsp; 514 | 494641 |
| &nbsp;&nbsp;&nbsp; 4.44%, 10/06/48 | &nbsp;&nbsp;&nbsp; 470 | 411482 |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/15/48 | &nbsp;&nbsp;&nbsp; 5 | 4523 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/23/29 | &nbsp;&nbsp;&nbsp; 356 | 364155 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/15/58 | &nbsp;&nbsp;&nbsp; 220 | 196826 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/23/31 | &nbsp;&nbsp;&nbsp; 448 | 465586 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/42 | &nbsp;&nbsp;&nbsp; 337 | 327236 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/34 | &nbsp;&nbsp;&nbsp; 160 | 166351 |
| &nbsp;&nbsp;&nbsp; 5.45%, 01/23/39 | &nbsp;&nbsp;&nbsp; 358 | 375124 |
| &nbsp;&nbsp;&nbsp; 5.55%, 01/23/49 | &nbsp;&nbsp;&nbsp; 698 | 709796 |
| &nbsp;&nbsp;&nbsp; 5.80%, 01/23/59 | &nbsp;&nbsp;&nbsp; 328 | 342194 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/15/35 | &nbsp;&nbsp;&nbsp; 175 | 192940 |
| &nbsp;&nbsp;&nbsp; 8.00%, 11/15/39 | &nbsp;&nbsp;&nbsp; 109 | 140663 |
| &nbsp;&nbsp;&nbsp; 8.20%, 01/15/39 | &nbsp;&nbsp;&nbsp; 320 | 416125 |
| Brown-Forman Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/38 | &nbsp;&nbsp;&nbsp; 63 | 57277 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/15/45 | &nbsp;&nbsp;&nbsp; 259 | 227828 |
| Coca-Cola Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 03/15/28 | &nbsp;&nbsp;&nbsp; 460 | 433606 |
| &nbsp;&nbsp;&nbsp; 1.38%, 03/15/31 | &nbsp;&nbsp;&nbsp; 640 | 562136 |
| &nbsp;&nbsp;&nbsp; 1.65%, 06/01/30 | &nbsp;&nbsp;&nbsp; 346 | 313602 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/05/31 | &nbsp;&nbsp;&nbsp; 230 | 209074 |
| &nbsp;&nbsp;&nbsp; 2.13%, 09/06/29 | &nbsp;&nbsp;&nbsp; 120 | 113096 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/05/32 | &nbsp;&nbsp;&nbsp; 250 | 226927 |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/01/40 | &nbsp;&nbsp;&nbsp; 417 | 314348 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/15/51 | &nbsp;&nbsp;&nbsp; 85 | 52170 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware U.S. Aggregate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Beverages (continued)** | **Beverages (continued)** | **Beverages (continued)** |
| &nbsp;&nbsp;&nbsp; 2.60%, 06/01/50 | &nbsp;&nbsp;&nbsp; $453 | $287144 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/01/60 | &nbsp;&nbsp;&nbsp; 179 | 107939 |
| &nbsp;&nbsp;&nbsp; 2.90%, 05/25/27 | &nbsp;&nbsp;&nbsp; 305 | 301735 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/05/51 | &nbsp;&nbsp;&nbsp; 165 | 112707 |
| &nbsp;&nbsp;&nbsp; 3.45%, 03/25/30 | &nbsp;&nbsp;&nbsp; 30 | 29474 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/25/50 | &nbsp;&nbsp;&nbsp; 330 | 282745 |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/14/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 145 | 148987 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/13/34 | &nbsp;&nbsp;&nbsp; 120 | 125935 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/14/55 | &nbsp;&nbsp;&nbsp; 215 | 212135 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/13/54 | &nbsp;&nbsp;&nbsp; 60 | 59876 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/13/64 | &nbsp;&nbsp;&nbsp; 230 | 229036 |
| Constellation Brands Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/01/50 | &nbsp;&nbsp;&nbsp; 101 | 74905 |
| &nbsp;&nbsp;&nbsp; 4.10%, 02/15/48 | &nbsp;&nbsp;&nbsp; 90 | 71624 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/09/47 | &nbsp;&nbsp;&nbsp; 102 | 85898 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/15/48 | &nbsp;&nbsp;&nbsp; 106 | 99469 |
| Diageo Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/29/30 | &nbsp;&nbsp;&nbsp; 885 | 809546 |
| &nbsp;&nbsp;&nbsp; 2.13%, 04/29/32 | &nbsp;&nbsp;&nbsp; 1475 | 1286208 |
| &nbsp;&nbsp;&nbsp; 2.38%, 10/24/29 | &nbsp;&nbsp;&nbsp; 3090 | 2909192 |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/18/28 | &nbsp;&nbsp;&nbsp; 830 | 829290 |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/29/43 | &nbsp;&nbsp;&nbsp; 2510 | 2092398 |
| &nbsp;&nbsp;&nbsp; 5.30%, 10/24/27 | &nbsp;&nbsp;&nbsp; 895 | 917068 |
| &nbsp;&nbsp;&nbsp; 5.63%, 10/05/33 | &nbsp;&nbsp;&nbsp; 380 | 406488 |
| Diageo Investment Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/11/42 | &nbsp;&nbsp;&nbsp; 515 | 448933 |
| &nbsp;&nbsp;&nbsp; 7.45%, 04/15/35 | &nbsp;&nbsp;&nbsp; 329 | 398304 |
| &nbsp;&nbsp;&nbsp; Fomento Economico Mexicano SAB de CV, 3.50%, <br> 01/16/50<br>| &nbsp;&nbsp;&nbsp; 20 | 14812 |
| Keurig Dr Pepper Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 05/01/30 | &nbsp;&nbsp;&nbsp; 134 | 127189 |
| &nbsp;&nbsp;&nbsp; 3.43%, 06/15/27 | &nbsp;&nbsp;&nbsp; 135 | 133574 |
| &nbsp;&nbsp;&nbsp; 3.80%, 05/01/50 | &nbsp;&nbsp;&nbsp; 212 | 156139 |
| &nbsp;&nbsp;&nbsp; 4.05%, 04/15/32 | &nbsp;&nbsp;&nbsp; 275 | 264766 |
| &nbsp;&nbsp;&nbsp; 4.35%, 05/15/28 | &nbsp;&nbsp;&nbsp; 25 | 25076 |
| &nbsp;&nbsp;&nbsp; 4.42%, 12/15/46 | &nbsp;&nbsp;&nbsp; 50 | 41365 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/45 | &nbsp;&nbsp;&nbsp; 69 | 58687 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/52 | &nbsp;&nbsp;&nbsp; 245 | 201211 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/25/28 | &nbsp;&nbsp;&nbsp; 200 | 201541 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/30 | &nbsp;&nbsp;&nbsp; 25 | 25114 |
| &nbsp;&nbsp;&nbsp; 5.09%, 05/25/48 | &nbsp;&nbsp;&nbsp; 30 | 27016 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/15/27 | &nbsp;&nbsp;&nbsp; 100 | 101014 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/15/35 | &nbsp;&nbsp;&nbsp; 25 | 25149 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/15/34 | &nbsp;&nbsp;&nbsp; 120 | 122426 |
| Molson Coors Beverage Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 07/15/46 | &nbsp;&nbsp;&nbsp; 500 | 409410 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/01/42 | &nbsp;&nbsp;&nbsp; 402 | 374790 |
| PepsiCo Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 10/21/31 | &nbsp;&nbsp;&nbsp; 55 | 48907 |
| &nbsp;&nbsp;&nbsp; 2.63%, 07/29/29 | &nbsp;&nbsp;&nbsp; 805 | 770063 |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/19/30 | &nbsp;&nbsp;&nbsp; 159 | 151289 |
| &nbsp;&nbsp;&nbsp; 2.88%, 10/15/49 | &nbsp;&nbsp;&nbsp; 80 | 53938 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/15/27 | &nbsp;&nbsp;&nbsp; 834 | 823757 |
| &nbsp;&nbsp;&nbsp; 3.38%, 07/29/49 | &nbsp;&nbsp;&nbsp; 175 | 129203 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/19/40 | &nbsp;&nbsp;&nbsp; 25 | 21338 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/19/50 | &nbsp;&nbsp;&nbsp; 276 | 212838 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/19/60 | &nbsp;&nbsp;&nbsp; 55 | 42661 |
| &nbsp;&nbsp;&nbsp; 3.90%, 07/18/32 | &nbsp;&nbsp;&nbsp; 70 | 69140 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/05/42 | &nbsp;&nbsp;&nbsp; 255 | 223021 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/02/47 | &nbsp;&nbsp;&nbsp; 185 | 154408 |
| &nbsp;&nbsp;&nbsp; 4.20%, 07/18/52 | &nbsp;&nbsp;&nbsp; 25 | 20880 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Beverages (continued)** | **Beverages (continued)** | **Beverages (continued)** |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/15/28 | &nbsp;&nbsp;&nbsp; $105 | $106743 |
| &nbsp;&nbsp;&nbsp; 4.45%, 02/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 51039 |
| &nbsp;&nbsp;&nbsp; 4.45%, 04/14/46 | &nbsp;&nbsp;&nbsp; 90 | 80915 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/17/29 | &nbsp;&nbsp;&nbsp; 50 | 51094 |
| &nbsp;&nbsp;&nbsp; 4.65%, 02/15/53 | &nbsp;&nbsp;&nbsp; 45 | 40503 |
| &nbsp;&nbsp;&nbsp; 4.80%, 07/17/34 | &nbsp;&nbsp;&nbsp; 45 | 46214 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/01/40 | &nbsp;&nbsp;&nbsp; 300 | 295869 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/17/54 | &nbsp;&nbsp;&nbsp; 45 | 44583 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/40 | &nbsp;&nbsp;&nbsp; 10 | 10593 |
| &nbsp;&nbsp;&nbsp; 7.00%, 03/01/29 | &nbsp;&nbsp;&nbsp; 5 | 5470 |
|  |  | 29405928 |
| **Biotechnology — 0.4%** | **Biotechnology — 0.4%** | **Biotechnology — 0.4%** |
| Amgen Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 02/21/27 | &nbsp;&nbsp;&nbsp; 109 | 106651 |
| &nbsp;&nbsp;&nbsp; 2.30%, 02/25/31 | &nbsp;&nbsp;&nbsp; 375 | 340400 |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/21/30 | &nbsp;&nbsp;&nbsp; 716 | 667220 |
| &nbsp;&nbsp;&nbsp; 2.77%, 09/01/53 | &nbsp;&nbsp;&nbsp; 240 | 145785 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/52 | &nbsp;&nbsp;&nbsp; 235 | 156042 |
| &nbsp;&nbsp;&nbsp; 3.15%, 02/21/40 | &nbsp;&nbsp;&nbsp; 230 | 183751 |
| &nbsp;&nbsp;&nbsp; 3.20%, 11/02/27 | &nbsp;&nbsp;&nbsp; 687 | 677587 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/21/50 | &nbsp;&nbsp;&nbsp; 305 | 221856 |
| &nbsp;&nbsp;&nbsp; 4.05%, 08/18/29 | &nbsp;&nbsp;&nbsp; 315 | 314632 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/01/33 | &nbsp;&nbsp;&nbsp; 405 | 397774 |
| &nbsp;&nbsp;&nbsp; 4.20%, 02/22/52 | &nbsp;&nbsp;&nbsp; 190 | 153365 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/01/45 | &nbsp;&nbsp;&nbsp; 505 | 439859 |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/22/62 | &nbsp;&nbsp;&nbsp; 270 | 216189 |
| &nbsp;&nbsp;&nbsp; 4.56%, 06/15/48 | &nbsp;&nbsp;&nbsp; 459 | 399658 |
| &nbsp;&nbsp;&nbsp; 4.66%, 06/15/51 | &nbsp;&nbsp;&nbsp; 503 | 440452 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/01/53 | &nbsp;&nbsp;&nbsp; 85 | 76560 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/01/41 | &nbsp;&nbsp;&nbsp; 185 | 177161 |
| &nbsp;&nbsp;&nbsp; 5.15%, 11/15/41 | &nbsp;&nbsp;&nbsp; 197 | 193126 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/02/33 | &nbsp;&nbsp;&nbsp; 705 | 735053 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/15/42 | &nbsp;&nbsp;&nbsp; 160 | 164388 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/02/53 | &nbsp;&nbsp;&nbsp; 470 | 472196 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/15/40 | &nbsp;&nbsp;&nbsp; 45 | 47331 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/02/63 | &nbsp;&nbsp;&nbsp; 410 | 411423 |
| &nbsp;&nbsp;&nbsp; 6.38%, 06/01/37 | &nbsp;&nbsp;&nbsp; 100 | 112119 |
| &nbsp;&nbsp;&nbsp; 6.40%, 02/01/39 | &nbsp;&nbsp;&nbsp; 190 | 211824 |
| Baxalta Inc., 5.25%, 06/23/45 | &nbsp;&nbsp;&nbsp; 255 | 246981 |
| Biogen Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/01/30 | &nbsp;&nbsp;&nbsp; 420 | 386290 |
| &nbsp;&nbsp;&nbsp; 3.15%, 05/01/50 | &nbsp;&nbsp;&nbsp; 287 | 189960 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/15/51 | &nbsp;&nbsp;&nbsp; 185 | 123793 |
| &nbsp;&nbsp;&nbsp; 5.05%, 01/15/31 | &nbsp;&nbsp;&nbsp; 40 | 41373 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/15/45 | &nbsp;&nbsp;&nbsp; 482 | 452297 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/15/35 | &nbsp;&nbsp;&nbsp; 25 | 26588 |
| &nbsp;&nbsp;&nbsp; 6.45%, 05/15/55 | &nbsp;&nbsp;&nbsp; 10 | 10731 |
| Gilead Sciences Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.20%, 10/01/27 | &nbsp;&nbsp;&nbsp; 1820 | 1738060 |
| &nbsp;&nbsp;&nbsp; 1.65%, 10/01/30 | &nbsp;&nbsp;&nbsp; 595 | 532945 |
| &nbsp;&nbsp;&nbsp; 2.80%, 10/01/50 | &nbsp;&nbsp;&nbsp; 346 | 224571 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/01/27 | &nbsp;&nbsp;&nbsp; 923 | 913268 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/01/36 | &nbsp;&nbsp;&nbsp; 339 | 319028 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/01/47 | &nbsp;&nbsp;&nbsp; 575 | 486055 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/01/45 | &nbsp;&nbsp;&nbsp; 425 | 382778 |
| &nbsp;&nbsp;&nbsp; 4.60%, 09/01/35 | &nbsp;&nbsp;&nbsp; 555 | 553869 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/01/46 | &nbsp;&nbsp;&nbsp; 456 | 421248 |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 154582 |
| &nbsp;&nbsp;&nbsp; 4.80%, 04/01/44 | &nbsp;&nbsp;&nbsp; 563 | 527662 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/15/35 | &nbsp;&nbsp;&nbsp; 365 | 377693 |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/15/33 | &nbsp;&nbsp;&nbsp; 405 | 427277 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware U.S. Aggregate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Biotechnology (continued)** | **Biotechnology (continued)** | **Biotechnology (continued)** |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/15/54 | &nbsp;&nbsp;&nbsp; $175 | $176692 |
| &nbsp;&nbsp;&nbsp; 5.55%, 10/15/53 | &nbsp;&nbsp;&nbsp; 145 | 147521 |
| &nbsp;&nbsp;&nbsp; 5.60%, 11/15/64 | &nbsp;&nbsp;&nbsp; 135 | 137061 |
| &nbsp;&nbsp;&nbsp; 5.65%, 12/01/41 | &nbsp;&nbsp;&nbsp; 420 | 440715 |
| Regeneron Pharmaceuticals Inc., 2.80%, 09/15/50 | &nbsp;&nbsp;&nbsp; 104 | 65281 |
| Royalty Pharma PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/25/31 | &nbsp;&nbsp;&nbsp; 25 | 24928 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/25/35 | &nbsp;&nbsp;&nbsp; 25 | 25285 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/02/34 | &nbsp;&nbsp;&nbsp; 25 | 25709 |
| &nbsp;&nbsp;&nbsp; 5.90%, 09/02/54 | &nbsp;&nbsp;&nbsp; 255 | 254835 |
| &nbsp;&nbsp;&nbsp; 5.95%, 09/25/55 | &nbsp;&nbsp;&nbsp; 75 | 75704 |
|  |  | 17373182 |
| **Building Materials — 0.7%** | **Building Materials — 0.7%** | **Building Materials — 0.7%** |
| Carlisle Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/01/30 | &nbsp;&nbsp;&nbsp; 152 | 143470 |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/01/27 | &nbsp;&nbsp;&nbsp; 5 | 4974 |
| Carrier Global Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 02/15/31 | &nbsp;&nbsp;&nbsp; 675 | 625115 |
| &nbsp;&nbsp;&nbsp; 2.72%, 02/15/30 | &nbsp;&nbsp;&nbsp; 810 | 763318 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/05/40 | &nbsp;&nbsp;&nbsp; 105 | 85707 |
| &nbsp;&nbsp;&nbsp; 3.58%, 04/05/50 | &nbsp;&nbsp;&nbsp; 421 | 315725 |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/15/34 | &nbsp;&nbsp;&nbsp; 434 | 468628 |
| &nbsp;&nbsp;&nbsp; 6.20%, 03/15/54 | &nbsp;&nbsp;&nbsp; 41 | 44955 |
| CRH America Finance Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/09/31 | &nbsp;&nbsp;&nbsp; 225 | 225396 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/09/36 | &nbsp;&nbsp;&nbsp; 225 | 227321 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/21/34 | &nbsp;&nbsp;&nbsp; 2180 | 2272041 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/09/35 | &nbsp;&nbsp;&nbsp; 460 | 482442 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/09/56 | &nbsp;&nbsp;&nbsp; 170 | 170474 |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/09/55 | &nbsp;&nbsp;&nbsp; 1510 | 1574678 |
| CRH SMW Finance DAC |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 01/09/30 | &nbsp;&nbsp;&nbsp; 1715 | 1768502 |
| &nbsp;&nbsp;&nbsp; 5.20%, 05/21/29 | &nbsp;&nbsp;&nbsp; 2350 | 2427295 |
| Fortune Brands Innovations Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/15/29 | &nbsp;&nbsp;&nbsp; 457 | 440181 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/25/32 | &nbsp;&nbsp;&nbsp; 980 | 940652 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/25/52 | &nbsp;&nbsp;&nbsp; 245 | 200506 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/01/33 | &nbsp;&nbsp;&nbsp; 987 | 1047358 |
| Johnson Controls International PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/47 | &nbsp;&nbsp;&nbsp; 137 | 119901 |
| &nbsp;&nbsp;&nbsp; 4.63%, 07/02/44 | &nbsp;&nbsp;&nbsp; 60 | 53900 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/02/64<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 50 | 43928 |
| &nbsp;&nbsp;&nbsp; 5.13%, 09/14/45 | &nbsp;&nbsp;&nbsp; 34 | 31842 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/36 | &nbsp;&nbsp;&nbsp; 425 | 466149 |
| &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; 1210 | 1082710 |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/16/31 | &nbsp;&nbsp;&nbsp; 665 | 586572 |
| &nbsp;&nbsp;&nbsp; 4.90%, 12/01/32 | &nbsp;&nbsp;&nbsp; 170 | 174121 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/19/29 | &nbsp;&nbsp;&nbsp; 130 | 135599 |
| Lennox International Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 08/01/27 | &nbsp;&nbsp;&nbsp; 525 | 505123 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/15/28 | &nbsp;&nbsp;&nbsp; 275 | 284734 |
| Martin Marietta Materials Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 07/15/51 | &nbsp;&nbsp;&nbsp; 245 | 167928 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/15/47 | &nbsp;&nbsp;&nbsp; 127 | 106824 |
| &nbsp;&nbsp;&nbsp; 5.15%, 12/01/34 | &nbsp;&nbsp;&nbsp; 75 | 77026 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/01/54 | &nbsp;&nbsp;&nbsp; 260 | 258215 |
| Owens Corning |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/15/29 | &nbsp;&nbsp;&nbsp; 361 | 358404 |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/15/47 | &nbsp;&nbsp;&nbsp; 105 | 86482 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Building Materials (continued)** | **Building Materials (continued)** | **Building Materials (continued)** |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/30/48 | &nbsp;&nbsp;&nbsp; $135 | $112103 |
| &nbsp;&nbsp;&nbsp; 5.70%, 06/15/34 | &nbsp;&nbsp;&nbsp; 55 | 58063 |
| &nbsp;&nbsp;&nbsp; 5.95%, 06/15/54<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 390 | 400144 |
| &nbsp;&nbsp;&nbsp; 7.00%, 12/01/36 | &nbsp;&nbsp;&nbsp; 231 | 265315 |
| Trane Technologies Financing Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/21/29 | &nbsp;&nbsp;&nbsp; 730 | 725087 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/21/49 | &nbsp;&nbsp;&nbsp; 1160 | 1014439 |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/01/44 | &nbsp;&nbsp;&nbsp; 372 | 341963 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/13/34 | &nbsp;&nbsp;&nbsp; 2235 | 2309472 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/03/33 | &nbsp;&nbsp;&nbsp; 1095 | 1145484 |
| Trane Technologies Holdco, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/21/28 | &nbsp;&nbsp;&nbsp; 1610 | 1603046 |
| &nbsp;&nbsp;&nbsp; 4.30%, 02/21/48 | &nbsp;&nbsp;&nbsp; 340 | 291027 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/15/43 | &nbsp;&nbsp;&nbsp; 1764 | 1866108 |
| Vulcan Materials Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/15/47 | &nbsp;&nbsp;&nbsp; 139 | 121764 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/01/48 | &nbsp;&nbsp;&nbsp; 110 | 98406 |
| &nbsp;&nbsp;&nbsp; 5.35%, 12/01/34 | &nbsp;&nbsp;&nbsp; 25 | 26045 |
| &nbsp;&nbsp;&nbsp; 5.70%, 12/01/54 | &nbsp;&nbsp;&nbsp; 105 | 107118 |
|  |  | 29253780 |
| **Chemicals — 0.3%** | **Chemicals — 0.3%** | **Chemicals — 0.3%** |
| Albemarle Corp., 5.45%, 12/01/44 | &nbsp;&nbsp;&nbsp; 180 | 165802 |
| Dow Chemical Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 11/15/50 | &nbsp;&nbsp;&nbsp; 165 | 109586 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/01/34 | &nbsp;&nbsp;&nbsp; 314 | 289672 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/42 | &nbsp;&nbsp;&nbsp; 222 | 179367 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/01/44 | &nbsp;&nbsp;&nbsp; 187 | 152462 |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/30/28 | &nbsp;&nbsp;&nbsp; 65 | 65933 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/15/31 | &nbsp;&nbsp;&nbsp; 50 | 49882 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/49 | &nbsp;&nbsp;&nbsp; 219 | 176414 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/15/34 | &nbsp;&nbsp;&nbsp; 265 | 265101 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/15/41 | &nbsp;&nbsp;&nbsp; 55 | 50422 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 25 | 24908 |
| &nbsp;&nbsp;&nbsp; 5.55%, 11/30/48 | &nbsp;&nbsp;&nbsp; 160 | 143674 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/15/54 | &nbsp;&nbsp;&nbsp; 100 | 89236 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/36<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 75 | 75403 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/55 | &nbsp;&nbsp;&nbsp; 75 | 70155 |
| &nbsp;&nbsp;&nbsp; 6.30%, 03/15/33 | &nbsp;&nbsp;&nbsp; 90 | 96268 |
| &nbsp;&nbsp;&nbsp; 6.90%, 05/15/53<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 70 | 73578 |
| &nbsp;&nbsp;&nbsp; 7.38%, 11/01/29 | &nbsp;&nbsp;&nbsp; 5 | 5540 |
| &nbsp;&nbsp;&nbsp; 9.40%, 05/15/39 | &nbsp;&nbsp;&nbsp; 130 | 169763 |
| DuPont de Nemours Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.73%, 11/15/28<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; 205 | 207749 |
| &nbsp;&nbsp;&nbsp; 5.32%, 11/15/38 | &nbsp;&nbsp;&nbsp; 413 | 421462 |
| &nbsp;&nbsp;&nbsp; 5.42%, 11/15/48 | &nbsp;&nbsp;&nbsp; 76 | 72450 |
| Ecolab Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.30%, 01/30/31 | &nbsp;&nbsp;&nbsp; 320 | 278102 |
| &nbsp;&nbsp;&nbsp; 2.13%, 02/01/32 | &nbsp;&nbsp;&nbsp; 120 | 106202 |
| &nbsp;&nbsp;&nbsp; 2.70%, 12/15/51 | &nbsp;&nbsp;&nbsp; 135 | 85050 |
| &nbsp;&nbsp;&nbsp; 3.25%, 12/01/27 | &nbsp;&nbsp;&nbsp; 1506 | 1490270 |
| &nbsp;&nbsp;&nbsp; 3.95%, 12/01/47 | &nbsp;&nbsp;&nbsp; 75 | 61470 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/24/30 | &nbsp;&nbsp;&nbsp; 826 | 849438 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/01/35 | &nbsp;&nbsp;&nbsp; 155 | 159274 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/08/41 | &nbsp;&nbsp;&nbsp; 40 | 41474 |
| FMC Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/01/49 | &nbsp;&nbsp;&nbsp; 67 | 43886 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/18/53<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 95 | 76720 |
| International Flavors & Fragrances Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/01/47 | &nbsp;&nbsp;&nbsp; 75 | 61181 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/26/28 | &nbsp;&nbsp;&nbsp; 615 | 617936 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/26/48 | &nbsp;&nbsp;&nbsp; 156 | 139317 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware U.S. Aggregate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Chemicals (continued)** | **Chemicals (continued)** | **Chemicals (continued)** |
| LYB International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/15/44 | &nbsp;&nbsp;&nbsp; $260 | $218619 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/43 | &nbsp;&nbsp;&nbsp; 143 | 125781 |
| LYB International Finance II BV, 3.50%, 03/02/27 | &nbsp;&nbsp;&nbsp; 20 | 19885 |
| LYB International Finance III LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/01/51 | &nbsp;&nbsp;&nbsp; 230 | 151145 |
| &nbsp;&nbsp;&nbsp; 3.80%, 10/01/60 | &nbsp;&nbsp;&nbsp; 440 | 279790 |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/15/49 | &nbsp;&nbsp;&nbsp; 182 | 133543 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/01/50 | &nbsp;&nbsp;&nbsp; 105 | 76474 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/34 | &nbsp;&nbsp;&nbsp; 120 | 119752 |
| &nbsp;&nbsp;&nbsp; 5.63%, 05/15/33 | &nbsp;&nbsp;&nbsp; 270 | 274597 |
| LyondellBasell Industries NV, 4.63%, 02/26/55 | &nbsp;&nbsp;&nbsp; 225 | 173224 |
| Mosaic Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 11/15/27 | &nbsp;&nbsp;&nbsp; 85 | 84969 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/41 | &nbsp;&nbsp;&nbsp; 15 | 13652 |
| &nbsp;&nbsp;&nbsp; 5.45%, 11/15/33 | &nbsp;&nbsp;&nbsp; 280 | 290110 |
| &nbsp;&nbsp;&nbsp; 5.63%, 11/15/43 | &nbsp;&nbsp;&nbsp; 130 | 126473 |
| Nutrien Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/35 | &nbsp;&nbsp;&nbsp; 302 | 281852 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/01/43 | &nbsp;&nbsp;&nbsp; 120 | 110118 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/49 | &nbsp;&nbsp;&nbsp; 73 | 66782 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/12/32 | &nbsp;&nbsp;&nbsp; 150 | 154963 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/45 | &nbsp;&nbsp;&nbsp; 123 | 117202 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/21/34 | &nbsp;&nbsp;&nbsp; 65 | 67420 |
| &nbsp;&nbsp;&nbsp; 5.63%, 12/01/40 | &nbsp;&nbsp;&nbsp; 173 | 175996 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/27/53 | &nbsp;&nbsp;&nbsp; 215 | 219104 |
| &nbsp;&nbsp;&nbsp; 5.88%, 12/01/36 | &nbsp;&nbsp;&nbsp; 45 | 47758 |
| &nbsp;&nbsp;&nbsp; 6.13%, 01/15/41 | &nbsp;&nbsp;&nbsp; 60 | 63482 |
| PPG Industries Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 08/15/29 | &nbsp;&nbsp;&nbsp; 179 | 170834 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/15/28 | &nbsp;&nbsp;&nbsp; 505 | 503573 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/31 | &nbsp;&nbsp;&nbsp; 150 | 150342 |
| Sherwin-Williams Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 03/15/32 | &nbsp;&nbsp;&nbsp; 120 | 105607 |
| &nbsp;&nbsp;&nbsp; 3.30%, 05/15/50 | &nbsp;&nbsp;&nbsp; 90 | 62586 |
| &nbsp;&nbsp;&nbsp; 3.80%, 08/15/49 | &nbsp;&nbsp;&nbsp; 180 | 137676 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/15/42 | &nbsp;&nbsp;&nbsp; 73 | 60974 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/30 | &nbsp;&nbsp;&nbsp; 50 | 50501 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/47 | &nbsp;&nbsp;&nbsp; 369 | 320197 |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/01/45 | &nbsp;&nbsp;&nbsp; 150 | 130605 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/15/35 | &nbsp;&nbsp;&nbsp; 50 | 51247 |
|  |  | 12101980 |
| **Commercial Services — 0.4%** | **Commercial Services — 0.4%** | **Commercial Services — 0.4%** |
| Automatic Data Processing Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 09/01/30 | &nbsp;&nbsp;&nbsp; 5121 | 4534922 |
| &nbsp;&nbsp;&nbsp; 1.70%, 05/15/28 | &nbsp;&nbsp;&nbsp; 5055 | 4815606 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/09/34 | &nbsp;&nbsp;&nbsp; 125 | 125252 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/08/32 | &nbsp;&nbsp;&nbsp; 175 | 179814 |
| Block Financial LLC, 3.88%, 08/15/30 | &nbsp;&nbsp;&nbsp; 467 | 452218 |
| GXO Logistics Inc., 2.65%, 07/15/31 | &nbsp;&nbsp;&nbsp; 969 | 867082 |
| Moody's Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 11/29/61 | &nbsp;&nbsp;&nbsp; 90 | 57067 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/28 | &nbsp;&nbsp;&nbsp; 85 | 83754 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/20/50 | &nbsp;&nbsp;&nbsp; 124 | 85745 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/25/52 | &nbsp;&nbsp;&nbsp; 65 | 49243 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/01/29 | &nbsp;&nbsp;&nbsp; 5 | 5030 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/08/32 | &nbsp;&nbsp;&nbsp; 15 | 14844 |
| &nbsp;&nbsp;&nbsp; 4.88%, 12/17/48 | &nbsp;&nbsp;&nbsp; 159 | 144083 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/44 | &nbsp;&nbsp;&nbsp; 230 | 222390 |
| PayPal Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 10/01/29 | &nbsp;&nbsp;&nbsp; 120 | 114967 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Commercial Services (continued)** | **Commercial Services (continued)** | **Commercial Services (continued)** |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/01/50 | &nbsp;&nbsp;&nbsp; $336 | $233802 |
| &nbsp;&nbsp;&nbsp; 5.05%, 06/01/52 | &nbsp;&nbsp;&nbsp; 95 | 88271 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/62 | &nbsp;&nbsp;&nbsp; 85 | 79546 |
| Quanta Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.35%, 01/15/32 | &nbsp;&nbsp;&nbsp; 335 | 296510 |
| &nbsp;&nbsp;&nbsp; 2.90%, 10/01/30 | &nbsp;&nbsp;&nbsp; 660 | 620185 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/09/27 | &nbsp;&nbsp;&nbsp; 25 | 25265 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/09/34 | &nbsp;&nbsp;&nbsp; 25 | 25876 |
| RELX Capital Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/22/30 | &nbsp;&nbsp;&nbsp; 1795 | 1707736 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/18/29 | &nbsp;&nbsp;&nbsp; 2313 | 2308917 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/27/30 | &nbsp;&nbsp;&nbsp; 100 | 102181 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/20/32 | &nbsp;&nbsp;&nbsp; 75 | 76626 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/27/35 | &nbsp;&nbsp;&nbsp; 40 | 41579 |
| S&P Global Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 08/15/60 | &nbsp;&nbsp;&nbsp; 235 | 122123 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/01/29 | &nbsp;&nbsp;&nbsp; 100 | 94338 |
| &nbsp;&nbsp;&nbsp; 2.95%, 01/22/27 | &nbsp;&nbsp;&nbsp; 120 | 118764 |
| &nbsp;&nbsp;&nbsp; 3.25%, 12/01/49 | &nbsp;&nbsp;&nbsp; 303 | 217525 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/01/62 | &nbsp;&nbsp;&nbsp; 165 | 126441 |
| &nbsp;&nbsp;&nbsp; Triton Container International Ltd./TAL International <br> Container Corp., 3.25%, 03/15/32<br>| &nbsp;&nbsp;&nbsp; 910 | 821996 |
| Verisk Analytics Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/29 | &nbsp;&nbsp;&nbsp; 40 | 40007 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/15/36 | &nbsp;&nbsp;&nbsp; 75 | 76040 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/35 | &nbsp;&nbsp;&nbsp; 25 | 25576 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/45 | &nbsp;&nbsp;&nbsp; 26 | 25774 |
|  |  | 19027095 |
| **Computers — 0.5%** | **Computers — 0.5%** | **Computers — 0.5%** |
| Apple Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 08/20/60 | &nbsp;&nbsp;&nbsp; 878 | 508415 |
| &nbsp;&nbsp;&nbsp; 2.65%, 05/11/50 | &nbsp;&nbsp;&nbsp; 348 | 224302 |
| &nbsp;&nbsp;&nbsp; 2.65%, 02/08/51 | &nbsp;&nbsp;&nbsp; 215 | 137326 |
| &nbsp;&nbsp;&nbsp; 2.70%, 08/05/51 | &nbsp;&nbsp;&nbsp; 270 | 172807 |
| &nbsp;&nbsp;&nbsp; 2.80%, 02/08/61 | &nbsp;&nbsp;&nbsp; 220 | 133497 |
| &nbsp;&nbsp;&nbsp; 2.85%, 08/05/61 | &nbsp;&nbsp;&nbsp; 235 | 143220 |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/11/49 | &nbsp;&nbsp;&nbsp; 409 | 281846 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/12/47 | &nbsp;&nbsp;&nbsp; 215 | 173804 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/13/47 | &nbsp;&nbsp;&nbsp; 226 | 183031 |
| &nbsp;&nbsp;&nbsp; 3.85%, 05/04/43 | &nbsp;&nbsp;&nbsp; 492 | 422523 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/08/52 | &nbsp;&nbsp;&nbsp; 110 | 89408 |
| &nbsp;&nbsp;&nbsp; 4.10%, 08/08/62 | &nbsp;&nbsp;&nbsp; 310 | 250547 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/09/47 | &nbsp;&nbsp;&nbsp; 165 | 144680 |
| &nbsp;&nbsp;&nbsp; 4.65%, 02/23/46 | &nbsp;&nbsp;&nbsp; 452 | 423839 |
| Dell Inc., 6.50%, 04/15/38 | &nbsp;&nbsp;&nbsp; 15 | 16286 |
| Dell International LLC/EMC Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 12/15/51 | &nbsp;&nbsp;&nbsp; 82 | 57164 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/15/34 | &nbsp;&nbsp;&nbsp; 55 | 56784 |
| &nbsp;&nbsp;&nbsp; 8.10%, 07/15/36 | &nbsp;&nbsp;&nbsp; 130 | 158422 |
| &nbsp;&nbsp;&nbsp; 8.35%, 07/15/46 | &nbsp;&nbsp;&nbsp; 133 | 171184 |
| DXC Technology Co., 2.38%, 09/15/28 | &nbsp;&nbsp;&nbsp; 100 | 93977 |
| Gartner Inc., 5.60%, 11/20/35 | &nbsp;&nbsp;&nbsp; 500 | 506388 |
| Hewlett Packard Enterprise Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 09/15/27 | &nbsp;&nbsp;&nbsp; 200 | 199873 |
| &nbsp;&nbsp;&nbsp; 4.15%, 09/15/28 | &nbsp;&nbsp;&nbsp; 200 | 200040 |
| &nbsp;&nbsp;&nbsp; 4.40%, 09/25/27 | &nbsp;&nbsp;&nbsp; 1435 | 1442068 |
| &nbsp;&nbsp;&nbsp; 4.40%, 10/15/30 | &nbsp;&nbsp;&nbsp; 200 | 199431 |
| &nbsp;&nbsp;&nbsp; 4.55%, 10/15/29 | &nbsp;&nbsp;&nbsp; 560 | 564212 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/15/31 | &nbsp;&nbsp;&nbsp; 420 | 425047 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/15/34 | &nbsp;&nbsp;&nbsp; 290 | 288720 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/01/28 | &nbsp;&nbsp;&nbsp; 480 | 493181 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware U.S. Aggregate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Computers (continued)** | **Computers (continued)** | **Computers (continued)** |
| &nbsp;&nbsp;&nbsp; 5.60%, 10/15/54 | &nbsp;&nbsp;&nbsp; $120 | $112188 |
| &nbsp;&nbsp;&nbsp; 6.20%, 10/15/35 | &nbsp;&nbsp;&nbsp; 484 | 523851 |
| &nbsp;&nbsp;&nbsp; 6.35%, 10/15/45 | &nbsp;&nbsp;&nbsp; 1240 | 1281979 |
| HP Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/17/30 | &nbsp;&nbsp;&nbsp; 50 | 47929 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/15/32 | &nbsp;&nbsp;&nbsp; 225 | 219614 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/28 | &nbsp;&nbsp;&nbsp; 50 | 50654 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/25/30 | &nbsp;&nbsp;&nbsp; 75 | 78009 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/33 | &nbsp;&nbsp;&nbsp; 290 | 300968 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/15/41 | &nbsp;&nbsp;&nbsp; 452 | 463639 |
| &nbsp;&nbsp;&nbsp; 6.10%, 04/25/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 42565 |
| &nbsp;&nbsp;&nbsp; IBM International Capital Pte Ltd., 5.30%, <br> 02/05/54<br>| &nbsp;&nbsp;&nbsp; 70 | 66778 |
| International Business Machines Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 01/27/27 | &nbsp;&nbsp;&nbsp; 1160 | 1152172 |
| &nbsp;&nbsp;&nbsp; 3.43%, 02/09/52 | &nbsp;&nbsp;&nbsp; 185 | 130368 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/15/29 | &nbsp;&nbsp;&nbsp; 1420 | 1395937 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/20/42 | &nbsp;&nbsp;&nbsp; 250 | 213620 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/15/39 | &nbsp;&nbsp;&nbsp; 187 | 169089 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/49 | &nbsp;&nbsp;&nbsp; 491 | 405860 |
| &nbsp;&nbsp;&nbsp; 4.65%, 02/10/28 | &nbsp;&nbsp;&nbsp; 200 | 203069 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/19/46 | &nbsp;&nbsp;&nbsp; 15 | 13476 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/27/52 | &nbsp;&nbsp;&nbsp; 80 | 72227 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/06/53 | &nbsp;&nbsp;&nbsp; 85 | 79194 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/10/35 | &nbsp;&nbsp;&nbsp; 200 | 207077 |
| &nbsp;&nbsp;&nbsp; 5.60%, 11/30/39 | &nbsp;&nbsp;&nbsp; 191 | 200653 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/10/55 | &nbsp;&nbsp;&nbsp; 200 | 202195 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/29/32 | &nbsp;&nbsp;&nbsp; 510 | 555202 |
| &nbsp;&nbsp;&nbsp; 6.22%, 08/01/27 | &nbsp;&nbsp;&nbsp; 250 | 259309 |
| &nbsp;&nbsp;&nbsp; 6.50%, 01/15/28 | &nbsp;&nbsp;&nbsp; 387 | 406682 |
| Leidos Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 02/15/31 | &nbsp;&nbsp;&nbsp; 545 | 490653 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/15/30 | &nbsp;&nbsp;&nbsp; 781 | 781327 |
| NetApp Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 06/22/27 | &nbsp;&nbsp;&nbsp; 75 | 73120 |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/22/30 | &nbsp;&nbsp;&nbsp; 1400 | 1305566 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/17/32 | &nbsp;&nbsp;&nbsp; 170 | 177821 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/17/35 | &nbsp;&nbsp;&nbsp; 735 | 773038 |
| Teledyne FLIR LLC, 2.50%, 08/01/30 | &nbsp;&nbsp;&nbsp; 655 | 607192 |
| Western Digital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 02/01/29 | &nbsp;&nbsp;&nbsp; 795 | 755978 |
| &nbsp;&nbsp;&nbsp; 3.10%, 02/01/32 | &nbsp;&nbsp;&nbsp; 1500 | 1374071 |
|  |  | 23355092 |
| **Cosmetics & Personal Care — 0.1%** | **Cosmetics & Personal Care — 0.1%** | **Cosmetics & Personal Care — 0.1%** |
| Colgate-Palmolive Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/01/47 | &nbsp;&nbsp;&nbsp; 301 | 242325 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/15/45 | &nbsp;&nbsp;&nbsp; 373 | 321201 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/01/33 | &nbsp;&nbsp;&nbsp; 36 | 36982 |
| Conopco Inc., Series E, 7.25%, 12/15/26 | &nbsp;&nbsp;&nbsp; 45 | 46490 |
| Estee Lauder Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 12/01/49 | &nbsp;&nbsp;&nbsp; 132 | 88803 |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/15/45 | &nbsp;&nbsp;&nbsp; 82 | 69843 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/15/37 | &nbsp;&nbsp;&nbsp; 35 | 38246 |
| Kenvue Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 05/22/32 | &nbsp;&nbsp;&nbsp; 25 | 25595 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/22/53 | &nbsp;&nbsp;&nbsp; 35 | 32513 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/22/63 | &nbsp;&nbsp;&nbsp; 235 | 217483 |
| Procter & Gamble Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 08/11/27 | &nbsp;&nbsp;&nbsp; 415 | 409768 |
| &nbsp;&nbsp;&nbsp; 3.60%, 03/25/50 | &nbsp;&nbsp;&nbsp; 130 | 101235 |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/01/30 | &nbsp;&nbsp;&nbsp; 175 | 176219 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Cosmetics & Personal Care (continued)** | **Cosmetics & Personal Care (continued)** | **Cosmetics & Personal Care (continued)** |
| &nbsp;&nbsp;&nbsp; 4.10%, 11/03/32 | &nbsp;&nbsp;&nbsp; $50 | $49963 |
| &nbsp;&nbsp;&nbsp; 4.35%, 11/03/35 | &nbsp;&nbsp;&nbsp; 50 | 49862 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/01/35 | &nbsp;&nbsp;&nbsp; 175 | 178948 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/05/37 | &nbsp;&nbsp;&nbsp; 326 | 356634 |
| &nbsp;&nbsp;&nbsp; 5.80%, 08/15/34 | &nbsp;&nbsp;&nbsp; 180 | 198487 |
| Unilever Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 08/12/31 | &nbsp;&nbsp;&nbsp; 445 | 393529 |
| &nbsp;&nbsp;&nbsp; 2.90%, 05/05/27 | &nbsp;&nbsp;&nbsp; 190 | 187861 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/22/28 | &nbsp;&nbsp;&nbsp; 480 | 476892 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/12/27 | &nbsp;&nbsp;&nbsp; 100 | 100776 |
| &nbsp;&nbsp;&nbsp; 4.63%, 08/12/34 | &nbsp;&nbsp;&nbsp; 100 | 101300 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/08/33 | &nbsp;&nbsp;&nbsp; 575 | 599347 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/32 | &nbsp;&nbsp;&nbsp; 505 | 554560 |
| &nbsp;&nbsp;&nbsp; Series 30Y, 2.63%, 08/12/51 | &nbsp;&nbsp;&nbsp; 355 | 223222 |
|  |  | 5278084 |
| **Distribution & Wholesale — 0.1%** | **Distribution & Wholesale — 0.1%** | **Distribution & Wholesale — 0.1%** |
| LKQ Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/15/28 | &nbsp;&nbsp;&nbsp; 1860 | 1924226 |
| &nbsp;&nbsp;&nbsp; 6.25%, 06/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2025 | 2165620 |
| WW Grainger Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/15/46 | &nbsp;&nbsp;&nbsp; 141 | 114012 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/15/47 | &nbsp;&nbsp;&nbsp; 179 | 152432 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/15/34 | &nbsp;&nbsp;&nbsp; 1140 | 1138312 |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/15/45 | &nbsp;&nbsp;&nbsp; 262 | 240140 |
|  |  | 5734742 |
| **Diversified Financial Services — 0.9%** | **Diversified Financial Services — 0.9%** | **Diversified Financial Services — 0.9%** |
| &nbsp;&nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global <br> Aviation Trust<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/29/28 | &nbsp;&nbsp;&nbsp; 617 | 597409 |
| &nbsp;&nbsp;&nbsp; 3.30%, 01/30/32 | &nbsp;&nbsp;&nbsp; 897 | 831732 |
| &nbsp;&nbsp;&nbsp; 3.40%, 10/29/33 | &nbsp;&nbsp;&nbsp; 525 | 476135 |
| &nbsp;&nbsp;&nbsp; 3.65%, 07/21/27 | &nbsp;&nbsp;&nbsp; 435 | 431626 |
| &nbsp;&nbsp;&nbsp; 3.85%, 10/29/41 | &nbsp;&nbsp;&nbsp; 215 | 177192 |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/23/28 | &nbsp;&nbsp;&nbsp; 390 | 387655 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/15/27 | &nbsp;&nbsp;&nbsp; 690 | 695047 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/10/34 | &nbsp;&nbsp;&nbsp; 90 | 89959 |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/19/34 | &nbsp;&nbsp;&nbsp; 190 | 195294 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/06/28 | &nbsp;&nbsp;&nbsp; 150 | 155439 |
| &nbsp;&nbsp;&nbsp; 6.95%, 03/10/55, (5-year CMT + 2.72%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 125 | 131149 |
| Affiliated Managers Group Inc., 3.30%, 06/15/30 | &nbsp;&nbsp;&nbsp; 80 | 76546 |
| Air Lease Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 01/15/32 | &nbsp;&nbsp;&nbsp; 295 | 264968 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/30 | &nbsp;&nbsp;&nbsp; 232 | 217155 |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/01/29 | &nbsp;&nbsp;&nbsp; 182 | 173866 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/01/27 | &nbsp;&nbsp;&nbsp; 345 | 341857 |
| &nbsp;&nbsp;&nbsp; 3.63%, 12/01/27 | &nbsp;&nbsp;&nbsp; 224 | 220917 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/01/28 | &nbsp;&nbsp;&nbsp; 332 | 333717 |
| Ally Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 7.10%, 11/15/27 | &nbsp;&nbsp;&nbsp; 110 | 115258 |
| &nbsp;&nbsp;&nbsp; 8.00%, 11/01/31 | &nbsp;&nbsp;&nbsp; 629 | 716670 |
| American Express Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 12/03/42 | &nbsp;&nbsp;&nbsp; 546 | 473620 |
| &nbsp;&nbsp;&nbsp; 4.42%, 08/03/33, (1-day SOFR + 1.76%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 230 | 229301 |
| &nbsp;&nbsp;&nbsp; 4.80%, 10/24/36, (1-day SOFR + 1.24%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 125 | 124524 |
| &nbsp;&nbsp;&nbsp; 4.92%, 07/20/33, (1-day SOFR + 1.22%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 235 | 240735 |
| &nbsp;&nbsp;&nbsp; 4.99%, 05/26/33, (1-day SOFR + 2.26%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 110 | 112522 |
| &nbsp;&nbsp;&nbsp; 5.02%, 04/25/31, (1-day SOFR + 1.44%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 400 | 413044 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.09%, 01/30/31, (1-day SOFR Index + <br> 1.20%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 220 | 227355 |
| &nbsp;&nbsp;&nbsp; 5.28%, 07/26/35, (1-day SOFR + 1.42%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 445 | 461566 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware U.S. Aggregate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.44%, 01/30/36, (1-day SOFR Index + <br> 1.32%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; $220 | $229910 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.53%, 04/25/30, (1-day SOFR Index + <br> 1.90%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 135 | 141204 |
| &nbsp;&nbsp;&nbsp; 5.63%, 07/28/34, (1-day SOFR + 1.93%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 85 | 89301 |
| &nbsp;&nbsp;&nbsp; 5.67%, 04/25/36, (1-day SOFR + 1.79%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 285 | 302696 |
| &nbsp;&nbsp;&nbsp; 5.92%, 04/25/35, (1-day SOFR + 1.63%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 360 | 386026 |
| &nbsp;&nbsp;&nbsp; 6.49%, 10/30/31, (1-day SOFR + 1.94%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 54829 |
| American Express Credit Corp., 3.30%, 05/03/27 | &nbsp;&nbsp;&nbsp; 780 | 774816 |
| Ameriprise Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/13/32 | &nbsp;&nbsp;&nbsp; 60 | 60548 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/15/33 | &nbsp;&nbsp;&nbsp; 245 | 255317 |
| Brookfield Capital Finance LLC, 6.09%, 06/14/33 | &nbsp;&nbsp;&nbsp; 560 | 601012 |
| &nbsp;&nbsp;&nbsp; Brookfield Finance I U.K. PLC/Brookfield <br> Finance Inc., 2.34%, 01/30/32<br>| &nbsp;&nbsp;&nbsp; 685 | 600317 |
| Brookfield Finance Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/30/51 | &nbsp;&nbsp;&nbsp; 110 | 77078 |
| &nbsp;&nbsp;&nbsp; 3.63%, 02/15/52 | &nbsp;&nbsp;&nbsp; 70 | 49861 |
| &nbsp;&nbsp;&nbsp; 3.90%, 01/25/28 | &nbsp;&nbsp;&nbsp; 655 | 652745 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/15/30 | &nbsp;&nbsp;&nbsp; 212 | 212886 |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/20/47 | &nbsp;&nbsp;&nbsp; 295 | 255074 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/29/29 | &nbsp;&nbsp;&nbsp; 555 | 564932 |
| &nbsp;&nbsp;&nbsp; 5.68%, 01/15/35 | &nbsp;&nbsp;&nbsp; 245 | 254002 |
| &nbsp;&nbsp;&nbsp; 5.97%, 03/04/54 | &nbsp;&nbsp;&nbsp; 120 | 122359 |
| &nbsp;&nbsp;&nbsp; 6.35%, 01/05/34 | &nbsp;&nbsp;&nbsp; 510 | 554558 |
| &nbsp;&nbsp;&nbsp; Brookfield Finance LLC/Brookfield Finance Inc., <br> 3.45%, 04/15/50<br>| &nbsp;&nbsp;&nbsp; 165 | 114632 |
| Capital One Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.36%, 07/29/32, (1-day SOFR + 1.34%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 215 | 187793 |
| &nbsp;&nbsp;&nbsp; 2.62%, 11/02/32, (1-day SOFR + 1.27%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 250 | 223780 |
| &nbsp;&nbsp;&nbsp; 3.27%, 03/01/30, (1-day SOFR + 1.79%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 195 | 189252 |
| &nbsp;&nbsp;&nbsp; 4.10%, 02/09/27 | &nbsp;&nbsp;&nbsp; 481 | 480697 |
| &nbsp;&nbsp;&nbsp; 4.93%, 05/10/28, (1-day SOFR + 2.06%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 150 | 151607 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/11/36, (1-day SOFR + 1.63%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 600 | 599065 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/26/30, (1-day SOFR + 2.60%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 85 | 87587 |
| &nbsp;&nbsp;&nbsp; 5.27%, 05/10/33, (1-day SOFR + 2.37%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 330 | 338440 |
| &nbsp;&nbsp;&nbsp; 5.47%, 02/01/29, (1-day SOFR + 2.08%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 100 | 102591 |
| &nbsp;&nbsp;&nbsp; 5.82%, 02/01/34, (1-day SOFR + 2.60%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 150 | 157858 |
| &nbsp;&nbsp;&nbsp; 6.18%, 01/30/36, (1-day SOFR + 2.04%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20985 |
| &nbsp;&nbsp;&nbsp; 6.31%, 06/08/29, (1-day SOFR + 2.64%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 150 | 157452 |
| &nbsp;&nbsp;&nbsp; 6.38%, 06/08/34, (1-day SOFR + 2.86%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 170 | 184870 |
| &nbsp;&nbsp;&nbsp; 6.70%, 11/29/32 | &nbsp;&nbsp;&nbsp; 190 | 210546 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.96%, 11/02/34, (1-day SOFR Index + <br> 3.37%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 290 | 343294 |
| Cboe Global Markets Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 12/15/30 | &nbsp;&nbsp;&nbsp; 185 | 164063 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/16/32 | &nbsp;&nbsp;&nbsp; 855 | 792578 |
| &nbsp;&nbsp;&nbsp; 3.65%, 01/12/27 | &nbsp;&nbsp;&nbsp; 5 | 4982 |
| Charles Schwab Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/03/32 | &nbsp;&nbsp;&nbsp; 400 | 367673 |
| &nbsp;&nbsp;&nbsp; 5.85%, 05/19/34, (1-day SOFR + 2.50%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 170 | 182617 |
| &nbsp;&nbsp;&nbsp; 6.14%, 08/24/34, (1-day SOFR + 2.01%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 110 | 120196 |
| Credit Suisse USA LLC, 7.13%, 07/15/32 | &nbsp;&nbsp;&nbsp; 696 | 800327 |
| Eaton Vance Corp., 3.50%, 04/06/27 | &nbsp;&nbsp;&nbsp; 1065 | 1058773 |
| Intercontinental Exchange Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.85%, 09/15/32 | &nbsp;&nbsp;&nbsp; 190 | 162566 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/15/50 | &nbsp;&nbsp;&nbsp; 270 | 180736 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/15/60 | &nbsp;&nbsp;&nbsp; 395 | 242174 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/21/28 | &nbsp;&nbsp;&nbsp; 124 | 123390 |
| &nbsp;&nbsp;&nbsp; 3.95%, 12/01/28 | &nbsp;&nbsp;&nbsp; 70 | 70090 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/15/31 | &nbsp;&nbsp;&nbsp; 75 | 75130 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/21/48 | &nbsp;&nbsp;&nbsp; $321 | $271191 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/15/33 | &nbsp;&nbsp;&nbsp; 265 | 268679 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/15/52 | &nbsp;&nbsp;&nbsp; 180 | 167220 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/15/62 | &nbsp;&nbsp;&nbsp; 275 | 258694 |
| Invesco Finance PLC, 5.38%, 11/30/43 | &nbsp;&nbsp;&nbsp; 253 | 249604 |
| &nbsp;&nbsp;&nbsp; Janus Henderson U.S. Holdings Inc., 5.45%, <br> 09/10/34<br>| &nbsp;&nbsp;&nbsp; 635 | 647671 |
| Legg Mason Inc., 5.63%, 01/15/44 | &nbsp;&nbsp;&nbsp; 348 | 349368 |
| LPL Holdings Inc., 6.00%, 05/20/34 | &nbsp;&nbsp;&nbsp; 20 | 20994 |
| Mastercard Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/18/31 | &nbsp;&nbsp;&nbsp; 95 | 84562 |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/01/29 | &nbsp;&nbsp;&nbsp; 95 | 92130 |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/26/27 | &nbsp;&nbsp;&nbsp; 35 | 34802 |
| &nbsp;&nbsp;&nbsp; 3.35%, 03/26/30 | &nbsp;&nbsp;&nbsp; 145 | 141851 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/26/28 | &nbsp;&nbsp;&nbsp; 35 | 34853 |
| &nbsp;&nbsp;&nbsp; 3.65%, 06/01/49 | &nbsp;&nbsp;&nbsp; 190 | 147629 |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/21/46 | &nbsp;&nbsp;&nbsp; 155 | 126712 |
| &nbsp;&nbsp;&nbsp; 3.85%, 03/26/50 | &nbsp;&nbsp;&nbsp; 173 | 138667 |
| &nbsp;&nbsp;&nbsp; 3.95%, 02/26/48 | &nbsp;&nbsp;&nbsp; 217 | 179149 |
| &nbsp;&nbsp;&nbsp; 4.55%, 01/15/35 | &nbsp;&nbsp;&nbsp; 25 | 25165 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/09/33 | &nbsp;&nbsp;&nbsp; 70 | 72278 |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/09/34 | &nbsp;&nbsp;&nbsp; 15 | 15447 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/32 | &nbsp;&nbsp;&nbsp; 100 | 104150 |
| Nasdaq Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 01/15/31 | &nbsp;&nbsp;&nbsp; 460 | 406396 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/28/50 | &nbsp;&nbsp;&nbsp; 145 | 101320 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/07/52 | &nbsp;&nbsp;&nbsp; 167 | 128719 |
| &nbsp;&nbsp;&nbsp; 5.35%, 06/28/28 | &nbsp;&nbsp;&nbsp; 460 | 474504 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/15/34 | &nbsp;&nbsp;&nbsp; 464 | 489133 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/15/53 | &nbsp;&nbsp;&nbsp; 70 | 73102 |
| &nbsp;&nbsp;&nbsp; 6.10%, 06/28/63 | &nbsp;&nbsp;&nbsp; 130 | 136425 |
| Nomura Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.17%, 07/14/28 | &nbsp;&nbsp;&nbsp; 280 | 266063 |
| &nbsp;&nbsp;&nbsp; 2.33%, 01/22/27 | &nbsp;&nbsp;&nbsp; 315 | 308560 |
| &nbsp;&nbsp;&nbsp; 2.61%, 07/14/31 | &nbsp;&nbsp;&nbsp; 395 | 357795 |
| &nbsp;&nbsp;&nbsp; 2.68%, 07/16/30 | &nbsp;&nbsp;&nbsp; 285 | 263748 |
| &nbsp;&nbsp;&nbsp; 2.71%, 01/22/29 | &nbsp;&nbsp;&nbsp; 350 | 334502 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/22/32 | &nbsp;&nbsp;&nbsp; 210 | 191321 |
| &nbsp;&nbsp;&nbsp; 3.10%, 01/16/30 | &nbsp;&nbsp;&nbsp; 520 | 495180 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/01/30 | &nbsp;&nbsp;&nbsp; 200 | 203624 |
| &nbsp;&nbsp;&nbsp; 5.39%, 07/06/27 | &nbsp;&nbsp;&nbsp; 265 | 269794 |
| &nbsp;&nbsp;&nbsp; 5.49%, 06/29/35 | &nbsp;&nbsp;&nbsp; 200 | 207969 |
| &nbsp;&nbsp;&nbsp; 5.59%, 07/02/27 | &nbsp;&nbsp;&nbsp; 200 | 204285 |
| &nbsp;&nbsp;&nbsp; 5.78%, 07/03/34 | &nbsp;&nbsp;&nbsp; 235 | 250453 |
| &nbsp;&nbsp;&nbsp; 6.07%, 07/12/28 | &nbsp;&nbsp;&nbsp; 220 | 230046 |
| &nbsp;&nbsp;&nbsp; 6.09%, 07/12/33 | &nbsp;&nbsp;&nbsp; 200 | 217447 |
| &nbsp;&nbsp;&nbsp; 6.18%, 01/18/33 | &nbsp;&nbsp;&nbsp; 200 | 217718 |
| ORIX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/13/32 | &nbsp;&nbsp;&nbsp; 140 | 136410 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/09/30 | &nbsp;&nbsp;&nbsp; 25 | 25149 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/13/32 | &nbsp;&nbsp;&nbsp; 405 | 420833 |
| &nbsp;&nbsp;&nbsp; 5.40%, 02/25/35 | &nbsp;&nbsp;&nbsp; 25 | 25970 |
| Radian Group Inc., 4.88%, 03/15/27 | &nbsp;&nbsp;&nbsp; 35 | 35106 |
| Raymond James Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/51 | &nbsp;&nbsp;&nbsp; 165 | 123725 |
| &nbsp;&nbsp;&nbsp; 4.65%, 04/01/30 | &nbsp;&nbsp;&nbsp; 214 | 218731 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/15/46 | &nbsp;&nbsp;&nbsp; 210 | 193937 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/11/55 | &nbsp;&nbsp;&nbsp; 30 | 29658 |
| Synchrony Financial |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 10/28/31 | &nbsp;&nbsp;&nbsp; 365 | 326525 |
| &nbsp;&nbsp;&nbsp; 3.95%, 12/01/27 | &nbsp;&nbsp;&nbsp; 706 | 700135 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware U.S. Aggregate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/19/29 | &nbsp;&nbsp;&nbsp; $432 | $438949 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.94%, 08/02/30, (1-day SOFR Index + <br> 2.13%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 215 | 223411 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/29/36, (1-day SOFR + 2.07%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 150 | 154147 |
| Visa Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 04/15/27 | &nbsp;&nbsp;&nbsp; 120 | 117178 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/15/50 | &nbsp;&nbsp;&nbsp; 90 | 49829 |
| &nbsp;&nbsp;&nbsp; 2.05%, 04/15/30 | &nbsp;&nbsp;&nbsp; 160 | 148273 |
| &nbsp;&nbsp;&nbsp; 2.70%, 04/15/40 | &nbsp;&nbsp;&nbsp; 225 | 174745 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/15/47 | &nbsp;&nbsp;&nbsp; 50 | 39647 |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/14/35 | &nbsp;&nbsp;&nbsp; 424 | 413317 |
| &nbsp;&nbsp;&nbsp; 4.30%, 12/14/45 | &nbsp;&nbsp;&nbsp; 801 | 709367 |
| Voya Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/23/48, (3-mo. SOFR US + 2.34%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 210 | 198492 |
| &nbsp;&nbsp;&nbsp; 5.70%, 07/15/43 | &nbsp;&nbsp;&nbsp; 136 | 137391 |
| Western Union Co. (The), 6.20%, 11/17/36<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 277 | 290892 |
|  |  | 37638210 |
| **Electric — 2.0%** | **Electric — 2.0%** | **Electric — 2.0%** |
| AEP Texas Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 05/15/51 | &nbsp;&nbsp;&nbsp; 765 | 526623 |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/15/32 | &nbsp;&nbsp;&nbsp; 440 | 442902 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/52 | &nbsp;&nbsp;&nbsp; 395 | 367163 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/01/33 | &nbsp;&nbsp;&nbsp; 145 | 150204 |
| &nbsp;&nbsp;&nbsp; 5.45%, 05/15/29 | &nbsp;&nbsp;&nbsp; 100 | 103965 |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/15/34 | &nbsp;&nbsp;&nbsp; 250 | 261951 |
| &nbsp;&nbsp;&nbsp; 5.85%, 10/15/55 | &nbsp;&nbsp;&nbsp; 60 | 59738 |
| &nbsp;&nbsp;&nbsp; Series G, 4.15%, 05/01/49 | &nbsp;&nbsp;&nbsp; 140 | 109720 |
| &nbsp;&nbsp;&nbsp; Series H, 3.45%, 01/15/50 | &nbsp;&nbsp;&nbsp; 290 | 201673 |
| Avangrid Inc., 3.80%, 06/01/29 | &nbsp;&nbsp;&nbsp; 3012 | 2973787 |
| Avista Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/52 | &nbsp;&nbsp;&nbsp; 580 | 454163 |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/01/48 | &nbsp;&nbsp;&nbsp; 349 | 293029 |
| Baltimore Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 06/15/50 | &nbsp;&nbsp;&nbsp; 122 | 79688 |
| &nbsp;&nbsp;&nbsp; 3.20%, 09/15/49 | &nbsp;&nbsp;&nbsp; 332 | 230433 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/15/46 | &nbsp;&nbsp;&nbsp; 255 | 192312 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/15/47 | &nbsp;&nbsp;&nbsp; 311 | 243916 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/15/48 | &nbsp;&nbsp;&nbsp; 215 | 179872 |
| &nbsp;&nbsp;&nbsp; 4.55%, 06/01/52 | &nbsp;&nbsp;&nbsp; 20 | 17302 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/01/53 | &nbsp;&nbsp;&nbsp; 65 | 63849 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/01/35 | &nbsp;&nbsp;&nbsp; 50 | 52318 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/01/54 | &nbsp;&nbsp;&nbsp; 75 | 76106 |
| &nbsp;&nbsp;&nbsp; 6.35%, 10/01/36 | &nbsp;&nbsp;&nbsp; 115 | 129368 |
| CenterPoint Energy Houston Electric LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.55%, 08/01/42 | &nbsp;&nbsp;&nbsp; 115 | 92761 |
| &nbsp;&nbsp;&nbsp; 3.60%, 03/01/52 | &nbsp;&nbsp;&nbsp; 160 | 119389 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/01/48 | &nbsp;&nbsp;&nbsp; 229 | 185289 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/44 | &nbsp;&nbsp;&nbsp; 142 | 126459 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/01/33 | &nbsp;&nbsp;&nbsp; 30 | 30730 |
| &nbsp;&nbsp;&nbsp; Series AD, 2.90%, 07/01/50 | &nbsp;&nbsp;&nbsp; 142 | 93950 |
| &nbsp;&nbsp;&nbsp; Series K2, 6.95%, 03/15/33 | &nbsp;&nbsp;&nbsp; 110 | 125507 |
| &nbsp;&nbsp;&nbsp; Cleveland Electric Illuminating Co. (The), 5.95%, <br> 12/15/36<br>| &nbsp;&nbsp;&nbsp; 170 | 180831 |
| CMS Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/01/50, (5-year CMT + 2.90%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 255 | 234224 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/01/50, (5-year CMT + 4.12%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 575 | 563360 |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/01/55, (5-year CMT + 1.96%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 140 | 144610 |
| Commonwealth Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 03/01/30 | &nbsp;&nbsp;&nbsp; 429 | 398049 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/50 | &nbsp;&nbsp;&nbsp; 265 | 176692 |
| &nbsp;&nbsp;&nbsp; 3.65%, 06/15/46 | &nbsp;&nbsp;&nbsp; 341 | 265972 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/15/28 | &nbsp;&nbsp;&nbsp; $525 | $522845 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/01/45 | &nbsp;&nbsp;&nbsp; 118 | 93736 |
| &nbsp;&nbsp;&nbsp; 3.80%, 10/01/42 | &nbsp;&nbsp;&nbsp; 85 | 69760 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/48 | &nbsp;&nbsp;&nbsp; 304 | 246744 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/49 | &nbsp;&nbsp;&nbsp; 257 | 205312 |
| &nbsp;&nbsp;&nbsp; 4.35%, 11/15/45 | &nbsp;&nbsp;&nbsp; 81 | 69903 |
| &nbsp;&nbsp;&nbsp; 4.60%, 08/15/43 | &nbsp;&nbsp;&nbsp; 200 | 181447 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/15/44 | &nbsp;&nbsp;&nbsp; 25 | 22880 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/01/33 | &nbsp;&nbsp;&nbsp; 30 | 30760 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/01/34 | &nbsp;&nbsp;&nbsp; 70 | 73501 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/01/53 | &nbsp;&nbsp;&nbsp; 45 | 43518 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/01/54 | &nbsp;&nbsp;&nbsp; 215 | 218458 |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/15/36 | &nbsp;&nbsp;&nbsp; 265 | 288448 |
| &nbsp;&nbsp;&nbsp; 5.95%, 06/01/55 | &nbsp;&nbsp;&nbsp; 160 | 169733 |
| &nbsp;&nbsp;&nbsp; 6.45%, 01/15/38 | &nbsp;&nbsp;&nbsp; 119 | 134301 |
| &nbsp;&nbsp;&nbsp; Series 122, 2.95%, 08/15/27 | &nbsp;&nbsp;&nbsp; 230 | 226635 |
| &nbsp;&nbsp;&nbsp; Series 123, 3.75%, 08/15/47 | &nbsp;&nbsp;&nbsp; 275 | 214204 |
| &nbsp;&nbsp;&nbsp; Series 127, 3.20%, 11/15/49 | &nbsp;&nbsp;&nbsp; 254 | 175625 |
| &nbsp;&nbsp;&nbsp; Series 131, 2.75%, 09/01/51 | &nbsp;&nbsp;&nbsp; 570 | 359497 |
| Connecticut Light and Power Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/48 | &nbsp;&nbsp;&nbsp; 260 | 211051 |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/15/44 | &nbsp;&nbsp;&nbsp; 300 | 263068 |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/01/29 | &nbsp;&nbsp;&nbsp; 75 | 76595 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/01/33 | &nbsp;&nbsp;&nbsp; 75 | 76694 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/30 | &nbsp;&nbsp;&nbsp; 40 | 41105 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/34 | &nbsp;&nbsp;&nbsp; 25 | 25409 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/53 | &nbsp;&nbsp;&nbsp; 180 | 173289 |
| &nbsp;&nbsp;&nbsp; Series A, 2.05%, 07/01/31 | &nbsp;&nbsp;&nbsp; 987 | 880115 |
| &nbsp;&nbsp;&nbsp; Series A, 3.20%, 03/15/27 | &nbsp;&nbsp;&nbsp; 775 | 767417 |
| &nbsp;&nbsp;&nbsp; Series A, 4.15%, 06/01/45 | &nbsp;&nbsp;&nbsp; 220 | 185080 |
| Consolidated Edison Co. of New York Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 06/15/61 | &nbsp;&nbsp;&nbsp; 75 | 52692 |
| &nbsp;&nbsp;&nbsp; 3.70%, 11/15/59 | &nbsp;&nbsp;&nbsp; 270 | 192604 |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/15/46 | &nbsp;&nbsp;&nbsp; 249 | 199597 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/01/43 | &nbsp;&nbsp;&nbsp; 199 | 167021 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/15/44 | &nbsp;&nbsp;&nbsp; 245 | 216917 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/01/45 | &nbsp;&nbsp;&nbsp; 160 | 141062 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/58 | &nbsp;&nbsp;&nbsp; 115 | 96033 |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/01/54 | &nbsp;&nbsp;&nbsp; 219 | 188344 |
| &nbsp;&nbsp;&nbsp; 5.70%, 06/15/40 | &nbsp;&nbsp;&nbsp; 127 | 132648 |
| &nbsp;&nbsp;&nbsp; Series 05-A, 5.30%, 03/01/35 | &nbsp;&nbsp;&nbsp; 217 | 225379 |
| &nbsp;&nbsp;&nbsp; Series 06-A, 5.85%, 03/15/36 | &nbsp;&nbsp;&nbsp; 94 | 101253 |
| &nbsp;&nbsp;&nbsp; Series 06-B, 6.20%, 06/15/36 | &nbsp;&nbsp;&nbsp; 105 | 116523 |
| &nbsp;&nbsp;&nbsp; Series 07-A, 6.30%, 08/15/37 | &nbsp;&nbsp;&nbsp; 5 | 5595 |
| &nbsp;&nbsp;&nbsp; Series 08-B, 6.75%, 04/01/38 | &nbsp;&nbsp;&nbsp; 200 | 231400 |
| &nbsp;&nbsp;&nbsp; Series 09-C, 5.50%, 12/01/39 | &nbsp;&nbsp;&nbsp; 165 | 170192 |
| &nbsp;&nbsp;&nbsp; Series 12-A, 4.20%, 03/15/42 | &nbsp;&nbsp;&nbsp; 132 | 115057 |
| &nbsp;&nbsp;&nbsp; Series 2017, 3.88%, 06/15/47 | &nbsp;&nbsp;&nbsp; 351 | 278082 |
| &nbsp;&nbsp;&nbsp; Series 20A, 3.35%, 04/01/30 | &nbsp;&nbsp;&nbsp; 430 | 417366 |
| &nbsp;&nbsp;&nbsp; Series 20B, 3.95%, 04/01/50 | &nbsp;&nbsp;&nbsp; 247 | 197177 |
| &nbsp;&nbsp;&nbsp; Series A, 4.13%, 05/15/49 | &nbsp;&nbsp;&nbsp; 40 | 32463 |
| &nbsp;&nbsp;&nbsp; Series C, 3.00%, 12/01/60 | &nbsp;&nbsp;&nbsp; 270 | 163993 |
| &nbsp;&nbsp;&nbsp; Series C, 4.00%, 11/15/57 | &nbsp;&nbsp;&nbsp; 124 | 94268 |
| &nbsp;&nbsp;&nbsp; Series C, 4.30%, 12/01/56 | &nbsp;&nbsp;&nbsp; 146 | 118126 |
| &nbsp;&nbsp;&nbsp; Series D, 4.00%, 12/01/28 | &nbsp;&nbsp;&nbsp; 299 | 299618 |
| &nbsp;&nbsp;&nbsp; Series E, 4.65%, 12/01/48 | &nbsp;&nbsp;&nbsp; 175 | 155116 |
| Constellation Energy Generation LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/01/41 | &nbsp;&nbsp;&nbsp; 30 | 30833 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/01/39 | &nbsp;&nbsp;&nbsp; 122 | 133562 |
| Delmarva Power & Light Co., 4.15%, 05/15/45 | &nbsp;&nbsp;&nbsp; 80 | 68620 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware U.S. Aggregate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp;&nbsp; Duke Energy Carolinas Nc Storm Funding II LLC, <br> Series A-1, 4.23%, 07/01/37<br>| &nbsp;&nbsp;&nbsp; $300 | $301007 |
| Edison International |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/28 | &nbsp;&nbsp;&nbsp; 175 | 172912 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/15/28 | &nbsp;&nbsp;&nbsp; 40 | 40592 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/32 | &nbsp;&nbsp;&nbsp; 80 | 80139 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/15/29 | &nbsp;&nbsp;&nbsp; 25 | 25424 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/15/27 | &nbsp;&nbsp;&nbsp; 45 | 45754 |
| El Paso Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/01/44 | &nbsp;&nbsp;&nbsp; 85 | 75889 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/15/35 | &nbsp;&nbsp;&nbsp; 97 | 101789 |
| Enel Chile SA, 4.88%, 06/12/28 | &nbsp;&nbsp;&nbsp; 2485 | 2520404 |
| &nbsp;&nbsp;&nbsp; Entergy Corp., 7.13%, 12/01/54, (5-year CMT + <br> 2.67%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 25 | 26322 |
| Entergy Louisiana LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/15/51 | &nbsp;&nbsp;&nbsp; 473 | 303399 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/01/48 | &nbsp;&nbsp;&nbsp; 205 | 168499 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/01/50 | &nbsp;&nbsp;&nbsp; 325 | 263931 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/45 | &nbsp;&nbsp;&nbsp; 660 | 612622 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/54 | &nbsp;&nbsp;&nbsp; 150 | 152020 |
| Entergy Texas Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/15/52 | &nbsp;&nbsp;&nbsp; 110 | 100148 |
| &nbsp;&nbsp;&nbsp; 5.55%, 09/15/54 | &nbsp;&nbsp;&nbsp; 25 | 24662 |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/01/53 | &nbsp;&nbsp;&nbsp; 200 | 203069 |
| Eversource Energy |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/01/32 | &nbsp;&nbsp;&nbsp; 505 | 468436 |
| &nbsp;&nbsp;&nbsp; 3.45%, 01/15/50 | &nbsp;&nbsp;&nbsp; 555 | 398570 |
| &nbsp;&nbsp;&nbsp; 4.45%, 12/15/30 | &nbsp;&nbsp;&nbsp; 100 | 99744 |
| &nbsp;&nbsp;&nbsp; 4.60%, 07/01/27 | &nbsp;&nbsp;&nbsp; 90 | 90505 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/15/33 | &nbsp;&nbsp;&nbsp; 210 | 213321 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/01/34 | &nbsp;&nbsp;&nbsp; 165 | 170305 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/15/31 | &nbsp;&nbsp;&nbsp; 365 | 385951 |
| &nbsp;&nbsp;&nbsp; 5.95%, 02/01/29 | &nbsp;&nbsp;&nbsp; 105 | 109908 |
| &nbsp;&nbsp;&nbsp; 5.95%, 07/15/34 | &nbsp;&nbsp;&nbsp; 230 | 244318 |
| &nbsp;&nbsp;&nbsp; Series M, 3.30%, 01/15/28 | &nbsp;&nbsp;&nbsp; 970 | 951630 |
| &nbsp;&nbsp;&nbsp; Series O, 4.25%, 04/01/29 | &nbsp;&nbsp;&nbsp; 280 | 279629 |
| &nbsp;&nbsp;&nbsp; Series R, 1.65%, 08/15/30 | &nbsp;&nbsp;&nbsp; 1830 | 1615054 |
| Exelon Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 04/15/30 | &nbsp;&nbsp;&nbsp; 375 | 372254 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/15/52 | &nbsp;&nbsp;&nbsp; 655 | 510677 |
| &nbsp;&nbsp;&nbsp; 4.45%, 04/15/46 | &nbsp;&nbsp;&nbsp; 296 | 252966 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/15/50 | &nbsp;&nbsp;&nbsp; 470 | 408842 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/15/35 | &nbsp;&nbsp;&nbsp; 347 | 347052 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/15/45 | &nbsp;&nbsp;&nbsp; 255 | 239235 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/15/31 | &nbsp;&nbsp;&nbsp; 25 | 25873 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/28 | &nbsp;&nbsp;&nbsp; 70 | 71564 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/15/33 | &nbsp;&nbsp;&nbsp; 100 | 104317 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/34 | &nbsp;&nbsp;&nbsp; 135 | 141223 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/15/53 | &nbsp;&nbsp;&nbsp; 275 | 270760 |
| &nbsp;&nbsp;&nbsp; 5.63%, 06/15/35 | &nbsp;&nbsp;&nbsp; 260 | 273815 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/15/55 | &nbsp;&nbsp;&nbsp; 350 | 358010 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/15/55, (5-year CMT + 1.98%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 95 | 99125 |
| FirstEnergy Transmission LLC, 5.00%, 01/15/35 | &nbsp;&nbsp;&nbsp; 1080 | 1087800 |
| Florida Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 10/01/49 | &nbsp;&nbsp;&nbsp; 341 | 238240 |
| &nbsp;&nbsp;&nbsp; 3.70%, 12/01/47 | &nbsp;&nbsp;&nbsp; 188 | 146942 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/01/48 | &nbsp;&nbsp;&nbsp; 274 | 223145 |
| &nbsp;&nbsp;&nbsp; 3.99%, 03/01/49 | &nbsp;&nbsp;&nbsp; 158 | 127694 |
| &nbsp;&nbsp;&nbsp; 4.05%, 06/01/42 | &nbsp;&nbsp;&nbsp; 202 | 174856 |
| &nbsp;&nbsp;&nbsp; 4.05%, 10/01/44 | &nbsp;&nbsp;&nbsp; 220 | 184796 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/01/42 | &nbsp;&nbsp;&nbsp; 110 | 96578 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/01/48 | &nbsp;&nbsp;&nbsp; $215 | $178813 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/15/30 | &nbsp;&nbsp;&nbsp; 85 | 86846 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/33 | &nbsp;&nbsp;&nbsp; 55 | 56318 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/01/35 | &nbsp;&nbsp;&nbsp; 185 | 189749 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/01/41 | &nbsp;&nbsp;&nbsp; 130 | 130936 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/01/34 | &nbsp;&nbsp;&nbsp; 620 | 664386 |
| &nbsp;&nbsp;&nbsp; 5.65%, 02/01/37 | &nbsp;&nbsp;&nbsp; 152 | 163483 |
| &nbsp;&nbsp;&nbsp; 5.69%, 03/01/40 | &nbsp;&nbsp;&nbsp; 240 | 254897 |
| &nbsp;&nbsp;&nbsp; 5.95%, 02/01/38 | &nbsp;&nbsp;&nbsp; 260 | 284461 |
| &nbsp;&nbsp;&nbsp; 5.96%, 04/01/39 | &nbsp;&nbsp;&nbsp; 95 | 103322 |
| Iberdrola International BV, 6.75%, 07/15/36 | &nbsp;&nbsp;&nbsp; 1669 | 1898413 |
| ITC Holdings Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.35%, 11/15/27 | &nbsp;&nbsp;&nbsp; 739 | 728472 |
| &nbsp;&nbsp;&nbsp; 5.30%, 07/01/43 | &nbsp;&nbsp;&nbsp; 389 | 377401 |
| National Grid PLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.42%, 01/11/34 | &nbsp;&nbsp;&nbsp; 755 | 787138 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/12/28 | &nbsp;&nbsp;&nbsp; 655 | 677097 |
| &nbsp;&nbsp;&nbsp; 5.81%, 06/12/33 | &nbsp;&nbsp;&nbsp; 1780 | 1904627 |
| National Grid USA, 5.80%, 04/01/35 | &nbsp;&nbsp;&nbsp; 1310 | 1377471 |
| NextEra Energy Capital Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/01/30 | &nbsp;&nbsp;&nbsp; 2144 | 1972984 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/01/29 | &nbsp;&nbsp;&nbsp; 1487 | 1415407 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/29 | &nbsp;&nbsp;&nbsp; 830 | 813595 |
| &nbsp;&nbsp;&nbsp; 3.55%, 05/01/27 | &nbsp;&nbsp;&nbsp; 1849 | 1835700 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/15/82, (5-year CMT + 2.55%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 105 | 102574 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 12/01/77, (3-mo. SOFR US + <br> 2.67%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 45 | 43951 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/04/28 | &nbsp;&nbsp;&nbsp; 40 | 40736 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/28/28 | &nbsp;&nbsp;&nbsp; 135 | 137518 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/29 | &nbsp;&nbsp;&nbsp; 85 | 87168 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/28/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 145 | 149813 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/32 | &nbsp;&nbsp;&nbsp; 165 | 169686 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/30 | &nbsp;&nbsp;&nbsp; 50 | 51675 |
| &nbsp;&nbsp;&nbsp; 5.05%, 02/28/33 | &nbsp;&nbsp;&nbsp; 150 | 154263 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/34 | &nbsp;&nbsp;&nbsp; 140 | 144408 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/28/53 | &nbsp;&nbsp;&nbsp; 70 | 65907 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/15/32 | &nbsp;&nbsp;&nbsp; 55 | 57543 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/35 | &nbsp;&nbsp;&nbsp; 50 | 51988 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/54 | &nbsp;&nbsp;&nbsp; 25 | 24472 |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/15/55 | &nbsp;&nbsp;&nbsp; 440 | 453310 |
| &nbsp;&nbsp;&nbsp; 6.70%, 09/01/54, (5-year CMT + 2.36%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10396 |
| &nbsp;&nbsp;&nbsp; 6.75%, 06/15/54, (5-year CMT + 2.46%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5356 |
| NSTAR Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 08/15/31 | &nbsp;&nbsp;&nbsp; 594 | 525916 |
| &nbsp;&nbsp;&nbsp; 3.10%, 06/01/51 | &nbsp;&nbsp;&nbsp; 245 | 167865 |
| &nbsp;&nbsp;&nbsp; 3.20%, 05/15/27 | &nbsp;&nbsp;&nbsp; 1010 | 998844 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/15/29 | &nbsp;&nbsp;&nbsp; 115 | 111710 |
| &nbsp;&nbsp;&nbsp; 3.95%, 04/01/30 | &nbsp;&nbsp;&nbsp; 510 | 505402 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/01/44 | &nbsp;&nbsp;&nbsp; 334 | 294819 |
| &nbsp;&nbsp;&nbsp; 4.55%, 06/01/52 | &nbsp;&nbsp;&nbsp; 300 | 259040 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/01/30 | &nbsp;&nbsp;&nbsp; 50 | 51329 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/52 | &nbsp;&nbsp;&nbsp; 10 | 9195 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/35 | &nbsp;&nbsp;&nbsp; 100 | 102667 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/01/34 | &nbsp;&nbsp;&nbsp; 95 | 98979 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/40 | &nbsp;&nbsp;&nbsp; 270 | 278522 |
| &nbsp;&nbsp;&nbsp; NYSEG Storm Funding LLC, Series A-2, 4.87%, <br> 05/01/32<br>| &nbsp;&nbsp;&nbsp; 500 | 513142 |
| Ohio Edison Co., 6.88%, 07/15/36 | &nbsp;&nbsp;&nbsp; 165 | 190484 |
| Ohio Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/49 | &nbsp;&nbsp;&nbsp; 310 | 241889 |
| &nbsp;&nbsp;&nbsp; 4.15%, 04/01/48 | &nbsp;&nbsp;&nbsp; 230 | 183005 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware U.S. Aggregate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/01/33 | &nbsp;&nbsp;&nbsp; $30 | $30628 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/01/34 | &nbsp;&nbsp;&nbsp; 175 | 183250 |
| &nbsp;&nbsp;&nbsp; Series Q, 1.63%, 01/15/31 | &nbsp;&nbsp;&nbsp; 830 | 727068 |
| &nbsp;&nbsp;&nbsp; Series R, 2.90%, 10/01/51 | &nbsp;&nbsp;&nbsp; 585 | 366563 |
| Oncor Electric Delivery Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 11/15/51 | &nbsp;&nbsp;&nbsp; 900 | 550623 |
| &nbsp;&nbsp;&nbsp; 3.10%, 09/15/49 | &nbsp;&nbsp;&nbsp; 200 | 135691 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/45 | &nbsp;&nbsp;&nbsp; 119 | 95050 |
| &nbsp;&nbsp;&nbsp; 3.80%, 09/30/47 | &nbsp;&nbsp;&nbsp; 153 | 120318 |
| &nbsp;&nbsp;&nbsp; 3.80%, 06/01/49 | &nbsp;&nbsp;&nbsp; 175 | 135017 |
| &nbsp;&nbsp;&nbsp; 4.10%, 11/15/48 | &nbsp;&nbsp;&nbsp; 255 | 207961 |
| &nbsp;&nbsp;&nbsp; 4.55%, 12/01/41 | &nbsp;&nbsp;&nbsp; 55 | 50196 |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/01/52 | &nbsp;&nbsp;&nbsp; 145 | 123514 |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/01/29 | &nbsp;&nbsp;&nbsp; 75 | 76511 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/52 | &nbsp;&nbsp;&nbsp; 145 | 132062 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/30/40 | &nbsp;&nbsp;&nbsp; 135 | 136569 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/01/42 | &nbsp;&nbsp;&nbsp; 45 | 44598 |
| &nbsp;&nbsp;&nbsp; 5.55%, 06/15/54 | &nbsp;&nbsp;&nbsp; 215 | 212961 |
| &nbsp;&nbsp;&nbsp; 5.65%, 11/15/33 | &nbsp;&nbsp;&nbsp; 35 | 37474 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/01/55<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; 55 | 56513 |
| &nbsp;&nbsp;&nbsp; 7.00%, 05/01/32 | &nbsp;&nbsp;&nbsp; 121 | 137767 |
| &nbsp;&nbsp;&nbsp; 7.25%, 01/15/33 | &nbsp;&nbsp;&nbsp; 132 | 152586 |
| &nbsp;&nbsp;&nbsp; 7.50%, 09/01/38 | &nbsp;&nbsp;&nbsp; 55 | 66720 |
| Pacific Gas and Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/01/50 | &nbsp;&nbsp;&nbsp; 530 | 364749 |
| &nbsp;&nbsp;&nbsp; 3.95%, 12/01/47 | &nbsp;&nbsp;&nbsp; 135 | 101834 |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/01/41 | &nbsp;&nbsp;&nbsp; 120 | 99693 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/46 | &nbsp;&nbsp;&nbsp; 140 | 110976 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/15/45 | &nbsp;&nbsp;&nbsp; 150 | 120822 |
| &nbsp;&nbsp;&nbsp; 4.45%, 04/15/42 | &nbsp;&nbsp;&nbsp; 105 | 88050 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/40 | &nbsp;&nbsp;&nbsp; 280 | 246221 |
| &nbsp;&nbsp;&nbsp; 4.55%, 07/01/30 | &nbsp;&nbsp;&nbsp; 175 | 174543 |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/15/43 | &nbsp;&nbsp;&nbsp; 85 | 72187 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/44 | &nbsp;&nbsp;&nbsp; 120 | 102846 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/01/50 | &nbsp;&nbsp;&nbsp; 680 | 586335 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/52 | &nbsp;&nbsp;&nbsp; 275 | 244071 |
| &nbsp;&nbsp;&nbsp; 5.90%, 06/15/32 | &nbsp;&nbsp;&nbsp; 380 | 399349 |
| &nbsp;&nbsp;&nbsp; 5.90%, 10/01/54 | &nbsp;&nbsp;&nbsp; 35 | 34195 |
| &nbsp;&nbsp;&nbsp; 6.15%, 03/01/55 | &nbsp;&nbsp;&nbsp; 45 | 45492 |
| &nbsp;&nbsp;&nbsp; 6.70%, 04/01/53 | &nbsp;&nbsp;&nbsp; 220 | 236163 |
| &nbsp;&nbsp;&nbsp; 6.75%, 01/15/53 | &nbsp;&nbsp;&nbsp; 215 | 233059 |
| PECO Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/15/50 | &nbsp;&nbsp;&nbsp; 134 | 86000 |
| &nbsp;&nbsp;&nbsp; 2.85%, 09/15/51 | &nbsp;&nbsp;&nbsp; 525 | 334067 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/15/49 | &nbsp;&nbsp;&nbsp; 245 | 164623 |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/15/47 | &nbsp;&nbsp;&nbsp; 381 | 296349 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/01/48 | &nbsp;&nbsp;&nbsp; 274 | 219425 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/01/44 | &nbsp;&nbsp;&nbsp; 282 | 240720 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/52 | &nbsp;&nbsp;&nbsp; 100 | 87443 |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/15/35 | &nbsp;&nbsp;&nbsp; 175 | 177123 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/15/33 | &nbsp;&nbsp;&nbsp; 75 | 77205 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/15/54 | &nbsp;&nbsp;&nbsp; 25 | 24139 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/15/55 | &nbsp;&nbsp;&nbsp; 290 | 295520 |
| PG&E Recovery Funding LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series A-2, 5.23%, 06/01/42 | &nbsp;&nbsp;&nbsp; 550 | 567515 |
| &nbsp;&nbsp;&nbsp; Series A-3, 5.53%, 06/01/51 | &nbsp;&nbsp;&nbsp; 700 | 710421 |
| Potomac Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/43 | &nbsp;&nbsp;&nbsp; 400 | 343228 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/15/34 | &nbsp;&nbsp;&nbsp; 25 | 25883 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/54 | &nbsp;&nbsp;&nbsp; 240 | 237421 |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/15/37 | &nbsp;&nbsp;&nbsp; 460 | 521590 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| PPL Electric Utilities Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/01/49 | &nbsp;&nbsp;&nbsp; $195 | $132191 |
| &nbsp;&nbsp;&nbsp; 3.95%, 06/01/47 | &nbsp;&nbsp;&nbsp; 9 | 7350 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/01/45 | &nbsp;&nbsp;&nbsp; 60 | 51379 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/15/48 | &nbsp;&nbsp;&nbsp; 225 | 187991 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/15/34 | &nbsp;&nbsp;&nbsp; 70 | 71479 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/33 | &nbsp;&nbsp;&nbsp; 150 | 154803 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/53 | &nbsp;&nbsp;&nbsp; 845 | 826694 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/55 | &nbsp;&nbsp;&nbsp; 150 | 151766 |
| Public Service Co. of New Hampshire |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 07/01/49 | &nbsp;&nbsp;&nbsp; 630 | 472916 |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/01/28 | &nbsp;&nbsp;&nbsp; 75 | 75797 |
| &nbsp;&nbsp;&nbsp; 5.15%, 01/15/53 | &nbsp;&nbsp;&nbsp; 300 | 284504 |
| &nbsp;&nbsp;&nbsp; 5.35%, 10/01/33 | &nbsp;&nbsp;&nbsp; 100 | 104933 |
| &nbsp;&nbsp;&nbsp; Series V, 2.20%, 06/15/31 | &nbsp;&nbsp;&nbsp; 360 | 324171 |
| Public Service Electric & Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.05%, 08/01/50 | &nbsp;&nbsp;&nbsp; 295 | 162853 |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/15/30 | &nbsp;&nbsp;&nbsp; 20 | 18848 |
| &nbsp;&nbsp;&nbsp; 2.70%, 05/01/50 | &nbsp;&nbsp;&nbsp; 102 | 64626 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/51 | &nbsp;&nbsp;&nbsp; 65 | 43796 |
| &nbsp;&nbsp;&nbsp; 3.15%, 01/01/50 | &nbsp;&nbsp;&nbsp; 180 | 125230 |
| &nbsp;&nbsp;&nbsp; 3.20%, 08/01/49 | &nbsp;&nbsp;&nbsp; 275 | 193519 |
| &nbsp;&nbsp;&nbsp; 3.60%, 12/01/47 | &nbsp;&nbsp;&nbsp; 275 | 210799 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/01/28 | &nbsp;&nbsp;&nbsp; 340 | 337334 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/01/42 | &nbsp;&nbsp;&nbsp; 105 | 85867 |
| &nbsp;&nbsp;&nbsp; 3.80%, 01/01/43 | &nbsp;&nbsp;&nbsp; 105 | 86733 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/01/46 | &nbsp;&nbsp;&nbsp; 20 | 16065 |
| &nbsp;&nbsp;&nbsp; 3.85%, 05/01/49 | &nbsp;&nbsp;&nbsp; 235 | 185457 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/01/42 | &nbsp;&nbsp;&nbsp; 90 | 76944 |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/01/48 | &nbsp;&nbsp;&nbsp; 130 | 107060 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/33 | &nbsp;&nbsp;&nbsp; 70 | 70752 |
| &nbsp;&nbsp;&nbsp; 4.90%, 12/15/32 | &nbsp;&nbsp;&nbsp; 95 | 97789 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/15/53 | &nbsp;&nbsp;&nbsp; 375 | 358490 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/34 | &nbsp;&nbsp;&nbsp; 50 | 51940 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/01/54 | &nbsp;&nbsp;&nbsp; 40 | 39872 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/40 | &nbsp;&nbsp;&nbsp; 150 | 155525 |
| &nbsp;&nbsp;&nbsp; 5.80%, 05/01/37 | &nbsp;&nbsp;&nbsp; 170 | 183933 |
| &nbsp;&nbsp;&nbsp; Public Service Electric and Gas Co., Series Q, <br> 5.50%, 03/01/55<br>| &nbsp;&nbsp;&nbsp; 55 | 55134 |
| Public Service Enterprise Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.60%, 08/15/30 | &nbsp;&nbsp;&nbsp; 2547 | 2256802 |
| &nbsp;&nbsp;&nbsp; 2.45%, 11/15/31 | &nbsp;&nbsp;&nbsp; 885 | 792362 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/30 | &nbsp;&nbsp;&nbsp; 70 | 71724 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/29 | &nbsp;&nbsp;&nbsp; 85 | 87612 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/35 | &nbsp;&nbsp;&nbsp; 100 | 103500 |
| &nbsp;&nbsp;&nbsp; 5.45%, 04/01/34 | &nbsp;&nbsp;&nbsp; 630 | 656544 |
| &nbsp;&nbsp;&nbsp; 6.13%, 10/15/33 | &nbsp;&nbsp;&nbsp; 410 | 444317 |
| San Diego Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/52 | &nbsp;&nbsp;&nbsp; 65 | 47692 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/15/48 | &nbsp;&nbsp;&nbsp; 230 | 186727 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/40 | &nbsp;&nbsp;&nbsp; 137 | 126451 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/39 | &nbsp;&nbsp;&nbsp; 70 | 75743 |
| &nbsp;&nbsp;&nbsp; Series RRR, 3.75%, 06/01/47 | &nbsp;&nbsp;&nbsp; 219 | 168585 |
| &nbsp;&nbsp;&nbsp; Series TTT, 4.10%, 06/15/49 | &nbsp;&nbsp;&nbsp; 214 | 172403 |
| &nbsp;&nbsp;&nbsp; Series UUU, 3.32%, 04/15/50 | &nbsp;&nbsp;&nbsp; 207 | 145288 |
| &nbsp;&nbsp;&nbsp; Series VVV, 1.70%, 10/01/30 | &nbsp;&nbsp;&nbsp; 835 | 745201 |
| &nbsp;&nbsp;&nbsp; Series WWW, 2.95%, 08/15/51 | &nbsp;&nbsp;&nbsp; 310 | 201513 |
| Sempra |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/15/27 | &nbsp;&nbsp;&nbsp; 437 | 430549 |
| &nbsp;&nbsp;&nbsp; 3.40%, 02/01/28 | &nbsp;&nbsp;&nbsp; 103 | 101437 |
| &nbsp;&nbsp;&nbsp; 3.80%, 02/01/38 | &nbsp;&nbsp;&nbsp; 524 | 453410 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware U.S. Aggregate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/48 | &nbsp;&nbsp;&nbsp; $259 | $200359 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/01/52, (5-year CMT + 2.87%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 475 | 463008 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/01/33 | &nbsp;&nbsp;&nbsp; 100 | 104979 |
| &nbsp;&nbsp;&nbsp; 6.00%, 10/15/39 | &nbsp;&nbsp;&nbsp; 244 | 257024 |
| Southern California Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/01/30 | &nbsp;&nbsp;&nbsp; 120 | 108688 |
| &nbsp;&nbsp;&nbsp; 2.85%, 08/01/29 | &nbsp;&nbsp;&nbsp; 135 | 127477 |
| &nbsp;&nbsp;&nbsp; 3.45%, 02/01/52 | &nbsp;&nbsp;&nbsp; 125 | 84726 |
| &nbsp;&nbsp;&nbsp; 3.65%, 02/01/50 | &nbsp;&nbsp;&nbsp; 363 | 256788 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/47 | &nbsp;&nbsp;&nbsp; 417 | 320216 |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/15/42 | &nbsp;&nbsp;&nbsp; 169 | 136839 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/01/40 | &nbsp;&nbsp;&nbsp; 105 | 93254 |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/01/43 | &nbsp;&nbsp;&nbsp; 161 | 139023 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/01/29 | &nbsp;&nbsp;&nbsp; 50 | 51004 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/30 | &nbsp;&nbsp;&nbsp; 50 | 51332 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/01/31 | &nbsp;&nbsp;&nbsp; 40 | 41394 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/01/35 | &nbsp;&nbsp;&nbsp; 25 | 25516 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/40 | &nbsp;&nbsp;&nbsp; 154 | 153133 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/01/36 | &nbsp;&nbsp;&nbsp; 122 | 124298 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/01/53 | &nbsp;&nbsp;&nbsp; 55 | 52063 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/15/54 | &nbsp;&nbsp;&nbsp; 285 | 272790 |
| &nbsp;&nbsp;&nbsp; 5.88%, 12/01/53 | &nbsp;&nbsp;&nbsp; 140 | 136689 |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/01/55 | &nbsp;&nbsp;&nbsp; 70 | 68959 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/34 | &nbsp;&nbsp;&nbsp; 290 | 305883 |
| &nbsp;&nbsp;&nbsp; 6.05%, 03/15/39 | &nbsp;&nbsp;&nbsp; 126 | 131162 |
| &nbsp;&nbsp;&nbsp; 6.20%, 09/15/55 | &nbsp;&nbsp;&nbsp; 315 | 323337 |
| &nbsp;&nbsp;&nbsp; 6.65%, 04/01/29 | &nbsp;&nbsp;&nbsp; 185 | 195039 |
| &nbsp;&nbsp;&nbsp; Series 04-G, 5.75%, 04/01/35 | &nbsp;&nbsp;&nbsp; 90 | 93640 |
| &nbsp;&nbsp;&nbsp; Series 05-E, 5.35%, 07/15/35 | &nbsp;&nbsp;&nbsp; 95 | 96130 |
| &nbsp;&nbsp;&nbsp; Series 06-E, 5.55%, 01/15/37 | &nbsp;&nbsp;&nbsp; 150 | 151665 |
| &nbsp;&nbsp;&nbsp; Series 08-A, 5.95%, 02/01/38 | &nbsp;&nbsp;&nbsp; 137 | 141059 |
| &nbsp;&nbsp;&nbsp; Series 13-A, 3.90%, 03/15/43 | &nbsp;&nbsp;&nbsp; 160 | 125071 |
| &nbsp;&nbsp;&nbsp; Series A, 4.20%, 03/01/29 | &nbsp;&nbsp;&nbsp; 105 | 104370 |
| &nbsp;&nbsp;&nbsp; Series B, 4.88%, 03/01/49 | &nbsp;&nbsp;&nbsp; 139 | 119287 |
| &nbsp;&nbsp;&nbsp; Series C, 3.60%, 02/01/45 | &nbsp;&nbsp;&nbsp; 65 | 47604 |
| &nbsp;&nbsp;&nbsp; Series C, 4.13%, 03/01/48 | &nbsp;&nbsp;&nbsp; 341 | 264671 |
| Tampa Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 03/15/51 | &nbsp;&nbsp;&nbsp; 20 | 14423 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/52 | &nbsp;&nbsp;&nbsp; 205 | 188672 |
| Toledo Edison Co. (The), 6.15%, 05/15/37 | &nbsp;&nbsp;&nbsp; 45 | 49515 |
|  |  | 88435765 |
| **Electrical Components & Equipment — 0.1%** | **Electrical Components & Equipment — 0.1%** | **Electrical Components & Equipment — 0.1%** |
| ABB Finance USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/03/28 | &nbsp;&nbsp;&nbsp; 1330 | 1337485 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/08/42 | &nbsp;&nbsp;&nbsp; 3300 | 2995889 |
| Acuity Brands Lighting Inc., 2.15%, 12/15/30 | &nbsp;&nbsp;&nbsp; 915 | 828494 |
|  |  | 5161868 |
| **Electronics — 0.3%** | **Electronics — 0.3%** | **Electronics — 0.3%** |
| Allegion PLC, 3.50%, 10/01/29 | &nbsp;&nbsp;&nbsp; 840 | 816506 |
| Allegion U.S. Holding Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.55%, 10/01/27 | &nbsp;&nbsp;&nbsp; 455 | 450373 |
| &nbsp;&nbsp;&nbsp; 5.41%, 07/01/32 | &nbsp;&nbsp;&nbsp; 590 | 617422 |
| &nbsp;&nbsp;&nbsp; 5.60%, 05/29/34 | &nbsp;&nbsp;&nbsp; 415 | 437283 |
| Avnet Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/15/31 | &nbsp;&nbsp;&nbsp; 325 | 295029 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/32 | &nbsp;&nbsp;&nbsp; 210 | 214023 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/15/28 | &nbsp;&nbsp;&nbsp; 105 | 108789 |
| Flex Ltd., 4.88%, 05/12/30 | &nbsp;&nbsp;&nbsp; 580 | 589000 |
| Fortive Corp., 4.30%, 06/15/46 | &nbsp;&nbsp;&nbsp; 70 | 59021 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electronics (continued)** | **Electronics (continued)** | **Electronics (continued)** |
| Honeywell International Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 06/01/30 | &nbsp;&nbsp;&nbsp; $935 | $854357 |
| &nbsp;&nbsp;&nbsp; 2.70%, 08/15/29 | &nbsp;&nbsp;&nbsp; 1400 | 1338963 |
| &nbsp;&nbsp;&nbsp; 3.81%, 11/21/47 | &nbsp;&nbsp;&nbsp; 262 | 209871 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/29 | &nbsp;&nbsp;&nbsp; 90 | 90816 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/34 | &nbsp;&nbsp;&nbsp; 200 | 199271 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/01/30 | &nbsp;&nbsp;&nbsp; 65 | 66548 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/01/32 | &nbsp;&nbsp;&nbsp; 45 | 46065 |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/01/29 | &nbsp;&nbsp;&nbsp; 55 | 56731 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/01/31 | &nbsp;&nbsp;&nbsp; 55 | 57260 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/33 | &nbsp;&nbsp;&nbsp; 65 | 67408 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/35 | &nbsp;&nbsp;&nbsp; 430 | 440842 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/54 | &nbsp;&nbsp;&nbsp; 180 | 174169 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/01/64 | &nbsp;&nbsp;&nbsp; 145 | 141536 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/01/41 | &nbsp;&nbsp;&nbsp; 90 | 93638 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/36 | &nbsp;&nbsp;&nbsp; 315 | 338280 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/37 | &nbsp;&nbsp;&nbsp; 247 | 264959 |
| Hubbell Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 08/15/27 | &nbsp;&nbsp;&nbsp; 96 | 94617 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/28 | &nbsp;&nbsp;&nbsp; 65 | 64426 |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/15/35 | &nbsp;&nbsp;&nbsp; 25 | 25034 |
| Keysight Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/30/29 | &nbsp;&nbsp;&nbsp; 473 | 452221 |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/06/27 | &nbsp;&nbsp;&nbsp; 1293 | 1298340 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/15/34 | &nbsp;&nbsp;&nbsp; 55 | 55736 |
| &nbsp;&nbsp;&nbsp; 5.35%, 07/30/30 | &nbsp;&nbsp;&nbsp; 30 | 31279 |
| Trimble Inc., 4.90%, 06/15/28 | &nbsp;&nbsp;&nbsp; 599 | 608097 |
| Tyco Electronics Group SA |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/15/27 | &nbsp;&nbsp;&nbsp; 700 | 692456 |
| &nbsp;&nbsp;&nbsp; 7.13%, 10/01/37 | &nbsp;&nbsp;&nbsp; 140 | 166132 |
| Vontier Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 04/01/28 | &nbsp;&nbsp;&nbsp; 450 | 429887 |
| &nbsp;&nbsp;&nbsp; 2.95%, 04/01/31 | &nbsp;&nbsp;&nbsp; 250 | 228765 |
|  |  | 12175150 |
| **Engineering & Construction — 0.1%** | **Engineering & Construction — 0.1%** | **Engineering & Construction — 0.1%** |
| Jacobs Engineering Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/01/33 | &nbsp;&nbsp;&nbsp; 1290 | 1363680 |
| &nbsp;&nbsp;&nbsp; 6.35%, 08/18/28 | &nbsp;&nbsp;&nbsp; 3385 | 3572322 |
|  |  | 4936002 |
| **Environmental Control — 0.1%** | **Environmental Control — 0.1%** | **Environmental Control — 0.1%** |
| Republic Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/01/50 | &nbsp;&nbsp;&nbsp; 90 | 62218 |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/15/41 | &nbsp;&nbsp;&nbsp; 10 | 10500 |
| &nbsp;&nbsp;&nbsp; 6.20%, 03/01/40 | &nbsp;&nbsp;&nbsp; 38 | 42374 |
| Veralto Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 09/18/28 | &nbsp;&nbsp;&nbsp; 685 | 707313 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/18/33 | &nbsp;&nbsp;&nbsp; 755 | 792774 |
| Waste Connections Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 01/15/52 | &nbsp;&nbsp;&nbsp; 85 | 55999 |
| &nbsp;&nbsp;&nbsp; 3.05%, 04/01/50 | &nbsp;&nbsp;&nbsp; 107 | 72867 |
| Waste Management Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/15/50 | &nbsp;&nbsp;&nbsp; 45 | 27461 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/01/45 | &nbsp;&nbsp;&nbsp; 35 | 29875 |
| &nbsp;&nbsp;&nbsp; 4.15%, 07/15/49 | &nbsp;&nbsp;&nbsp; 182 | 152761 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/15/30 | &nbsp;&nbsp;&nbsp; 100 | 102115 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/15/33 | &nbsp;&nbsp;&nbsp; 35 | 35614 |
| &nbsp;&nbsp;&nbsp; 5.35%, 10/15/54 | &nbsp;&nbsp;&nbsp; 20 | 19872 |
|  |  | 2111743 |
| **Food — 0.5%** | **Food — 0.5%** | **Food — 0.5%** |
| Ahold Finance USA LLC, 6.88%, 05/01/29 | &nbsp;&nbsp;&nbsp; 225 | 244789 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware U.S. Aggregate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Food (continued)** | **Food (continued)** | **Food (continued)** |
| Campbell's Company/The |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 04/24/30 | &nbsp;&nbsp;&nbsp; $118 | $108837 |
| &nbsp;&nbsp;&nbsp; 3.13%, 04/24/50 | &nbsp;&nbsp;&nbsp; 81 | 54212 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/28 | &nbsp;&nbsp;&nbsp; 768 | 769636 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/23/35 | &nbsp;&nbsp;&nbsp; 155 | 151605 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/48 | &nbsp;&nbsp;&nbsp; 296 | 263704 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/21/34 | &nbsp;&nbsp;&nbsp; 160 | 164656 |
| Conagra Brands Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 11/01/28 | &nbsp;&nbsp;&nbsp; 289 | 292755 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/01/30 | &nbsp;&nbsp;&nbsp; 150 | 152236 |
| &nbsp;&nbsp;&nbsp; 5.30%, 11/01/38 | &nbsp;&nbsp;&nbsp; 300 | 289901 |
| &nbsp;&nbsp;&nbsp; 5.40%, 11/01/48 | &nbsp;&nbsp;&nbsp; 241 | 220962 |
| &nbsp;&nbsp;&nbsp; 5.75%, 08/01/35 | &nbsp;&nbsp;&nbsp; 150 | 154376 |
| &nbsp;&nbsp;&nbsp; 7.00%, 10/01/28 | &nbsp;&nbsp;&nbsp; 115 | 122826 |
| &nbsp;&nbsp;&nbsp; 8.25%, 09/15/30 | &nbsp;&nbsp;&nbsp; 325 | 374905 |
| General Mills Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 10/14/31 | &nbsp;&nbsp;&nbsp; 820 | 729838 |
| &nbsp;&nbsp;&nbsp; 2.88%, 04/15/30 | &nbsp;&nbsp;&nbsp; 616 | 583838 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/51 | &nbsp;&nbsp;&nbsp; 215 | 141780 |
| &nbsp;&nbsp;&nbsp; 3.20%, 02/10/27 | &nbsp;&nbsp;&nbsp; 588 | 582334 |
| &nbsp;&nbsp;&nbsp; 4.15%, 02/15/43 | &nbsp;&nbsp;&nbsp; 205 | 173691 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/17/28 | &nbsp;&nbsp;&nbsp; 928 | 930690 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/30/27 | &nbsp;&nbsp;&nbsp; 130 | 130971 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/17/48 | &nbsp;&nbsp;&nbsp; 100 | 89350 |
| &nbsp;&nbsp;&nbsp; 4.88%, 01/30/30 | &nbsp;&nbsp;&nbsp; 35 | 35875 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/29/33 | &nbsp;&nbsp;&nbsp; 260 | 264837 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/30/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 165 | 169557 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/15/40 | &nbsp;&nbsp;&nbsp; 205 | 208799 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/17/28 | &nbsp;&nbsp;&nbsp; 170 | 176537 |
| Hershey Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/15/49 | &nbsp;&nbsp;&nbsp; 35 | 24287 |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/15/46 | &nbsp;&nbsp;&nbsp; 100 | 75546 |
| Hormel Foods Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.05%, 06/03/51 | &nbsp;&nbsp;&nbsp; 80 | 54038 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/30/27 | &nbsp;&nbsp;&nbsp; 115 | 116255 |
| Ingredion Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 06/01/30 | &nbsp;&nbsp;&nbsp; 545 | 513008 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/01/50 | &nbsp;&nbsp;&nbsp; 214 | 162442 |
| J M Smucker Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/35 | &nbsp;&nbsp;&nbsp; 322 | 305514 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/45 | &nbsp;&nbsp;&nbsp; 140 | 118714 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/15/33 | &nbsp;&nbsp;&nbsp; 90 | 97944 |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/15/53<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 115 | 126728 |
| Kellanova |  |  |
| &nbsp;&nbsp;&nbsp; 2.10%, 06/01/30 | &nbsp;&nbsp;&nbsp; 965 | 882082 |
| &nbsp;&nbsp;&nbsp; 3.40%, 11/15/27 | &nbsp;&nbsp;&nbsp; 833 | 824877 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/15/28 | &nbsp;&nbsp;&nbsp; 684 | 689043 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/46 | &nbsp;&nbsp;&nbsp; 2589 | 2296736 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/33 | &nbsp;&nbsp;&nbsp; 210 | 218305 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/16/54 | &nbsp;&nbsp;&nbsp; 145 | 146575 |
| &nbsp;&nbsp;&nbsp; Series B, 7.45%, 04/01/31 | &nbsp;&nbsp;&nbsp; 1044 | 1202295 |
| Koninklijke Ahold Delhaize NV, 5.70%, 10/01/40 | &nbsp;&nbsp;&nbsp; 171 | 179465 |
| Kraft Heinz Foods Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/01/46 | &nbsp;&nbsp;&nbsp; 270 | 226939 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/01/49 | &nbsp;&nbsp;&nbsp; 375 | 329049 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/35 | &nbsp;&nbsp;&nbsp; 90 | 90218 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/15/32 | &nbsp;&nbsp;&nbsp; 125 | 129041 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/15/45 | &nbsp;&nbsp;&nbsp; 425 | 395590 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 130 | 134220 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/50 | &nbsp;&nbsp;&nbsp; 390 | 369764 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/09/40 | &nbsp;&nbsp;&nbsp; 105 | 114027 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Food (continued)** | **Food (continued)** | **Food (continued)** |
| &nbsp;&nbsp;&nbsp; 6.88%, 01/26/39 | &nbsp;&nbsp;&nbsp; $235 | $263820 |
| Kroger Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/15/46 | &nbsp;&nbsp;&nbsp; 128 | 100543 |
| &nbsp;&nbsp;&nbsp; 3.95%, 01/15/50 | &nbsp;&nbsp;&nbsp; 130 | 101552 |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/15/48 | &nbsp;&nbsp;&nbsp; 165 | 144310 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/01/43 | &nbsp;&nbsp;&nbsp; 75 | 71401 |
| &nbsp;&nbsp;&nbsp; 5.40%, 07/15/40 | &nbsp;&nbsp;&nbsp; 87 | 88191 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/15/49 | &nbsp;&nbsp;&nbsp; 278 | 269124 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/15/54 | &nbsp;&nbsp;&nbsp; 285 | 277835 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/15/64 | &nbsp;&nbsp;&nbsp; 145 | 141049 |
| &nbsp;&nbsp;&nbsp; 6.90%, 04/15/38 | &nbsp;&nbsp;&nbsp; 77 | 89219 |
| McCormick & Co. Inc./MD |  |  |
| &nbsp;&nbsp;&nbsp; 1.85%, 02/15/31 | &nbsp;&nbsp;&nbsp; 300 | 265246 |
| &nbsp;&nbsp;&nbsp; 3.40%, 08/15/27 | &nbsp;&nbsp;&nbsp; 675 | 668106 |
| &nbsp;&nbsp;&nbsp; 4.20%, 08/15/47 | &nbsp;&nbsp;&nbsp; 339 | 280112 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/15/33 | &nbsp;&nbsp;&nbsp; 50 | 51010 |
| Mondelez International Inc., 2.63%, 09/04/50 | &nbsp;&nbsp;&nbsp; 115 | 69879 |
| Sysco Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 02/15/30 | &nbsp;&nbsp;&nbsp; 315 | 293421 |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/15/27 | &nbsp;&nbsp;&nbsp; 5 | 4940 |
| &nbsp;&nbsp;&nbsp; 3.30%, 02/15/50 | &nbsp;&nbsp;&nbsp; 198 | 139341 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/15/48 | &nbsp;&nbsp;&nbsp; 142 | 122301 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/46 | &nbsp;&nbsp;&nbsp; 124 | 108010 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/01/45 | &nbsp;&nbsp;&nbsp; 75 | 68749 |
| &nbsp;&nbsp;&nbsp; 5.38%, 09/21/35 | &nbsp;&nbsp;&nbsp; 62 | 64579 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/30 | &nbsp;&nbsp;&nbsp; 190 | 201703 |
| &nbsp;&nbsp;&nbsp; 6.60%, 04/01/40 | &nbsp;&nbsp;&nbsp; 105 | 118053 |
| &nbsp;&nbsp;&nbsp; 6.60%, 04/01/50 | &nbsp;&nbsp;&nbsp; 240 | 266919 |
|  |  | 21675612 |
| **Forest Products & Paper — 0.0%** | **Forest Products & Paper — 0.0%** | **Forest Products & Paper — 0.0%** |
| International Paper Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 08/15/48 | &nbsp;&nbsp;&nbsp; 180 | 147752 |
| &nbsp;&nbsp;&nbsp; 4.40%, 08/15/47 | &nbsp;&nbsp;&nbsp; 241 | 201486 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/15/44 | &nbsp;&nbsp;&nbsp; 131 | 117827 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/15/35 | &nbsp;&nbsp;&nbsp; 245 | 246066 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/15/46 | &nbsp;&nbsp;&nbsp; 50 | 46572 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/15/41 | &nbsp;&nbsp;&nbsp; 230 | 238951 |
| &nbsp;&nbsp;&nbsp; 7.30%, 11/15/39 | &nbsp;&nbsp;&nbsp; 65 | 76538 |
|  |  | 1075192 |
| **Gas — 0.2%** | **Gas — 0.2%** | **Gas — 0.2%** |
| Atmos Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 02/15/52 | &nbsp;&nbsp;&nbsp; 255 | 161953 |
| &nbsp;&nbsp;&nbsp; 3.38%, 09/15/49 | &nbsp;&nbsp;&nbsp; 20 | 14426 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/49 | &nbsp;&nbsp;&nbsp; 140 | 114458 |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/15/43 | &nbsp;&nbsp;&nbsp; 90 | 77602 |
| &nbsp;&nbsp;&nbsp; 4.30%, 10/01/48 | &nbsp;&nbsp;&nbsp; 180 | 152876 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/15/35 | &nbsp;&nbsp;&nbsp; 40 | 41477 |
| &nbsp;&nbsp;&nbsp; 5.45%, 01/15/56 | &nbsp;&nbsp;&nbsp; 105 | 103663 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/41 | &nbsp;&nbsp;&nbsp; 30 | 31120 |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/15/52 | &nbsp;&nbsp;&nbsp; 25 | 25889 |
| National Fuel Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/01/31 | &nbsp;&nbsp;&nbsp; 287 | 262364 |
| &nbsp;&nbsp;&nbsp; 3.95%, 09/15/27 | &nbsp;&nbsp;&nbsp; 55 | 54694 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/01/28 | &nbsp;&nbsp;&nbsp; 200 | 201947 |
| NiSource Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/52 | &nbsp;&nbsp;&nbsp; 235 | 212331 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/15/43 | &nbsp;&nbsp;&nbsp; 65 | 62913 |
| &nbsp;&nbsp;&nbsp; 5.35%, 04/01/34 | &nbsp;&nbsp;&nbsp; 325 | 336645 |
| &nbsp;&nbsp;&nbsp; 5.35%, 07/15/35 | &nbsp;&nbsp;&nbsp; 325 | 333772 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/30/33 | &nbsp;&nbsp;&nbsp; 30 | 31181 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware U.S. Aggregate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Gas (continued)** | **Gas (continued)** | **Gas (continued)** |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/56, (5-year CMT + 2.45%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $125 | $126465 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/01/55 | &nbsp;&nbsp;&nbsp; 970 | 984205 |
| &nbsp;&nbsp;&nbsp; 5.95%, 06/15/41 | &nbsp;&nbsp;&nbsp; 220 | 231069 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/31/55, (5-year CMT + 2.52%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 410 | 423401 |
| &nbsp;&nbsp;&nbsp; 6.95%, 11/30/54, (5-year CMT + 2.45%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 350 | 364426 |
| ONE Gas Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/15/30 | &nbsp;&nbsp;&nbsp; 885 | 813160 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/01/32 | &nbsp;&nbsp;&nbsp; 860 | 853131 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/01/48 | &nbsp;&nbsp;&nbsp; 250 | 216955 |
| &nbsp;&nbsp;&nbsp; 4.66%, 02/01/44 | &nbsp;&nbsp;&nbsp; 150 | 136021 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/01/29 | &nbsp;&nbsp;&nbsp; 25 | 25800 |
| Piedmont Natural Gas Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.35%, 06/01/50 | &nbsp;&nbsp;&nbsp; 305 | 214348 |
| &nbsp;&nbsp;&nbsp; 5.05%, 05/15/52 | &nbsp;&nbsp;&nbsp; 427 | 387921 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/15/35 | &nbsp;&nbsp;&nbsp; 50 | 51166 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/15/33 | &nbsp;&nbsp;&nbsp; 80 | 83709 |
| Southern California Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/15/42 | &nbsp;&nbsp;&nbsp; 190 | 154649 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/15/40 | &nbsp;&nbsp;&nbsp; 175 | 173643 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/01/33 | &nbsp;&nbsp;&nbsp; 100 | 103703 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/01/53 | &nbsp;&nbsp;&nbsp; 100 | 101454 |
| &nbsp;&nbsp;&nbsp; Series UU, 4.13%, 06/01/48 | &nbsp;&nbsp;&nbsp; 210 | 170721 |
| &nbsp;&nbsp;&nbsp; Series VV, 4.30%, 01/15/49 | &nbsp;&nbsp;&nbsp; 165 | 137752 |
| &nbsp;&nbsp;&nbsp; Series WW, 3.95%, 02/15/50 | &nbsp;&nbsp;&nbsp; 272 | 211496 |
| Southwest Gas Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.18%, 08/15/51 | &nbsp;&nbsp;&nbsp; 15 | 10448 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/01/28 | &nbsp;&nbsp;&nbsp; 65 | 64399 |
| &nbsp;&nbsp;&nbsp; 3.80%, 09/29/46 | &nbsp;&nbsp;&nbsp; 155 | 119679 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/01/49 | &nbsp;&nbsp;&nbsp; 166 | 134762 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/23/28 | &nbsp;&nbsp;&nbsp; 35 | 35943 |
| &nbsp;&nbsp;&nbsp; 5.80%, 12/01/27 | &nbsp;&nbsp;&nbsp; 100 | 102953 |
| &nbsp;&nbsp;&nbsp; Spire Inc., 6.45%, 06/01/56, (5-year CMT + <br> 2.32%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 199955 |
| Spire Missouri Inc., Series 2034, 5.15%, 08/15/34 | &nbsp;&nbsp;&nbsp; 125 | 129357 |
| Washington Gas Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/15/49 | &nbsp;&nbsp;&nbsp; 214 | 158826 |
| &nbsp;&nbsp;&nbsp; Series K, 3.80%, 09/15/46 | &nbsp;&nbsp;&nbsp; 110 | 85998 |
|  |  | 9226826 |
| **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; 21 | 21107 |
| Stanley Black & Decker Inc., 4.85%, 11/15/48 | &nbsp;&nbsp;&nbsp; 40 | 35289 |
|  |  | 56396 |
| **Health Care - Products — 0.2%** | **Health Care - Products — 0.2%** | **Health Care - Products — 0.2%** |
| Agilent Technologies Inc., 2.75%, 09/15/29 | &nbsp;&nbsp;&nbsp; 712 | 677328 |
| Baxter International Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.54%, 02/01/32 | &nbsp;&nbsp;&nbsp; 210 | 183615 |
| &nbsp;&nbsp;&nbsp; 3.13%, 12/01/51 | &nbsp;&nbsp;&nbsp; 200 | 128666 |
| Boston Scientific Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/01/39 | &nbsp;&nbsp;&nbsp; 55 | 53046 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/01/49 | &nbsp;&nbsp;&nbsp; 84 | 77094 |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/15/35 | &nbsp;&nbsp;&nbsp; 45 | 50675 |
| &nbsp;&nbsp;&nbsp; 7.38%, 01/15/40 | &nbsp;&nbsp;&nbsp; 115 | 140770 |
| Danaher Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 10/01/50 | &nbsp;&nbsp;&nbsp; 450 | 280812 |
| &nbsp;&nbsp;&nbsp; 2.80%, 12/10/51 | &nbsp;&nbsp;&nbsp; 590 | 379828 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/15/45 | &nbsp;&nbsp;&nbsp; 151 | 134437 |
| Dentsply Sirona Inc., 3.25%, 06/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 400 | 369462 |
| DH Europe Finance II SARL |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/15/39 | &nbsp;&nbsp;&nbsp; 380 | 315023 |
| &nbsp;&nbsp;&nbsp; 3.40%, 11/15/49 | &nbsp;&nbsp;&nbsp; 517 | 383219 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Health Care - Products (continued)** | **Health Care - Products (continued)** | **Health Care - Products (continued)** |
| Edwards Lifesciences Corp., 4.30%, 06/15/28 | &nbsp;&nbsp;&nbsp; $2689 | $2699467 |
| &nbsp;&nbsp;&nbsp; GE HealthCare Technologies Inc., 6.38%, <br> 11/22/52<br>| &nbsp;&nbsp;&nbsp; 285 | 315911 |
| Revvity Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 09/15/31 | &nbsp;&nbsp;&nbsp; 135 | 119153 |
| &nbsp;&nbsp;&nbsp; 2.55%, 03/15/31 | &nbsp;&nbsp;&nbsp; 145 | 131216 |
| &nbsp;&nbsp;&nbsp; 3.30%, 09/15/29 | &nbsp;&nbsp;&nbsp; 168 | 162126 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/15/51 | &nbsp;&nbsp;&nbsp; 140 | 100737 |
| Smith & Nephew PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.03%, 10/14/30 | &nbsp;&nbsp;&nbsp; 255 | 229257 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/20/34 | &nbsp;&nbsp;&nbsp; 80 | 83508 |
| Solventum Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/23/34 | &nbsp;&nbsp;&nbsp; 150 | 156807 |
| &nbsp;&nbsp;&nbsp; 5.90%, 04/30/54 | &nbsp;&nbsp;&nbsp; 235 | 241162 |
| STERIS Irish FinCo Unlimited Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 03/15/31 | &nbsp;&nbsp;&nbsp; 620 | 571108 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/15/51 | &nbsp;&nbsp;&nbsp; 340 | 254475 |
| Stryker Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 06/15/50 | &nbsp;&nbsp;&nbsp; 155 | 104156 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/01/43 | &nbsp;&nbsp;&nbsp; 50 | 43197 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/15/44 | &nbsp;&nbsp;&nbsp; 89 | 78628 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/15/46 | &nbsp;&nbsp;&nbsp; 159 | 143979 |
| Zimmer Biomet Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 11/24/31 | &nbsp;&nbsp;&nbsp; 770 | 695899 |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/15/45 | &nbsp;&nbsp;&nbsp; 169 | 148554 |
| &nbsp;&nbsp;&nbsp; 5.05%, 02/19/30 | &nbsp;&nbsp;&nbsp; 25 | 25782 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/15/34 | &nbsp;&nbsp;&nbsp; 25 | 25658 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/19/35 | &nbsp;&nbsp;&nbsp; 25 | 26111 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/30/39 | &nbsp;&nbsp;&nbsp; 95 | 99810 |
|  |  | 9630676 |
| **Health Care - Services — 0.8%** | **Health Care - Services — 0.8%** | **Health Care - Services — 0.8%** |
| Aetna Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/42 | &nbsp;&nbsp;&nbsp; 150 | 130025 |
| &nbsp;&nbsp;&nbsp; 6.63%, 06/15/36 | &nbsp;&nbsp;&nbsp; 241 | 266012 |
| &nbsp;&nbsp;&nbsp; 6.75%, 12/15/37 | &nbsp;&nbsp;&nbsp; 174 | 194320 |
| Centene Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 07/15/28 | &nbsp;&nbsp;&nbsp; 85 | 79152 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/01/31 | &nbsp;&nbsp;&nbsp; 495 | 426853 |
| &nbsp;&nbsp;&nbsp; 2.63%, 08/01/31 | &nbsp;&nbsp;&nbsp; 525 | 450087 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/15/30 | &nbsp;&nbsp;&nbsp; 245 | 218584 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/15/30 | &nbsp;&nbsp;&nbsp; 960 | 882420 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/15/27 | &nbsp;&nbsp;&nbsp; 35 | 34584 |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/15/29 | &nbsp;&nbsp;&nbsp; 305 | 295208 |
| Cigna Group (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/15/30 | &nbsp;&nbsp;&nbsp; 280 | 260216 |
| &nbsp;&nbsp;&nbsp; 3.20%, 03/15/40 | &nbsp;&nbsp;&nbsp; 240 | 191363 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/15/50 | &nbsp;&nbsp;&nbsp; 509 | 361958 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/15/51 | &nbsp;&nbsp;&nbsp; 315 | 221718 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/15/47 | &nbsp;&nbsp;&nbsp; 401 | 313211 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/15/28 | &nbsp;&nbsp;&nbsp; 986 | 995274 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/30 | &nbsp;&nbsp;&nbsp; 75 | 75593 |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/15/38 | &nbsp;&nbsp;&nbsp; 568 | 549273 |
| &nbsp;&nbsp;&nbsp; 4.80%, 07/15/46 | &nbsp;&nbsp;&nbsp; 240 | 216550 |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/15/32 | &nbsp;&nbsp;&nbsp; 75 | 76355 |
| &nbsp;&nbsp;&nbsp; 4.90%, 12/15/48 | &nbsp;&nbsp;&nbsp; 445 | 403970 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/15/31 | &nbsp;&nbsp;&nbsp; 120 | 124323 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/15/34 | &nbsp;&nbsp;&nbsp; 280 | 289881 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/36 | &nbsp;&nbsp;&nbsp; 75 | 76907 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/33 | &nbsp;&nbsp;&nbsp; 170 | 178087 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/15/54 | &nbsp;&nbsp;&nbsp; 290 | 285830 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/56 | &nbsp;&nbsp;&nbsp; 195 | 203129 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware U.S. Aggregate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Health Care - Services (continued)** | **Health Care - Services (continued)** | **Health Care - Services (continued)** |
| &nbsp;&nbsp;&nbsp; 6.13%, 11/15/41 | &nbsp;&nbsp;&nbsp; $189 | $201933 |
| Elevance Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/15/30 | &nbsp;&nbsp;&nbsp; 25 | 23013 |
| &nbsp;&nbsp;&nbsp; 2.55%, 03/15/31 | &nbsp;&nbsp;&nbsp; 125 | 114304 |
| &nbsp;&nbsp;&nbsp; 2.88%, 09/15/29 | &nbsp;&nbsp;&nbsp; 75 | 71568 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/15/50 | &nbsp;&nbsp;&nbsp; 168 | 111637 |
| &nbsp;&nbsp;&nbsp; 3.60%, 03/15/51 | &nbsp;&nbsp;&nbsp; 235 | 169692 |
| &nbsp;&nbsp;&nbsp; 3.65%, 12/01/27 | &nbsp;&nbsp;&nbsp; 215 | 213521 |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/15/49 | &nbsp;&nbsp;&nbsp; 235 | 174215 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/15/28 | &nbsp;&nbsp;&nbsp; 175 | 174624 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/01/28 | &nbsp;&nbsp;&nbsp; 275 | 275196 |
| &nbsp;&nbsp;&nbsp; 4.10%, 05/15/32 | &nbsp;&nbsp;&nbsp; 345 | 336648 |
| &nbsp;&nbsp;&nbsp; 4.38%, 12/01/47 | &nbsp;&nbsp;&nbsp; 291 | 244202 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/01/48 | &nbsp;&nbsp;&nbsp; 45 | 38698 |
| &nbsp;&nbsp;&nbsp; 4.55%, 05/15/52 | &nbsp;&nbsp;&nbsp; 125 | 105065 |
| &nbsp;&nbsp;&nbsp; 4.60%, 09/15/32 | &nbsp;&nbsp;&nbsp; 175 | 175119 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/15/42 | &nbsp;&nbsp;&nbsp; 207 | 187255 |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/15/43 | &nbsp;&nbsp;&nbsp; 220 | 198743 |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/15/44 | &nbsp;&nbsp;&nbsp; 122 | 108612 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/30 | &nbsp;&nbsp;&nbsp; 160 | 163378 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/33 | &nbsp;&nbsp;&nbsp; 460 | 463604 |
| &nbsp;&nbsp;&nbsp; 4.95%, 11/01/31 | &nbsp;&nbsp;&nbsp; 260 | 266469 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/36 | &nbsp;&nbsp;&nbsp; 175 | 175291 |
| &nbsp;&nbsp;&nbsp; 5.10%, 01/15/44 | &nbsp;&nbsp;&nbsp; 186 | 176963 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/15/53 | &nbsp;&nbsp;&nbsp; 120 | 109684 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/15/29 | &nbsp;&nbsp;&nbsp; 220 | 226891 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/15/35 | &nbsp;&nbsp;&nbsp; 450 | 461120 |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/15/34 | &nbsp;&nbsp;&nbsp; 290 | 300832 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/15/32 | &nbsp;&nbsp;&nbsp; 440 | 464259 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/15/54 | &nbsp;&nbsp;&nbsp; 125 | 122886 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/15/55 | &nbsp;&nbsp;&nbsp; 180 | 178104 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/55 | &nbsp;&nbsp;&nbsp; 250 | 247902 |
| &nbsp;&nbsp;&nbsp; 5.85%, 01/15/36 | &nbsp;&nbsp;&nbsp; 120 | 127883 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/01/64 | &nbsp;&nbsp;&nbsp; 275 | 272813 |
| &nbsp;&nbsp;&nbsp; 5.95%, 12/15/34 | &nbsp;&nbsp;&nbsp; 145 | 155859 |
| &nbsp;&nbsp;&nbsp; 6.10%, 10/15/52 | &nbsp;&nbsp;&nbsp; 15 | 15645 |
| &nbsp;&nbsp;&nbsp; 6.38%, 06/15/37 | &nbsp;&nbsp;&nbsp; 44 | 48305 |
| HCA Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 07/15/31 | &nbsp;&nbsp;&nbsp; 60 | 53792 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/01/30 | &nbsp;&nbsp;&nbsp; 475 | 457777 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/15/51 | &nbsp;&nbsp;&nbsp; 479 | 333706 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/15/32 | &nbsp;&nbsp;&nbsp; 47 | 44575 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/15/29 | &nbsp;&nbsp;&nbsp; 228 | 227602 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/15/52 | &nbsp;&nbsp;&nbsp; 292 | 243665 |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/15/39 | &nbsp;&nbsp;&nbsp; 229 | 224038 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/49 | &nbsp;&nbsp;&nbsp; 344 | 317141 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/33 | &nbsp;&nbsp;&nbsp; 585 | 613767 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/47 | &nbsp;&nbsp;&nbsp; 309 | 297231 |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/01/34 | &nbsp;&nbsp;&nbsp; 115 | 120457 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/01/29 | &nbsp;&nbsp;&nbsp; 365 | 380405 |
| &nbsp;&nbsp;&nbsp; 5.90%, 06/01/53 | &nbsp;&nbsp;&nbsp; 205 | 204356 |
| &nbsp;&nbsp;&nbsp; 5.95%, 09/15/54 | &nbsp;&nbsp;&nbsp; 115 | 115744 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/01/54 | &nbsp;&nbsp;&nbsp; 285 | 289218 |
| &nbsp;&nbsp;&nbsp; 6.10%, 04/01/64 | &nbsp;&nbsp;&nbsp; 155 | 157217 |
| Humana Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/15/29 | &nbsp;&nbsp;&nbsp; 175 | 168077 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/15/49 | &nbsp;&nbsp;&nbsp; 171 | 128975 |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/01/42 | &nbsp;&nbsp;&nbsp; 237 | 206591 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/47 | &nbsp;&nbsp;&nbsp; 235 | 202142 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/01/30 | &nbsp;&nbsp;&nbsp; 244 | 247394 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/01/44 | &nbsp;&nbsp;&nbsp; 220 | 196163 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Health Care - Services (continued)** | **Health Care - Services (continued)** | **Health Care - Services (continued)** |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/15/31 | &nbsp;&nbsp;&nbsp; $180 | $186214 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/53 | &nbsp;&nbsp;&nbsp; 105 | 97143 |
| &nbsp;&nbsp;&nbsp; 5.55%, 05/01/35 | &nbsp;&nbsp;&nbsp; 75 | 76997 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/01/28 | &nbsp;&nbsp;&nbsp; 60 | 62009 |
| &nbsp;&nbsp;&nbsp; 5.75%, 12/01/28 | &nbsp;&nbsp;&nbsp; 20 | 20812 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/15/54 | &nbsp;&nbsp;&nbsp; 240 | 229631 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/01/33 | &nbsp;&nbsp;&nbsp; 170 | 179441 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/34 | &nbsp;&nbsp;&nbsp; 190 | 200583 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/01/55 | &nbsp;&nbsp;&nbsp; 105 | 104282 |
| ICON Investments Six DAC, 6.00%, 05/08/34 | &nbsp;&nbsp;&nbsp; 410 | 433050 |
| IQVIA Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/15/28 | &nbsp;&nbsp;&nbsp; 95 | 98005 |
| &nbsp;&nbsp;&nbsp; 6.25%, 02/01/29 | &nbsp;&nbsp;&nbsp; 120 | 126539 |
| Laboratory Corp. of America Holdings |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/01/31 | &nbsp;&nbsp;&nbsp; 450 | 413615 |
| &nbsp;&nbsp;&nbsp; 2.95%, 12/01/29 | &nbsp;&nbsp;&nbsp; 242 | 230589 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/01/30 | &nbsp;&nbsp;&nbsp; 150 | 150432 |
| &nbsp;&nbsp;&nbsp; 4.55%, 04/01/32 | &nbsp;&nbsp;&nbsp; 65 | 65210 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/01/45 | &nbsp;&nbsp;&nbsp; 314 | 283794 |
| &nbsp;&nbsp;&nbsp; 4.80%, 10/01/34 | &nbsp;&nbsp;&nbsp; 115 | 114508 |
| Quest Diagnostics Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/30/31 | &nbsp;&nbsp;&nbsp; 635 | 587244 |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/30/30 | &nbsp;&nbsp;&nbsp; 621 | 588883 |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/30/29 | &nbsp;&nbsp;&nbsp; 391 | 392628 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/30/45 | &nbsp;&nbsp;&nbsp; 275 | 252263 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/15/34 | &nbsp;&nbsp;&nbsp; 145 | 147901 |
| &nbsp;&nbsp;&nbsp; 6.40%, 11/30/33 | &nbsp;&nbsp;&nbsp; 115 | 128079 |
| UnitedHealth Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/15/40 | &nbsp;&nbsp;&nbsp; 95 | 72027 |
| &nbsp;&nbsp;&nbsp; 2.90%, 05/15/50 | &nbsp;&nbsp;&nbsp; 120 | 77925 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/15/60 | &nbsp;&nbsp;&nbsp; 182 | 113562 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/15/51 | &nbsp;&nbsp;&nbsp; 285 | 196793 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/15/39 | &nbsp;&nbsp;&nbsp; 195 | 164693 |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/15/49 | &nbsp;&nbsp;&nbsp; 301 | 227724 |
| &nbsp;&nbsp;&nbsp; 3.75%, 10/15/47 | &nbsp;&nbsp;&nbsp; 225 | 174688 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/15/59 | &nbsp;&nbsp;&nbsp; 283 | 208484 |
| &nbsp;&nbsp;&nbsp; 3.95%, 10/15/42 | &nbsp;&nbsp;&nbsp; 40 | 33647 |
| &nbsp;&nbsp;&nbsp; 4.20%, 01/15/47 | &nbsp;&nbsp;&nbsp; 224 | 186667 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/43 | &nbsp;&nbsp;&nbsp; 150 | 130602 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/15/47 | &nbsp;&nbsp;&nbsp; 227 | 190412 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/15/48 | &nbsp;&nbsp;&nbsp; 270 | 225075 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/42 | &nbsp;&nbsp;&nbsp; 115 | 102975 |
| &nbsp;&nbsp;&nbsp; 4.45%, 12/15/48 | &nbsp;&nbsp;&nbsp; 239 | 204676 |
| &nbsp;&nbsp;&nbsp; 4.63%, 07/15/35 | &nbsp;&nbsp;&nbsp; 281 | 279934 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/15/41 | &nbsp;&nbsp;&nbsp; 156 | 144603 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/15/45 | &nbsp;&nbsp;&nbsp; 217 | 198180 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/52 | &nbsp;&nbsp;&nbsp; 245 | 216328 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/15/62 | &nbsp;&nbsp;&nbsp; 205 | 180324 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/34 | &nbsp;&nbsp;&nbsp; 470 | 480975 |
| &nbsp;&nbsp;&nbsp; 5.15%, 07/15/34 | &nbsp;&nbsp;&nbsp; 665 | 687133 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/15/63 | &nbsp;&nbsp;&nbsp; 330 | 303434 |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/15/54 | &nbsp;&nbsp;&nbsp; 225 | 217450 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/15/64 | &nbsp;&nbsp;&nbsp; 205 | 197294 |
| &nbsp;&nbsp;&nbsp; 5.63%, 07/15/54 | &nbsp;&nbsp;&nbsp; 555 | 555891 |
| &nbsp;&nbsp;&nbsp; 5.70%, 10/15/40 | &nbsp;&nbsp;&nbsp; 5 | 5281 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/64 | &nbsp;&nbsp;&nbsp; 270 | 270725 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/36 | &nbsp;&nbsp;&nbsp; 230 | 247246 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/15/53 | &nbsp;&nbsp;&nbsp; 180 | 185230 |
| &nbsp;&nbsp;&nbsp; 5.95%, 02/15/41 | &nbsp;&nbsp;&nbsp; 50 | 53537 |
| &nbsp;&nbsp;&nbsp; 6.05%, 02/15/63 | &nbsp;&nbsp;&nbsp; 180 | 188557 |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/15/37 | &nbsp;&nbsp;&nbsp; 74 | 83612 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware U.S. Aggregate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Health Care - Services (continued)** | **Health Care - Services (continued)** | **Health Care - Services (continued)** |
| &nbsp;&nbsp;&nbsp; 6.63%, 11/15/37 | &nbsp;&nbsp;&nbsp; $175 | $200175 |
| &nbsp;&nbsp;&nbsp; 6.88%, 02/15/38 | &nbsp;&nbsp;&nbsp; 185 | 215720 |
|  |  | 32324280 |
| **Holding Companies - Diversified — 0.1%** | **Holding Companies - Diversified — 0.1%** | **Holding Companies - Diversified — 0.1%** |
| HA Sustainable Infrastructure Capital Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.15%, 01/15/31 | &nbsp;&nbsp;&nbsp; 145 | 148858 |
| &nbsp;&nbsp;&nbsp; 6.38%, 07/01/34 | &nbsp;&nbsp;&nbsp; 675 | 689832 |
| &nbsp;&nbsp;&nbsp; 6.75%, 07/15/35 | &nbsp;&nbsp;&nbsp; 1360 | 1411534 |
| &nbsp;&nbsp;&nbsp; North Haven Private Income Fund LLC, 5.75%, <br> 02/01/30<br>| &nbsp;&nbsp;&nbsp; 725 | 725584 |
|  |  | 2975808 |
| **Home Builders — 0.0%** | **Home Builders — 0.0%** | **Home Builders — 0.0%** |
| PulteGroup Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/15/35 | &nbsp;&nbsp;&nbsp; 75 | 81134 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/15/33 | &nbsp;&nbsp;&nbsp; 95 | 104452 |
| &nbsp;&nbsp;&nbsp; 7.88%, 06/15/32 | &nbsp;&nbsp;&nbsp; 10 | 11719 |
| Sekisui House U.S., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/15/31 | &nbsp;&nbsp;&nbsp; 95 | 84756 |
| &nbsp;&nbsp;&nbsp; 3.97%, 08/06/61 | &nbsp;&nbsp;&nbsp; 125 | 85687 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/43 | &nbsp;&nbsp;&nbsp; 155 | 145371 |
|  |  | 513119 |
| **Home Furnishings — 0.0%** | **Home Furnishings — 0.0%** | **Home Furnishings — 0.0%** |
| Leggett & Platt Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/15/27 | &nbsp;&nbsp;&nbsp; 92 | 90221 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/15/51 | &nbsp;&nbsp;&nbsp; 160 | 103934 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/15/29 | &nbsp;&nbsp;&nbsp; 240 | 235970 |
|  |  | 430125 |
| **Household Products & Wares — 0.2%** | **Household Products & Wares — 0.2%** | **Household Products & Wares — 0.2%** |
| Avery Dennison Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 02/15/32 | &nbsp;&nbsp;&nbsp; 325 | 285058 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/15/33 | &nbsp;&nbsp;&nbsp; 280 | 297119 |
| Church & Dwight Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/01/47 | &nbsp;&nbsp;&nbsp; 40 | 32365 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/52 | &nbsp;&nbsp;&nbsp; 105 | 97514 |
| &nbsp;&nbsp;&nbsp; 5.60%, 11/15/32 | &nbsp;&nbsp;&nbsp; 80 | 85397 |
| Clorox Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.80%, 05/15/30 | &nbsp;&nbsp;&nbsp; 855 | 771885 |
| &nbsp;&nbsp;&nbsp; 3.10%, 10/01/27 | &nbsp;&nbsp;&nbsp; 976 | 962017 |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/15/28 | &nbsp;&nbsp;&nbsp; 454 | 453834 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/01/29 | &nbsp;&nbsp;&nbsp; 1040 | 1051497 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/01/32 | &nbsp;&nbsp;&nbsp; 495 | 500942 |
| Kimberly-Clark Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/02/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 90174 |
| &nbsp;&nbsp;&nbsp; 2.88%, 02/07/50 | &nbsp;&nbsp;&nbsp; 210 | 139968 |
| &nbsp;&nbsp;&nbsp; 3.10%, 03/26/30 | &nbsp;&nbsp;&nbsp; 863 | 831733 |
| &nbsp;&nbsp;&nbsp; 3.20%, 04/25/29 | &nbsp;&nbsp;&nbsp; 510 | 498475 |
| &nbsp;&nbsp;&nbsp; 3.20%, 07/30/46 | &nbsp;&nbsp;&nbsp; 270 | 196844 |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/04/47 | &nbsp;&nbsp;&nbsp; 210 | 168710 |
| &nbsp;&nbsp;&nbsp; 3.95%, 11/01/28 | &nbsp;&nbsp;&nbsp; 360 | 361833 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/16/33 | &nbsp;&nbsp;&nbsp; 140 | 142470 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/01/41 | &nbsp;&nbsp;&nbsp; 140 | 142066 |
| &nbsp;&nbsp;&nbsp; 6.63%, 08/01/37 | &nbsp;&nbsp;&nbsp; 310 | 362155 |
|  |  | 7472056 |
| **Insurance — 0.9%** | **Insurance — 0.9%** | **Insurance — 0.9%** |
| ACE Capital Trust II, Series N, 9.70%, 04/01/30 | &nbsp;&nbsp;&nbsp; 72 | 86573 |
| &nbsp;&nbsp;&nbsp; Aegon Ltd., 5.50%, 04/11/48, (6-mo. SOFR US + <br> 3.97%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 1915 | 1936047 |
| Aflac Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/01/30 | &nbsp;&nbsp;&nbsp; 189 | 186021 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/15/46 | &nbsp;&nbsp;&nbsp; 30 | 24443 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/49 | &nbsp;&nbsp;&nbsp; $72 | $64490 |
| Allstate Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 06/01/33 | &nbsp;&nbsp;&nbsp; 13 | 13596 |
| &nbsp;&nbsp;&nbsp; 6.50%, 05/15/67, (3-mo. SOFR US + 2.38%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 225 | 236560 |
| American International Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/16/44 | &nbsp;&nbsp;&nbsp; 195 | 173617 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/01/48 | &nbsp;&nbsp;&nbsp; 281 | 252254 |
| Aon Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/15/28 | &nbsp;&nbsp;&nbsp; 114 | 115489 |
| &nbsp;&nbsp;&nbsp; 6.25%, 09/30/40 | &nbsp;&nbsp;&nbsp; 115 | 126992 |
| Aon Global Ltd., 4.75%, 05/15/45 | &nbsp;&nbsp;&nbsp; 147 | 132111 |
| Aon North America Inc., 5.75%, 03/01/54 | &nbsp;&nbsp;&nbsp; 70 | 70828 |
| Arch Capital Finance LLC, 5.03%, 12/15/46 | &nbsp;&nbsp;&nbsp; 141 | 133958 |
| Arch Capital Group Ltd., 3.64%, 06/30/50 | &nbsp;&nbsp;&nbsp; 125 | 94548 |
| Arch Capital Group U.S. Inc., 5.14%, 11/01/43 | &nbsp;&nbsp;&nbsp; 100 | 96612 |
| Arthur J Gallagher & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/09/52 | &nbsp;&nbsp;&nbsp; 335 | 214901 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/15/35 | &nbsp;&nbsp;&nbsp; 45 | 45706 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/15/55 | &nbsp;&nbsp;&nbsp; 325 | 315712 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/54 | &nbsp;&nbsp;&nbsp; 20 | 19901 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/15/54 | &nbsp;&nbsp;&nbsp; 65 | 72760 |
| Assurant Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 01/15/32 | &nbsp;&nbsp;&nbsp; 1410 | 1249434 |
| &nbsp;&nbsp;&nbsp; 3.70%, 02/22/30 | &nbsp;&nbsp;&nbsp; 1074 | 1046000 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/27/28 | &nbsp;&nbsp;&nbsp; 189 | 191387 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/15/36 | &nbsp;&nbsp;&nbsp; 655 | 666687 |
| AXA SA, 8.60%, 12/15/30 | &nbsp;&nbsp;&nbsp; 2345 | 2775367 |
| Axis Specialty Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 07/15/29 | &nbsp;&nbsp;&nbsp; 50 | 49363 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/15/40, (5-year CMT + 3.19%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 80 | 77161 |
| Brown & Brown Inc., 4.50%, 03/15/29 | &nbsp;&nbsp;&nbsp; 25 | 25097 |
| Chubb Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/11/37 | &nbsp;&nbsp;&nbsp; 15 | 16438 |
| &nbsp;&nbsp;&nbsp; Series 1, 6.50%, 05/15/38 | &nbsp;&nbsp;&nbsp; 10 | 11366 |
| Chubb INA Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.05%, 12/15/61 | &nbsp;&nbsp;&nbsp; 70 | 43985 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/13/43 | &nbsp;&nbsp;&nbsp; 5 | 4376 |
| &nbsp;&nbsp;&nbsp; 4.35%, 11/03/45 | &nbsp;&nbsp;&nbsp; 135 | 119674 |
| &nbsp;&nbsp;&nbsp; 6.70%, 05/15/36 | &nbsp;&nbsp;&nbsp; 125 | 144489 |
| CNO Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/30/29 | &nbsp;&nbsp;&nbsp; 296 | 301516 |
| &nbsp;&nbsp;&nbsp; 6.45%, 06/15/34 | &nbsp;&nbsp;&nbsp; 185 | 196156 |
| Equitable Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/20/28 | &nbsp;&nbsp;&nbsp; 500 | 502072 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/20/48 | &nbsp;&nbsp;&nbsp; 140 | 127012 |
| &nbsp;&nbsp;&nbsp; 6.70%, 03/28/55, (5-year CMT + 2.39%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 52086 |
| Everest Reinsurance Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 10/15/52 | &nbsp;&nbsp;&nbsp; 110 | 70444 |
| &nbsp;&nbsp;&nbsp; 4.87%, 06/01/44 | &nbsp;&nbsp;&nbsp; 60 | 54192 |
| First American Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 08/15/31 | &nbsp;&nbsp;&nbsp; 25 | 21913 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/15/30 | &nbsp;&nbsp;&nbsp; 230 | 223079 |
| Hartford Financial Services Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 08/19/29 | &nbsp;&nbsp;&nbsp; 2345 | 2239001 |
| &nbsp;&nbsp;&nbsp; 3.60%, 08/19/49 | &nbsp;&nbsp;&nbsp; 269 | 203539 |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/15/43 | &nbsp;&nbsp;&nbsp; 105 | 91944 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/15/48 | &nbsp;&nbsp;&nbsp; 141 | 122025 |
| &nbsp;&nbsp;&nbsp; 5.95%, 10/15/36 | &nbsp;&nbsp;&nbsp; 683 | 745409 |
| &nbsp;&nbsp;&nbsp; 6.10%, 10/01/41 | &nbsp;&nbsp;&nbsp; 162 | 175507 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware U.S. Aggregate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| Jackson Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/23/31 | &nbsp;&nbsp;&nbsp; $120 | $109273 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/23/51 | &nbsp;&nbsp;&nbsp; 55 | 38927 |
| Lincoln National Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.05%, 01/15/30 | &nbsp;&nbsp;&nbsp; 50 | 47707 |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/01/48 | &nbsp;&nbsp;&nbsp; 62 | 50108 |
| &nbsp;&nbsp;&nbsp; 6.30%, 10/09/37 | &nbsp;&nbsp;&nbsp; 112 | 120691 |
| &nbsp;&nbsp;&nbsp; 7.00%, 06/15/40 | &nbsp;&nbsp;&nbsp; 175 | 198369 |
| Manulife Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/16/32 | &nbsp;&nbsp;&nbsp; 2530 | 2435638 |
| &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; 330 | 328437 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/04/46 | &nbsp;&nbsp;&nbsp; 300 | 300609 |
| Markel Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.35%, 09/17/29 | &nbsp;&nbsp;&nbsp; 10 | 9654 |
| &nbsp;&nbsp;&nbsp; 4.15%, 09/17/50 | &nbsp;&nbsp;&nbsp; 85 | 66765 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/20/49 | &nbsp;&nbsp;&nbsp; 75 | 67473 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/16/54 | &nbsp;&nbsp;&nbsp; 35 | 35974 |
| Marsh & McLennan Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/01/48 | &nbsp;&nbsp;&nbsp; 220 | 184447 |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/30/47 | &nbsp;&nbsp;&nbsp; 252 | 217007 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/29 | &nbsp;&nbsp;&nbsp; 222 | 224570 |
| &nbsp;&nbsp;&nbsp; 4.55%, 11/08/27 | &nbsp;&nbsp;&nbsp; 65 | 65762 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/30 | &nbsp;&nbsp;&nbsp; 125 | 127552 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/15/39 | &nbsp;&nbsp;&nbsp; 70 | 68134 |
| &nbsp;&nbsp;&nbsp; 4.85%, 11/15/31 | &nbsp;&nbsp;&nbsp; 125 | 128331 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/49 | &nbsp;&nbsp;&nbsp; 312 | 286147 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/35 | &nbsp;&nbsp;&nbsp; 330 | 335837 |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/15/44 | &nbsp;&nbsp;&nbsp; 75 | 74262 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/55 | &nbsp;&nbsp;&nbsp; 355 | 347243 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/53 | &nbsp;&nbsp;&nbsp; 35 | 34453 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/54 | &nbsp;&nbsp;&nbsp; 40 | 39321 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/53 | &nbsp;&nbsp;&nbsp; 15 | 15335 |
| &nbsp;&nbsp;&nbsp; 5.88%, 08/01/33 | &nbsp;&nbsp;&nbsp; 420 | 457212 |
| MetLife Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/01/45 | &nbsp;&nbsp;&nbsp; 273 | 227595 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/13/42 | &nbsp;&nbsp;&nbsp; 70 | 60186 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/23/30 | &nbsp;&nbsp;&nbsp; 381 | 389376 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/13/46 | &nbsp;&nbsp;&nbsp; 165 | 149378 |
| &nbsp;&nbsp;&nbsp; 4.72%, 12/15/44 | &nbsp;&nbsp;&nbsp; 162 | 148485 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/13/43 | &nbsp;&nbsp;&nbsp; 167 | 156533 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/54 | &nbsp;&nbsp;&nbsp; 20 | 19333 |
| &nbsp;&nbsp;&nbsp; 5.30%, 12/15/34 | &nbsp;&nbsp;&nbsp; 210 | 219135 |
| &nbsp;&nbsp;&nbsp; 5.38%, 07/15/33 | &nbsp;&nbsp;&nbsp; 155 | 163622 |
| &nbsp;&nbsp;&nbsp; 5.70%, 06/15/35 | &nbsp;&nbsp;&nbsp; 125 | 134048 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/06/41 | &nbsp;&nbsp;&nbsp; 135 | 142789 |
| &nbsp;&nbsp;&nbsp; 6.38%, 06/15/34 | &nbsp;&nbsp;&nbsp; 15 | 16876 |
| &nbsp;&nbsp;&nbsp; 6.40%, 12/15/66 | &nbsp;&nbsp;&nbsp; 497 | 521976 |
| &nbsp;&nbsp;&nbsp; 6.50%, 12/15/32 | &nbsp;&nbsp;&nbsp; 25 | 28181 |
| &nbsp;&nbsp;&nbsp; 10.75%, 08/01/69 | &nbsp;&nbsp;&nbsp; 240 | 319554 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series G, 6.35%, 03/15/55, (5-year CMT + <br> 2.08%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 100 | 105601 |
| Principal Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 05/15/29 | &nbsp;&nbsp;&nbsp; 97 | 95455 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/15/46 | &nbsp;&nbsp;&nbsp; 204 | 174621 |
| &nbsp;&nbsp;&nbsp; 4.35%, 05/15/43 | &nbsp;&nbsp;&nbsp; 136 | 118989 |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/15/42 | &nbsp;&nbsp;&nbsp; 159 | 145588 |
| &nbsp;&nbsp;&nbsp; 6.05%, 10/15/36 | &nbsp;&nbsp;&nbsp; 74 | 80934 |
| Progressive Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/15/27 | &nbsp;&nbsp;&nbsp; 66 | 64980 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/15/32 | &nbsp;&nbsp;&nbsp; 1000 | 927155 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| &nbsp;&nbsp;&nbsp; 3.20%, 03/26/30 | &nbsp;&nbsp;&nbsp; $825 | $796923 |
| &nbsp;&nbsp;&nbsp; 3.70%, 01/26/45 | &nbsp;&nbsp;&nbsp; 139 | 111447 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/26/50 | &nbsp;&nbsp;&nbsp; 90 | 72304 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/29 | &nbsp;&nbsp;&nbsp; 169 | 169438 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/15/47 | &nbsp;&nbsp;&nbsp; 121 | 102137 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/15/48 | &nbsp;&nbsp;&nbsp; 203 | 172156 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/25/44 | &nbsp;&nbsp;&nbsp; 130 | 115395 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/15/33 | &nbsp;&nbsp;&nbsp; 1000 | 1030185 |
| &nbsp;&nbsp;&nbsp; 6.25%, 12/01/32 | &nbsp;&nbsp;&nbsp; 30 | 33447 |
| Prudential Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.10%, 03/10/30 | &nbsp;&nbsp;&nbsp; 50 | 46440 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/10/40 | &nbsp;&nbsp;&nbsp; 5 | 3928 |
| &nbsp;&nbsp;&nbsp; 3.70%, 10/01/50, (5-year CMT + 3.04%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 120 | 111594 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/13/51 | &nbsp;&nbsp;&nbsp; 355 | 268758 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/27/28 | &nbsp;&nbsp;&nbsp; 54 | 53981 |
| &nbsp;&nbsp;&nbsp; 3.91%, 12/07/47 | &nbsp;&nbsp;&nbsp; 140 | 112101 |
| &nbsp;&nbsp;&nbsp; 3.94%, 12/07/49 | &nbsp;&nbsp;&nbsp; 280 | 221196 |
| &nbsp;&nbsp;&nbsp; 4.35%, 02/25/50 | &nbsp;&nbsp;&nbsp; 235 | 198387 |
| &nbsp;&nbsp;&nbsp; 4.42%, 03/27/48 | &nbsp;&nbsp;&nbsp; 213 | 183103 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/47, (3-mo. SOFR US + 2.64%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 225 | 222049 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/44 | &nbsp;&nbsp;&nbsp; 207 | 185900 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/01/52, (5-year CMT + 3.16%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 175 | 173430 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/14/35 | &nbsp;&nbsp;&nbsp; 655 | 674488 |
| &nbsp;&nbsp;&nbsp; 5.70%, 12/14/36 | &nbsp;&nbsp;&nbsp; 215 | 229961 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/48, (3-mo. SOFR US + 2.93%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 50512 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/33 | &nbsp;&nbsp;&nbsp; 155 | 167822 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/01/52, (5-year CMT + 3.23%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 105 | 108731 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/15/54, (5-year CMT + 2.40%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 80 | 84213 |
| &nbsp;&nbsp;&nbsp; 6.63%, 12/01/37 | &nbsp;&nbsp;&nbsp; 100 | 114578 |
| &nbsp;&nbsp;&nbsp; 6.63%, 06/21/40 | &nbsp;&nbsp;&nbsp; 132 | 152618 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/01/53, (5-year CMT + 2.85%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 105 | 111646 |
| Prudential Funding Asia PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 04/14/30 | &nbsp;&nbsp;&nbsp; 155 | 148748 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/24/32 | &nbsp;&nbsp;&nbsp; 280 | 266643 |
| Selective Insurance Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/01/49 | &nbsp;&nbsp;&nbsp; 100 | 92865 |
| &nbsp;&nbsp;&nbsp; 5.90%, 04/15/35 | &nbsp;&nbsp;&nbsp; 155 | 162453 |
| &nbsp;&nbsp;&nbsp; Stewart Information Services Corp., 3.60%, <br> 11/15/31<br>| &nbsp;&nbsp;&nbsp; 480 | 429748 |
| Travelers Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 04/27/50 | &nbsp;&nbsp;&nbsp; 110 | 67917 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/15/46 | &nbsp;&nbsp;&nbsp; 133 | 105937 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/30/47 | &nbsp;&nbsp;&nbsp; 192 | 158198 |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/07/48 | &nbsp;&nbsp;&nbsp; 160 | 131715 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/04/49 | &nbsp;&nbsp;&nbsp; 115 | 94861 |
| &nbsp;&nbsp;&nbsp; 4.30%, 08/25/45 | &nbsp;&nbsp;&nbsp; 200 | 173591 |
| &nbsp;&nbsp;&nbsp; 4.60%, 08/01/43 | &nbsp;&nbsp;&nbsp; 112 | 101963 |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/01/40 | &nbsp;&nbsp;&nbsp; 305 | 313099 |
| &nbsp;&nbsp;&nbsp; 6.25%, 06/15/37 | &nbsp;&nbsp;&nbsp; 372 | 416785 |
| &nbsp;&nbsp;&nbsp; 6.75%, 06/20/36 | &nbsp;&nbsp;&nbsp; 169 | 196082 |
| &nbsp;&nbsp;&nbsp; Travelers Property Casualty Corp., 6.38%, <br> 03/15/33<br>| &nbsp;&nbsp;&nbsp; 190 | 215056 |
| Unum Group |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/15/29 | &nbsp;&nbsp;&nbsp; 35 | 34651 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/15/49 | &nbsp;&nbsp;&nbsp; 80 | 65362 |
| &nbsp;&nbsp;&nbsp; 5.75%, 08/15/42 | &nbsp;&nbsp;&nbsp; 100 | 100356 |
| Willis North America Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/15/29 | &nbsp;&nbsp;&nbsp; 40 | 38097 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/15/49 | &nbsp;&nbsp;&nbsp; 203 | 154068 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/28 | &nbsp;&nbsp;&nbsp; 124 | 124971 |
| &nbsp;&nbsp;&nbsp; 5.05%, 09/15/48 | &nbsp;&nbsp;&nbsp; 158 | 144672 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware U.S. Aggregate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| &nbsp;&nbsp;&nbsp; 5.35%, 05/15/33 | &nbsp;&nbsp;&nbsp; $5 | $5194 |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/05/54 | &nbsp;&nbsp;&nbsp; 235 | 238081 |
| XL Group Ltd., 5.25%, 12/15/43 | &nbsp;&nbsp;&nbsp; 1039 | 993715 |
|  |  | 37839162 |
| **Internet — 0.1%** | **Internet — 0.1%** | **Internet — 0.1%** |
| Alibaba Group Holding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/09/61 | &nbsp;&nbsp;&nbsp; 500 | 334014 |
| &nbsp;&nbsp;&nbsp; 5.63%, 11/26/54 | &nbsp;&nbsp;&nbsp; 10 | 10376 |
| Amazon.com Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/03/50 | &nbsp;&nbsp;&nbsp; 550 | 338183 |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/03/60 | &nbsp;&nbsp;&nbsp; 1009 | 586820 |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/12/51 | &nbsp;&nbsp;&nbsp; 535 | 369053 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/12/61 | &nbsp;&nbsp;&nbsp; 345 | 228379 |
| &nbsp;&nbsp;&nbsp; 3.95%, 04/13/52 | &nbsp;&nbsp;&nbsp; 225 | 180665 |
| &nbsp;&nbsp;&nbsp; 4.05%, 08/22/47 | &nbsp;&nbsp;&nbsp; 472 | 397041 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/13/62 | &nbsp;&nbsp;&nbsp; 290 | 229309 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/22/57 | &nbsp;&nbsp;&nbsp; 471 | 389650 |
| Baidu Inc., 2.38%, 10/09/30 | &nbsp;&nbsp;&nbsp; 200 | 185282 |
| Booking Holdings Inc., 3.55%, 03/15/28 | &nbsp;&nbsp;&nbsp; 54 | 53565 |
| eBay Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 05/10/51 | &nbsp;&nbsp;&nbsp; 400 | 297917 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/15/42 | &nbsp;&nbsp;&nbsp; 222 | 185141 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/06/29 | &nbsp;&nbsp;&nbsp; 25 | 25105 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/06/35 | &nbsp;&nbsp;&nbsp; 50 | 50233 |
| JD.com Inc., 4.13%, 01/14/50 | &nbsp;&nbsp;&nbsp; 200 | 169032 |
| MercadoLibre Inc., 3.13%, 01/14/31 | &nbsp;&nbsp;&nbsp; 270 | 249755 |
| Meta Platforms Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/64 | &nbsp;&nbsp;&nbsp; 1000 | 967243 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/15/65 | &nbsp;&nbsp;&nbsp; 1000 | 994598 |
| Uber Technologies Inc., 5.35%, 09/15/54 | &nbsp;&nbsp;&nbsp; 5 | 4851 |
| VeriSign Inc., 2.70%, 06/15/31 | &nbsp;&nbsp;&nbsp; 80 | 72681 |
|  |  | 6318893 |
| **Iron & Steel — 0.0%** | **Iron & Steel — 0.0%** | **Iron & Steel — 0.0%** |
| Nucor Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.98%, 12/15/55 | &nbsp;&nbsp;&nbsp; 350 | 221301 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/01/48 | &nbsp;&nbsp;&nbsp; 155 | 134500 |
| &nbsp;&nbsp;&nbsp; 4.65%, 06/01/30 | &nbsp;&nbsp;&nbsp; 125 | 127697 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/01/35 | &nbsp;&nbsp;&nbsp; 125 | 128194 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/01/43 | &nbsp;&nbsp;&nbsp; 162 | 159722 |
| &nbsp;&nbsp;&nbsp; 6.40%, 12/01/37 | &nbsp;&nbsp;&nbsp; 15 | 16885 |
| Steel Dynamics Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/15/50 | &nbsp;&nbsp;&nbsp; 65 | 45111 |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/15/30 | &nbsp;&nbsp;&nbsp; 245 | 236935 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/15/28 | &nbsp;&nbsp;&nbsp; 150 | 149639 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/35 | &nbsp;&nbsp;&nbsp; 85 | 87323 |
| &nbsp;&nbsp;&nbsp; 5.38%, 08/15/34 | &nbsp;&nbsp;&nbsp; 25 | 26038 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/15/55 | &nbsp;&nbsp;&nbsp; 55 | 55965 |
|  |  | 1389310 |
| **Leisure Time — 0.0%** | **Leisure Time — 0.0%** | **Leisure Time — 0.0%** |
| Harley-Davidson Inc., 4.63%, 07/28/45 | &nbsp;&nbsp;&nbsp; 725 | 596790 |
| **Lodging — 0.0%** | **Lodging — 0.0%** | **Lodging — 0.0%** |
| Choice Hotels International Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 12/01/29 | &nbsp;&nbsp;&nbsp; 95 | 91821 |
| &nbsp;&nbsp;&nbsp; 3.70%, 01/15/31 | &nbsp;&nbsp;&nbsp; 127 | 120154 |
| &nbsp;&nbsp;&nbsp; 5.85%, 08/01/34 | &nbsp;&nbsp;&nbsp; 115 | 118165 |
| Sands China Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 03/08/29 | &nbsp;&nbsp;&nbsp; 385 | 363177 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/08/31 | &nbsp;&nbsp;&nbsp; 330 | 302153 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Lodging (continued)** | **Lodging (continued)** | **Lodging (continued)** |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/08/28 | &nbsp;&nbsp;&nbsp; $70 | $71092 |
|  |  | 1066562 |
| **Machinery — 0.4%** | **Machinery — 0.4%** | **Machinery — 0.4%** |
| AGCO Corp., 5.80%, 03/21/34 | &nbsp;&nbsp;&nbsp; 405 | 423141 |
| Caterpillar Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 09/19/29 | &nbsp;&nbsp;&nbsp; 221 | 210946 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/19/49 | &nbsp;&nbsp;&nbsp; 221 | 160664 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/09/50 | &nbsp;&nbsp;&nbsp; 217 | 158271 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/15/44 | &nbsp;&nbsp;&nbsp; 100 | 89048 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/64 | &nbsp;&nbsp;&nbsp; 172 | 154622 |
| &nbsp;&nbsp;&nbsp; 5.20%, 05/15/35 | &nbsp;&nbsp;&nbsp; 75 | 78498 |
| &nbsp;&nbsp;&nbsp; 5.20%, 05/27/41 | &nbsp;&nbsp;&nbsp; 287 | 292417 |
| &nbsp;&nbsp;&nbsp; 5.30%, 09/15/35 | &nbsp;&nbsp;&nbsp; 149 | 157634 |
| &nbsp;&nbsp;&nbsp; 6.05%, 08/15/36 | &nbsp;&nbsp;&nbsp; 146 | 163771 |
| CNH Industrial Capital LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/08/27 | &nbsp;&nbsp;&nbsp; 90 | 90670 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/16/30 | &nbsp;&nbsp;&nbsp; 1140 | 1142998 |
| &nbsp;&nbsp;&nbsp; 4.55%, 04/10/28 | &nbsp;&nbsp;&nbsp; 505 | 509313 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/21/28 | &nbsp;&nbsp;&nbsp; 1150 | 1165344 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/20/29 | &nbsp;&nbsp;&nbsp; 1490 | 1527892 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/12/29 | &nbsp;&nbsp;&nbsp; 1290 | 1336806 |
| CNH Industrial NV, 3.85%, 11/15/27 | &nbsp;&nbsp;&nbsp; 1287 | 1283716 |
| Deere & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 04/15/30 | &nbsp;&nbsp;&nbsp; 155 | 149724 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/15/50 | &nbsp;&nbsp;&nbsp; 190 | 151378 |
| &nbsp;&nbsp;&nbsp; 5.38%, 10/16/29 | &nbsp;&nbsp;&nbsp; 50 | 52759 |
| &nbsp;&nbsp;&nbsp; 5.45%, 01/16/35 | &nbsp;&nbsp;&nbsp; 50 | 53125 |
| &nbsp;&nbsp;&nbsp; 5.70%, 01/19/55 | &nbsp;&nbsp;&nbsp; 255 | 269181 |
| &nbsp;&nbsp;&nbsp; 7.13%, 03/03/31 | &nbsp;&nbsp;&nbsp; 95 | 108038 |
| Dover Corp., 5.38%, 03/01/41 | &nbsp;&nbsp;&nbsp; 30 | 30353 |
| Flowserve Corp., 3.50%, 10/01/30 | &nbsp;&nbsp;&nbsp; 110 | 105141 |
| IDEX Corp., 2.63%, 06/15/31 | &nbsp;&nbsp;&nbsp; 55 | 50368 |
| John Deere Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/09/27 | &nbsp;&nbsp;&nbsp; 10 | 9745 |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/09/30 | &nbsp;&nbsp;&nbsp; 90 | 85111 |
| &nbsp;&nbsp;&nbsp; 2.80%, 09/08/27 | &nbsp;&nbsp;&nbsp; 60 | 59009 |
| &nbsp;&nbsp;&nbsp; 2.80%, 07/18/29 | &nbsp;&nbsp;&nbsp; 70 | 67349 |
| &nbsp;&nbsp;&nbsp; 3.05%, 01/06/28 | &nbsp;&nbsp;&nbsp; 115 | 113473 |
| &nbsp;&nbsp;&nbsp; 3.45%, 03/07/29 | &nbsp;&nbsp;&nbsp; 85 | 83984 |
| &nbsp;&nbsp;&nbsp; 4.35%, 09/15/32 | &nbsp;&nbsp;&nbsp; 145 | 146121 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/15/30 | &nbsp;&nbsp;&nbsp; 50 | 50685 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/11/34 | &nbsp;&nbsp;&nbsp; 150 | 156313 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/08/33 | &nbsp;&nbsp;&nbsp; 335 | 352081 |
| &nbsp;&nbsp;&nbsp; Series 1, 5.05%, 06/12/34 | &nbsp;&nbsp;&nbsp; 660 | 685959 |
| &nbsp;&nbsp;&nbsp; Series I, 4.55%, 06/05/30 | &nbsp;&nbsp;&nbsp; 50 | 50940 |
| nVent Finance SARL, 5.65%, 05/15/33 | &nbsp;&nbsp;&nbsp; 100 | 104768 |
| Oshkosh Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 03/01/30 | &nbsp;&nbsp;&nbsp; 822 | 786074 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/28 | &nbsp;&nbsp;&nbsp; 833 | 839881 |
| Otis Worldwide Corp., 3.36%, 02/15/50 | &nbsp;&nbsp;&nbsp; 25 | 17941 |
| Rockwell Automation Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 08/15/61 | &nbsp;&nbsp;&nbsp; 25 | 14852 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/29 | &nbsp;&nbsp;&nbsp; 344 | 338831 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/01/49 | &nbsp;&nbsp;&nbsp; 127 | 107666 |
| Xylem Inc./New York |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 01/30/28 | &nbsp;&nbsp;&nbsp; 1648 | 1582717 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/30/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1385 | 1260657 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/01/46 | &nbsp;&nbsp;&nbsp; 55 | 47438 |
|  |  | 16877413 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware U.S. Aggregate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Manufacturing — 0.2%** | **Manufacturing — 0.2%** | **Manufacturing — 0.2%** |
| 3M Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 08/26/29 | &nbsp;&nbsp;&nbsp; $709 | $668065 |
| &nbsp;&nbsp;&nbsp; 2.88%, 10/15/27 | &nbsp;&nbsp;&nbsp; 1440 | 1413968 |
| &nbsp;&nbsp;&nbsp; 3.05%, 04/15/30 | &nbsp;&nbsp;&nbsp; 480 | 459555 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/01/29 | &nbsp;&nbsp;&nbsp; 264 | 258875 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/14/28 | &nbsp;&nbsp;&nbsp; 705 | 700499 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/15/47 | &nbsp;&nbsp;&nbsp; 104 | 79517 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/15/50 | &nbsp;&nbsp;&nbsp; 10 | 7593 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/30 | &nbsp;&nbsp;&nbsp; 75 | 76928 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/35 | &nbsp;&nbsp;&nbsp; 1005 | 1040092 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/37 | &nbsp;&nbsp;&nbsp; 165 | 176661 |
| Eaton Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.92%, 09/15/47 | &nbsp;&nbsp;&nbsp; 80 | 65647 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/02/32 | &nbsp;&nbsp;&nbsp; 70 | 69071 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/33 | &nbsp;&nbsp;&nbsp; 70 | 69298 |
| &nbsp;&nbsp;&nbsp; 4.15%, 11/02/42 | &nbsp;&nbsp;&nbsp; 115 | 101461 |
| &nbsp;&nbsp;&nbsp; 4.70%, 08/23/52 | &nbsp;&nbsp;&nbsp; 95 | 86411 |
| Parker-Hannifin Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/01/27 | &nbsp;&nbsp;&nbsp; 65 | 64501 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/14/29 | &nbsp;&nbsp;&nbsp; 285 | 278107 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/14/49 | &nbsp;&nbsp;&nbsp; 168 | 137191 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/01/47 | &nbsp;&nbsp;&nbsp; 81 | 68146 |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/21/34 | &nbsp;&nbsp;&nbsp; 120 | 117524 |
| &nbsp;&nbsp;&nbsp; 4.45%, 11/21/44 | &nbsp;&nbsp;&nbsp; 118 | 105370 |
| &nbsp;&nbsp;&nbsp; 6.25%, 05/15/38 | &nbsp;&nbsp;&nbsp; 45 | 50741 |
| Pentair Finance SARL |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/29 | &nbsp;&nbsp;&nbsp; 695 | 699967 |
| &nbsp;&nbsp;&nbsp; 5.90%, 07/15/32 | &nbsp;&nbsp;&nbsp; 1135 | 1207741 |
| Teledyne Technologies Inc., 2.75%, 04/01/31 | &nbsp;&nbsp;&nbsp; 1510 | 1400205 |
| Textron Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/01/30 | &nbsp;&nbsp;&nbsp; 71 | 67439 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/01/28 | &nbsp;&nbsp;&nbsp; 45 | 44238 |
| &nbsp;&nbsp;&nbsp; 3.65%, 03/15/27 | &nbsp;&nbsp;&nbsp; 25 | 24852 |
| &nbsp;&nbsp;&nbsp; 3.90%, 09/17/29 | &nbsp;&nbsp;&nbsp; 117 | 115373 |
|  |  | 9655036 |
| **Media — 0.3%** | **Media — 0.3%** | **Media — 0.3%** |
| &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter <br> Communications Operating Capital<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/01/61 | &nbsp;&nbsp;&nbsp; 150 | 91672 |
| &nbsp;&nbsp;&nbsp; 3.95%, 06/30/62 | &nbsp;&nbsp;&nbsp; 395 | 242753 |
| &nbsp;&nbsp;&nbsp; 4.40%, 12/01/61 | &nbsp;&nbsp;&nbsp; 1000 | 668924 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/01/63 | &nbsp;&nbsp;&nbsp; 750 | 603591 |
| &nbsp;&nbsp;&nbsp; 6.83%, 10/23/55 | &nbsp;&nbsp;&nbsp; 495 | 486057 |
| Comcast Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 08/15/52<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 252 | 137031 |
| &nbsp;&nbsp;&nbsp; 2.65%, 08/15/62 | &nbsp;&nbsp;&nbsp; 229 | 117829 |
| &nbsp;&nbsp;&nbsp; 2.80%, 01/15/51 | &nbsp;&nbsp;&nbsp; 168 | 100253 |
| &nbsp;&nbsp;&nbsp; 2.89%, 11/01/51 | &nbsp;&nbsp;&nbsp; 422 | 254809 |
| &nbsp;&nbsp;&nbsp; 2.94%, 11/01/56 | &nbsp;&nbsp;&nbsp; 882 | 513207 |
| &nbsp;&nbsp;&nbsp; 2.99%, 11/01/63 | &nbsp;&nbsp;&nbsp; 854 | 476313 |
| &nbsp;&nbsp;&nbsp; 3.40%, 07/15/46 | &nbsp;&nbsp;&nbsp; 175 | 124500 |
| &nbsp;&nbsp;&nbsp; 3.45%, 02/01/50 | &nbsp;&nbsp;&nbsp; 345 | 237269 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/40 | &nbsp;&nbsp;&nbsp; 250 | 209389 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/01/38 | &nbsp;&nbsp;&nbsp; 166 | 145663 |
| &nbsp;&nbsp;&nbsp; 3.97%, 11/01/47 | &nbsp;&nbsp;&nbsp; 403 | 309870 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/15/47 | &nbsp;&nbsp;&nbsp; 214 | 165224 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/48 | &nbsp;&nbsp;&nbsp; 353 | 271512 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/01/49 | &nbsp;&nbsp;&nbsp; 411 | 310920 |
| &nbsp;&nbsp;&nbsp; 4.05%, 11/01/52 | &nbsp;&nbsp;&nbsp; 419 | 313851 |
| &nbsp;&nbsp;&nbsp; 4.60%, 10/15/38 | &nbsp;&nbsp;&nbsp; 385 | 362906 |
| &nbsp;&nbsp;&nbsp; 4.60%, 08/15/45 | &nbsp;&nbsp;&nbsp; 176 | 151519 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Media (continued)** | **Media (continued)** | **Media (continued)** |
| &nbsp;&nbsp;&nbsp; 4.65%, 02/15/33 | &nbsp;&nbsp;&nbsp; $225 | $226086 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/15/42 | &nbsp;&nbsp;&nbsp; 219 | 194140 |
| &nbsp;&nbsp;&nbsp; 4.70%, 10/15/48 | &nbsp;&nbsp;&nbsp; 205 | 174846 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/01/44 | &nbsp;&nbsp;&nbsp; 334 | 295716 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/33 | &nbsp;&nbsp;&nbsp; 50 | 50618 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/15/58 | &nbsp;&nbsp;&nbsp; 290 | 247232 |
| &nbsp;&nbsp;&nbsp; 5.35%, 05/15/53 | &nbsp;&nbsp;&nbsp; 100 | 92386 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/15/64 | &nbsp;&nbsp;&nbsp; 155 | 142953 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/15/35 | &nbsp;&nbsp;&nbsp; 83 | 87500 |
| &nbsp;&nbsp;&nbsp; 6.45%, 03/15/37 | &nbsp;&nbsp;&nbsp; 95 | 105712 |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/15/35 | &nbsp;&nbsp;&nbsp; 313 | 350815 |
| &nbsp;&nbsp;&nbsp; 6.55%, 07/01/39 | &nbsp;&nbsp;&nbsp; 75 | 84683 |
| &nbsp;&nbsp;&nbsp; 6.95%, 08/15/37 | &nbsp;&nbsp;&nbsp; 190 | 219704 |
| FactSet Research Systems Inc., 3.45%, 03/01/32 | &nbsp;&nbsp;&nbsp; 245 | 227027 |
| Fox Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.48%, 01/25/39 | &nbsp;&nbsp;&nbsp; 320 | 324318 |
| &nbsp;&nbsp;&nbsp; 5.58%, 01/25/49 | &nbsp;&nbsp;&nbsp; 429 | 418188 |
| Grupo Televisa SAB |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/13/45 | &nbsp;&nbsp;&nbsp; 65 | 45795 |
| &nbsp;&nbsp;&nbsp; 6.13%, 01/31/46 | &nbsp;&nbsp;&nbsp; 55 | 44192 |
| &nbsp;&nbsp;&nbsp; 6.63%, 01/15/40 | &nbsp;&nbsp;&nbsp; 205 | 188949 |
| NBCUniversal Media LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 01/15/43 | &nbsp;&nbsp;&nbsp; 170 | 146347 |
| &nbsp;&nbsp;&nbsp; 6.40%, 04/30/40 | &nbsp;&nbsp;&nbsp; 110 | 121163 |
| Paramount Global |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/43 | &nbsp;&nbsp;&nbsp; 127 | 96034 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/15/45 | &nbsp;&nbsp;&nbsp; 101 | 76698 |
| &nbsp;&nbsp;&nbsp; 4.85%, 07/01/42 | &nbsp;&nbsp;&nbsp; 30 | 24021 |
| &nbsp;&nbsp;&nbsp; 4.90%, 08/15/44 | &nbsp;&nbsp;&nbsp; 147 | 114891 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/31 | &nbsp;&nbsp;&nbsp; 140 | 138197 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/19/50 | &nbsp;&nbsp;&nbsp; 245 | 190663 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/01/44 | &nbsp;&nbsp;&nbsp; 128 | 103925 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/15/33 | &nbsp;&nbsp;&nbsp; 62 | 61065 |
| &nbsp;&nbsp;&nbsp; 5.85%, 09/01/43 | &nbsp;&nbsp;&nbsp; 170 | 152919 |
| &nbsp;&nbsp;&nbsp; 5.90%, 10/15/40 | &nbsp;&nbsp;&nbsp; 77 | 70646 |
| &nbsp;&nbsp;&nbsp; 6.88%, 04/30/36 | &nbsp;&nbsp;&nbsp; 227 | 238352 |
| TWDC Enterprises 18 Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/30/46 | &nbsp;&nbsp;&nbsp; 270 | 190408 |
| &nbsp;&nbsp;&nbsp; 3.70%, 12/01/42 | &nbsp;&nbsp;&nbsp; 100 | 82572 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/16/41 | &nbsp;&nbsp;&nbsp; 125 | 113652 |
| &nbsp;&nbsp;&nbsp; Series E, 4.13%, 12/01/41 | &nbsp;&nbsp;&nbsp; 140 | 123689 |
| Walt Disney Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/01/49 | &nbsp;&nbsp;&nbsp; 485 | 314142 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/13/40 | &nbsp;&nbsp;&nbsp; 56 | 47281 |
| &nbsp;&nbsp;&nbsp; 3.60%, 01/13/51 | &nbsp;&nbsp;&nbsp; 645 | 488400 |
| &nbsp;&nbsp;&nbsp; 3.80%, 05/13/60 | &nbsp;&nbsp;&nbsp; 586 | 437887 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/23/50 | &nbsp;&nbsp;&nbsp; 296 | 269909 |
| &nbsp;&nbsp;&nbsp; 6.15%, 03/01/37 | &nbsp;&nbsp;&nbsp; 105 | 116749 |
| &nbsp;&nbsp;&nbsp; 6.15%, 02/15/41 | &nbsp;&nbsp;&nbsp; 49 | 54041 |
| &nbsp;&nbsp;&nbsp; 7.75%, 12/01/45 | &nbsp;&nbsp;&nbsp; 5 | 6459 |
|  |  | 13596032 |
| **Metal Fabricate & Hardware — 0.0%** | **Metal Fabricate & Hardware — 0.0%** | **Metal Fabricate & Hardware — 0.0%** |
| Valmont Industries Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/01/44 | &nbsp;&nbsp;&nbsp; 144 | 135924 |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/01/54 | &nbsp;&nbsp;&nbsp; 120 | 114184 |
|  |  | 250108 |
| **Mining — 0.1%** | **Mining — 0.1%** | **Mining — 0.1%** |
| AngloGold Ashanti Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 11/01/28 | &nbsp;&nbsp;&nbsp; 50 | 48565 |
| &nbsp;&nbsp;&nbsp; 3.75%, 10/01/30 | &nbsp;&nbsp;&nbsp; 530 | 507809 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware U.S. Aggregate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mining (continued)** | **Mining (continued)** | **Mining (continued)** |
| Kinross Gold Corp., 4.50%, 07/15/27 | &nbsp;&nbsp;&nbsp; $444 | $446689 |
| Newmont Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 07/15/32 | &nbsp;&nbsp;&nbsp; 40 | 36449 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/15/42 | &nbsp;&nbsp;&nbsp; 237 | 228805 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/09/44 | &nbsp;&nbsp;&nbsp; 160 | 160942 |
| Rio Tinto Finance USA Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/02/51 | &nbsp;&nbsp;&nbsp; 30 | 18886 |
| &nbsp;&nbsp;&nbsp; 5.20%, 11/02/40 | &nbsp;&nbsp;&nbsp; 320 | 323064 |
| Rio Tinto Finance USA PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/22/42 | &nbsp;&nbsp;&nbsp; 135 | 127650 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/09/33 | &nbsp;&nbsp;&nbsp; 115 | 118767 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/09/53 | &nbsp;&nbsp;&nbsp; 230 | 217952 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/14/55 | &nbsp;&nbsp;&nbsp; 20 | 20684 |
| Yamana Gold Inc., 2.63%, 08/15/31 | &nbsp;&nbsp;&nbsp; 80 | 71895 |
|  |  | 2328157 |
| **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; 570 | 547804 |
| &nbsp;&nbsp;&nbsp; 3.57%, 12/01/31 | &nbsp;&nbsp;&nbsp; 75 | 70134 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/28 | &nbsp;&nbsp;&nbsp; 390 | 388097 |
|  |  | 1006035 |
| **Oil & Gas — 0.7%** | **Oil & Gas — 0.7%** | **Oil & Gas — 0.7%** |
| BP Capital Markets America Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.77%, 11/10/50 | &nbsp;&nbsp;&nbsp; 372 | 235068 |
| &nbsp;&nbsp;&nbsp; 2.94%, 06/04/51 | &nbsp;&nbsp;&nbsp; 350 | 228115 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/24/50 | &nbsp;&nbsp;&nbsp; 375 | 250197 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/17/52 | &nbsp;&nbsp;&nbsp; 230 | 150646 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/08/61 | &nbsp;&nbsp;&nbsp; 670 | 448865 |
| Burlington Resources LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.95%, 10/15/36 | &nbsp;&nbsp;&nbsp; 145 | 157845 |
| &nbsp;&nbsp;&nbsp; 7.20%, 08/15/31 | &nbsp;&nbsp;&nbsp; 172 | 195788 |
| ConocoPhillips Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.03%, 03/15/62 | &nbsp;&nbsp;&nbsp; 430 | 320215 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/15/44 | &nbsp;&nbsp;&nbsp; 209 | 180258 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/15/32 | &nbsp;&nbsp;&nbsp; 170 | 175108 |
| &nbsp;&nbsp;&nbsp; 5.05%, 09/15/33 | &nbsp;&nbsp;&nbsp; 80 | 82940 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/53 | &nbsp;&nbsp;&nbsp; 5 | 4747 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/55 | &nbsp;&nbsp;&nbsp; 245 | 239608 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/54 | &nbsp;&nbsp;&nbsp; 180 | 177575 |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/15/65 | &nbsp;&nbsp;&nbsp; 260 | 256960 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/63 | &nbsp;&nbsp;&nbsp; 120 | 118911 |
| &nbsp;&nbsp;&nbsp; 5.90%, 10/15/32 | &nbsp;&nbsp;&nbsp; 217 | 236895 |
| &nbsp;&nbsp;&nbsp; 5.90%, 05/15/38 | &nbsp;&nbsp;&nbsp; 400 | 433989 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/46 | &nbsp;&nbsp;&nbsp; 35 | 36878 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/01/39 | &nbsp;&nbsp;&nbsp; 275 | 312640 |
| &nbsp;&nbsp;&nbsp; 6.95%, 04/15/29 | &nbsp;&nbsp;&nbsp; 235 | 256687 |
| Devon Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/42 | &nbsp;&nbsp;&nbsp; 129 | 112593 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/45 | &nbsp;&nbsp;&nbsp; 137 | 119828 |
| &nbsp;&nbsp;&nbsp; 5.60%, 07/15/41 | &nbsp;&nbsp;&nbsp; 250 | 242926 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/15/54 | &nbsp;&nbsp;&nbsp; 10 | 9307 |
| &nbsp;&nbsp;&nbsp; 7.88%, 09/30/31 | &nbsp;&nbsp;&nbsp; 45 | 52405 |
| &nbsp;&nbsp;&nbsp; 7.95%, 04/15/32 | &nbsp;&nbsp;&nbsp; 20 | 23285 |
| Diamondback Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/29 | &nbsp;&nbsp;&nbsp; 378 | 366499 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/52 | &nbsp;&nbsp;&nbsp; 85 | 67361 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/24/51 | &nbsp;&nbsp;&nbsp; 113 | 91992 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/18/34 | &nbsp;&nbsp;&nbsp; 195 | 200457 |
| &nbsp;&nbsp;&nbsp; 5.55%, 04/01/35 | &nbsp;&nbsp;&nbsp; 70 | 72389 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/18/54 | &nbsp;&nbsp;&nbsp; 55 | 53039 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Oil & Gas (continued)** | **Oil & Gas (continued)** | **Oil & Gas (continued)** |
| &nbsp;&nbsp;&nbsp; 5.90%, 04/18/64 | &nbsp;&nbsp;&nbsp; $295 | $284164 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/15/53 | &nbsp;&nbsp;&nbsp; 125 | 128447 |
| Eni USA Inc., 7.30%, 11/15/27 | &nbsp;&nbsp;&nbsp; 300 | 317256 |
| EOG Resources Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/01/35 | &nbsp;&nbsp;&nbsp; 130 | 121734 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/15/30 | &nbsp;&nbsp;&nbsp; 45 | 45405 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/15/50 | &nbsp;&nbsp;&nbsp; 222 | 202090 |
| EQT Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 10/01/27 | &nbsp;&nbsp;&nbsp; 130 | 129240 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/29 | &nbsp;&nbsp;&nbsp; 90 | 91229 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/01/34 | &nbsp;&nbsp;&nbsp; 245 | 257980 |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/01/30 | &nbsp;&nbsp;&nbsp; 325 | 353297 |
| Equinor ASA |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 05/22/30 | &nbsp;&nbsp;&nbsp; 305 | 284553 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/06/27 | &nbsp;&nbsp;&nbsp; 255 | 252686 |
| &nbsp;&nbsp;&nbsp; 3.13%, 04/06/30 | &nbsp;&nbsp;&nbsp; 380 | 366600 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/18/49 | &nbsp;&nbsp;&nbsp; 165 | 118754 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/10/28 | &nbsp;&nbsp;&nbsp; 594 | 591497 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/06/50 | &nbsp;&nbsp;&nbsp; 405 | 314553 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/15/43 | &nbsp;&nbsp;&nbsp; 112 | 95964 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/02/28 | &nbsp;&nbsp;&nbsp; 85 | 85845 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/23/41 | &nbsp;&nbsp;&nbsp; 192 | 172808 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/03/30 | &nbsp;&nbsp;&nbsp; 25 | 25463 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/14/35 | &nbsp;&nbsp;&nbsp; 25 | 25168 |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/08/43 | &nbsp;&nbsp;&nbsp; 150 | 142226 |
| &nbsp;&nbsp;&nbsp; 5.10%, 08/17/40 | &nbsp;&nbsp;&nbsp; 300 | 303107 |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/03/35 | &nbsp;&nbsp;&nbsp; 475 | 492694 |
| &nbsp;&nbsp;&nbsp; 7.25%, 09/23/27 | &nbsp;&nbsp;&nbsp; 225 | 238414 |
| Hess Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/01/27 | &nbsp;&nbsp;&nbsp; 745 | 747663 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/15/41 | &nbsp;&nbsp;&nbsp; 234 | 245023 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/40 | &nbsp;&nbsp;&nbsp; 45 | 49221 |
| &nbsp;&nbsp;&nbsp; 7.13%, 03/15/33 | &nbsp;&nbsp;&nbsp; 455 | 531103 |
| &nbsp;&nbsp;&nbsp; 7.30%, 08/15/31 | &nbsp;&nbsp;&nbsp; 433 | 501330 |
| &nbsp;&nbsp;&nbsp; 7.88%, 10/01/29 | &nbsp;&nbsp;&nbsp; 200 | 227301 |
| Marathon Petroleum Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/01/28 | &nbsp;&nbsp;&nbsp; 5 | 4966 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/15/44 | &nbsp;&nbsp;&nbsp; 6 | 5212 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/15/54 | &nbsp;&nbsp;&nbsp; 126 | 107356 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/01/41 | &nbsp;&nbsp;&nbsp; 193 | 207287 |
| Occidental Petroleum Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 04/15/46 | &nbsp;&nbsp;&nbsp; 110 | 87484 |
| &nbsp;&nbsp;&nbsp; 6.05%, 10/01/54 | &nbsp;&nbsp;&nbsp; 100 | 97276 |
| &nbsp;&nbsp;&nbsp; 6.20%, 03/15/40 | &nbsp;&nbsp;&nbsp; 125 | 128013 |
| &nbsp;&nbsp;&nbsp; 6.45%, 09/15/36 | &nbsp;&nbsp;&nbsp; 325 | 347034 |
| &nbsp;&nbsp;&nbsp; 6.60%, 03/15/46 | &nbsp;&nbsp;&nbsp; 200 | 208314 |
| &nbsp;&nbsp;&nbsp; 6.63%, 09/01/30 | &nbsp;&nbsp;&nbsp; 45 | 48453 |
| &nbsp;&nbsp;&nbsp; 7.50%, 05/01/31 | &nbsp;&nbsp;&nbsp; 155 | 174751 |
| &nbsp;&nbsp;&nbsp; 7.88%, 09/15/31 | &nbsp;&nbsp;&nbsp; 85 | 97750 |
| &nbsp;&nbsp;&nbsp; 7.95%, 06/15/39 | &nbsp;&nbsp;&nbsp; 90 | 106767 |
| Ovintiv Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 05/15/28 | &nbsp;&nbsp;&nbsp; 190 | 195694 |
| &nbsp;&nbsp;&nbsp; 6.25%, 07/15/33 | &nbsp;&nbsp;&nbsp; 250 | 264972 |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/15/34 | &nbsp;&nbsp;&nbsp; 270 | 289623 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/01/38 | &nbsp;&nbsp;&nbsp; 187 | 196714 |
| &nbsp;&nbsp;&nbsp; 6.63%, 08/15/37 | &nbsp;&nbsp;&nbsp; 130 | 138116 |
| &nbsp;&nbsp;&nbsp; 7.20%, 11/01/31 | &nbsp;&nbsp;&nbsp; 340 | 377447 |
| &nbsp;&nbsp;&nbsp; 7.38%, 11/01/31 | &nbsp;&nbsp;&nbsp; 747 | 835316 |
| &nbsp;&nbsp;&nbsp; 8.13%, 09/15/30 | &nbsp;&nbsp;&nbsp; 155 | 177503 |
| Phillips 66 |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/15/52 | &nbsp;&nbsp;&nbsp; 145 | 96383 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware U.S. Aggregate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Oil & Gas (continued)** | **Oil & Gas (continued)** | **Oil & Gas (continued)** |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/15/28 | &nbsp;&nbsp;&nbsp; $405 | $403158 |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/15/34 | &nbsp;&nbsp;&nbsp; 79 | 77802 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/44 | &nbsp;&nbsp;&nbsp; 415 | 368816 |
| &nbsp;&nbsp;&nbsp; 5.88%, 05/01/42 | &nbsp;&nbsp;&nbsp; 122 | 123853 |
| Phillips 66 Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/35 | &nbsp;&nbsp;&nbsp; 145 | 144946 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/31 | &nbsp;&nbsp;&nbsp; 75 | 78273 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/30/33 | &nbsp;&nbsp;&nbsp; 345 | 357124 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/55 | &nbsp;&nbsp;&nbsp; 160 | 149112 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/15/54 | &nbsp;&nbsp;&nbsp; 150 | 143257 |
| Shell Finance U.S. Inc., 3.25%, 04/06/50 | &nbsp;&nbsp;&nbsp; 60 | 42395 |
| Shell International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/26/51 | &nbsp;&nbsp;&nbsp; 575 | 382184 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/11/35 | &nbsp;&nbsp;&nbsp; 5 | 5014 |
| &nbsp;&nbsp;&nbsp; 6.38%, 12/15/38 | &nbsp;&nbsp;&nbsp; 450 | 503310 |
| TotalEnergies Capital International SA |  |  |
| &nbsp;&nbsp;&nbsp; 2.83%, 01/10/30 | &nbsp;&nbsp;&nbsp; 130 | 124192 |
| &nbsp;&nbsp;&nbsp; 2.99%, 06/29/41 | &nbsp;&nbsp;&nbsp; 65 | 49651 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/29/50 | &nbsp;&nbsp;&nbsp; 513 | 351135 |
| &nbsp;&nbsp;&nbsp; 3.39%, 06/29/60 | &nbsp;&nbsp;&nbsp; 520 | 346477 |
| &nbsp;&nbsp;&nbsp; 3.46%, 07/12/49 | &nbsp;&nbsp;&nbsp; 270 | 196538 |
| TotalEnergies Capital SA |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/11/28 | &nbsp;&nbsp;&nbsp; 5 | 5009 |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/05/34 | &nbsp;&nbsp;&nbsp; 125 | 130629 |
| &nbsp;&nbsp;&nbsp; 5.28%, 09/10/54 | &nbsp;&nbsp;&nbsp; 255 | 245364 |
| &nbsp;&nbsp;&nbsp; 5.43%, 09/10/64 | &nbsp;&nbsp;&nbsp; 145 | 139067 |
| &nbsp;&nbsp;&nbsp; 5.49%, 04/05/54 | &nbsp;&nbsp;&nbsp; 240 | 236777 |
| &nbsp;&nbsp;&nbsp; 5.64%, 04/05/64 | &nbsp;&nbsp;&nbsp; 360 | 358235 |
| Valero Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 12/01/51 | &nbsp;&nbsp;&nbsp; 385 | 269924 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/29 | &nbsp;&nbsp;&nbsp; 75 | 74524 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/45 | &nbsp;&nbsp;&nbsp; 101 | 91359 |
| &nbsp;&nbsp;&nbsp; 6.63%, 06/15/37 | &nbsp;&nbsp;&nbsp; 430 | 479772 |
| &nbsp;&nbsp;&nbsp; 7.50%, 04/15/32 | &nbsp;&nbsp;&nbsp; 191 | 220737 |
| Woodside Finance Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/12/34 | &nbsp;&nbsp;&nbsp; 1225 | 1220044 |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/19/32 | &nbsp;&nbsp;&nbsp; 225 | 234517 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/12/54 | &nbsp;&nbsp;&nbsp; 170 | 162950 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/19/35 | &nbsp;&nbsp;&nbsp; 4005 | 4199898 |
|  |  | 29763305 |
| **Oil & Gas Services — 0.1%** | **Oil & Gas Services — 0.1%** | **Oil & Gas Services — 0.1%** |
| Baker Hughes Holdings LLC, 5.13%, 09/15/40 | &nbsp;&nbsp;&nbsp; 426 | 421102 |
| &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; 497 | 480574 |
| &nbsp;&nbsp;&nbsp; 3.34%, 12/15/27 | &nbsp;&nbsp;&nbsp; 2261 | 2235469 |
| Halliburton Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.92%, 03/01/30 | &nbsp;&nbsp;&nbsp; 188 | 178465 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/41 | &nbsp;&nbsp;&nbsp; 85 | 75117 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/01/43 | &nbsp;&nbsp;&nbsp; 200 | 178733 |
| &nbsp;&nbsp;&nbsp; 4.85%, 11/15/35 | &nbsp;&nbsp;&nbsp; 200 | 199027 |
| &nbsp;&nbsp;&nbsp; 6.70%, 09/15/38 | &nbsp;&nbsp;&nbsp; 218 | 244735 |
| &nbsp;&nbsp;&nbsp; 7.45%, 09/15/39 | &nbsp;&nbsp;&nbsp; 210 | 251567 |
| NOV Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 12/01/29 | &nbsp;&nbsp;&nbsp; 531 | 518371 |
| &nbsp;&nbsp;&nbsp; 3.95%, 12/01/42 | &nbsp;&nbsp;&nbsp; 150 | 119007 |
| Schlumberger Investment SA, 2.65%, 06/26/30 | &nbsp;&nbsp;&nbsp; 365 | 343139 |
|  |  | 5245306 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Packaging & Containers — 0.0%** | **Packaging & Containers — 0.0%** | **Packaging & Containers — 0.0%** |
| Amcor Finance USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/28 | &nbsp;&nbsp;&nbsp; $231 | $232315 |
| &nbsp;&nbsp;&nbsp; 5.63%, 05/26/33 | &nbsp;&nbsp;&nbsp; 245 | 257052 |
| Amcor Flexibles North America Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 06/19/30 | &nbsp;&nbsp;&nbsp; 195 | 181082 |
| &nbsp;&nbsp;&nbsp; 2.69%, 05/25/31 | &nbsp;&nbsp;&nbsp; 40 | 36564 |
| Berry Global Inc., 5.65%, 01/15/34 | &nbsp;&nbsp;&nbsp; 285 | 298866 |
| Smurfit Kappa Treasury ULC, 5.44%, 04/03/34 | &nbsp;&nbsp;&nbsp; 400 | 415909 |
| Sonoco Products Co., 5.75%, 11/01/40 | &nbsp;&nbsp;&nbsp; 50 | 50966 |
| WestRock MWV LLC, 8.20%, 01/15/30 | &nbsp;&nbsp;&nbsp; 5 | 5719 |
| WRKCo Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/15/33 | &nbsp;&nbsp;&nbsp; 195 | 174400 |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/01/32 | &nbsp;&nbsp;&nbsp; 25 | 24380 |
|  |  | 1677253 |
| **Pharmaceuticals — 1.0%** | **Pharmaceuticals — 1.0%** | **Pharmaceuticals — 1.0%** |
| AbbVie Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 11/21/39 | &nbsp;&nbsp;&nbsp; 688 | 622182 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/14/28 | &nbsp;&nbsp;&nbsp; 130 | 131376 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/21/49 | &nbsp;&nbsp;&nbsp; 884 | 747089 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/14/36 | &nbsp;&nbsp;&nbsp; 638 | 618048 |
| &nbsp;&nbsp;&nbsp; 4.40%, 11/06/42 | &nbsp;&nbsp;&nbsp; 432 | 391801 |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/14/46 | &nbsp;&nbsp;&nbsp; 315 | 279007 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/14/35 | &nbsp;&nbsp;&nbsp; 465 | 461671 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/01/42 | &nbsp;&nbsp;&nbsp; 227 | 209999 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/28 | &nbsp;&nbsp;&nbsp; 100 | 101622 |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/14/45 | &nbsp;&nbsp;&nbsp; 328 | 302652 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/15/30 | &nbsp;&nbsp;&nbsp; 110 | 113654 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/14/48 | &nbsp;&nbsp;&nbsp; 418 | 388833 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/15/35 | &nbsp;&nbsp;&nbsp; 95 | 99130 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/54 | &nbsp;&nbsp;&nbsp; 395 | 393067 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/64 | &nbsp;&nbsp;&nbsp; 315 | 315160 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/15/55 | &nbsp;&nbsp;&nbsp; 315 | 322512 |
| Astrazeneca Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/03/28 | &nbsp;&nbsp;&nbsp; 55 | 56248 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/03/33 | &nbsp;&nbsp;&nbsp; 220 | 228238 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/03/30 | &nbsp;&nbsp;&nbsp; 105 | 108734 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/26/34 | &nbsp;&nbsp;&nbsp; 130 | 135456 |
| AstraZeneca PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/17/29 | &nbsp;&nbsp;&nbsp; 159 | 159465 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/18/42 | &nbsp;&nbsp;&nbsp; 314 | 274565 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/16/45 | &nbsp;&nbsp;&nbsp; 10 | 8970 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/17/48 | &nbsp;&nbsp;&nbsp; 84 | 74661 |
| &nbsp;&nbsp;&nbsp; 6.45%, 09/15/37 | &nbsp;&nbsp;&nbsp; 800 | 921584 |
| Bristol-Myers Squibb Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 11/13/50 | &nbsp;&nbsp;&nbsp; 95 | 57637 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/27/27 | &nbsp;&nbsp;&nbsp; 165 | 164083 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/01/42 | &nbsp;&nbsp;&nbsp; 208 | 162551 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/52 | &nbsp;&nbsp;&nbsp; 345 | 260658 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/15/62 | &nbsp;&nbsp;&nbsp; 475 | 351697 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/26/49 | &nbsp;&nbsp;&nbsp; 543 | 455240 |
| &nbsp;&nbsp;&nbsp; 4.35%, 11/15/47 | &nbsp;&nbsp;&nbsp; 408 | 352460 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/01/44 | &nbsp;&nbsp;&nbsp; 120 | 107808 |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/20/48 | &nbsp;&nbsp;&nbsp; 295 | 259977 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/45 | &nbsp;&nbsp;&nbsp; 295 | 283189 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/22/54<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 580 | 584935 |
| Cardinal Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.41%, 06/15/27 | &nbsp;&nbsp;&nbsp; 160 | 158616 |
| &nbsp;&nbsp;&nbsp; 4.37%, 06/15/47 | &nbsp;&nbsp;&nbsp; 202 | 170422 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/30 | &nbsp;&nbsp;&nbsp; 100 | 100918 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/44 | &nbsp;&nbsp;&nbsp; 71 | 61664 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/15/43 | &nbsp;&nbsp;&nbsp; 80 | 70856 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware U.S. Aggregate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| &nbsp;&nbsp;&nbsp; 4.90%, 09/15/45 | &nbsp;&nbsp;&nbsp; $70 | $63926 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/15/29 | &nbsp;&nbsp;&nbsp; 130 | 133749 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/15/29 | &nbsp;&nbsp;&nbsp; 140 | 144375 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/15/35 | &nbsp;&nbsp;&nbsp; 255 | 260437 |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/15/34 | &nbsp;&nbsp;&nbsp; 790 | 817872 |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/15/34 | &nbsp;&nbsp;&nbsp; 215 | 224636 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/15/54 | &nbsp;&nbsp;&nbsp; 65 | 65911 |
| Cencora Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 12/15/27 | &nbsp;&nbsp;&nbsp; 425 | 420305 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/01/45 | &nbsp;&nbsp;&nbsp; 252 | 216053 |
| &nbsp;&nbsp;&nbsp; 4.30%, 12/15/47 | &nbsp;&nbsp;&nbsp; 314 | 265040 |
| &nbsp;&nbsp;&nbsp; 4.85%, 12/15/29 | &nbsp;&nbsp;&nbsp; 75 | 76898 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/15/34 | &nbsp;&nbsp;&nbsp; 425 | 438634 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/15/35 | &nbsp;&nbsp;&nbsp; 35 | 36009 |
| CVS Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/01/40 | &nbsp;&nbsp;&nbsp; 120 | 103650 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/50 | &nbsp;&nbsp;&nbsp; 378 | 296985 |
| &nbsp;&nbsp;&nbsp; 4.78%, 03/25/38 | &nbsp;&nbsp;&nbsp; 1117 | 1062789 |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/20/35 | &nbsp;&nbsp;&nbsp; 282 | 279335 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/25/48 | &nbsp;&nbsp;&nbsp; 951 | 854332 |
| &nbsp;&nbsp;&nbsp; 5.13%, 07/20/45 | &nbsp;&nbsp;&nbsp; 480 | 438416 |
| &nbsp;&nbsp;&nbsp; 5.30%, 12/05/43 | &nbsp;&nbsp;&nbsp; 205 | 193999 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/21/53 | &nbsp;&nbsp;&nbsp; 415 | 395851 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/01/53 | &nbsp;&nbsp;&nbsp; 265 | 261973 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/63 | &nbsp;&nbsp;&nbsp; 285 | 281302 |
| &nbsp;&nbsp;&nbsp; 6.13%, 09/15/39 | &nbsp;&nbsp;&nbsp; 175 | 184680 |
| Eli Lilly & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/15/60 | &nbsp;&nbsp;&nbsp; 555 | 312413 |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/15/27 | &nbsp;&nbsp;&nbsp; 200 | 198225 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/15/29 | &nbsp;&nbsp;&nbsp; 10 | 9869 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/01/45 | &nbsp;&nbsp;&nbsp; 155 | 126714 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/15/49 | &nbsp;&nbsp;&nbsp; 210 | 172438 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/59 | &nbsp;&nbsp;&nbsp; 455 | 366918 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/27/33 | &nbsp;&nbsp;&nbsp; 105 | 107888 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/27/53 | &nbsp;&nbsp;&nbsp; 120 | 112475 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/27/63 | &nbsp;&nbsp;&nbsp; 135 | 125531 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/09/54 | &nbsp;&nbsp;&nbsp; 70 | 66675 |
| &nbsp;&nbsp;&nbsp; 5.05%, 08/14/54 | &nbsp;&nbsp;&nbsp; 30 | 28837 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/09/64 | &nbsp;&nbsp;&nbsp; 245 | 232024 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/14/64 | &nbsp;&nbsp;&nbsp; 160 | 154177 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/27 | &nbsp;&nbsp;&nbsp; 85 | 86926 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/12/55 | &nbsp;&nbsp;&nbsp; 95 | 97502 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/37 | &nbsp;&nbsp;&nbsp; 170 | 186021 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/12/65 | &nbsp;&nbsp;&nbsp; 70 | 71825 |
| GlaxoSmithKline Capital Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/15/28 | &nbsp;&nbsp;&nbsp; 529 | 528920 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/18/43 | &nbsp;&nbsp;&nbsp; 110 | 97004 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/15/35 | &nbsp;&nbsp;&nbsp; 110 | 112041 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/15/38 | &nbsp;&nbsp;&nbsp; 436 | 496488 |
| GlaxoSmithKline Capital PLC, 3.38%, 06/01/29 | &nbsp;&nbsp;&nbsp; 284 | 278578 |
| McKesson Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/15/29 | &nbsp;&nbsp;&nbsp; 75 | 75569 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/30/30 | &nbsp;&nbsp;&nbsp; 50 | 51000 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/30/32 | &nbsp;&nbsp;&nbsp; 50 | 51597 |
| &nbsp;&nbsp;&nbsp; 5.10%, 07/15/33 | &nbsp;&nbsp;&nbsp; 500 | 519724 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/30/35 | &nbsp;&nbsp;&nbsp; 50 | 52082 |
| Mead Johnson Nutrition Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/01/44 | &nbsp;&nbsp;&nbsp; 177 | 159725 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/01/39 | &nbsp;&nbsp;&nbsp; 228 | 247409 |
| Merck & Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 06/24/50 | &nbsp;&nbsp;&nbsp; 75 | 45226 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/10/51 | &nbsp;&nbsp;&nbsp; $400 | $254374 |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/10/61 | &nbsp;&nbsp;&nbsp; 690 | 414347 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/07/29 | &nbsp;&nbsp;&nbsp; 35 | 34450 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/15/42 | &nbsp;&nbsp;&nbsp; 100 | 82098 |
| &nbsp;&nbsp;&nbsp; 3.70%, 02/10/45 | &nbsp;&nbsp;&nbsp; 390 | 316289 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/07/39 | &nbsp;&nbsp;&nbsp; 115 | 103985 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/07/49 | &nbsp;&nbsp;&nbsp; 451 | 370113 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/18/43 | &nbsp;&nbsp;&nbsp; 385 | 337340 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/17/33 | &nbsp;&nbsp;&nbsp; 315 | 319915 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/17/53 | &nbsp;&nbsp;&nbsp; 55 | 52005 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/17/63 | &nbsp;&nbsp;&nbsp; 285 | 269420 |
| Merck Sharp & Dohme Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/15/36 | &nbsp;&nbsp;&nbsp; 142 | 155249 |
| &nbsp;&nbsp;&nbsp; 5.95%, 12/01/28 | &nbsp;&nbsp;&nbsp; 350 | 370707 |
| Novartis Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/14/50 | &nbsp;&nbsp;&nbsp; 365 | 239527 |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/21/42 | &nbsp;&nbsp;&nbsp; 60 | 50446 |
| &nbsp;&nbsp;&nbsp; 3.80%, 09/18/29 | &nbsp;&nbsp;&nbsp; 185 | 184524 |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/05/28 | &nbsp;&nbsp;&nbsp; 175 | 175810 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/18/31 | &nbsp;&nbsp;&nbsp; 175 | 174803 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/20/45 | &nbsp;&nbsp;&nbsp; 115 | 97767 |
| &nbsp;&nbsp;&nbsp; 4.10%, 11/05/30 | &nbsp;&nbsp;&nbsp; 175 | 175720 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/18/34 | &nbsp;&nbsp;&nbsp; 1340 | 1318032 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/05/32 | &nbsp;&nbsp;&nbsp; 175 | 175392 |
| &nbsp;&nbsp;&nbsp; 4.60%, 11/05/35 | &nbsp;&nbsp;&nbsp; 175 | 175054 |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/18/54 | &nbsp;&nbsp;&nbsp; 545 | 496019 |
| &nbsp;&nbsp;&nbsp; 5.20%, 11/05/45 | &nbsp;&nbsp;&nbsp; 90 | 89690 |
| &nbsp;&nbsp;&nbsp; 5.30%, 11/05/55 | &nbsp;&nbsp;&nbsp; 90 | 89214 |
| Pfizer Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 05/28/50 | &nbsp;&nbsp;&nbsp; 235 | 150129 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/15/36 | &nbsp;&nbsp;&nbsp; 55 | 52106 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/49 | &nbsp;&nbsp;&nbsp; 210 | 171351 |
| &nbsp;&nbsp;&nbsp; 4.10%, 09/15/38 | &nbsp;&nbsp;&nbsp; 170 | 157015 |
| &nbsp;&nbsp;&nbsp; 4.13%, 12/15/46 | &nbsp;&nbsp;&nbsp; 135 | 113384 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/15/48 | &nbsp;&nbsp;&nbsp; 340 | 286685 |
| &nbsp;&nbsp;&nbsp; 7.20%, 03/15/39 | &nbsp;&nbsp;&nbsp; 185 | 224173 |
| Pfizer Investment Enterprises Pte Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/19/53 | &nbsp;&nbsp;&nbsp; 660 | 639364 |
| &nbsp;&nbsp;&nbsp; 5.34%, 05/19/63 | &nbsp;&nbsp;&nbsp; 935 | 888420 |
| Takeda Pharmaceutical Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.18%, 07/09/50 | &nbsp;&nbsp;&nbsp; 420 | 285975 |
| &nbsp;&nbsp;&nbsp; 3.38%, 07/09/60 | &nbsp;&nbsp;&nbsp; 265 | 173361 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/26/28 | &nbsp;&nbsp;&nbsp; 190 | 194669 |
| &nbsp;&nbsp;&nbsp; 5.80%, 07/05/64 | &nbsp;&nbsp;&nbsp; 250 | 250935 |
| Zoetis Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/15/30 | &nbsp;&nbsp;&nbsp; 640 | 587125 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/12/27 | &nbsp;&nbsp;&nbsp; 1985 | 1954293 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/15/50 | &nbsp;&nbsp;&nbsp; 1095 | 739000 |
| &nbsp;&nbsp;&nbsp; 3.90%, 08/20/28 | &nbsp;&nbsp;&nbsp; 341 | 341042 |
| &nbsp;&nbsp;&nbsp; 3.95%, 09/12/47 | &nbsp;&nbsp;&nbsp; 345 | 281249 |
| &nbsp;&nbsp;&nbsp; 4.15%, 08/17/28 | &nbsp;&nbsp;&nbsp; 150 | 150917 |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/20/48 | &nbsp;&nbsp;&nbsp; 1101 | 960003 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/01/43 | &nbsp;&nbsp;&nbsp; 4810 | 4466100 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/17/35 | &nbsp;&nbsp;&nbsp; 150 | 152681 |
| &nbsp;&nbsp;&nbsp; 5.60%, 11/16/32 | &nbsp;&nbsp;&nbsp; 920 | 982594 |
|  |  | 44482274 |
| **Pipelines — 1.4%** | **Pipelines — 1.4%** | **Pipelines — 1.4%** |
| Cheniere Corpus Christi Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.74%, 12/31/39 | &nbsp;&nbsp;&nbsp; 8985 | 7664393 |
| &nbsp;&nbsp;&nbsp; 3.70%, 11/15/29 | &nbsp;&nbsp;&nbsp; 1372 | 1341743 |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/30/27 | &nbsp;&nbsp;&nbsp; 507 | 512195 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware U.S. Aggregate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Pipelines (continued)** | **Pipelines (continued)** | **Pipelines (continued)** |
| Cheniere Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/15/28 | &nbsp;&nbsp;&nbsp; $9500 | $9500990 |
| &nbsp;&nbsp;&nbsp; 5.65%, 04/15/34 | &nbsp;&nbsp;&nbsp; 4275 | 4456308 |
| Cheniere Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/31/32 | &nbsp;&nbsp;&nbsp; 205 | 188568 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/31 | &nbsp;&nbsp;&nbsp; 280 | 272049 |
| &nbsp;&nbsp;&nbsp; 5.55%, 10/30/35<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25706 |
| &nbsp;&nbsp;&nbsp; 5.95%, 06/30/33 | &nbsp;&nbsp;&nbsp; 161 | 171112 |
| Columbia Pipeline Group Inc., 5.80%, 06/01/45 | &nbsp;&nbsp;&nbsp; 105 | 104704 |
| Enbridge Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 7.38%, 10/15/45 | &nbsp;&nbsp;&nbsp; 75 | 88632 |
| &nbsp;&nbsp;&nbsp; Series B, 7.50%, 04/15/38 | &nbsp;&nbsp;&nbsp; 125 | 148514 |
| Enbridge Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/01/33 | &nbsp;&nbsp;&nbsp; 790 | 678949 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/15/29 | &nbsp;&nbsp;&nbsp; 10 | 9586 |
| &nbsp;&nbsp;&nbsp; 3.40%, 08/01/51 | &nbsp;&nbsp;&nbsp; 220 | 151858 |
| &nbsp;&nbsp;&nbsp; 3.70%, 07/15/27 | &nbsp;&nbsp;&nbsp; 104 | 103361 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/49 | &nbsp;&nbsp;&nbsp; 190 | 146500 |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/20/28 | &nbsp;&nbsp;&nbsp; 150 | 150386 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/01/26 | &nbsp;&nbsp;&nbsp; 70 | 70085 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/31 | &nbsp;&nbsp;&nbsp; 150 | 150592 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/10/44 | &nbsp;&nbsp;&nbsp; 135 | 115712 |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/20/28 | &nbsp;&nbsp;&nbsp; 75 | 75818 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/20/30 | &nbsp;&nbsp;&nbsp; 125 | 127964 |
| &nbsp;&nbsp;&nbsp; 5.20%, 11/20/35 | &nbsp;&nbsp;&nbsp; 150 | 151651 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/05/29 | &nbsp;&nbsp;&nbsp; 55 | 56793 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/01/46 | &nbsp;&nbsp;&nbsp; 120 | 119431 |
| &nbsp;&nbsp;&nbsp; 5.55%, 06/20/35 | &nbsp;&nbsp;&nbsp; 200 | 208019 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/05/34 | &nbsp;&nbsp;&nbsp; 185 | 194172 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/08/33 | &nbsp;&nbsp;&nbsp; 385 | 407830 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/15/28 | &nbsp;&nbsp;&nbsp; 130 | 136810 |
| &nbsp;&nbsp;&nbsp; 6.70%, 11/15/53 | &nbsp;&nbsp;&nbsp; 120 | 133937 |
| &nbsp;&nbsp;&nbsp; 7.20%, 06/27/54, (5-year CMT + 2.97%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10708 |
| &nbsp;&nbsp;&nbsp; 7.38%, 03/15/55, (5-year CMT + 3.12%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 55 | 58497 |
| Enterprise Products Operating LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 07/31/29 | &nbsp;&nbsp;&nbsp; 150 | 145513 |
| &nbsp;&nbsp;&nbsp; 3.95%, 01/31/60 | &nbsp;&nbsp;&nbsp; 181 | 135211 |
| &nbsp;&nbsp;&nbsp; 4.20%, 01/31/50 | &nbsp;&nbsp;&nbsp; 136 | 111415 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/15/48 | &nbsp;&nbsp;&nbsp; 5 | 4181 |
| &nbsp;&nbsp;&nbsp; 4.45%, 02/15/43 | &nbsp;&nbsp;&nbsp; 113 | 101078 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/01/49 | &nbsp;&nbsp;&nbsp; 211 | 189780 |
| &nbsp;&nbsp;&nbsp; 4.85%, 08/15/42 | &nbsp;&nbsp;&nbsp; 102 | 95338 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/15/44 | &nbsp;&nbsp;&nbsp; 80 | 74255 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/15/46 | &nbsp;&nbsp;&nbsp; 223 | 205302 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/15/54 | &nbsp;&nbsp;&nbsp; 229 | 207292 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/15/45 | &nbsp;&nbsp;&nbsp; 264 | 252674 |
| &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; 260 | 259342 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/15/42 | &nbsp;&nbsp;&nbsp; 118 | 121224 |
| &nbsp;&nbsp;&nbsp; 5.95%, 02/01/41 | &nbsp;&nbsp;&nbsp; 153 | 162602 |
| &nbsp;&nbsp;&nbsp; 6.13%, 10/15/39 | &nbsp;&nbsp;&nbsp; 115 | 125594 |
| &nbsp;&nbsp;&nbsp; 6.45%, 09/01/40 | &nbsp;&nbsp;&nbsp; 109 | 122695 |
| &nbsp;&nbsp;&nbsp; 7.55%, 04/15/38 | &nbsp;&nbsp;&nbsp; 64 | 77857 |
| &nbsp;&nbsp;&nbsp; Series D, 6.88%, 03/01/33 | &nbsp;&nbsp;&nbsp; 60 | 68359 |
| &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; 95 | 94832 |
| Kinder Morgan Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 11/01/42 | &nbsp;&nbsp;&nbsp; 53 | 46975 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/42 | &nbsp;&nbsp;&nbsp; 105 | 97796 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/43 | &nbsp;&nbsp;&nbsp; 170 | 156654 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/01/44 | &nbsp;&nbsp;&nbsp; 169 | 162019 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Pipelines (continued)** | **Pipelines (continued)** | **Pipelines (continued)** |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/44 | &nbsp;&nbsp;&nbsp; $206 | $200578 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/01/41 | &nbsp;&nbsp;&nbsp; 95 | 94843 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/35 | &nbsp;&nbsp;&nbsp; 220 | 232499 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/41 | &nbsp;&nbsp;&nbsp; 144 | 154456 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/01/37 | &nbsp;&nbsp;&nbsp; 127 | 139398 |
| &nbsp;&nbsp;&nbsp; 6.50%, 09/01/39 | &nbsp;&nbsp;&nbsp; 148 | 162049 |
| &nbsp;&nbsp;&nbsp; 6.55%, 09/15/40 | &nbsp;&nbsp;&nbsp; 119 | 130343 |
| &nbsp;&nbsp;&nbsp; 6.95%, 01/15/38 | &nbsp;&nbsp;&nbsp; 240 | 273025 |
| &nbsp;&nbsp;&nbsp; 7.30%, 08/15/33 | &nbsp;&nbsp;&nbsp; 282 | 324588 |
| &nbsp;&nbsp;&nbsp; 7.40%, 03/15/31 | &nbsp;&nbsp;&nbsp; 50 | 56918 |
| &nbsp;&nbsp;&nbsp; 7.50%, 11/15/40 | &nbsp;&nbsp;&nbsp; 91 | 108677 |
| &nbsp;&nbsp;&nbsp; 7.75%, 03/15/32 | &nbsp;&nbsp;&nbsp; 105 | 122357 |
| Kinder Morgan Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/15/31 | &nbsp;&nbsp;&nbsp; 150 | 133901 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/01/50 | &nbsp;&nbsp;&nbsp; 62 | 41348 |
| &nbsp;&nbsp;&nbsp; 3.60%, 02/15/51 | &nbsp;&nbsp;&nbsp; 135 | 96131 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/01/28 | &nbsp;&nbsp;&nbsp; 502 | 504779 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/01/33 | &nbsp;&nbsp;&nbsp; 380 | 383007 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/01/29 | &nbsp;&nbsp;&nbsp; 700 | 717698 |
| &nbsp;&nbsp;&nbsp; 5.05%, 02/15/46 | &nbsp;&nbsp;&nbsp; 265 | 241848 |
| &nbsp;&nbsp;&nbsp; 5.10%, 08/01/29 | &nbsp;&nbsp;&nbsp; 105 | 108140 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/01/30 | &nbsp;&nbsp;&nbsp; 55 | 57003 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/01/33 | &nbsp;&nbsp;&nbsp; 600 | 619985 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/48 | &nbsp;&nbsp;&nbsp; 254 | 235225 |
| &nbsp;&nbsp;&nbsp; 5.30%, 12/01/34 | &nbsp;&nbsp;&nbsp; 595 | 610234 |
| &nbsp;&nbsp;&nbsp; 5.40%, 02/01/34 | &nbsp;&nbsp;&nbsp; 360 | 372981 |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/01/52 | &nbsp;&nbsp;&nbsp; 10 | 9450 |
| &nbsp;&nbsp;&nbsp; 5.55%, 06/01/45 | &nbsp;&nbsp;&nbsp; 316 | 308522 |
| &nbsp;&nbsp;&nbsp; 5.85%, 06/01/35 | &nbsp;&nbsp;&nbsp; 1030 | 1092732 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/01/54 | &nbsp;&nbsp;&nbsp; 190 | 192615 |
| &nbsp;&nbsp;&nbsp; 7.75%, 01/15/32 | &nbsp;&nbsp;&nbsp; 182 | 212145 |
| &nbsp;&nbsp;&nbsp; 7.80%, 08/01/31 | &nbsp;&nbsp;&nbsp; 135 | 157153 |
| MPLX LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/01/27 | &nbsp;&nbsp;&nbsp; 30 | 30070 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/38 | &nbsp;&nbsp;&nbsp; 371 | 340358 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/15/48 | &nbsp;&nbsp;&nbsp; 368 | 308920 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/15/29 | &nbsp;&nbsp;&nbsp; 88 | 89470 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/15/58 | &nbsp;&nbsp;&nbsp; 197 | 163965 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/14/52 | &nbsp;&nbsp;&nbsp; 120 | 102315 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/47 | &nbsp;&nbsp;&nbsp; 232 | 208680 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/15/49 | &nbsp;&nbsp;&nbsp; 266 | 246820 |
| Northwest Pipeline LLC, 4.00%, 04/01/27 | &nbsp;&nbsp;&nbsp; 102 | 101789 |
| ONEOK Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 03/15/30 | &nbsp;&nbsp;&nbsp; 310 | 294868 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/01/30 | &nbsp;&nbsp;&nbsp; 135 | 128452 |
| &nbsp;&nbsp;&nbsp; 3.40%, 09/01/29 | &nbsp;&nbsp;&nbsp; 120 | 116010 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/01/50 | &nbsp;&nbsp;&nbsp; 165 | 121100 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/13/27 | &nbsp;&nbsp;&nbsp; 464 | 463116 |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/03/47 | &nbsp;&nbsp;&nbsp; 125 | 98307 |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/15/29 | &nbsp;&nbsp;&nbsp; 175 | 175413 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/01/49 | &nbsp;&nbsp;&nbsp; 195 | 158733 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/50 | &nbsp;&nbsp;&nbsp; 133 | 109287 |
| &nbsp;&nbsp;&nbsp; 4.55%, 07/15/28 | &nbsp;&nbsp;&nbsp; 478 | 482126 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/15/31 | &nbsp;&nbsp;&nbsp; 120 | 120587 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/01/49 | &nbsp;&nbsp;&nbsp; 104 | 89358 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/15/32 | &nbsp;&nbsp;&nbsp; 125 | 125984 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/13/47 | &nbsp;&nbsp;&nbsp; 152 | 134835 |
| &nbsp;&nbsp;&nbsp; 5.05%, 11/01/34 | &nbsp;&nbsp;&nbsp; 555 | 552559 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/15/48 | &nbsp;&nbsp;&nbsp; 220 | 200408 |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/01/29 | &nbsp;&nbsp;&nbsp; 385 | 396692 |
| &nbsp;&nbsp;&nbsp; 5.40%, 10/15/35 | &nbsp;&nbsp;&nbsp; 125 | 126800 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware U.S. Aggregate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Pipelines (continued)** | **Pipelines (continued)** | **Pipelines (continued)** |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/01/34 | &nbsp;&nbsp;&nbsp; $670 | $693244 |
| &nbsp;&nbsp;&nbsp; 5.70%, 11/01/54 | &nbsp;&nbsp;&nbsp; 295 | 278282 |
| &nbsp;&nbsp;&nbsp; 5.80%, 11/01/30 | &nbsp;&nbsp;&nbsp; 120 | 126690 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/01/64 | &nbsp;&nbsp;&nbsp; 55 | 52575 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/15/35 | &nbsp;&nbsp;&nbsp; 140 | 147612 |
| &nbsp;&nbsp;&nbsp; 6.05%, 09/01/33 | &nbsp;&nbsp;&nbsp; 275 | 293769 |
| &nbsp;&nbsp;&nbsp; 6.10%, 11/15/32 | &nbsp;&nbsp;&nbsp; 165 | 176991 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/15/55 | &nbsp;&nbsp;&nbsp; 350 | 355520 |
| &nbsp;&nbsp;&nbsp; 6.35%, 01/15/31 | &nbsp;&nbsp;&nbsp; 225 | 241751 |
| &nbsp;&nbsp;&nbsp; 6.63%, 09/01/53 | &nbsp;&nbsp;&nbsp; 65 | 68769 |
| &nbsp;&nbsp;&nbsp; 7.15%, 01/15/51 | &nbsp;&nbsp;&nbsp; 5 | 5549 |
| ONEOK Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 02/01/41 | &nbsp;&nbsp;&nbsp; 156 | 161374 |
| &nbsp;&nbsp;&nbsp; 6.20%, 09/15/43 | &nbsp;&nbsp;&nbsp; 141 | 144883 |
| &nbsp;&nbsp;&nbsp; 6.65%, 10/01/36 | &nbsp;&nbsp;&nbsp; 265 | 290689 |
| &nbsp;&nbsp;&nbsp; 6.85%, 10/15/37 | &nbsp;&nbsp;&nbsp; 195 | 216499 |
| Sabine Pass Liquefaction LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/15/28 | &nbsp;&nbsp;&nbsp; 277 | 277523 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/30 | &nbsp;&nbsp;&nbsp; 346 | 348150 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/27 | &nbsp;&nbsp;&nbsp; 252 | 253490 |
| &nbsp;&nbsp;&nbsp; 5.90%, 09/15/37 | &nbsp;&nbsp;&nbsp; 53 | 56743 |
| Spectra Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/45 | &nbsp;&nbsp;&nbsp; 169 | 145379 |
| &nbsp;&nbsp;&nbsp; 5.95%, 09/25/43 | &nbsp;&nbsp;&nbsp; 287 | 292451 |
| Targa Resources Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 02/01/33 | &nbsp;&nbsp;&nbsp; 520 | 498423 |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/15/29 | &nbsp;&nbsp;&nbsp; 150 | 150521 |
| &nbsp;&nbsp;&nbsp; 4.90%, 09/15/30 | &nbsp;&nbsp;&nbsp; 200 | 203894 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/15/52 | &nbsp;&nbsp;&nbsp; 175 | 149896 |
| &nbsp;&nbsp;&nbsp; 5.40%, 07/30/36 | &nbsp;&nbsp;&nbsp; 175 | 176857 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/15/35 | &nbsp;&nbsp;&nbsp; 55 | 56427 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/35 | &nbsp;&nbsp;&nbsp; 250 | 256803 |
| &nbsp;&nbsp;&nbsp; 5.65%, 02/15/36 | &nbsp;&nbsp;&nbsp; 200 | 206532 |
| &nbsp;&nbsp;&nbsp; 6.13%, 03/15/33 | &nbsp;&nbsp;&nbsp; 70 | 75014 |
| &nbsp;&nbsp;&nbsp; 6.13%, 05/15/55 | &nbsp;&nbsp;&nbsp; 160 | 160923 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/30/34 | &nbsp;&nbsp;&nbsp; 340 | 373645 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/15/53 | &nbsp;&nbsp;&nbsp; 250 | 263914 |
| &nbsp;&nbsp;&nbsp; Targa Resources Partners LP/Targa Resources <br> Partners Finance Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/32 | &nbsp;&nbsp;&nbsp; 630 | 602344 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/01/31 | &nbsp;&nbsp;&nbsp; 205 | 206074 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/30 | &nbsp;&nbsp;&nbsp; 290 | 295197 |
| TC PipeLines LP, 3.90%, 05/25/27 | &nbsp;&nbsp;&nbsp; 165 | 164321 |
| Tennessee Gas Pipeline Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 03/15/27 | &nbsp;&nbsp;&nbsp; 70 | 72593 |
| &nbsp;&nbsp;&nbsp; 7.00%, 10/15/28 | &nbsp;&nbsp;&nbsp; 25 | 26919 |
| &nbsp;&nbsp;&nbsp; 7.63%, 04/01/37 | &nbsp;&nbsp;&nbsp; 70 | 83461 |
| Texas Eastern Transmission LP, 7.00%, 07/15/32 | &nbsp;&nbsp;&nbsp; 327 | 368945 |
| TransCanada PipeLines Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/15/30 | &nbsp;&nbsp;&nbsp; 219 | 216970 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/28 | &nbsp;&nbsp;&nbsp; 165 | 165429 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/01/34 | &nbsp;&nbsp;&nbsp; 180 | 176568 |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/15/48 | &nbsp;&nbsp;&nbsp; 75 | 68300 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/15/49 | &nbsp;&nbsp;&nbsp; 129 | 121254 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/31/34 | &nbsp;&nbsp;&nbsp; 60 | 62536 |
| &nbsp;&nbsp;&nbsp; 5.85%, 03/15/36 | &nbsp;&nbsp;&nbsp; 115 | 121016 |
| &nbsp;&nbsp;&nbsp; 6.10%, 06/01/40 | &nbsp;&nbsp;&nbsp; 105 | 111459 |
| &nbsp;&nbsp;&nbsp; 6.20%, 10/15/37 | &nbsp;&nbsp;&nbsp; 274 | 295538 |
| &nbsp;&nbsp;&nbsp; 7.00%, 06/01/65, (5-year CMT + 2.61%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15362 |
| &nbsp;&nbsp;&nbsp; 7.25%, 08/15/38 | &nbsp;&nbsp;&nbsp; 184 | 214055 |
| &nbsp;&nbsp;&nbsp; 7.63%, 01/15/39 | &nbsp;&nbsp;&nbsp; 180 | 216494 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Pipelines (continued)** | **Pipelines (continued)** | **Pipelines (continued)** |
| Transcontinental Gas Pipe Line Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/15/50 | &nbsp;&nbsp;&nbsp; $175 | $136752 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/28 | &nbsp;&nbsp;&nbsp; 40 | 39947 |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/01/42 | &nbsp;&nbsp;&nbsp; 27 | 23927 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/15/48 | &nbsp;&nbsp;&nbsp; 257 | 224924 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/15/41 | &nbsp;&nbsp;&nbsp; 93 | 92852 |
| Valero Energy Partners LP, 4.50%, 03/15/28 | &nbsp;&nbsp;&nbsp; 215 | 216585 |
| Western Midstream Operating LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 02/01/30 | &nbsp;&nbsp;&nbsp; 205 | 201283 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/01/28 | &nbsp;&nbsp;&nbsp; 150 | 150498 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/01/50 | &nbsp;&nbsp;&nbsp; 240 | 208228 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/01/48 | &nbsp;&nbsp;&nbsp; 5 | 4349 |
| &nbsp;&nbsp;&nbsp; 5.45%, 11/15/34 | &nbsp;&nbsp;&nbsp; 165 | 166537 |
| &nbsp;&nbsp;&nbsp; 5.45%, 04/01/44 | &nbsp;&nbsp;&nbsp; 115 | 105417 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/15/48 | &nbsp;&nbsp;&nbsp; 115 | 101957 |
| &nbsp;&nbsp;&nbsp; 6.15%, 04/01/33 | &nbsp;&nbsp;&nbsp; 585 | 620752 |
| Williams Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/15/27 | &nbsp;&nbsp;&nbsp; 202 | 200732 |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/30/30 | &nbsp;&nbsp;&nbsp; 175 | 176941 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/01/48 | &nbsp;&nbsp;&nbsp; 240 | 213494 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/15/45 | &nbsp;&nbsp;&nbsp; 97 | 88205 |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/15/45 | &nbsp;&nbsp;&nbsp; 266 | 247044 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/34 | &nbsp;&nbsp;&nbsp; 355 | 362361 |
| &nbsp;&nbsp;&nbsp; 5.30%, 09/30/35 | &nbsp;&nbsp;&nbsp; 200 | 204776 |
| &nbsp;&nbsp;&nbsp; 5.30%, 08/15/52 | &nbsp;&nbsp;&nbsp; 10 | 9379 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/04/44 | &nbsp;&nbsp;&nbsp; 198 | 192693 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/15/35 | &nbsp;&nbsp;&nbsp; 190 | 198509 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/33 | &nbsp;&nbsp;&nbsp; 90 | 95092 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/24/44 | &nbsp;&nbsp;&nbsp; 70 | 70728 |
| &nbsp;&nbsp;&nbsp; 5.80%, 11/15/43 | &nbsp;&nbsp;&nbsp; 71 | 71692 |
| &nbsp;&nbsp;&nbsp; 5.80%, 11/15/54 | &nbsp;&nbsp;&nbsp; 110 | 110906 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/15/55 | &nbsp;&nbsp;&nbsp; 45 | 46496 |
| &nbsp;&nbsp;&nbsp; 6.30%, 04/15/40 | &nbsp;&nbsp;&nbsp; 290 | 316293 |
| &nbsp;&nbsp;&nbsp; 8.75%, 03/15/32 | &nbsp;&nbsp;&nbsp; 138 | 167651 |
| &nbsp;&nbsp;&nbsp; Series A, 7.50%, 01/15/31 | &nbsp;&nbsp;&nbsp; 57 | 64563 |
|  |  | 60270391 |
| **Private Equity — 0.0%** | **Private Equity — 0.0%** | **Private Equity — 0.0%** |
| Brookfield Finance Inc., 5.81%, 03/03/55 | &nbsp;&nbsp;&nbsp; 75 | 74454 |
| **Real Estate — 0.0%** | **Real Estate — 0.0%** | **Real Estate — 0.0%** |
| CBRE Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/01/31 | &nbsp;&nbsp;&nbsp; 1135 | 1033926 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/15/30 | &nbsp;&nbsp;&nbsp; 100 | 101860 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/15/33 | &nbsp;&nbsp;&nbsp; 125 | 126604 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/01/29 | &nbsp;&nbsp;&nbsp; 135 | 140122 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/35 | &nbsp;&nbsp;&nbsp; 100 | 103694 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/15/34 | &nbsp;&nbsp;&nbsp; 295 | 317188 |
| Jones Lang LaSalle Inc., 6.88%, 12/01/28 | &nbsp;&nbsp;&nbsp; 10 | 10709 |
|  |  | 1834103 |
| **Real Estate Investment Trusts — 1.1%** | **Real Estate Investment Trusts — 1.1%** | **Real Estate Investment Trusts — 1.1%** |
| Alexandria Real Estate Equities Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.88%, 02/01/33 | &nbsp;&nbsp;&nbsp; 405 | 332745 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/15/34 | &nbsp;&nbsp;&nbsp; 205 | 176838 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/18/51 | &nbsp;&nbsp;&nbsp; 100 | 61512 |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/15/31 | &nbsp;&nbsp;&nbsp; 60 | 56234 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/15/52 | &nbsp;&nbsp;&nbsp; 115 | 78304 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/50 | &nbsp;&nbsp;&nbsp; 205 | 153326 |
| &nbsp;&nbsp;&nbsp; 4.85%, 04/15/49 | &nbsp;&nbsp;&nbsp; 167 | 143090 |
| &nbsp;&nbsp;&nbsp; 4.90%, 12/15/30 | &nbsp;&nbsp;&nbsp; 65 | 66073 |
| American Tower Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.88%, 10/15/30 | &nbsp;&nbsp;&nbsp; 190 | 169519 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware U.S. Aggregate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** |
| &nbsp;&nbsp;&nbsp; 2.10%, 06/15/30 | &nbsp;&nbsp;&nbsp; $365 | $331687 |
| &nbsp;&nbsp;&nbsp; 2.30%, 09/15/31 | &nbsp;&nbsp;&nbsp; 85 | 75765 |
| &nbsp;&nbsp;&nbsp; 2.70%, 04/15/31 | &nbsp;&nbsp;&nbsp; 420 | 385214 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/15/27 | &nbsp;&nbsp;&nbsp; 315 | 310464 |
| &nbsp;&nbsp;&nbsp; 2.90%, 01/15/30 | &nbsp;&nbsp;&nbsp; 285 | 269736 |
| &nbsp;&nbsp;&nbsp; 2.95%, 01/15/51 | &nbsp;&nbsp;&nbsp; 355 | 229808 |
| &nbsp;&nbsp;&nbsp; 3.10%, 06/15/50 | &nbsp;&nbsp;&nbsp; 60 | 40282 |
| &nbsp;&nbsp;&nbsp; 3.13%, 01/15/27 | &nbsp;&nbsp;&nbsp; 380 | 375947 |
| &nbsp;&nbsp;&nbsp; 3.55%, 07/15/27 | &nbsp;&nbsp;&nbsp; 445 | 441033 |
| &nbsp;&nbsp;&nbsp; 3.60%, 01/15/28 | &nbsp;&nbsp;&nbsp; 555 | 549340 |
| &nbsp;&nbsp;&nbsp; 3.70%, 10/15/49 | &nbsp;&nbsp;&nbsp; 302 | 226317 |
| &nbsp;&nbsp;&nbsp; 3.80%, 08/15/29 | &nbsp;&nbsp;&nbsp; 510 | 502086 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/15/29 | &nbsp;&nbsp;&nbsp; 76 | 75404 |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/15/32 | &nbsp;&nbsp;&nbsp; 30 | 29223 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/30 | &nbsp;&nbsp;&nbsp; 200 | 204654 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/31/30 | &nbsp;&nbsp;&nbsp; 25 | 25614 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/15/29 | &nbsp;&nbsp;&nbsp; 75 | 77178 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/28 | &nbsp;&nbsp;&nbsp; 70 | 71914 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/35 | &nbsp;&nbsp;&nbsp; 330 | 340160 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/31/35 | &nbsp;&nbsp;&nbsp; 125 | 129463 |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/15/34 | &nbsp;&nbsp;&nbsp; 145 | 151113 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/28 | &nbsp;&nbsp;&nbsp; 25 | 25728 |
| &nbsp;&nbsp;&nbsp; 5.55%, 07/15/33 | &nbsp;&nbsp;&nbsp; 290 | 304535 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/33 | &nbsp;&nbsp;&nbsp; 20 | 21114 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/33 | &nbsp;&nbsp;&nbsp; 140 | 150132 |
| AvalonBay Communities Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/01/30 | &nbsp;&nbsp;&nbsp; 57 | 52897 |
| &nbsp;&nbsp;&nbsp; 3.30%, 06/01/29 | &nbsp;&nbsp;&nbsp; 95 | 92633 |
| &nbsp;&nbsp;&nbsp; 3.90%, 10/15/46 | &nbsp;&nbsp;&nbsp; 39 | 31609 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/15/48 | &nbsp;&nbsp;&nbsp; 117 | 100846 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/33 | &nbsp;&nbsp;&nbsp; 400 | 411300 |
| Boston Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 10/01/33 | &nbsp;&nbsp;&nbsp; 395 | 327486 |
| &nbsp;&nbsp;&nbsp; 2.55%, 04/01/32 | &nbsp;&nbsp;&nbsp; 270 | 235480 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/15/30 | &nbsp;&nbsp;&nbsp; 360 | 337528 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/30/31 | &nbsp;&nbsp;&nbsp; 354 | 331868 |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/21/29 | &nbsp;&nbsp;&nbsp; 356 | 343896 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/01/28 | &nbsp;&nbsp;&nbsp; 260 | 261223 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/35 | &nbsp;&nbsp;&nbsp; 145 | 149198 |
| &nbsp;&nbsp;&nbsp; 6.50%, 01/15/34 | &nbsp;&nbsp;&nbsp; 240 | 259549 |
| &nbsp;&nbsp;&nbsp; 6.75%, 12/01/27 | &nbsp;&nbsp;&nbsp; 70 | 73279 |
| Brixmor Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/16/31 | &nbsp;&nbsp;&nbsp; 5 | 4494 |
| &nbsp;&nbsp;&nbsp; 4.05%, 07/01/30 | &nbsp;&nbsp;&nbsp; 319 | 314904 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/15/29 | &nbsp;&nbsp;&nbsp; 45 | 44750 |
| COPT Defense Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/15/29 | &nbsp;&nbsp;&nbsp; 195 | 181817 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/15/31 | &nbsp;&nbsp;&nbsp; 210 | 191282 |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/01/33 | &nbsp;&nbsp;&nbsp; 170 | 145587 |
| Cousins Properties LP, 5.88%, 10/01/34 | &nbsp;&nbsp;&nbsp; 195 | 203781 |
| Crown Castle Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.10%, 04/01/31 | &nbsp;&nbsp;&nbsp; 355 | 312905 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/15/31 | &nbsp;&nbsp;&nbsp; 360 | 322275 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/15/31 | &nbsp;&nbsp;&nbsp; 280 | 250563 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/15/27 | &nbsp;&nbsp;&nbsp; 175 | 172008 |
| &nbsp;&nbsp;&nbsp; 3.10%, 11/15/29 | &nbsp;&nbsp;&nbsp; 105 | 100162 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/51 | &nbsp;&nbsp;&nbsp; 183 | 122659 |
| &nbsp;&nbsp;&nbsp; 3.30%, 07/01/30 | &nbsp;&nbsp;&nbsp; 360 | 342022 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/01/27 | &nbsp;&nbsp;&nbsp; 775 | 767672 |
| &nbsp;&nbsp;&nbsp; 3.80%, 02/15/28 | &nbsp;&nbsp;&nbsp; 827 | 818448 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/27 | &nbsp;&nbsp;&nbsp; 225 | 224235 |

---

---

| | | |
|:---|:---|:---|
| *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; 4.00%, 11/15/49 | &nbsp;&nbsp;&nbsp; $225 | $171653 |
| &nbsp;&nbsp;&nbsp; 4.15%, 07/01/50 | &nbsp;&nbsp;&nbsp; 215 | 169284 |
| &nbsp;&nbsp;&nbsp; 4.30%, 02/15/29 | &nbsp;&nbsp;&nbsp; 355 | 354377 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/47 | &nbsp;&nbsp;&nbsp; 229 | 200256 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/01/28 | &nbsp;&nbsp;&nbsp; 235 | 238140 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/11/28 | &nbsp;&nbsp;&nbsp; 290 | 294372 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/01/33 | &nbsp;&nbsp;&nbsp; 365 | 369778 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/15/49 | &nbsp;&nbsp;&nbsp; 241 | 220091 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/01/29 | &nbsp;&nbsp;&nbsp; 205 | 213056 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/01/34 | &nbsp;&nbsp;&nbsp; 45 | 47367 |
| Digital Realty Trust LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 07/01/29 | &nbsp;&nbsp;&nbsp; 3174 | 3113759 |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/15/27 | &nbsp;&nbsp;&nbsp; 1284 | 1276390 |
| &nbsp;&nbsp;&nbsp; 4.45%, 07/15/28 | &nbsp;&nbsp;&nbsp; 4612 | 4649702 |
| &nbsp;&nbsp;&nbsp; 5.55%, 01/15/28 | &nbsp;&nbsp;&nbsp; 2485 | 2558253 |
| DOC DR LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 11/01/31 | &nbsp;&nbsp;&nbsp; 20 | 17995 |
| &nbsp;&nbsp;&nbsp; 3.95%, 01/15/28 | &nbsp;&nbsp;&nbsp; 225 | 223770 |
| EPR Properties |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 11/15/31 | &nbsp;&nbsp;&nbsp; 100 | 93023 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/27 | &nbsp;&nbsp;&nbsp; 95 | 95017 |
| Equinix Europe 2 Financing Corp. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 11/15/30 | &nbsp;&nbsp;&nbsp; 225 | 226509 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/34 | &nbsp;&nbsp;&nbsp; 1635 | 1702089 |
| Equinix Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.55%, 03/15/28 | &nbsp;&nbsp;&nbsp; 95 | 89785 |
| &nbsp;&nbsp;&nbsp; 1.80%, 07/15/27 | &nbsp;&nbsp;&nbsp; 10 | 9639 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/15/28 | &nbsp;&nbsp;&nbsp; 1050 | 1000903 |
| &nbsp;&nbsp;&nbsp; 2.15%, 07/15/30 | &nbsp;&nbsp;&nbsp; 730 | 663004 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/15/31 | &nbsp;&nbsp;&nbsp; 270 | 244681 |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/15/51 | &nbsp;&nbsp;&nbsp; 245 | 157226 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/15/50 | &nbsp;&nbsp;&nbsp; 172 | 112189 |
| &nbsp;&nbsp;&nbsp; 3.20%, 11/18/29 | &nbsp;&nbsp;&nbsp; 1833 | 1760494 |
| &nbsp;&nbsp;&nbsp; 3.40%, 02/15/52 | &nbsp;&nbsp;&nbsp; 130 | 90647 |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/15/32 | &nbsp;&nbsp;&nbsp; 140 | 134965 |
| Federal Realty OP LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 06/15/29 | &nbsp;&nbsp;&nbsp; 234 | 225934 |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/15/27 | &nbsp;&nbsp;&nbsp; 700 | 691907 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/30 | &nbsp;&nbsp;&nbsp; 665 | 642699 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/01/44 | &nbsp;&nbsp;&nbsp; 60 | 53086 |
| &nbsp;&nbsp;&nbsp; 5.38%, 05/01/28 | &nbsp;&nbsp;&nbsp; 970 | 995782 |
| Healthpeak OP LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/30 | &nbsp;&nbsp;&nbsp; 539 | 511582 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/15/29 | &nbsp;&nbsp;&nbsp; 546 | 531515 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/33 | &nbsp;&nbsp;&nbsp; 25 | 24963 |
| &nbsp;&nbsp;&nbsp; 5.25%, 12/15/32 | &nbsp;&nbsp;&nbsp; 15 | 15483 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/01/41 | &nbsp;&nbsp;&nbsp; 155 | 172423 |
| Highwoods Realty LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 02/01/31 | &nbsp;&nbsp;&nbsp; 20 | 17873 |
| &nbsp;&nbsp;&nbsp; 3.05%, 02/15/30 | &nbsp;&nbsp;&nbsp; 135 | 126027 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/15/29 | &nbsp;&nbsp;&nbsp; 60 | 59101 |
| &nbsp;&nbsp;&nbsp; 7.65%, 02/01/34 | &nbsp;&nbsp;&nbsp; 50 | 57098 |
| Host Hotels & Resorts LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 07/01/34 | &nbsp;&nbsp;&nbsp; 5 | 5174 |
| &nbsp;&nbsp;&nbsp; Series H, 3.38%, 12/15/29 | &nbsp;&nbsp;&nbsp; 260 | 249036 |
| &nbsp;&nbsp;&nbsp; Series I, 3.50%, 09/15/30 | &nbsp;&nbsp;&nbsp; 425 | 404368 |
| &nbsp;&nbsp;&nbsp; Series J, 2.90%, 12/15/31 | &nbsp;&nbsp;&nbsp; 55 | 49474 |
| Kilroy Realty LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/15/32 | &nbsp;&nbsp;&nbsp; 230 | 192832 |
| &nbsp;&nbsp;&nbsp; 3.05%, 02/15/30 | &nbsp;&nbsp;&nbsp; 410 | 380237 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware U.S. Aggregate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** |
| Kimco Realty OP LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 10/01/49 | &nbsp;&nbsp;&nbsp; $62 | $46843 |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/01/27 | &nbsp;&nbsp;&nbsp; 30 | 29946 |
| &nbsp;&nbsp;&nbsp; 4.13%, 12/01/46 | &nbsp;&nbsp;&nbsp; 137 | 114169 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/45 | &nbsp;&nbsp;&nbsp; 80 | 68260 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/01/47 | &nbsp;&nbsp;&nbsp; 105 | 90930 |
| &nbsp;&nbsp;&nbsp; Omega Healthcare Investors Inc., 3.25%, <br> 04/15/33<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 260 | 231732 |
| &nbsp;&nbsp;&nbsp; Piedmont Operating Partnership LP, 3.15%, <br> 08/15/30<br>| &nbsp;&nbsp;&nbsp; 160 | 146618 |
| Prologis LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 04/15/27 | &nbsp;&nbsp;&nbsp; 25 | 24416 |
| &nbsp;&nbsp;&nbsp; 2.13%, 10/15/50 | &nbsp;&nbsp;&nbsp; 90 | 49535 |
| &nbsp;&nbsp;&nbsp; 2.25%, 04/15/30 | &nbsp;&nbsp;&nbsp; 15 | 13926 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/15/32 | &nbsp;&nbsp;&nbsp; 45 | 39868 |
| &nbsp;&nbsp;&nbsp; 2.88%, 11/15/29 | &nbsp;&nbsp;&nbsp; 45 | 43060 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/15/50 | &nbsp;&nbsp;&nbsp; 111 | 74389 |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/01/50 | &nbsp;&nbsp;&nbsp; 51 | 34592 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/15/28 | &nbsp;&nbsp;&nbsp; 800 | 799153 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/15/28 | &nbsp;&nbsp;&nbsp; 20 | 20040 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/01/29 | &nbsp;&nbsp;&nbsp; 85 | 85832 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/15/48 | &nbsp;&nbsp;&nbsp; 170 | 145322 |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/15/33 | &nbsp;&nbsp;&nbsp; 230 | 232995 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/15/33 | &nbsp;&nbsp;&nbsp; 440 | 446744 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/15/28 | &nbsp;&nbsp;&nbsp; 115 | 117725 |
| &nbsp;&nbsp;&nbsp; 5.13%, 01/15/34 | &nbsp;&nbsp;&nbsp; 100 | 103187 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/54 | &nbsp;&nbsp;&nbsp; 20 | 19292 |
| Regency Centers LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/15/29 | &nbsp;&nbsp;&nbsp; 235 | 225332 |
| &nbsp;&nbsp;&nbsp; 3.60%, 02/01/27 | &nbsp;&nbsp;&nbsp; 85 | 84519 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/28 | &nbsp;&nbsp;&nbsp; 27 | 27042 |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/01/47 | &nbsp;&nbsp;&nbsp; 80 | 69167 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/49 | &nbsp;&nbsp;&nbsp; 105 | 92839 |
| Sabra Health Care LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 12/01/31 | &nbsp;&nbsp;&nbsp; 130 | 118961 |
| &nbsp;&nbsp;&nbsp; 3.90%, 10/15/29 | &nbsp;&nbsp;&nbsp; 45 | 43982 |
| Ventas Realty LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/01/45 | &nbsp;&nbsp;&nbsp; 86 | 72990 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/15/49 | &nbsp;&nbsp;&nbsp; 149 | 132207 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/30/43 | &nbsp;&nbsp;&nbsp; 143 | 143671 |
| VICI Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/15/30 | &nbsp;&nbsp;&nbsp; 140 | 141739 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/15/32 | &nbsp;&nbsp;&nbsp; 235 | 237048 |
| &nbsp;&nbsp;&nbsp; 5.63%, 05/15/52 | &nbsp;&nbsp;&nbsp; 240 | 225517 |
| Welltower OP LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 02/15/27 | &nbsp;&nbsp;&nbsp; 275 | 271189 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/15/31 | &nbsp;&nbsp;&nbsp; 185 | 172647 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/15/32 | &nbsp;&nbsp;&nbsp; 455 | 415044 |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/01/31 | &nbsp;&nbsp;&nbsp; 145 | 134714 |
| &nbsp;&nbsp;&nbsp; 3.10%, 01/15/30 | &nbsp;&nbsp;&nbsp; 255 | 245284 |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/15/32 | &nbsp;&nbsp;&nbsp; 315 | 305085 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/29 | &nbsp;&nbsp;&nbsp; 110 | 110272 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/15/28 | &nbsp;&nbsp;&nbsp; 285 | 287210 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/30 | &nbsp;&nbsp;&nbsp; 50 | 50642 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/01/48 | &nbsp;&nbsp;&nbsp; 163 | 154117 |
| &nbsp;&nbsp;&nbsp; 5.13%, 07/01/35 | &nbsp;&nbsp;&nbsp; 50 | 51411 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/15/41 | &nbsp;&nbsp;&nbsp; 210 | 235710 |
| Weyerhaeuser Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/29 | &nbsp;&nbsp;&nbsp; 459 | 455084 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/30 | &nbsp;&nbsp;&nbsp; 172 | 170062 |
| &nbsp;&nbsp;&nbsp; 6.95%, 10/01/27 | &nbsp;&nbsp;&nbsp; 20 | 21042 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** |
| &nbsp;&nbsp;&nbsp; 7.38%, 03/15/32 | &nbsp;&nbsp;&nbsp; $380 | $433779 |
| WP Carey Inc., 3.85%, 07/15/29 | &nbsp;&nbsp;&nbsp; 60 | 59243 |
|  |  | 48181039 |
| **Retail — 0.6%** | **Retail — 0.6%** | **Retail — 0.6%** |
| AutoNation Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 08/01/31 | &nbsp;&nbsp;&nbsp; 35 | 30861 |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/15/27 | &nbsp;&nbsp;&nbsp; 212 | 210195 |
| &nbsp;&nbsp;&nbsp; 3.85%, 03/01/32 | &nbsp;&nbsp;&nbsp; 70 | 65880 |
| &nbsp;&nbsp;&nbsp; 4.45%, 01/15/29 | &nbsp;&nbsp;&nbsp; 100 | 100290 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/01/30 | &nbsp;&nbsp;&nbsp; 25 | 25271 |
| &nbsp;&nbsp;&nbsp; 5.89%, 03/15/35 | &nbsp;&nbsp;&nbsp; 800 | 834312 |
| Best Buy Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 10/01/30 | &nbsp;&nbsp;&nbsp; 2135 | 1914565 |
| &nbsp;&nbsp;&nbsp; 4.45%, 10/01/28 | &nbsp;&nbsp;&nbsp; 1806 | 1825222 |
| Dollar General Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/03/50 | &nbsp;&nbsp;&nbsp; 49 | 38972 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/05/28 | &nbsp;&nbsp;&nbsp; 65 | 66598 |
| &nbsp;&nbsp;&nbsp; 5.45%, 07/05/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 36335 |
| Dollar Tree Inc., 3.38%, 12/01/51 | &nbsp;&nbsp;&nbsp; 75 | 51362 |
| Ferguson Enterprises Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/15/31 | &nbsp;&nbsp;&nbsp; 50 | 49947 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/03/34 | &nbsp;&nbsp;&nbsp; 975 | 988536 |
| Home Depot Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 04/15/30 | &nbsp;&nbsp;&nbsp; 318 | 301387 |
| &nbsp;&nbsp;&nbsp; 2.80%, 09/14/27 | &nbsp;&nbsp;&nbsp; 145 | 142589 |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/15/29 | &nbsp;&nbsp;&nbsp; 1450 | 1404310 |
| &nbsp;&nbsp;&nbsp; 3.13%, 12/15/49 | &nbsp;&nbsp;&nbsp; 190 | 132053 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/15/32 | &nbsp;&nbsp;&nbsp; 170 | 160264 |
| &nbsp;&nbsp;&nbsp; 3.30%, 04/15/40 | &nbsp;&nbsp;&nbsp; 40 | 33109 |
| &nbsp;&nbsp;&nbsp; 3.35%, 04/15/50 | &nbsp;&nbsp;&nbsp; 397 | 286574 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/15/56 | &nbsp;&nbsp;&nbsp; 375 | 267368 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/15/52 | &nbsp;&nbsp;&nbsp; 175 | 130487 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/15/28 | &nbsp;&nbsp;&nbsp; 95 | 94953 |
| &nbsp;&nbsp;&nbsp; 3.90%, 12/06/28 | &nbsp;&nbsp;&nbsp; 725 | 727048 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/15/47 | &nbsp;&nbsp;&nbsp; 290 | 234051 |
| &nbsp;&nbsp;&nbsp; 3.95%, 09/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 120 | 119616 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/01/43 | &nbsp;&nbsp;&nbsp; 270 | 237224 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/46 | &nbsp;&nbsp;&nbsp; 344 | 296259 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/15/45 | &nbsp;&nbsp;&nbsp; 240 | 212363 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/32 | &nbsp;&nbsp;&nbsp; 240 | 244195 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/06/48 | &nbsp;&nbsp;&nbsp; 295 | 258964 |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/15/35 | &nbsp;&nbsp;&nbsp; 200 | 199916 |
| &nbsp;&nbsp;&nbsp; 4.85%, 06/25/31 | &nbsp;&nbsp;&nbsp; 215 | 222725 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/15/44 | &nbsp;&nbsp;&nbsp; 240 | 227304 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/25/34 | &nbsp;&nbsp;&nbsp; 250 | 257358 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/25/54 | &nbsp;&nbsp;&nbsp; 100 | 97611 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/15/40 | &nbsp;&nbsp;&nbsp; 220 | 228633 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/25/64 | &nbsp;&nbsp;&nbsp; 55 | 53769 |
| &nbsp;&nbsp;&nbsp; 5.88%, 12/16/36 | &nbsp;&nbsp;&nbsp; 660 | 721216 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/41 | &nbsp;&nbsp;&nbsp; 5 | 5402 |
| Lowe's Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 10/15/30 | &nbsp;&nbsp;&nbsp; 60 | 53262 |
| &nbsp;&nbsp;&nbsp; 2.63%, 04/01/31 | &nbsp;&nbsp;&nbsp; 190 | 174487 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/15/50 | &nbsp;&nbsp;&nbsp; 213 | 137636 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/15/46 | &nbsp;&nbsp;&nbsp; 300 | 229774 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/32 | &nbsp;&nbsp;&nbsp; 150 | 144111 |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/03/47 | &nbsp;&nbsp;&nbsp; 295 | 236829 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/52 | &nbsp;&nbsp;&nbsp; 185 | 148193 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/15/45 | &nbsp;&nbsp;&nbsp; 244 | 207330 |
| &nbsp;&nbsp;&nbsp; 4.45%, 04/01/62 | &nbsp;&nbsp;&nbsp; 370 | 294841 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/30 | &nbsp;&nbsp;&nbsp; 110 | 111435 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware U.S. Aggregate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Retail (continued)** | **Retail (continued)** | **Retail (continued)** |
| &nbsp;&nbsp;&nbsp; 4.55%, 04/05/49 | &nbsp;&nbsp;&nbsp; $310 | $264719 |
| &nbsp;&nbsp;&nbsp; 4.65%, 04/15/42 | &nbsp;&nbsp;&nbsp; 135 | 123479 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/33 | &nbsp;&nbsp;&nbsp; 55 | 56458 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/40 | &nbsp;&nbsp;&nbsp; 129 | 126208 |
| &nbsp;&nbsp;&nbsp; 5.13%, 04/15/50 | &nbsp;&nbsp;&nbsp; 196 | 181613 |
| &nbsp;&nbsp;&nbsp; 5.15%, 07/01/33 | &nbsp;&nbsp;&nbsp; 215 | 222759 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/15/35 | &nbsp;&nbsp;&nbsp; 98 | 102770 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/15/53 | &nbsp;&nbsp;&nbsp; 85 | 83971 |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/15/62 | &nbsp;&nbsp;&nbsp; 190 | 189144 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/01/63 | &nbsp;&nbsp;&nbsp; 30 | 30120 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/15/29 | &nbsp;&nbsp;&nbsp; 290 | 311489 |
| Lowe's Cos. Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 10/15/27 | &nbsp;&nbsp;&nbsp; 275 | 274929 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/15/28 | &nbsp;&nbsp;&nbsp; 275 | 274983 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/31 | &nbsp;&nbsp;&nbsp; 275 | 273727 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/15/32 | &nbsp;&nbsp;&nbsp; 275 | 273906 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/15/35 | &nbsp;&nbsp;&nbsp; 275 | 274473 |
| McDonald's Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/01/43 | &nbsp;&nbsp;&nbsp; 108 | 87013 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/01/49 | &nbsp;&nbsp;&nbsp; 152 | 113901 |
| &nbsp;&nbsp;&nbsp; 3.70%, 02/15/42 | &nbsp;&nbsp;&nbsp; 75 | 61944 |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/01/28 | &nbsp;&nbsp;&nbsp; 90 | 89785 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/01/50 | &nbsp;&nbsp;&nbsp; 222 | 182624 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/01/47 | &nbsp;&nbsp;&nbsp; 167 | 144713 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/01/48 | &nbsp;&nbsp;&nbsp; 241 | 207717 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/26/45 | &nbsp;&nbsp;&nbsp; 150 | 134486 |
| &nbsp;&nbsp;&nbsp; 4.70%, 12/09/35 | &nbsp;&nbsp;&nbsp; 114 | 114193 |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/15/40 | &nbsp;&nbsp;&nbsp; 190 | 185529 |
| &nbsp;&nbsp;&nbsp; 4.88%, 12/09/45 | &nbsp;&nbsp;&nbsp; 240 | 222970 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/14/33 | &nbsp;&nbsp;&nbsp; 45 | 46724 |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/14/53 | &nbsp;&nbsp;&nbsp; 100 | 98989 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/01/39 | &nbsp;&nbsp;&nbsp; 15 | 16038 |
| &nbsp;&nbsp;&nbsp; 6.30%, 10/15/37 | &nbsp;&nbsp;&nbsp; 77 | 86170 |
| &nbsp;&nbsp;&nbsp; 6.30%, 03/01/38 | &nbsp;&nbsp;&nbsp; 120 | 134073 |
| O'Reilly Automotive Inc., 4.20%, 04/01/30 | &nbsp;&nbsp;&nbsp; 92 | 91872 |
| Starbucks Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 03/12/30 | &nbsp;&nbsp;&nbsp; 45 | 41590 |
| &nbsp;&nbsp;&nbsp; 3.35%, 03/12/50 | &nbsp;&nbsp;&nbsp; 260 | 181667 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/28 | &nbsp;&nbsp;&nbsp; 86 | 85136 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/15/50 | &nbsp;&nbsp;&nbsp; 415 | 296365 |
| &nbsp;&nbsp;&nbsp; 3.55%, 08/15/29 | &nbsp;&nbsp;&nbsp; 70 | 68847 |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/01/47 | &nbsp;&nbsp;&nbsp; 80 | 61206 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/15/45 | &nbsp;&nbsp;&nbsp; 102 | 87156 |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/15/49 | &nbsp;&nbsp;&nbsp; 241 | 203223 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/48 | &nbsp;&nbsp;&nbsp; 220 | 187052 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/15/33 | &nbsp;&nbsp;&nbsp; 100 | 101769 |
| Target Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.35%, 02/15/30 | &nbsp;&nbsp;&nbsp; 85 | 79632 |
| &nbsp;&nbsp;&nbsp; 2.65%, 09/15/30 | &nbsp;&nbsp;&nbsp; 255 | 239452 |
| &nbsp;&nbsp;&nbsp; 2.95%, 01/15/52 | &nbsp;&nbsp;&nbsp; 205 | 133208 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/15/29 | &nbsp;&nbsp;&nbsp; 70 | 68745 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/15/46 | &nbsp;&nbsp;&nbsp; 291 | 225663 |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/15/47 | &nbsp;&nbsp;&nbsp; 230 | 183847 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/01/42 | &nbsp;&nbsp;&nbsp; 226 | 193327 |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/15/28 | &nbsp;&nbsp;&nbsp; 55 | 55610 |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/15/33 | &nbsp;&nbsp;&nbsp; 310 | 310285 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/15/53 | &nbsp;&nbsp;&nbsp; 190 | 171495 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 101868 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/15/36 | &nbsp;&nbsp;&nbsp; 100 | 103261 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/15/37 | &nbsp;&nbsp;&nbsp; 220 | 252601 |
| &nbsp;&nbsp;&nbsp; 7.00%, 01/15/38 | &nbsp;&nbsp;&nbsp; 230 | 270941 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Retail (continued)** | **Retail (continued)** | **Retail (continued)** |
| TJX Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/15/30 | &nbsp;&nbsp;&nbsp; $40 | $39797 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/50<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 96 | 84492 |
| Tractor Supply Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 11/01/30 | &nbsp;&nbsp;&nbsp; 1174 | 1040957 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/33 | &nbsp;&nbsp;&nbsp; 1760 | 1834308 |
|  |  | 27059981 |
| **Semiconductors — 0.9%** | **Semiconductors — 0.9%** | **Semiconductors — 0.9%** |
| Analog Devices Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/15/28 | &nbsp;&nbsp;&nbsp; 200 | 201524 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/15/30 | &nbsp;&nbsp;&nbsp; 185 | 188269 |
| &nbsp;&nbsp;&nbsp; 5.30%, 12/15/45 | &nbsp;&nbsp;&nbsp; 110 | 108937 |
| Applied Materials Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 06/01/30 | &nbsp;&nbsp;&nbsp; 725 | 656925 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/01/50 | &nbsp;&nbsp;&nbsp; 175 | 114543 |
| &nbsp;&nbsp;&nbsp; 3.30%, 04/01/27 | &nbsp;&nbsp;&nbsp; 105 | 104365 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/31 | &nbsp;&nbsp;&nbsp; 100 | 99762 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/01/47 | &nbsp;&nbsp;&nbsp; 276 | 242570 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/15/36 | &nbsp;&nbsp;&nbsp; 40 | 39759 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/15/29 | &nbsp;&nbsp;&nbsp; 245 | 251766 |
| &nbsp;&nbsp;&nbsp; 5.10%, 10/01/35 | &nbsp;&nbsp;&nbsp; 560 | 582813 |
| &nbsp;&nbsp;&nbsp; 5.85%, 06/15/41 | &nbsp;&nbsp;&nbsp; 225 | 241359 |
| Broadcom Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.14%, 11/15/35<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; 435 | 380984 |
| &nbsp;&nbsp;&nbsp; 3.19%, 11/15/36<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; 209 | 180466 |
| &nbsp;&nbsp;&nbsp; 3.42%, 04/15/33 | &nbsp;&nbsp;&nbsp; 679 | 636610 |
| &nbsp;&nbsp;&nbsp; 3.47%, 04/15/34 | &nbsp;&nbsp;&nbsp; 449 | 414620 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/41 | &nbsp;&nbsp;&nbsp; 328 | 272690 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/15/51 | &nbsp;&nbsp;&nbsp; 654 | 507749 |
| &nbsp;&nbsp;&nbsp; 4.15%, 04/15/32<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; 180 | 177687 |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/15/30 | &nbsp;&nbsp;&nbsp; 35 | 35093 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/15/32 | &nbsp;&nbsp;&nbsp; 125 | 124275 |
| &nbsp;&nbsp;&nbsp; 4.60%, 07/15/30 | &nbsp;&nbsp;&nbsp; 75 | 76463 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/15/36 | &nbsp;&nbsp;&nbsp; 175 | 175424 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/15/32 | &nbsp;&nbsp;&nbsp; 125 | 128464 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/15/38 | &nbsp;&nbsp;&nbsp; 240 | 239532 |
| &nbsp;&nbsp;&nbsp; 4.93%, 05/15/37<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; 507 | 508945 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/30 | &nbsp;&nbsp;&nbsp; 320 | 330830 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/15/35 | &nbsp;&nbsp;&nbsp; 125 | 130260 |
| Intel Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.60%, 08/12/28 | &nbsp;&nbsp;&nbsp; 1340 | 1255103 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/12/31 | &nbsp;&nbsp;&nbsp; 10 | 8805 |
| &nbsp;&nbsp;&nbsp; 2.45%, 11/15/29 | &nbsp;&nbsp;&nbsp; 655 | 612039 |
| &nbsp;&nbsp;&nbsp; 3.05%, 08/12/51 | &nbsp;&nbsp;&nbsp; 175 | 110396 |
| &nbsp;&nbsp;&nbsp; 3.10%, 02/15/60 | &nbsp;&nbsp;&nbsp; 202 | 118348 |
| &nbsp;&nbsp;&nbsp; 3.15%, 05/11/27 | &nbsp;&nbsp;&nbsp; 525 | 517798 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/15/49 | &nbsp;&nbsp;&nbsp; 330 | 217058 |
| &nbsp;&nbsp;&nbsp; 3.73%, 12/08/47 | &nbsp;&nbsp;&nbsp; 304 | 222306 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/05/27 | &nbsp;&nbsp;&nbsp; 140 | 139104 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/25/30 | &nbsp;&nbsp;&nbsp; 35 | 34401 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/05/29 | &nbsp;&nbsp;&nbsp; 110 | 108989 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/15/32 | &nbsp;&nbsp;&nbsp; 486 | 466294 |
| &nbsp;&nbsp;&nbsp; 4.10%, 05/19/46 | &nbsp;&nbsp;&nbsp; 209 | 163627 |
| &nbsp;&nbsp;&nbsp; 4.10%, 05/11/47 | &nbsp;&nbsp;&nbsp; 200 | 154664 |
| &nbsp;&nbsp;&nbsp; 4.15%, 08/05/32 | &nbsp;&nbsp;&nbsp; 215 | 208663 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/15/42 | &nbsp;&nbsp;&nbsp; 140 | 115737 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/25/40 | &nbsp;&nbsp;&nbsp; 40 | 36275 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/25/50 | &nbsp;&nbsp;&nbsp; 288 | 242847 |
| &nbsp;&nbsp;&nbsp; 4.80%, 10/01/41 | &nbsp;&nbsp;&nbsp; 220 | 198285 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/10/28 | &nbsp;&nbsp;&nbsp; 350 | 355338 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/29/45 | &nbsp;&nbsp;&nbsp; 202 | 177809 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware U.S. Aggregate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Semiconductors (continued)** | **Semiconductors (continued)** | **Semiconductors (continued)** |
| &nbsp;&nbsp;&nbsp; 4.90%, 08/05/52 | &nbsp;&nbsp;&nbsp; $150 | $128343 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/25/60 | &nbsp;&nbsp;&nbsp; 190 | 159392 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/21/31 | &nbsp;&nbsp;&nbsp; 170 | 174604 |
| &nbsp;&nbsp;&nbsp; 5.05%, 08/05/62 | &nbsp;&nbsp;&nbsp; 75 | 63117 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/10/30 | &nbsp;&nbsp;&nbsp; 455 | 468218 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/21/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 170 | 173011 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/10/33 | &nbsp;&nbsp;&nbsp; 585 | 600236 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/10/53 | &nbsp;&nbsp;&nbsp; 195 | 187087 |
| &nbsp;&nbsp;&nbsp; 5.90%, 02/10/63 | &nbsp;&nbsp;&nbsp; 135 | 130537 |
| KLA Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/01/50 | &nbsp;&nbsp;&nbsp; 65 | 46296 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/49 | &nbsp;&nbsp;&nbsp; 65 | 60980 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/62 | &nbsp;&nbsp;&nbsp; 80 | 76433 |
| Lam Research Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 06/15/30 | &nbsp;&nbsp;&nbsp; 995 | 905420 |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/15/50 | &nbsp;&nbsp;&nbsp; 226 | 150140 |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/15/60 | &nbsp;&nbsp;&nbsp; 85 | 54456 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/29 | &nbsp;&nbsp;&nbsp; 1131 | 1132755 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/15/49 | &nbsp;&nbsp;&nbsp; 175 | 163086 |
| Marvell Technology Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/15/30 | &nbsp;&nbsp;&nbsp; 25 | 25360 |
| &nbsp;&nbsp;&nbsp; 5.45%, 07/15/35 | &nbsp;&nbsp;&nbsp; 25 | 25841 |
| &nbsp;&nbsp;&nbsp; 5.95%, 09/15/33 | &nbsp;&nbsp;&nbsp; 45 | 48240 |
| Micron Technology Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 04/15/32 | &nbsp;&nbsp;&nbsp; 115 | 103082 |
| &nbsp;&nbsp;&nbsp; 3.48%, 11/01/51 | &nbsp;&nbsp;&nbsp; 235 | 166583 |
| &nbsp;&nbsp;&nbsp; 4.66%, 02/15/30 | &nbsp;&nbsp;&nbsp; 5 | 5063 |
| &nbsp;&nbsp;&nbsp; 5.33%, 02/06/29 | &nbsp;&nbsp;&nbsp; 30 | 30939 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/09/33 | &nbsp;&nbsp;&nbsp; 95 | 101194 |
| &nbsp;&nbsp;&nbsp; 5.88%, 09/15/33 | &nbsp;&nbsp;&nbsp; 75 | 80037 |
| NVIDIA Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/15/31 | &nbsp;&nbsp;&nbsp; 1205 | 1089501 |
| &nbsp;&nbsp;&nbsp; 2.85%, 04/01/30 | &nbsp;&nbsp;&nbsp; 1470 | 1409444 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/40 | &nbsp;&nbsp;&nbsp; 180 | 155141 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/50 | &nbsp;&nbsp;&nbsp; 317 | 241767 |
| NXP BV/NXP Funding LLC, 5.55%, 12/01/28 | &nbsp;&nbsp;&nbsp; 1820 | 1884760 |
| NXP BV/NXP Funding LLC/NXP USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/11/31 | &nbsp;&nbsp;&nbsp; 260 | 235566 |
| &nbsp;&nbsp;&nbsp; 2.65%, 02/15/32 | &nbsp;&nbsp;&nbsp; 310 | 277520 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/15/42 | &nbsp;&nbsp;&nbsp; 400 | 296237 |
| &nbsp;&nbsp;&nbsp; 3.15%, 05/01/27 | &nbsp;&nbsp;&nbsp; 205 | 202109 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/11/41 | &nbsp;&nbsp;&nbsp; 135 | 103035 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/30/51 | &nbsp;&nbsp;&nbsp; 139 | 93244 |
| &nbsp;&nbsp;&nbsp; 3.40%, 05/01/30 | &nbsp;&nbsp;&nbsp; 485 | 467697 |
| &nbsp;&nbsp;&nbsp; 4.30%, 08/19/28 | &nbsp;&nbsp;&nbsp; 130 | 130354 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/18/29 | &nbsp;&nbsp;&nbsp; 1090 | 1091491 |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/01/27 | &nbsp;&nbsp;&nbsp; 605 | 607280 |
| &nbsp;&nbsp;&nbsp; 4.85%, 08/19/32 | &nbsp;&nbsp;&nbsp; 75 | 75601 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/33 | &nbsp;&nbsp;&nbsp; 420 | 427101 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/19/35 | &nbsp;&nbsp;&nbsp; 710 | 721971 |
| Qorvo Inc., 4.38%, 10/15/29 | &nbsp;&nbsp;&nbsp; 265 | 260951 |
| QUALCOMM Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/20/47 | &nbsp;&nbsp;&nbsp; 370 | 316435 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/20/52 | &nbsp;&nbsp;&nbsp; 160 | 137972 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/20/35 | &nbsp;&nbsp;&nbsp; 90 | 90922 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/20/45 | &nbsp;&nbsp;&nbsp; 50 | 46580 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/20/53 | &nbsp;&nbsp;&nbsp; 10 | 10746 |
| Texas Instruments Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 05/04/30 | &nbsp;&nbsp;&nbsp; 830 | 755410 |
| &nbsp;&nbsp;&nbsp; 1.90%, 09/15/31 | &nbsp;&nbsp;&nbsp; 340 | 302633 |
| &nbsp;&nbsp;&nbsp; 2.25%, 09/04/29 | &nbsp;&nbsp;&nbsp; 679 | 640354 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Semiconductors (continued)** | **Semiconductors (continued)** | **Semiconductors (continued)** |
| &nbsp;&nbsp;&nbsp; 2.70%, 09/15/51 | &nbsp;&nbsp;&nbsp; $235 | $147313 |
| &nbsp;&nbsp;&nbsp; 2.90%, 11/03/27 | &nbsp;&nbsp;&nbsp; 875 | 863814 |
| &nbsp;&nbsp;&nbsp; 3.65%, 08/16/32 | &nbsp;&nbsp;&nbsp; 965 | 930733 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/15/39 | &nbsp;&nbsp;&nbsp; 278 | 250956 |
| &nbsp;&nbsp;&nbsp; 4.10%, 08/16/52 | &nbsp;&nbsp;&nbsp; 50 | 40831 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/15/48 | &nbsp;&nbsp;&nbsp; 365 | 305877 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/23/30 | &nbsp;&nbsp;&nbsp; 120 | 122498 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/08/27 | &nbsp;&nbsp;&nbsp; 75 | 75637 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/15/28 | &nbsp;&nbsp;&nbsp; 60 | 60977 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/08/29 | &nbsp;&nbsp;&nbsp; 190 | 194427 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/08/34 | &nbsp;&nbsp;&nbsp; 180 | 185862 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/14/33 | &nbsp;&nbsp;&nbsp; 540 | 559321 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/14/53 | &nbsp;&nbsp;&nbsp; 45 | 42147 |
| &nbsp;&nbsp;&nbsp; 5.05%, 05/18/63 | &nbsp;&nbsp;&nbsp; 75 | 68954 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/23/35 | &nbsp;&nbsp;&nbsp; 125 | 129596 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/08/54<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 155 | 149014 |
| TSMC Arizona Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/25/31 | &nbsp;&nbsp;&nbsp; 1555 | 1423700 |
| &nbsp;&nbsp;&nbsp; 3.13%, 10/25/41 | &nbsp;&nbsp;&nbsp; 30 | 24583 |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/25/51 | &nbsp;&nbsp;&nbsp; 235 | 181995 |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/22/27 | &nbsp;&nbsp;&nbsp; 535 | 534365 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/22/32 | &nbsp;&nbsp;&nbsp; 435 | 438834 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/22/52 | &nbsp;&nbsp;&nbsp; 235 | 225258 |
|  |  | 36905534 |
| **Shipbuilding — 0.0%** | **Shipbuilding — 0.0%** | **Shipbuilding — 0.0%** |
| Huntington Ingalls Industries Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.04%, 08/16/28 | &nbsp;&nbsp;&nbsp; 100 | 94533 |
| &nbsp;&nbsp;&nbsp; 3.48%, 12/01/27 | &nbsp;&nbsp;&nbsp; 170 | 167793 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/01/30 | &nbsp;&nbsp;&nbsp; 414 | 409814 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/30 | &nbsp;&nbsp;&nbsp; 25 | 25883 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/35 | &nbsp;&nbsp;&nbsp; 25 | 26507 |
|  |  | 724530 |
| **Software — 1.0%** | **Software — 1.0%** | **Software — 1.0%** |
| Adobe Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 02/01/27 | &nbsp;&nbsp;&nbsp; 924 | 907458 |
| &nbsp;&nbsp;&nbsp; 2.30%, 02/01/30 | &nbsp;&nbsp;&nbsp; 2815 | 2640049 |
| &nbsp;&nbsp;&nbsp; 4.80%, 04/04/29 | &nbsp;&nbsp;&nbsp; 195 | 200562 |
| &nbsp;&nbsp;&nbsp; 4.85%, 04/04/27 | &nbsp;&nbsp;&nbsp; 85 | 86178 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/04/34 | &nbsp;&nbsp;&nbsp; 185 | 192039 |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/17/35 | &nbsp;&nbsp;&nbsp; 115 | 121915 |
| Autodesk Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 12/15/31 | &nbsp;&nbsp;&nbsp; 965 | 862569 |
| &nbsp;&nbsp;&nbsp; 2.85%, 01/15/30 | &nbsp;&nbsp;&nbsp; 615 | 583081 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/15/27 | &nbsp;&nbsp;&nbsp; 1588 | 1576277 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/15/35 | &nbsp;&nbsp;&nbsp; 795 | 822052 |
| Broadridge Financial Solutions Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 05/01/31 | &nbsp;&nbsp;&nbsp; 925 | 842203 |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/01/29 | &nbsp;&nbsp;&nbsp; 885 | 840388 |
| Cadence Design Systems Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/10/27 | &nbsp;&nbsp;&nbsp; 1000 | 1004303 |
| &nbsp;&nbsp;&nbsp; 4.30%, 09/10/29 | &nbsp;&nbsp;&nbsp; 1210 | 1216777 |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/10/34 | &nbsp;&nbsp;&nbsp; 1025 | 1030504 |
| Concentrix Corp., 6.85%, 08/02/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 29916 |
| Electronic Arts Inc., 2.95%, 02/15/51<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 790 | 746453 |
| Fidelity National Information Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/46 | &nbsp;&nbsp;&nbsp; 20 | 17005 |
| &nbsp;&nbsp;&nbsp; 5.10%, 07/15/32 | &nbsp;&nbsp;&nbsp; 295 | 302430 |
| Fiserv Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/29 | &nbsp;&nbsp;&nbsp; 95 | 91896 |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/01/28 | &nbsp;&nbsp;&nbsp; 30 | 29883 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware U.S. Aggregate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Software (continued)** | **Software (continued)** | **Software (continued)** |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/01/49 | &nbsp;&nbsp;&nbsp; $358 | $285487 |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/15/31 | &nbsp;&nbsp;&nbsp; 30 | 29802 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/11/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 50187 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/21/33 | &nbsp;&nbsp;&nbsp; 115 | 118864 |
| Intuit Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.35%, 07/15/27 | &nbsp;&nbsp;&nbsp; 285 | 274167 |
| &nbsp;&nbsp;&nbsp; 1.65%, 07/15/30 | &nbsp;&nbsp;&nbsp; 200 | 179742 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/15/33 | &nbsp;&nbsp;&nbsp; 635 | 666686 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/15/53 | &nbsp;&nbsp;&nbsp; 1145 | 1150276 |
| Microsoft Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.53%, 06/01/50 | &nbsp;&nbsp;&nbsp; 185 | 117219 |
| &nbsp;&nbsp;&nbsp; 2.68%, 06/01/60 | &nbsp;&nbsp;&nbsp; 100 | 59516 |
| &nbsp;&nbsp;&nbsp; 2.92%, 03/17/52 | &nbsp;&nbsp;&nbsp; 675 | 457629 |
| &nbsp;&nbsp;&nbsp; 3.04%, 03/17/62 | &nbsp;&nbsp;&nbsp; 75 | 48542 |
| &nbsp;&nbsp;&nbsp; 3.30%, 02/06/27 | &nbsp;&nbsp;&nbsp; 3099 | 3088065 |
| &nbsp;&nbsp;&nbsp; 3.45%, 08/08/36 | &nbsp;&nbsp;&nbsp; 605 | 559567 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/12/35 | &nbsp;&nbsp;&nbsp; 905 | 862605 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/15/42 | &nbsp;&nbsp;&nbsp; 50 | 41548 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/08/56 | &nbsp;&nbsp;&nbsp; 50 | 40536 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/12/55 | &nbsp;&nbsp;&nbsp; 120 | 98573 |
| &nbsp;&nbsp;&nbsp; 4.10%, 02/06/37 | &nbsp;&nbsp;&nbsp; 360 | 353709 |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/03/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 335 | 339100 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/01/40 | &nbsp;&nbsp;&nbsp; 10 | 9889 |
| Oracle Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/01/40 | &nbsp;&nbsp;&nbsp; 287 | 221505 |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/01/50 | &nbsp;&nbsp;&nbsp; 667 | 441412 |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/15/37 | &nbsp;&nbsp;&nbsp; 392 | 326585 |
| &nbsp;&nbsp;&nbsp; 3.85%, 07/15/36 | &nbsp;&nbsp;&nbsp; 114 | 98254 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/01/60 | &nbsp;&nbsp;&nbsp; 553 | 361301 |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/15/35 | &nbsp;&nbsp;&nbsp; 452 | 400192 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/25/51 | &nbsp;&nbsp;&nbsp; 451 | 313995 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/15/46 | &nbsp;&nbsp;&nbsp; 552 | 403379 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/47 | &nbsp;&nbsp;&nbsp; 409 | 298365 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/25/61 | &nbsp;&nbsp;&nbsp; 224 | 151238 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/15/45 | &nbsp;&nbsp;&nbsp; 342 | 258293 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/27/29 | &nbsp;&nbsp;&nbsp; 15 | 14782 |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/08/34 | &nbsp;&nbsp;&nbsp; 230 | 213263 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/15/55 | &nbsp;&nbsp;&nbsp; 331 | 242111 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/06/28 | &nbsp;&nbsp;&nbsp; 40 | 40090 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/08/44 | &nbsp;&nbsp;&nbsp; 285 | 228874 |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/27/34 | &nbsp;&nbsp;&nbsp; 95 | 90153 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/06/33 | &nbsp;&nbsp;&nbsp; 515 | 505888 |
| &nbsp;&nbsp;&nbsp; 5.38%, 07/15/40 | &nbsp;&nbsp;&nbsp; 362 | 338019 |
| &nbsp;&nbsp;&nbsp; 5.38%, 09/27/54 | &nbsp;&nbsp;&nbsp; 225 | 192472 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/27/64 | &nbsp;&nbsp;&nbsp; 325 | 274866 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/06/53 | &nbsp;&nbsp;&nbsp; 300 | 263010 |
| &nbsp;&nbsp;&nbsp; 5.95%, 09/26/55 | &nbsp;&nbsp;&nbsp; 370 | 345449 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/03/55 | &nbsp;&nbsp;&nbsp; 55 | 51088 |
| &nbsp;&nbsp;&nbsp; 6.10%, 09/26/65 | &nbsp;&nbsp;&nbsp; 260 | 242053 |
| &nbsp;&nbsp;&nbsp; 6.13%, 07/08/39 | &nbsp;&nbsp;&nbsp; 329 | 332357 |
| &nbsp;&nbsp;&nbsp; 6.13%, 08/03/65 | &nbsp;&nbsp;&nbsp; 200 | 186078 |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/09/32 | &nbsp;&nbsp;&nbsp; 265 | 281322 |
| &nbsp;&nbsp;&nbsp; 6.50%, 04/15/38 | &nbsp;&nbsp;&nbsp; 296 | 310469 |
| &nbsp;&nbsp;&nbsp; 6.90%, 11/09/52 | &nbsp;&nbsp;&nbsp; 130 | 134983 |
| Salesforce Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 07/15/51 | &nbsp;&nbsp;&nbsp; 290 | 188260 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/11/28 | &nbsp;&nbsp;&nbsp; 5030 | 5027380 |
| ServiceNow Inc., 1.40%, 09/01/30 | &nbsp;&nbsp;&nbsp; 1625 | 1432936 |
| Synopsys Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 04/01/30 | &nbsp;&nbsp;&nbsp; 550 | 562100 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/32 | &nbsp;&nbsp;&nbsp; 10 | 10251 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Software (continued)** | **Software (continued)** | **Software (continued)** |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/01/35 | &nbsp;&nbsp;&nbsp; $1060 | $1083241 |
| &nbsp;&nbsp;&nbsp; 5.70%, 04/01/55 | &nbsp;&nbsp;&nbsp; 340 | 341074 |
| VMware LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 08/21/27 | &nbsp;&nbsp;&nbsp; 995 | 993470 |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/15/30 | &nbsp;&nbsp;&nbsp; 698 | 709724 |
| Workday Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/27 | &nbsp;&nbsp;&nbsp; 530 | 526385 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/01/29 | &nbsp;&nbsp;&nbsp; 560 | 552924 |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/01/32 | &nbsp;&nbsp;&nbsp; 800 | 768173 |
|  |  | 42733411 |
| **Telecommunications — 0.7%** | **Telecommunications — 0.7%** | **Telecommunications — 0.7%** |
| America Movil SAB de CV |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/16/42 | &nbsp;&nbsp;&nbsp; 5 | 4399 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/22/49 | &nbsp;&nbsp;&nbsp; 205 | 175039 |
| &nbsp;&nbsp;&nbsp; 6.13%, 11/15/37 | &nbsp;&nbsp;&nbsp; 127 | 137991 |
| &nbsp;&nbsp;&nbsp; 6.13%, 03/30/40 | &nbsp;&nbsp;&nbsp; 517 | 558301 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/35 | &nbsp;&nbsp;&nbsp; 210 | 233186 |
| AT&T Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 02/01/52 | &nbsp;&nbsp;&nbsp; 340 | 226480 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/41 | &nbsp;&nbsp;&nbsp; 410 | 326555 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/15/53 | &nbsp;&nbsp;&nbsp; 939 | 646030 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/01/61 | &nbsp;&nbsp;&nbsp; 215 | 140623 |
| &nbsp;&nbsp;&nbsp; 3.55%, 09/15/55 | &nbsp;&nbsp;&nbsp; 931 | 637168 |
| &nbsp;&nbsp;&nbsp; 3.65%, 06/01/51 | &nbsp;&nbsp;&nbsp; 539 | 387346 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/15/59 | &nbsp;&nbsp;&nbsp; 853 | 581010 |
| &nbsp;&nbsp;&nbsp; 3.80%, 12/01/57 | &nbsp;&nbsp;&nbsp; 890 | 632207 |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/01/60 | &nbsp;&nbsp;&nbsp; 355 | 251826 |
| &nbsp;&nbsp;&nbsp; 4.30%, 12/15/42 | &nbsp;&nbsp;&nbsp; 130 | 111978 |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/15/45 | &nbsp;&nbsp;&nbsp; 140 | 117861 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/09/48 | &nbsp;&nbsp;&nbsp; 177 | 149268 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/09/49 | &nbsp;&nbsp;&nbsp; 231 | 195255 |
| &nbsp;&nbsp;&nbsp; 4.65%, 06/01/44 | &nbsp;&nbsp;&nbsp; 85 | 74828 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/46 | &nbsp;&nbsp;&nbsp; 265 | 235043 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/01/39 | &nbsp;&nbsp;&nbsp; 210 | 202292 |
| &nbsp;&nbsp;&nbsp; 4.85%, 07/15/45 | &nbsp;&nbsp;&nbsp; 120 | 108097 |
| &nbsp;&nbsp;&nbsp; 4.90%, 08/15/37 | &nbsp;&nbsp;&nbsp; 163 | 160506 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/42 | &nbsp;&nbsp;&nbsp; 177 | 170807 |
| &nbsp;&nbsp;&nbsp; 5.15%, 11/15/46 | &nbsp;&nbsp;&nbsp; 35 | 32638 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/15/50 | &nbsp;&nbsp;&nbsp; 85 | 78052 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/37 | &nbsp;&nbsp;&nbsp; 407 | 416087 |
| &nbsp;&nbsp;&nbsp; 5.35%, 09/01/40 | &nbsp;&nbsp;&nbsp; 49 | 48801 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/01/47 | &nbsp;&nbsp;&nbsp; 110 | 106560 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/41 | &nbsp;&nbsp;&nbsp; 70 | 70762 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/01/57 | &nbsp;&nbsp;&nbsp; 156 | 152915 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/15/40 | &nbsp;&nbsp;&nbsp; 155 | 163474 |
| &nbsp;&nbsp;&nbsp; 6.30%, 01/15/38 | &nbsp;&nbsp;&nbsp; 35 | 38377 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/41 | &nbsp;&nbsp;&nbsp; 160 | 174198 |
| &nbsp;&nbsp;&nbsp; 6.55%, 02/15/39 | &nbsp;&nbsp;&nbsp; 198 | 221232 |
| &nbsp;&nbsp;&nbsp; Bell Telephone Co. of Canada or Bell Canada, <br> 3.65%, 08/15/52<br>| &nbsp;&nbsp;&nbsp; 70 | 50133 |
| British Telecommunications PLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 12/04/28 | &nbsp;&nbsp;&nbsp; 750 | 769674 |
| &nbsp;&nbsp;&nbsp; 9.63%, 12/15/30 | &nbsp;&nbsp;&nbsp; 1092 | 1344469 |
| Cisco Systems Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/24/30 | &nbsp;&nbsp;&nbsp; 75 | 77186 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/26/29 | &nbsp;&nbsp;&nbsp; 100 | 102826 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/26/31 | &nbsp;&nbsp;&nbsp; 75 | 78065 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/24/32 | &nbsp;&nbsp;&nbsp; 75 | 77855 |
| &nbsp;&nbsp;&nbsp; 5.05%, 02/26/34 | &nbsp;&nbsp;&nbsp; 190 | 197145 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/24/35 | &nbsp;&nbsp;&nbsp; 100 | 103751 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/26/54 | &nbsp;&nbsp;&nbsp; 190 | 186492 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware U.S. Aggregate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Telecommunications (continued)** | **Telecommunications (continued)** | **Telecommunications (continued)** |
| &nbsp;&nbsp;&nbsp; 5.35%, 02/26/64 | &nbsp;&nbsp;&nbsp; $35 | $33971 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/40 | &nbsp;&nbsp;&nbsp; 445 | 468769 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/24/55 | &nbsp;&nbsp;&nbsp; 85 | 85691 |
| &nbsp;&nbsp;&nbsp; 5.90%, 02/15/39 | &nbsp;&nbsp;&nbsp; 287 | 312940 |
| Juniper Networks Inc., 5.95%, 03/15/41 | &nbsp;&nbsp;&nbsp; 169 | 169712 |
| Koninklijke KPN NV, 8.38%, 10/01/30 | &nbsp;&nbsp;&nbsp; 1620 | 1901869 |
| Motorola Solutions Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 11/15/30 | &nbsp;&nbsp;&nbsp; 145 | 131562 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/23/28 | &nbsp;&nbsp;&nbsp; 233 | 235420 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/23/29 | &nbsp;&nbsp;&nbsp; 160 | 162011 |
| &nbsp;&nbsp;&nbsp; 4.85%, 08/15/30 | &nbsp;&nbsp;&nbsp; 100 | 102058 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/15/32 | &nbsp;&nbsp;&nbsp; 100 | 103230 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/44 | &nbsp;&nbsp;&nbsp; 70 | 68880 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/35 | &nbsp;&nbsp;&nbsp; 100 | 104192 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/01/32 | &nbsp;&nbsp;&nbsp; 110 | 115933 |
| Nokia OYJ |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/12/27 | &nbsp;&nbsp;&nbsp; 1695 | 1695820 |
| &nbsp;&nbsp;&nbsp; 6.63%, 05/15/39 | &nbsp;&nbsp;&nbsp; 1655 | 1779071 |
| Rogers Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 11/15/49 | &nbsp;&nbsp;&nbsp; 145 | 106147 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/15/32 | &nbsp;&nbsp;&nbsp; 45 | 42567 |
| &nbsp;&nbsp;&nbsp; 4.30%, 02/15/48 | &nbsp;&nbsp;&nbsp; 160 | 129979 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/42 | &nbsp;&nbsp;&nbsp; 45 | 39058 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/43 | &nbsp;&nbsp;&nbsp; 117 | 99870 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/15/52 | &nbsp;&nbsp;&nbsp; 145 | 117798 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/44 | &nbsp;&nbsp;&nbsp; 215 | 195478 |
| &nbsp;&nbsp;&nbsp; 5.45%, 10/01/43 | &nbsp;&nbsp;&nbsp; 105 | 100453 |
| &nbsp;&nbsp;&nbsp; 7.50%, 08/15/38 | &nbsp;&nbsp;&nbsp; 227 | 265443 |
| Telefonica Emisiones SA |  |  |
| &nbsp;&nbsp;&nbsp; 4.67%, 03/06/38 | &nbsp;&nbsp;&nbsp; 210 | 193484 |
| &nbsp;&nbsp;&nbsp; 5.21%, 03/08/47 | &nbsp;&nbsp;&nbsp; 55 | 49038 |
| &nbsp;&nbsp;&nbsp; 5.52%, 03/01/49 | &nbsp;&nbsp;&nbsp; 35 | 32281 |
| &nbsp;&nbsp;&nbsp; 7.05%, 06/20/36 | &nbsp;&nbsp;&nbsp; 428 | 482943 |
| TELUS Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 02/16/27 | &nbsp;&nbsp;&nbsp; 310 | 304974 |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/15/27 | &nbsp;&nbsp;&nbsp; 630 | 625377 |
| Verizon Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.36%, 03/15/32 | &nbsp;&nbsp;&nbsp; 45 | 39772 |
| &nbsp;&nbsp;&nbsp; 2.55%, 03/21/31 | &nbsp;&nbsp;&nbsp; 261 | 238819 |
| &nbsp;&nbsp;&nbsp; 2.88%, 11/20/50 | &nbsp;&nbsp;&nbsp; 185 | 116965 |
| &nbsp;&nbsp;&nbsp; 2.99%, 10/30/56 | &nbsp;&nbsp;&nbsp; 641 | 390559 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/20/60<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 711 | 425273 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/22/51 | &nbsp;&nbsp;&nbsp; 495 | 359039 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/22/61 | &nbsp;&nbsp;&nbsp; 757 | 525721 |
| &nbsp;&nbsp;&nbsp; 3.85%, 11/01/42 | &nbsp;&nbsp;&nbsp; 391 | 316770 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/15/46 | &nbsp;&nbsp;&nbsp; 204 | 166063 |
| &nbsp;&nbsp;&nbsp; 4.27%, 01/15/36 | &nbsp;&nbsp;&nbsp; 125 | 118054 |
| &nbsp;&nbsp;&nbsp; 4.40%, 11/01/34 | &nbsp;&nbsp;&nbsp; 551 | 535360 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/10/33 | &nbsp;&nbsp;&nbsp; 519 | 514686 |
| &nbsp;&nbsp;&nbsp; 4.52%, 09/15/48 | &nbsp;&nbsp;&nbsp; 285 | 243284 |
| &nbsp;&nbsp;&nbsp; 4.67%, 03/15/55 | &nbsp;&nbsp;&nbsp; 335 | 284797 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/01/41 | &nbsp;&nbsp;&nbsp; 219 | 201367 |
| &nbsp;&nbsp;&nbsp; 4.81%, 03/15/39 | &nbsp;&nbsp;&nbsp; 342 | 329448 |
| &nbsp;&nbsp;&nbsp; 4.86%, 08/21/46 | &nbsp;&nbsp;&nbsp; 638 | 576291 |
| &nbsp;&nbsp;&nbsp; 5.01%, 04/15/49 | &nbsp;&nbsp;&nbsp; 200 | 182948 |
| &nbsp;&nbsp;&nbsp; 5.01%, 08/21/54 | &nbsp;&nbsp;&nbsp; 450 | 404958 |
| &nbsp;&nbsp;&nbsp; 5.05%, 05/09/33 | &nbsp;&nbsp;&nbsp; 110 | 113448 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/16/37 | &nbsp;&nbsp;&nbsp; 745 | 756964 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/16/47 | &nbsp;&nbsp;&nbsp; 287 | 281484 |
| &nbsp;&nbsp;&nbsp; 5.85%, 09/15/35 | &nbsp;&nbsp;&nbsp; 180 | 193335 |
| &nbsp;&nbsp;&nbsp; 6.40%, 09/15/33 | &nbsp;&nbsp;&nbsp; 10 | 11098 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Telecommunications (continued)** | **Telecommunications (continued)** | **Telecommunications (continued)** |
| &nbsp;&nbsp;&nbsp; 6.55%, 09/15/43 | &nbsp;&nbsp;&nbsp; $145 | $160940 |
| &nbsp;&nbsp;&nbsp; 7.75%, 12/01/30 | &nbsp;&nbsp;&nbsp; 25 | 28779 |
| Vodafone Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/17/50 | &nbsp;&nbsp;&nbsp; 242 | 192393 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/19/43 | &nbsp;&nbsp;&nbsp; 20 | 17287 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/19/49 | &nbsp;&nbsp;&nbsp; 270 | 238726 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/30/38 | &nbsp;&nbsp;&nbsp; 200 | 198201 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/30/48 | &nbsp;&nbsp;&nbsp; 295 | 277498 |
| &nbsp;&nbsp;&nbsp; 6.15%, 02/27/37 | &nbsp;&nbsp;&nbsp; 235 | 257389 |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/30/32 | &nbsp;&nbsp;&nbsp; 95 | 103601 |
| &nbsp;&nbsp;&nbsp; 7.88%, 02/15/30 | &nbsp;&nbsp;&nbsp; 300 | 343377 |
|  |  | 30355501 |
| **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; 339 | 335274 |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/19/29 | &nbsp;&nbsp;&nbsp; 796 | 782063 |
| &nbsp;&nbsp;&nbsp; 6.05%, 05/14/34 | &nbsp;&nbsp;&nbsp; 260 | 275812 |
| &nbsp;&nbsp;&nbsp; 6.35%, 03/15/40 | &nbsp;&nbsp;&nbsp; 55 | 58211 |
|  |  | 1451360 |
| **Transportation — 0.4%** | **Transportation — 0.4%** | **Transportation — 0.4%** |
| Canadian National Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 05/01/50 | &nbsp;&nbsp;&nbsp; 540 | 324511 |
| &nbsp;&nbsp;&nbsp; 3.20%, 08/02/46 | &nbsp;&nbsp;&nbsp; 179 | 131571 |
| &nbsp;&nbsp;&nbsp; 3.65%, 02/03/48 | &nbsp;&nbsp;&nbsp; 152 | 117835 |
| &nbsp;&nbsp;&nbsp; 3.85%, 08/05/32 | &nbsp;&nbsp;&nbsp; 50 | 48548 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/12/31 | &nbsp;&nbsp;&nbsp; 75 | 75269 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/18/34 | &nbsp;&nbsp;&nbsp; 125 | 123468 |
| &nbsp;&nbsp;&nbsp; 4.40%, 08/05/52 | &nbsp;&nbsp;&nbsp; 105 | 89946 |
| &nbsp;&nbsp;&nbsp; 4.45%, 01/20/49 | &nbsp;&nbsp;&nbsp; 170 | 148663 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/12/35 | &nbsp;&nbsp;&nbsp; 75 | 75525 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/01/33 | &nbsp;&nbsp;&nbsp; 105 | 114941 |
| &nbsp;&nbsp;&nbsp; 6.20%, 06/01/36 | &nbsp;&nbsp;&nbsp; 70 | 78479 |
| &nbsp;&nbsp;&nbsp; 6.25%, 08/01/34 | &nbsp;&nbsp;&nbsp; 45 | 50242 |
| &nbsp;&nbsp;&nbsp; 6.38%, 11/15/37 | &nbsp;&nbsp;&nbsp; 141 | 159698 |
| Canadian Pacific Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 12/02/51 | &nbsp;&nbsp;&nbsp; 480 | 324935 |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/15/69 | &nbsp;&nbsp;&nbsp; 95 | 72768 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/15/35 | &nbsp;&nbsp;&nbsp; 105 | 104935 |
| &nbsp;&nbsp;&nbsp; 5.95%, 05/15/37 | &nbsp;&nbsp;&nbsp; 100 | 108268 |
| &nbsp;&nbsp;&nbsp; 6.13%, 09/15/2115 | &nbsp;&nbsp;&nbsp; 490 | 500869 |
| &nbsp;&nbsp;&nbsp; 7.13%, 10/15/31 | &nbsp;&nbsp;&nbsp; 165 | 188290 |
| CH Robinson Worldwide Inc., 4.20%, 04/15/28 | &nbsp;&nbsp;&nbsp; 2420 | 2427081 |
| CSX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 02/15/30 | &nbsp;&nbsp;&nbsp; 4 | 3758 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/15/51 | &nbsp;&nbsp;&nbsp; 45 | 27189 |
| &nbsp;&nbsp;&nbsp; 3.35%, 09/15/49 | &nbsp;&nbsp;&nbsp; 185 | 133088 |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/01/46 | &nbsp;&nbsp;&nbsp; 214 | 171332 |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/15/50 | &nbsp;&nbsp;&nbsp; 115 | 89491 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/01/50 | &nbsp;&nbsp;&nbsp; 153 | 121483 |
| &nbsp;&nbsp;&nbsp; 4.10%, 11/15/32 | &nbsp;&nbsp;&nbsp; 50 | 49347 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/15/44 | &nbsp;&nbsp;&nbsp; 74 | 62988 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/01/66 | &nbsp;&nbsp;&nbsp; 65 | 51240 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/01/48 | &nbsp;&nbsp;&nbsp; 225 | 191487 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/01/43 | &nbsp;&nbsp;&nbsp; 83 | 73931 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/49 | &nbsp;&nbsp;&nbsp; 148 | 128854 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/52 | &nbsp;&nbsp;&nbsp; 25 | 21638 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/01/54 | &nbsp;&nbsp;&nbsp; 160 | 137365 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/01/68 | &nbsp;&nbsp;&nbsp; 48 | 40309 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/30/42 | &nbsp;&nbsp;&nbsp; 130 | 122247 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/15/48 | &nbsp;&nbsp;&nbsp; 148 | 134459 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware U.S. Aggregate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Transportation (continued)** | **Transportation (continued)** | **Transportation (continued)** |
| &nbsp;&nbsp;&nbsp; 5.05%, 06/15/35 | &nbsp;&nbsp;&nbsp; $75 | $76969 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/15/41 | &nbsp;&nbsp;&nbsp; 165 | 170435 |
| &nbsp;&nbsp;&nbsp; 6.00%, 10/01/36 | &nbsp;&nbsp;&nbsp; 157 | 171928 |
| &nbsp;&nbsp;&nbsp; 6.15%, 05/01/37 | &nbsp;&nbsp;&nbsp; 104 | 115409 |
| &nbsp;&nbsp;&nbsp; 6.22%, 04/30/40 | &nbsp;&nbsp;&nbsp; 160 | 177915 |
| FedEx Corp., 4.75%, 11/15/45 | &nbsp;&nbsp;&nbsp; 283 | 242162 |
| Norfolk Southern Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 11/01/29 | &nbsp;&nbsp;&nbsp; 47 | 44413 |
| &nbsp;&nbsp;&nbsp; 2.90%, 08/25/51 | &nbsp;&nbsp;&nbsp; 66 | 42559 |
| &nbsp;&nbsp;&nbsp; 3.16%, 05/15/55 | &nbsp;&nbsp;&nbsp; 170 | 112389 |
| &nbsp;&nbsp;&nbsp; 3.40%, 11/01/49 | &nbsp;&nbsp;&nbsp; 121 | 87029 |
| &nbsp;&nbsp;&nbsp; 4.05%, 08/15/52 | &nbsp;&nbsp;&nbsp; 264 | 209926 |
| &nbsp;&nbsp;&nbsp; 4.10%, 05/15/2121 | &nbsp;&nbsp;&nbsp; 85 | 60516 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/01/33 | &nbsp;&nbsp;&nbsp; 50 | 50122 |
| &nbsp;&nbsp;&nbsp; 4.55%, 06/01/53 | &nbsp;&nbsp;&nbsp; 40 | 34554 |
| &nbsp;&nbsp;&nbsp; 5.05%, 08/01/30 | &nbsp;&nbsp;&nbsp; 175 | 181808 |
| &nbsp;&nbsp;&nbsp; 5.10%, 08/01/2118 | &nbsp;&nbsp;&nbsp; 40 | 35490 |
| Ryder System Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 03/01/27 | &nbsp;&nbsp;&nbsp; 45 | 44318 |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/01/26 | &nbsp;&nbsp;&nbsp; 40 | 39553 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/15/27 | &nbsp;&nbsp;&nbsp; 95 | 95292 |
| &nbsp;&nbsp;&nbsp; 4.30%, 12/01/30 | &nbsp;&nbsp;&nbsp; 60 | 59924 |
| &nbsp;&nbsp;&nbsp; 4.85%, 06/15/30 | &nbsp;&nbsp;&nbsp; 100 | 102274 |
| &nbsp;&nbsp;&nbsp; 4.90%, 12/01/29 | &nbsp;&nbsp;&nbsp; 35 | 35778 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/01/29 | &nbsp;&nbsp;&nbsp; 270 | 276538 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/30 | &nbsp;&nbsp;&nbsp; 40 | 41106 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/28 | &nbsp;&nbsp;&nbsp; 965 | 991722 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/15/27 | &nbsp;&nbsp;&nbsp; 100 | 101426 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/15/29 | &nbsp;&nbsp;&nbsp; 235 | 243511 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/29 | &nbsp;&nbsp;&nbsp; 480 | 501512 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/01/28 | &nbsp;&nbsp;&nbsp; 295 | 304948 |
| &nbsp;&nbsp;&nbsp; 6.30%, 12/01/28 | &nbsp;&nbsp;&nbsp; 390 | 413608 |
| &nbsp;&nbsp;&nbsp; 6.60%, 12/01/33 | &nbsp;&nbsp;&nbsp; 1675 | 1878030 |
| Union Pacific Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.97%, 09/16/62 | &nbsp;&nbsp;&nbsp; 100 | 59864 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/05/50 | &nbsp;&nbsp;&nbsp; 340 | 240074 |
| &nbsp;&nbsp;&nbsp; 3.35%, 08/15/46 | &nbsp;&nbsp;&nbsp; 99 | 73509 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/01/35 | &nbsp;&nbsp;&nbsp; 100 | 90929 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/14/53 | &nbsp;&nbsp;&nbsp; 115 | 83360 |
| &nbsp;&nbsp;&nbsp; 3.55%, 08/15/39 | &nbsp;&nbsp;&nbsp; 5 | 4315 |
| &nbsp;&nbsp;&nbsp; 3.55%, 05/20/61 | &nbsp;&nbsp;&nbsp; 35 | 24180 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/15/37 | &nbsp;&nbsp;&nbsp; 75 | 67305 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/05/70 | &nbsp;&nbsp;&nbsp; 207 | 143486 |
| &nbsp;&nbsp;&nbsp; 3.80%, 10/01/51 | &nbsp;&nbsp;&nbsp; 284 | 219095 |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/06/71 | &nbsp;&nbsp;&nbsp; 300 | 211467 |
| &nbsp;&nbsp;&nbsp; 3.84%, 03/20/60 | &nbsp;&nbsp;&nbsp; 367 | 271536 |
| &nbsp;&nbsp;&nbsp; 3.85%, 02/14/72 | &nbsp;&nbsp;&nbsp; 150 | 106732 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/01/55 | &nbsp;&nbsp;&nbsp; 210 | 161524 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/15/59 | &nbsp;&nbsp;&nbsp; 200 | 152131 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/47 | &nbsp;&nbsp;&nbsp; 115 | 93927 |
| &nbsp;&nbsp;&nbsp; 4.05%, 11/15/45 | &nbsp;&nbsp;&nbsp; 194 | 162130 |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/01/46 | &nbsp;&nbsp;&nbsp; 177 | 147158 |
| &nbsp;&nbsp;&nbsp; 4.10%, 09/15/67 | &nbsp;&nbsp;&nbsp; 230 | 175844 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/01/49 | &nbsp;&nbsp;&nbsp; 210 | 176773 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/10/48 | &nbsp;&nbsp;&nbsp; 65 | 56691 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/15/53 | &nbsp;&nbsp;&nbsp; 70 | 65262 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/20/35 | &nbsp;&nbsp;&nbsp; 175 | 181672 |
| &nbsp;&nbsp;&nbsp; 5.60%, 12/01/54 | &nbsp;&nbsp;&nbsp; 175 | 177959 |
|  |  | 16916135 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Trucking & Leasing — 0.1%** | **Trucking & Leasing — 0.1%** | **Trucking & Leasing — 0.1%** |
| GATX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 06/01/51 | &nbsp;&nbsp;&nbsp; $200 | $129692 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/15/28 | &nbsp;&nbsp;&nbsp; 170 | 167475 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/32 | &nbsp;&nbsp;&nbsp; 240 | 224265 |
| &nbsp;&nbsp;&nbsp; 3.85%, 03/30/27 | &nbsp;&nbsp;&nbsp; 160 | 159217 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/30/30 | &nbsp;&nbsp;&nbsp; 80 | 78875 |
| &nbsp;&nbsp;&nbsp; 4.55%, 11/07/28 | &nbsp;&nbsp;&nbsp; 209 | 210961 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/01/29 | &nbsp;&nbsp;&nbsp; 120 | 121686 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/33 | &nbsp;&nbsp;&nbsp; 100 | 100622 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/15/44 | &nbsp;&nbsp;&nbsp; 87 | 82896 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/27 | &nbsp;&nbsp;&nbsp; 25 | 25356 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/15/33 | &nbsp;&nbsp;&nbsp; 145 | 150950 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/35 | &nbsp;&nbsp;&nbsp; 25 | 25833 |
| &nbsp;&nbsp;&nbsp; 6.05%, 03/15/34 | &nbsp;&nbsp;&nbsp; 340 | 364125 |
| &nbsp;&nbsp;&nbsp; 6.05%, 06/05/54 | &nbsp;&nbsp;&nbsp; 115 | 117985 |
| &nbsp;&nbsp;&nbsp; 6.90%, 05/01/34 | &nbsp;&nbsp;&nbsp; 250 | 282581 |
|  |  | 2242519 |
| **Water — 0.1%** | **Water — 0.1%** | **Water — 0.1%** |
| American Water Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 05/01/30 | &nbsp;&nbsp;&nbsp; 139 | 132019 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/01/51 | &nbsp;&nbsp;&nbsp; 25 | 17257 |
| &nbsp;&nbsp;&nbsp; 3.45%, 06/01/29 | &nbsp;&nbsp;&nbsp; 217 | 213003 |
| &nbsp;&nbsp;&nbsp; 3.45%, 05/01/50 | &nbsp;&nbsp;&nbsp; 260 | 188873 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/01/47 | &nbsp;&nbsp;&nbsp; 97 | 75729 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/01/46 | &nbsp;&nbsp;&nbsp; 136 | 111701 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/01/49 | &nbsp;&nbsp;&nbsp; 218 | 178788 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/01/48 | &nbsp;&nbsp;&nbsp; 171 | 141464 |
| &nbsp;&nbsp;&nbsp; 4.30%, 12/01/42 | &nbsp;&nbsp;&nbsp; 50 | 43941 |
| &nbsp;&nbsp;&nbsp; 4.30%, 09/01/45 | &nbsp;&nbsp;&nbsp; 50 | 43583 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/01/54 | &nbsp;&nbsp;&nbsp; 80 | 79014 |
| &nbsp;&nbsp;&nbsp; 6.59%, 10/15/37 | &nbsp;&nbsp;&nbsp; 80 | 91513 |
| Essential Utilities Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 04/15/30 | &nbsp;&nbsp;&nbsp; 157 | 147276 |
| &nbsp;&nbsp;&nbsp; 3.35%, 04/15/50 | &nbsp;&nbsp;&nbsp; 263 | 182320 |
| &nbsp;&nbsp;&nbsp; 3.57%, 05/01/29 | &nbsp;&nbsp;&nbsp; 160 | 156469 |
| &nbsp;&nbsp;&nbsp; 4.28%, 05/01/49 | &nbsp;&nbsp;&nbsp; 273 | 220960 |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/15/27 | &nbsp;&nbsp;&nbsp; 25 | 25251 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/15/35 | &nbsp;&nbsp;&nbsp; 25 | 25636 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/01/52 | &nbsp;&nbsp;&nbsp; 145 | 136442 |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/15/34 | &nbsp;&nbsp;&nbsp; 25 | 25968 |
| United Utilities PLC, 6.88%, 08/15/28 | &nbsp;&nbsp;&nbsp; 40 | 42736 |
|  |  | 2279943 |
| **Total Corporate Bonds & Notes — 24.7%** <br>**(Cost: $1,089,040,715)** | **Total Corporate Bonds & Notes — 24.7%** <br>**(Cost: $1,089,040,715)** | 1068712900 |
| **Foreign Government Obligations**<sup>(f)</sup> | **Foreign Government Obligations**<sup>(f)</sup> | **Foreign Government Obligations**<sup>(f)</sup> |
| **Canada — 0.6%** | **Canada — 0.6%** | **Canada — 0.6%** |
| Hydro-Quebec |  |  |
| &nbsp;&nbsp;&nbsp; Series HH, 8.50%, 12/01/29 | &nbsp;&nbsp;&nbsp; 170 | 198475 |
| &nbsp;&nbsp;&nbsp; Series HK, 9.38%, 04/15/30 | &nbsp;&nbsp;&nbsp; 1510 | 1831311 |
| &nbsp;&nbsp;&nbsp; Series HQ, 9.50%, 11/15/30 | &nbsp;&nbsp;&nbsp; 1170 | 1451843 |
| Province of Alberta Canada |  |  |
| &nbsp;&nbsp;&nbsp; 1.30%, 07/22/30 | &nbsp;&nbsp;&nbsp; 556 | 498456 |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/15/28 | &nbsp;&nbsp;&nbsp; 579 | 574692 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/24/34 | &nbsp;&nbsp;&nbsp; 805 | 823228 |
| Province of British Columbia Canada |  |  |
| &nbsp;&nbsp;&nbsp; 1.30%, 01/29/31 | &nbsp;&nbsp;&nbsp; 2035 | 1795284 |
| &nbsp;&nbsp;&nbsp; 4.20%, 07/06/33 | &nbsp;&nbsp;&nbsp; 2570 | 2579735 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/12/34 | &nbsp;&nbsp;&nbsp; 665 | 688334 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware U.S. Aggregate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/15/28 | &nbsp;&nbsp;&nbsp; $1235 | $1274368 |
| &nbsp;&nbsp;&nbsp; 7.25%, 09/01/36 | &nbsp;&nbsp;&nbsp; 240 | 296600 |
| Province of Manitoba Canada |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 10/25/28 | &nbsp;&nbsp;&nbsp; 315 | 296276 |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/27/33 | &nbsp;&nbsp;&nbsp; 980 | 986745 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/31/34 | &nbsp;&nbsp;&nbsp; 505 | 527007 |
| Province of Ontario Canada |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 10/07/30 | &nbsp;&nbsp;&nbsp; 940 | 830367 |
| &nbsp;&nbsp;&nbsp; 1.60%, 02/25/31 | &nbsp;&nbsp;&nbsp; 1380 | 1235312 |
| &nbsp;&nbsp;&nbsp; 1.80%, 10/14/31 | &nbsp;&nbsp;&nbsp; 1740 | 1547114 |
| &nbsp;&nbsp;&nbsp; 2.13%, 01/21/32 | &nbsp;&nbsp;&nbsp; 1730 | 1556613 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/24/34 | &nbsp;&nbsp;&nbsp; 645 | 681953 |
| Province of Quebec Canada |  |  |
| &nbsp;&nbsp;&nbsp; 1.35%, 05/28/30 | &nbsp;&nbsp;&nbsp; 1360 | 1226196 |
| &nbsp;&nbsp;&nbsp; 1.90%, 04/21/31 | &nbsp;&nbsp;&nbsp; 1910 | 1726800 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/12/27 | &nbsp;&nbsp;&nbsp; 95 | 93790 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/13/28 | &nbsp;&nbsp;&nbsp; 1055 | 1054777 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/08/33 | &nbsp;&nbsp;&nbsp; 1035 | 1058912 |
| &nbsp;&nbsp;&nbsp; Series PD, 7.50%, 09/15/29 | &nbsp;&nbsp;&nbsp; 379 | 429062 |
|  |  | 25263250 |
| **Chile — 0.1%** | **Chile — 0.1%** | **Chile — 0.1%** |
| Chile Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 07/27/33 | &nbsp;&nbsp;&nbsp; 300 | 260614 |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/07/41 | &nbsp;&nbsp;&nbsp; 455 | 353823 |
| &nbsp;&nbsp;&nbsp; 3.10%, 01/22/61 | &nbsp;&nbsp;&nbsp; 500 | 320005 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/21/71 | &nbsp;&nbsp;&nbsp; 855 | 547429 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/31/34 | &nbsp;&nbsp;&nbsp; 275 | 253899 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/25/50 | &nbsp;&nbsp;&nbsp; 477 | 358056 |
| &nbsp;&nbsp;&nbsp; 3.86%, 06/21/47 | &nbsp;&nbsp;&nbsp; 310 | 252275 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/31/52 | &nbsp;&nbsp;&nbsp; 635 | 512883 |
| &nbsp;&nbsp;&nbsp; 4.34%, 03/07/42 | &nbsp;&nbsp;&nbsp; 370 | 333611 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/05/36 | &nbsp;&nbsp;&nbsp; 280 | 283690 |
| &nbsp;&nbsp;&nbsp; 5.33%, 01/05/54 | &nbsp;&nbsp;&nbsp; 40 | 39503 |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/13/37 | &nbsp;&nbsp;&nbsp; 200 | 212285 |
|  |  | 3728073 |
| **Hungary — 0.0%** | **Hungary — 0.0%** | **Hungary — 0.0%** |
| &nbsp;&nbsp;&nbsp; Hungary Government International Bonds, 7.63%, <br> 03/29/41<br>| &nbsp;&nbsp;&nbsp; 277 | 326904 |
| **Indonesia — 0.1%** | **Indonesia — 0.1%** | **Indonesia — 0.1%** |
| Indonesia Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/12/51 | &nbsp;&nbsp;&nbsp; 2055 | 1386787 |
| &nbsp;&nbsp;&nbsp; 3.20%, 09/23/61 | &nbsp;&nbsp;&nbsp; 400 | 261220 |
| &nbsp;&nbsp;&nbsp; 3.35%, 03/12/71 | &nbsp;&nbsp;&nbsp; 1015 | 667525 |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/15/50 | &nbsp;&nbsp;&nbsp; 225 | 186731 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/10/54 | &nbsp;&nbsp;&nbsp; 100 | 96926 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/10/54 | &nbsp;&nbsp;&nbsp; 5 | 4891 |
|  |  | 2604080 |
| **Israel — 0.0%** | **Israel — 0.0%** | **Israel — 0.0%** |
| Israel Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/03/50 | &nbsp;&nbsp;&nbsp; 460 | 339896 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/17/48 | &nbsp;&nbsp;&nbsp; 320 | 252878 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/17/33 | &nbsp;&nbsp;&nbsp; 255 | 250147 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/30/43 | &nbsp;&nbsp;&nbsp; 105 | 93493 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/03/2120 | &nbsp;&nbsp;&nbsp; 200 | 149642 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/19/35 | &nbsp;&nbsp;&nbsp; 200 | 209760 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/12/54 | &nbsp;&nbsp;&nbsp; 630 | 613959 |
| State of Israel, 3.38%, 01/15/50 | &nbsp;&nbsp;&nbsp; 170 | 115980 |
|  |  | 2025755 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Italy — 0.0%** | **Italy — 0.0%** | **Italy — 0.0%** |
| Republic of Italy Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/06/51 | &nbsp;&nbsp;&nbsp; $555 | $416244 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/17/49 | &nbsp;&nbsp;&nbsp; 502 | 389382 |
|  |  | 805626 |
| **Mexico — 0.1%** | **Mexico — 0.1%** | **Mexico — 0.1%** |
| Mexico Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 3.77%, 05/24/61 | &nbsp;&nbsp;&nbsp; 2025 | 1267658 |
| &nbsp;&nbsp;&nbsp; 4.28%, 08/14/41 | &nbsp;&nbsp;&nbsp; 80 | 64799 |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/12/52 | &nbsp;&nbsp;&nbsp; 2000 | 1480969 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/31/50 | &nbsp;&nbsp;&nbsp; 70 | 53817 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/23/46 | &nbsp;&nbsp;&nbsp; 55 | 43925 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/08/44 | &nbsp;&nbsp;&nbsp; 1000 | 831960 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/27/51 | &nbsp;&nbsp;&nbsp; 90 | 73526 |
| &nbsp;&nbsp;&nbsp; 5.55%, 01/21/45 | &nbsp;&nbsp;&nbsp; 100 | 93241 |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/12/2110 | &nbsp;&nbsp;&nbsp; 400 | 343971 |
| &nbsp;&nbsp;&nbsp; 6.05%, 01/11/40 | &nbsp;&nbsp;&nbsp; 5 | 5004 |
| &nbsp;&nbsp;&nbsp; 6.34%, 05/04/53 | &nbsp;&nbsp;&nbsp; 400 | 387903 |
| &nbsp;&nbsp;&nbsp; 6.63%, 01/29/38 | &nbsp;&nbsp;&nbsp; 5 | 5271 |
| &nbsp;&nbsp;&nbsp; 6.88%, 05/13/37 | &nbsp;&nbsp;&nbsp; 200 | 215528 |
| &nbsp;&nbsp;&nbsp; 7.38%, 05/13/55 | &nbsp;&nbsp;&nbsp; 5 | 5485 |
|  |  | 4873057 |
| **Panama — 0.0%** | **Panama — 0.0%** | **Panama — 0.0%** |
| Panama Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 3.87%, 07/23/60 | &nbsp;&nbsp;&nbsp; 565 | 371257 |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/29/53 | &nbsp;&nbsp;&nbsp; 552 | 407732 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/16/50 | &nbsp;&nbsp;&nbsp; 605 | 460925 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/56 | &nbsp;&nbsp;&nbsp; 325 | 241322 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/19/63 | &nbsp;&nbsp;&nbsp; 345 | 254328 |
| &nbsp;&nbsp;&nbsp; 6.85%, 03/28/54 | &nbsp;&nbsp;&nbsp; 210 | 216995 |
|  |  | 1952559 |
| **Peru — 0.0%** | **Peru — 0.0%** | **Peru — 0.0%** |
| Peru Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 2.78%, 12/01/60 | &nbsp;&nbsp;&nbsp; 1000 | 562401 |
| &nbsp;&nbsp;&nbsp; 3.23%, 07/28/2121 | &nbsp;&nbsp;&nbsp; 160 | 90234 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/10/51 | &nbsp;&nbsp;&nbsp; 1000 | 717278 |
| &nbsp;&nbsp;&nbsp; 3.60%, 01/15/72 | &nbsp;&nbsp;&nbsp; 130 | 83875 |
| &nbsp;&nbsp;&nbsp; 5.63%, 11/18/50 | &nbsp;&nbsp;&nbsp; 400 | 396607 |
| &nbsp;&nbsp;&nbsp; 5.88%, 08/08/54 | &nbsp;&nbsp;&nbsp; 55 | 55401 |
|  |  | 1905796 |
| **Poland — 0.1%** | **Poland — 0.1%** | **Poland — 0.1%** |
| &nbsp;&nbsp;&nbsp; Republic of Poland Government <br> International Bonds<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/04/33 | &nbsp;&nbsp;&nbsp; 480 | 488359 |
| &nbsp;&nbsp;&nbsp; 5.13%, 09/18/34 | &nbsp;&nbsp;&nbsp; 215 | 220989 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/12/35 | &nbsp;&nbsp;&nbsp; 200 | 208850 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/04/53 | &nbsp;&nbsp;&nbsp; 440 | 428566 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/18/54 | &nbsp;&nbsp;&nbsp; 550 | 535732 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/16/32 | &nbsp;&nbsp;&nbsp; 180 | 193795 |
|  |  | 2076291 |
| **South Korea — 0.0%** | **South Korea — 0.0%** | **South Korea — 0.0%** |
| Korea International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/20/48 | &nbsp;&nbsp;&nbsp; 413 | 355017 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/10/44 | &nbsp;&nbsp;&nbsp; 560 | 509178 |
|  |  | 864195 |
| **Supranational — 2.0%** | **Supranational — 2.0%** | **Supranational — 2.0%** |
| &nbsp;&nbsp;&nbsp; African Development Bank, 5.75% , (5-year CMT + <br> 1.58%)<sup>(a)(g)</sup><br>| &nbsp;&nbsp;&nbsp; 255 | 256161 |
| Council of Europe Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 01/26/28 | &nbsp;&nbsp;&nbsp; 975 | 976043 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware U.S. Aggregate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Supranational (continued)** | **Supranational (continued)** | **Supranational (continued)** |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/24/29 | &nbsp;&nbsp;&nbsp; $2195 | $2230906 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/30 | &nbsp;&nbsp;&nbsp; 1395 | 1441432 |
| European Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 09/23/30 | &nbsp;&nbsp;&nbsp; 45 | 39326 |
| &nbsp;&nbsp;&nbsp; 0.88%, 05/17/30 | &nbsp;&nbsp;&nbsp; 300 | 266352 |
| &nbsp;&nbsp;&nbsp; 1.25%, 02/14/31 | &nbsp;&nbsp;&nbsp; 1100 | 974435 |
| &nbsp;&nbsp;&nbsp; 1.63%, 10/09/29 | &nbsp;&nbsp;&nbsp; 100 | 93020 |
| &nbsp;&nbsp;&nbsp; 2.38%, 05/24/27 | &nbsp;&nbsp;&nbsp; 1415 | 1390462 |
| &nbsp;&nbsp;&nbsp; 3.63%, 07/15/30 | &nbsp;&nbsp;&nbsp; 40 | 39979 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/15/29 | &nbsp;&nbsp;&nbsp; 2000 | 2011792 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/14/33 | &nbsp;&nbsp;&nbsp; 865 | 859582 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/15/30 | &nbsp;&nbsp;&nbsp; 415 | 419038 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/15/29 | &nbsp;&nbsp;&nbsp; 2000 | 2027442 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/13/34 | &nbsp;&nbsp;&nbsp; 1580 | 1600316 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/16/32 | &nbsp;&nbsp;&nbsp; 1730 | 1771906 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/14/30 | &nbsp;&nbsp;&nbsp; 1150 | 1190130 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/12/35 | &nbsp;&nbsp;&nbsp; 2445 | 2558031 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/15/29 | &nbsp;&nbsp;&nbsp; 3260 | 3387452 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/15/36 | &nbsp;&nbsp;&nbsp; 1498 | 1598410 |
| Inter-American Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 09/16/27 | &nbsp;&nbsp;&nbsp; 1399 | 1328124 |
| &nbsp;&nbsp;&nbsp; 1.13%, 07/20/28 | &nbsp;&nbsp;&nbsp; 2363 | 2220718 |
| &nbsp;&nbsp;&nbsp; 1.13%, 01/13/31 | &nbsp;&nbsp;&nbsp; 2165 | 1908240 |
| &nbsp;&nbsp;&nbsp; 1.50%, 01/13/27 | &nbsp;&nbsp;&nbsp; 1065 | 1039991 |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/18/29 | &nbsp;&nbsp;&nbsp; 2100 | 2007638 |
| &nbsp;&nbsp;&nbsp; 2.38%, 07/07/27 | &nbsp;&nbsp;&nbsp; 1552 | 1523120 |
| &nbsp;&nbsp;&nbsp; 3.13%, 09/18/28 | &nbsp;&nbsp;&nbsp; 1155 | 1142420 |
| &nbsp;&nbsp;&nbsp; 3.20%, 08/07/42 | &nbsp;&nbsp;&nbsp; 1725 | 1431563 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/14/29 | &nbsp;&nbsp;&nbsp; 860 | 857167 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/12/33 | &nbsp;&nbsp;&nbsp; 305 | 297440 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/14/30 | &nbsp;&nbsp;&nbsp; 125 | 125619 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/28/41 | &nbsp;&nbsp;&nbsp; 925 | 841601 |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/16/35 | &nbsp;&nbsp;&nbsp; 485 | 496707 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/24/44 | &nbsp;&nbsp;&nbsp; 685 | 655455 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/30 | &nbsp;&nbsp;&nbsp; 125 | 129281 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/13/33 | &nbsp;&nbsp;&nbsp; 135 | 140227 |
| &nbsp;&nbsp;&nbsp; International Bank for Reconstruction & <br> Development<br>|  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 11/24/27 | &nbsp;&nbsp;&nbsp; 3745 | 3545160 |
| &nbsp;&nbsp;&nbsp; 0.75%, 08/26/30 | &nbsp;&nbsp;&nbsp; 3725 | 3259333 |
| &nbsp;&nbsp;&nbsp; 0.85%, 02/10/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 144748 |
| &nbsp;&nbsp;&nbsp; 0.88%, 05/14/30 | &nbsp;&nbsp;&nbsp; 2825 | 2507791 |
| &nbsp;&nbsp;&nbsp; 1.13%, 09/13/28 | &nbsp;&nbsp;&nbsp; 1790 | 1676589 |
| &nbsp;&nbsp;&nbsp; 1.25%, 02/10/31 | &nbsp;&nbsp;&nbsp; 1310 | 1159804 |
| &nbsp;&nbsp;&nbsp; 1.38%, 04/20/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3585 | 3409891 |
| &nbsp;&nbsp;&nbsp; 1.63%, 11/03/31 | &nbsp;&nbsp;&nbsp; 2795 | 2479710 |
| &nbsp;&nbsp;&nbsp; 1.75%, 10/23/29 | &nbsp;&nbsp;&nbsp; 3332 | 3110078 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/22/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5025 | 4924807 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/29/32 | &nbsp;&nbsp;&nbsp; 1330 | 1233328 |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/15/27 | &nbsp;&nbsp;&nbsp; 1865 | 1852358 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/12/28 | &nbsp;&nbsp;&nbsp; 1055 | 1054061 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/21/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 655 | 655698 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/16/29 | &nbsp;&nbsp;&nbsp; 250 | 252506 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/14/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1390 | 1403674 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/28/34 | &nbsp;&nbsp;&nbsp; 1675 | 1662061 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/06/32 | &nbsp;&nbsp;&nbsp; 100 | 101012 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/27/35 | &nbsp;&nbsp;&nbsp; 360 | 368711 |
| &nbsp;&nbsp;&nbsp; 4.63%, 08/01/28 | &nbsp;&nbsp;&nbsp; 645 | 662758 |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/15/32 | &nbsp;&nbsp;&nbsp; 195 | 203809 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/14/33 | &nbsp;&nbsp;&nbsp; 2900 | 3061738 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/35 | &nbsp;&nbsp;&nbsp; 1384 | 1457910 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Supranational (continued)** | **Supranational (continued)** | **Supranational (continued)** |
| &nbsp;&nbsp;&nbsp; Series GDIF, 5.75%, 05/02/34 | &nbsp;&nbsp;&nbsp; $1455 | $1468116 |
| International Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 08/27/30 | &nbsp;&nbsp;&nbsp; 1410 | 1233312 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/13/28 | &nbsp;&nbsp;&nbsp; 125 | 127986 |
| Nordic Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 09/08/27 | &nbsp;&nbsp;&nbsp; 855 | 851748 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/09/30 | &nbsp;&nbsp;&nbsp; 200 | 201040 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/28/29 | &nbsp;&nbsp;&nbsp; 410 | 418253 |
|  |  | 85765516 |
| **Uruguay — 0.1%** | **Uruguay — 0.1%** | **Uruguay — 0.1%** |
| Oriental Republic of Uruguay, 5.25%, 09/10/60 | &nbsp;&nbsp;&nbsp; 715 | 679974 |
| Uruguay Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/20/45 | &nbsp;&nbsp;&nbsp; 320 | 283205 |
| &nbsp;&nbsp;&nbsp; 4.98%, 04/20/55 | &nbsp;&nbsp;&nbsp; 709 | 654898 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/18/50 | &nbsp;&nbsp;&nbsp; 802 | 767757 |
| &nbsp;&nbsp;&nbsp; 5.44%, 02/14/37 | &nbsp;&nbsp;&nbsp; 50 | 52333 |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/28/34 | &nbsp;&nbsp;&nbsp; 190 | 202989 |
| &nbsp;&nbsp;&nbsp; 7.63%, 03/21/36 | &nbsp;&nbsp;&nbsp; 518 | 629875 |
|  |  | 3271031 |
| **Total Foreign Government Obligations — 3.1%** <br>**(Cost: $136,331,756)** | **Total Foreign Government Obligations — 3.1%** <br>**(Cost: $136,331,756)** | 135462133 |
| **Municipal Debt Obligations** | **Municipal Debt Obligations** | **Municipal Debt Obligations** |
| **California — 0.0%** | **California — 0.0%** | **California — 0.0%** |
| State of California GO BAB, 7.55%, 04/01/39 | &nbsp;&nbsp;&nbsp; 35 | 42957 |
| **Illinois — 0.0%** | **Illinois — 0.0%** | **Illinois — 0.0%** |
| State of Illinois GO, 5.10%, 06/01/33 | &nbsp;&nbsp;&nbsp; 83 | 84960 |
| **Total Municipal Debt Obligations — 0.0%** <br>**(Cost: $127,015)** | **Total Municipal Debt Obligations — 0.0%** <br>**(Cost: $127,015)** | 127917 |
| **U.S. Government & Agency Obligations** | **U.S. Government & Agency Obligations** | **U.S. Government & Agency Obligations** |
| **Mortgage Securities — 0.0%** | **Mortgage Securities — 0.0%** | **Mortgage Securities — 0.0%** |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp., 2.00%, <br> 07/01/38<br>| &nbsp;&nbsp;&nbsp; 1496 | 1382767 |
| **Mortgage-Backed Securities — 24.3%** | **Mortgage-Backed Securities — 24.3%** | **Mortgage-Backed Securities — 24.3%** |
| Federal Home Loan Mortgage Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/01/36 | &nbsp;&nbsp;&nbsp; 404 | 374156 |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/01/37 | &nbsp;&nbsp;&nbsp; 154 | 142182 |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/01/51 | &nbsp;&nbsp;&nbsp; 3380 | 2772904 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/01/52 | &nbsp;&nbsp;&nbsp; 5462 | 4470092 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/01/32 | &nbsp;&nbsp;&nbsp; 57 | 54779 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/01/51 | &nbsp;&nbsp;&nbsp; 777 | 665860 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/01/52 | &nbsp;&nbsp;&nbsp; 4480 | 3821512 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/01/52 | &nbsp;&nbsp;&nbsp; 482 | 412342 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/01/54 | &nbsp;&nbsp;&nbsp; 1017 | 870927 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/01/29 | &nbsp;&nbsp;&nbsp; 1221 | 1209070 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/46 | &nbsp;&nbsp;&nbsp; 287 | 260933 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/01/46 | &nbsp;&nbsp;&nbsp; 267 | 247440 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/01/46 | &nbsp;&nbsp;&nbsp; 355 | 323503 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/01/52 | &nbsp;&nbsp;&nbsp; 1137 | 1013068 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/01/33 | &nbsp;&nbsp;&nbsp; 12 | 12234 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/34 | &nbsp;&nbsp;&nbsp; 9 | 8802 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/38 | &nbsp;&nbsp;&nbsp; 22 | 21193 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/01/42 | &nbsp;&nbsp;&nbsp; 8 | 7484 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/01/44 | &nbsp;&nbsp;&nbsp; 9 | 8279 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/47 | &nbsp;&nbsp;&nbsp; 11 | 10480 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware U.S. Aggregate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/01/47 | &nbsp;&nbsp;&nbsp; $11 | $9995 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/01/48 | &nbsp;&nbsp;&nbsp; 6 | 5297 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/48 | &nbsp;&nbsp;&nbsp; 4 | 4031 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/01/40 | &nbsp;&nbsp;&nbsp; 158 | 155766 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/01/45 | &nbsp;&nbsp;&nbsp; 4 | 4184 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/01/48 | &nbsp;&nbsp;&nbsp; 288 | 279211 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/48 | &nbsp;&nbsp;&nbsp; 4 | 3414 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/01/49 | &nbsp;&nbsp;&nbsp; 6 | 6229 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/54 | &nbsp;&nbsp;&nbsp; 1640 | 1562195 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/01/48 | &nbsp;&nbsp;&nbsp; 11 | 11432 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/01/49 | &nbsp;&nbsp;&nbsp; 2 | 2048 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/01/55 | &nbsp;&nbsp;&nbsp; 3217 | 3149645 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/01/54 | &nbsp;&nbsp;&nbsp; 1166 | 1164286 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/01/52 | &nbsp;&nbsp;&nbsp; 224 | 229572 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/01/53 | &nbsp;&nbsp;&nbsp; 872 | 887749 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/54 | &nbsp;&nbsp;&nbsp; 1281 | 1298209 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/01/55 | &nbsp;&nbsp;&nbsp; 1704 | 1736755 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/01/55 | &nbsp;&nbsp;&nbsp; 566 | 574875 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/01/55 | &nbsp;&nbsp;&nbsp; 874 | 888563 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/55 | &nbsp;&nbsp;&nbsp; 3192 | 3239347 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/01/55 | &nbsp;&nbsp;&nbsp; 810 | 820710 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/01/53 | &nbsp;&nbsp;&nbsp; 849 | 873582 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/01/53 | &nbsp;&nbsp;&nbsp; 184 | 188627 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/01/54 | &nbsp;&nbsp;&nbsp; 1509 | 1547704 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/01/54 | &nbsp;&nbsp;&nbsp; 626 | 642211 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/01/54 | &nbsp;&nbsp;&nbsp; 842 | 864679 |
| &nbsp;&nbsp;&nbsp; 6.00%, 10/01/54 | &nbsp;&nbsp;&nbsp; 904 | 928517 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/01/55 | &nbsp;&nbsp;&nbsp; 170 | 173996 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/01/55 | &nbsp;&nbsp;&nbsp; 3691 | 3804990 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/01/55 | &nbsp;&nbsp;&nbsp; 3189 | 3272746 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/01/55 | &nbsp;&nbsp;&nbsp; 1120 | 1145999 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/55 | &nbsp;&nbsp;&nbsp; 1615 | 1665524 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/01/55 | &nbsp;&nbsp;&nbsp; 3026 | 3102249 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/01/55 | &nbsp;&nbsp;&nbsp; 2570 | 2636311 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/01/55 | &nbsp;&nbsp;&nbsp; 2692 | 2761933 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/01/54 | &nbsp;&nbsp;&nbsp; 1106 | 1143931 |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/01/54 | &nbsp;&nbsp;&nbsp; 161 | 168581 |
| &nbsp;&nbsp;&nbsp; 6.50%, 09/01/54 | &nbsp;&nbsp;&nbsp; 1016 | 1062810 |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/01/55 | &nbsp;&nbsp;&nbsp; 2394 | 2501885 |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/01/55 | &nbsp;&nbsp;&nbsp; 999 | 1047326 |
| &nbsp;&nbsp;&nbsp; 6.50%, 09/01/55 | &nbsp;&nbsp;&nbsp; 663 | 693750 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily <br> Structured Pass-Through Certificates<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.58%, 05/25/32 | &nbsp;&nbsp;&nbsp; 2000 | 1830138 |
| &nbsp;&nbsp;&nbsp; Series K062, Class A2, 3.41%, 12/25/26 | &nbsp;&nbsp;&nbsp; 100 | 99122 |
| &nbsp;&nbsp;&nbsp; Series K077, Class A2, 3.85%, 05/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2000 | 2000858 |
| &nbsp;&nbsp;&nbsp; Series K098, Class A2, 2.43%, 08/25/29 | &nbsp;&nbsp;&nbsp; 3000 | 2856599 |
| &nbsp;&nbsp;&nbsp; Series K100, Class A2, 2.67%, 09/25/29 | &nbsp;&nbsp;&nbsp; 1000 | 958469 |
| &nbsp;&nbsp;&nbsp; Series K101, Class A2, 2.52%, 10/25/29 | &nbsp;&nbsp;&nbsp; 300 | 285780 |
| &nbsp;&nbsp;&nbsp; Series K115, Class A2, 1.38%, 06/25/30 | &nbsp;&nbsp;&nbsp; 1920 | 1720396 |
| &nbsp;&nbsp;&nbsp; Series K120, Class A2, 1.50%, 10/25/30 | &nbsp;&nbsp;&nbsp; 3000 | 2678433 |
| &nbsp;&nbsp;&nbsp; Series K154, Class A2, 3.42%, 04/25/32 | &nbsp;&nbsp;&nbsp; 500 | 491870 |
| &nbsp;&nbsp;&nbsp; Series K739, Class A2, 1.34%, 09/25/27 | &nbsp;&nbsp;&nbsp; 883 | 849696 |
| Federal National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/01/54 | &nbsp;&nbsp;&nbsp; 3723 | 3716748 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/55 | &nbsp;&nbsp;&nbsp; 3253 | 3310565 |
| &nbsp;&nbsp;&nbsp; Series 2017-M11, Class A2, 2.98%, 08/25/29 | &nbsp;&nbsp;&nbsp; 124 | 120800 |
| &nbsp;&nbsp;&nbsp; Series 2017-M8, Class A2, 3.06%, 05/25/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1259 | 1243997 |
| &nbsp;&nbsp;&nbsp; Series 2021-M13, Class A2, 1.65%, 04/25/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 600 | 530395 |
| &nbsp;&nbsp;&nbsp; Series 2021-M17, Class A2, 1.71%, 07/25/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 887898 |
| Freddie Mac Pool, 5.50%, 08/01/55 | &nbsp;&nbsp;&nbsp; 3061 | 3115962 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
| Government National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 10/20/51 | &nbsp;&nbsp;&nbsp; $203 | $160682 |
| &nbsp;&nbsp;&nbsp; 2.00%, 07/20/50 | &nbsp;&nbsp;&nbsp; 62 | 51787 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/20/50 | &nbsp;&nbsp;&nbsp; 2845 | 2374787 |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/20/50 | &nbsp;&nbsp;&nbsp; 6820 | 5692354 |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/20/50 | &nbsp;&nbsp;&nbsp; 1415 | 1180904 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/20/50 | &nbsp;&nbsp;&nbsp; 1460 | 1217966 |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/20/51 | &nbsp;&nbsp;&nbsp; 2486 | 2074307 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/20/51 | &nbsp;&nbsp;&nbsp; 3347 | 2792290 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/20/51 | &nbsp;&nbsp;&nbsp; 3496 | 2915791 |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/20/51 | &nbsp;&nbsp;&nbsp; 738 | 615377 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/20/51 | &nbsp;&nbsp;&nbsp; 2734 | 2280367 |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/20/52 | &nbsp;&nbsp;&nbsp; 8863 | 7390855 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/20/52 | &nbsp;&nbsp;&nbsp; 4458 | 3716895 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/20/52 | &nbsp;&nbsp;&nbsp; 1180 | 984138 |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/20/52 | &nbsp;&nbsp;&nbsp; 3420 | 2851192 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/18/55<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 525 | 436994 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/20/46 | &nbsp;&nbsp;&nbsp; 89 | 78481 |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/20/50 | &nbsp;&nbsp;&nbsp; 3216 | 2799433 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/20/50 | &nbsp;&nbsp;&nbsp; 271 | 231844 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/20/50 | &nbsp;&nbsp;&nbsp; 393 | 336874 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/20/51 | &nbsp;&nbsp;&nbsp; 1005 | 874057 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/20/51 | &nbsp;&nbsp;&nbsp; 5931 | 5156092 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/20/51 | &nbsp;&nbsp;&nbsp; 708 | 615774 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/20/51 | &nbsp;&nbsp;&nbsp; 2377 | 2065435 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/20/51 | &nbsp;&nbsp;&nbsp; 7042 | 6119935 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/20/51 | &nbsp;&nbsp;&nbsp; 2516 | 2185798 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/20/52 | &nbsp;&nbsp;&nbsp; 1365 | 1186052 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/20/52 | &nbsp;&nbsp;&nbsp; 1850 | 1607490 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/20/52 | &nbsp;&nbsp;&nbsp; 6700 | 5820788 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/20/52 | &nbsp;&nbsp;&nbsp; 2722 | 2364714 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/20/52 | &nbsp;&nbsp;&nbsp; 1705 | 1481107 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/20/52 | &nbsp;&nbsp;&nbsp; 548 | 476345 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/20/52 | &nbsp;&nbsp;&nbsp; 1295 | 1125039 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/20/52 | &nbsp;&nbsp;&nbsp; 883 | 767534 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/18/55<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 1175 | 1019540 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/20/45 | &nbsp;&nbsp;&nbsp; 44 | 40214 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/20/45 | &nbsp;&nbsp;&nbsp; 206 | 189120 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/20/45 | &nbsp;&nbsp;&nbsp; 36 | 32679 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/20/46 | &nbsp;&nbsp;&nbsp; 19 | 17036 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/20/46 | &nbsp;&nbsp;&nbsp; 322 | 294856 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/20/46 | &nbsp;&nbsp;&nbsp; 9 | 7888 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/20/46 | &nbsp;&nbsp;&nbsp; 22 | 20146 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/20/46 | &nbsp;&nbsp;&nbsp; 269 | 245767 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/20/46 | &nbsp;&nbsp;&nbsp; 642 | 587149 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/20/46 | &nbsp;&nbsp;&nbsp; 17 | 15237 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/15/47 | &nbsp;&nbsp;&nbsp; 21 | 18770 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/20/47 | &nbsp;&nbsp;&nbsp; 7 | 6167 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/20/47 | &nbsp;&nbsp;&nbsp; 21 | 19460 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/20/47 | &nbsp;&nbsp;&nbsp; 381 | 348618 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/20/48 | &nbsp;&nbsp;&nbsp; 14 | 13234 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/20/49 | &nbsp;&nbsp;&nbsp; 681 | 622468 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/15/49 | &nbsp;&nbsp;&nbsp; 112 | 101173 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/20/50 | &nbsp;&nbsp;&nbsp; 706 | 639517 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/20/50 | &nbsp;&nbsp;&nbsp; 147 | 133050 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/20/50 | &nbsp;&nbsp;&nbsp; 1254 | 1134895 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/20/50 | &nbsp;&nbsp;&nbsp; 218 | 197119 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/20/50 | &nbsp;&nbsp;&nbsp; 947 | 856671 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/20/51 | &nbsp;&nbsp;&nbsp; 1824 | 1648196 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/20/51 | &nbsp;&nbsp;&nbsp; 1351 | 1220271 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/20/51 | &nbsp;&nbsp;&nbsp; 2553 | 2306224 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware U.S. Aggregate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/20/51 | &nbsp;&nbsp;&nbsp; $1149 | $1037392 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/20/51 | &nbsp;&nbsp;&nbsp; 1440 | 1300483 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/20/52 | &nbsp;&nbsp;&nbsp; 2080 | 1878243 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/20/52 | &nbsp;&nbsp;&nbsp; 2163 | 1937839 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/20/52 | &nbsp;&nbsp;&nbsp; 2683 | 2422464 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/20/52 | &nbsp;&nbsp;&nbsp; 5308 | 4792751 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/20/52 | &nbsp;&nbsp;&nbsp; 736 | 665057 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/20/52 | &nbsp;&nbsp;&nbsp; 452 | 408264 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/18/55<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 3063 | 2763064 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/20/42 | &nbsp;&nbsp;&nbsp; 27 | 25761 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/20/42 | &nbsp;&nbsp;&nbsp; 24 | 23170 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/20/45 | &nbsp;&nbsp;&nbsp; 2101 | 1972810 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/20/46 | &nbsp;&nbsp;&nbsp; 6 | 6091 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/20/47 | &nbsp;&nbsp;&nbsp; 6 | 5821 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/20/47 | &nbsp;&nbsp;&nbsp; 5 | 5137 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/20/47 | &nbsp;&nbsp;&nbsp; 93 | 87077 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/20/47 | &nbsp;&nbsp;&nbsp; 3723 | 3495780 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/20/47 | &nbsp;&nbsp;&nbsp; 24 | 22283 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/20/48 | &nbsp;&nbsp;&nbsp; 13 | 11903 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/20/48 | &nbsp;&nbsp;&nbsp; 23 | 21636 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/20/49 | &nbsp;&nbsp;&nbsp; 10 | 9585 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/20/49 | &nbsp;&nbsp;&nbsp; 1046 | 980174 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/20/49 | &nbsp;&nbsp;&nbsp; 710 | 663661 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/20/49 | &nbsp;&nbsp;&nbsp; 498 | 465132 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/20/49 | &nbsp;&nbsp;&nbsp; 200 | 187371 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/20/50 | &nbsp;&nbsp;&nbsp; 460 | 430038 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/20/50 | &nbsp;&nbsp;&nbsp; 314 | 293083 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/20/50 | &nbsp;&nbsp;&nbsp; 152 | 142042 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/20/52 | &nbsp;&nbsp;&nbsp; 2077 | 1935335 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/20/52 | &nbsp;&nbsp;&nbsp; 455 | 424209 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/20/52 | &nbsp;&nbsp;&nbsp; 1184 | 1100497 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/20/53 | &nbsp;&nbsp;&nbsp; 1272 | 1188308 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/18/55<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 9224 | 8455191 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/20/47 | &nbsp;&nbsp;&nbsp; 47 | 45750 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/20/47 | &nbsp;&nbsp;&nbsp; 53 | 51690 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/20/47 | &nbsp;&nbsp;&nbsp; 11 | 10570 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/20/48 | &nbsp;&nbsp;&nbsp; 2 | 2053 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/15/48 | &nbsp;&nbsp;&nbsp; 3 | 3143 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/20/48 | &nbsp;&nbsp;&nbsp; 8 | 7868 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/20/48 | &nbsp;&nbsp;&nbsp; 18 | 17220 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/20/48 | &nbsp;&nbsp;&nbsp; 46 | 44442 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/20/48 | &nbsp;&nbsp;&nbsp; 519 | 501947 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/20/48 | &nbsp;&nbsp;&nbsp; 930 | 898477 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/20/49 | &nbsp;&nbsp;&nbsp; 641 | 619606 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/20/50 | &nbsp;&nbsp;&nbsp; 1856 | 1788512 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/20/50 | &nbsp;&nbsp;&nbsp; 1510 | 1454550 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/20/52 | &nbsp;&nbsp;&nbsp; 217 | 207680 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/20/52 | &nbsp;&nbsp;&nbsp; 2386 | 2284018 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/20/52 | &nbsp;&nbsp;&nbsp; 598 | 573010 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/18/55<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 7781 | 7376361 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/20/41 | &nbsp;&nbsp;&nbsp; 721 | 725667 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/20/48 | &nbsp;&nbsp;&nbsp; 16 | 15968 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/20/48 | &nbsp;&nbsp;&nbsp; 3 | 2628 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/20/48 | &nbsp;&nbsp;&nbsp; 195 | 193708 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/20/48 | &nbsp;&nbsp;&nbsp; 96 | 95914 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/20/48 | &nbsp;&nbsp;&nbsp; 38 | 37917 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/20/49 | &nbsp;&nbsp;&nbsp; 143 | 142513 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/20/49 | &nbsp;&nbsp;&nbsp; 1101 | 1094514 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/20/49 | &nbsp;&nbsp;&nbsp; 27 | 26583 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/20/49 | &nbsp;&nbsp;&nbsp; 11 | 10935 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/20/49 | &nbsp;&nbsp;&nbsp; 3 | 2755 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/20/52 | &nbsp;&nbsp;&nbsp; $767 | $756500 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/20/52 | &nbsp;&nbsp;&nbsp; 3411 | 3359845 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/20/52 | &nbsp;&nbsp;&nbsp; 725 | 714826 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/20/53 | &nbsp;&nbsp;&nbsp; 2893 | 2845718 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/20/53 | &nbsp;&nbsp;&nbsp; 1511 | 1485263 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/20/54 | &nbsp;&nbsp;&nbsp; 1674 | 1639831 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/20/54 | &nbsp;&nbsp;&nbsp; 1775 | 1738650 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/18/55<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 4375 | 4278357 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/20/48 | &nbsp;&nbsp;&nbsp; 5 | 4960 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/20/48 | &nbsp;&nbsp;&nbsp; 2 | 2189 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/20/48 | &nbsp;&nbsp;&nbsp; 2 | 1616 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/20/48 | &nbsp;&nbsp;&nbsp; 3 | 3484 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/20/49 | &nbsp;&nbsp;&nbsp; 18 | 17817 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/20/49 | &nbsp;&nbsp;&nbsp; 245 | 248504 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/20/52 | &nbsp;&nbsp;&nbsp; 189 | 190264 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/20/52 | &nbsp;&nbsp;&nbsp; 1392 | 1400875 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/20/53 | &nbsp;&nbsp;&nbsp; 413 | 414821 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/20/53 | &nbsp;&nbsp;&nbsp; 2055 | 2063886 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/20/53 | &nbsp;&nbsp;&nbsp; 3578 | 3594848 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/20/53 | &nbsp;&nbsp;&nbsp; 1501 | 1504909 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/20/54 | &nbsp;&nbsp;&nbsp; 534 | 533506 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/20/54 | &nbsp;&nbsp;&nbsp; 7686 | 7680788 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/20/54 | &nbsp;&nbsp;&nbsp; 4569 | 4564636 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/18/55<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 3677 | 3672578 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/20/52 | &nbsp;&nbsp;&nbsp; 1986 | 2019122 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/20/53 | &nbsp;&nbsp;&nbsp; 83 | 84879 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/20/53 | &nbsp;&nbsp;&nbsp; 1796 | 1823866 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/20/53 | &nbsp;&nbsp;&nbsp; 2336 | 2372189 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/20/53 | &nbsp;&nbsp;&nbsp; 523 | 531075 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/20/53 | &nbsp;&nbsp;&nbsp; 452 | 458694 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/20/53 | &nbsp;&nbsp;&nbsp; 1450 | 1475434 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/20/53 | &nbsp;&nbsp;&nbsp; 319 | 323950 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/20/54 | &nbsp;&nbsp;&nbsp; 1529 | 1546207 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/20/54 | &nbsp;&nbsp;&nbsp; 2681 | 2711512 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/20/54 | &nbsp;&nbsp;&nbsp; 4284 | 4335089 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/20/54 | &nbsp;&nbsp;&nbsp; 4751 | 4802291 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/20/54 | &nbsp;&nbsp;&nbsp; 2496 | 2522450 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/18/55<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 6775 | 6841921 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/20/53 | &nbsp;&nbsp;&nbsp; 964 | 987512 |
| &nbsp;&nbsp;&nbsp; 6.00%, 10/20/53 | &nbsp;&nbsp;&nbsp; 1482 | 1518812 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/20/54 | &nbsp;&nbsp;&nbsp; 929 | 946811 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/20/54 | &nbsp;&nbsp;&nbsp; 1642 | 1674330 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/20/54 | &nbsp;&nbsp;&nbsp; 3324 | 3388940 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/20/54 | &nbsp;&nbsp;&nbsp; 3554 | 3623254 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/15/54<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 2850 | 2904721 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/20/55 | &nbsp;&nbsp;&nbsp; 589 | 601798 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/20/55 | &nbsp;&nbsp;&nbsp; 3073 | 3142667 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/20/53 | &nbsp;&nbsp;&nbsp; 2028 | 2094317 |
| &nbsp;&nbsp;&nbsp; 6.50%, 12/15/54<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 891 | 918314 |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/20/55 | &nbsp;&nbsp;&nbsp; 1638 | 1689688 |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/20/55 | &nbsp;&nbsp;&nbsp; 1091 | 1125690 |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/20/55 | &nbsp;&nbsp;&nbsp; 1134 | 1171100 |
| &nbsp;&nbsp;&nbsp; 6.50%, 09/20/55 | &nbsp;&nbsp;&nbsp; 1047 | 1081668 |
| Uniform Mortgage-Backed Securities |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/01/36 | &nbsp;&nbsp;&nbsp; 366 | 331034 |
| &nbsp;&nbsp;&nbsp; 1.50%, 10/01/36 | &nbsp;&nbsp;&nbsp; 309 | 279116 |
| &nbsp;&nbsp;&nbsp; 1.50%, 11/01/36 | &nbsp;&nbsp;&nbsp; 202 | 182644 |
| &nbsp;&nbsp;&nbsp; 1.50%, 02/01/37 | &nbsp;&nbsp;&nbsp; 2054 | 1851835 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/01/37 | &nbsp;&nbsp;&nbsp; 2930 | 2638213 |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/01/37 | &nbsp;&nbsp;&nbsp; 489 | 440125 |
| &nbsp;&nbsp;&nbsp; 1.50%, 08/01/37 | &nbsp;&nbsp;&nbsp; 275 | 247959 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware U.S. Aggregate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; 1.50%, 12/16/40<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; $4631 | $4170825 |
| &nbsp;&nbsp;&nbsp; 1.50%, 11/01/50 | &nbsp;&nbsp;&nbsp; 389 | 302754 |
| &nbsp;&nbsp;&nbsp; 1.50%, 02/01/51 | &nbsp;&nbsp;&nbsp; 2935 | 2278886 |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/01/51 | &nbsp;&nbsp;&nbsp; 1039 | 808362 |
| &nbsp;&nbsp;&nbsp; 1.50%, 05/01/51 | &nbsp;&nbsp;&nbsp; 1982 | 1541251 |
| &nbsp;&nbsp;&nbsp; 1.50%, 07/01/51 | &nbsp;&nbsp;&nbsp; 3997 | 3108178 |
| &nbsp;&nbsp;&nbsp; 1.50%, 11/01/51 | &nbsp;&nbsp;&nbsp; 1356 | 1054239 |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/01/52 | &nbsp;&nbsp;&nbsp; 412 | 320547 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/01/35 | &nbsp;&nbsp;&nbsp; 1206 | 1124329 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/01/36 | &nbsp;&nbsp;&nbsp; 3409 | 3177687 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/01/36 | &nbsp;&nbsp;&nbsp; 535 | 498254 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/01/36 | &nbsp;&nbsp;&nbsp; 1760 | 1634385 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/01/36 | &nbsp;&nbsp;&nbsp; 1061 | 983818 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/01/36 | &nbsp;&nbsp;&nbsp; 910 | 844694 |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/01/36 | &nbsp;&nbsp;&nbsp; 1560 | 1445919 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/01/36 | &nbsp;&nbsp;&nbsp; 437 | 404910 |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/01/36 | &nbsp;&nbsp;&nbsp; 918 | 850761 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/01/36 | &nbsp;&nbsp;&nbsp; 1236 | 1145137 |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/01/37 | &nbsp;&nbsp;&nbsp; 2633 | 2439377 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/01/37 | &nbsp;&nbsp;&nbsp; 4672 | 4325507 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/01/37 | &nbsp;&nbsp;&nbsp; 2268 | 2096620 |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/01/37 | &nbsp;&nbsp;&nbsp; 6419 | 5932775 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/01/37 | &nbsp;&nbsp;&nbsp; 2482 | 2293183 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/01/37 | &nbsp;&nbsp;&nbsp; 1843 | 1703200 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/16/40<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 9586 | 8861115 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/01/50 | &nbsp;&nbsp;&nbsp; 2797 | 2307103 |
| &nbsp;&nbsp;&nbsp; 2.00%, 07/01/50 | &nbsp;&nbsp;&nbsp; 1112 | 917124 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/01/50 | &nbsp;&nbsp;&nbsp; 667 | 554708 |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/01/50 | &nbsp;&nbsp;&nbsp; 3348 | 2759766 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/01/50 | &nbsp;&nbsp;&nbsp; 2342 | 1930844 |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/01/50 | &nbsp;&nbsp;&nbsp; 3651 | 3003514 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/01/50 | &nbsp;&nbsp;&nbsp; 7039 | 5844689 |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/01/51 | &nbsp;&nbsp;&nbsp; 3245 | 2676683 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/01/51 | &nbsp;&nbsp;&nbsp; 2495 | 2055371 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/01/51 | &nbsp;&nbsp;&nbsp; 3925 | 3233753 |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/01/51 | &nbsp;&nbsp;&nbsp; 11110 | 9142165 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/01/51 | &nbsp;&nbsp;&nbsp; 10889 | 8964366 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/01/51 | &nbsp;&nbsp;&nbsp; 3500 | 2885080 |
| &nbsp;&nbsp;&nbsp; 2.00%, 07/01/51 | &nbsp;&nbsp;&nbsp; 4068 | 3345700 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/01/51 | &nbsp;&nbsp;&nbsp; 4947 | 4058770 |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/01/51 | &nbsp;&nbsp;&nbsp; 1585 | 1300618 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/01/51 | &nbsp;&nbsp;&nbsp; 12393 | 10198643 |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/01/51 | &nbsp;&nbsp;&nbsp; 10673 | 8772461 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/01/51 | &nbsp;&nbsp;&nbsp; 5767 | 4740556 |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/01/52 | &nbsp;&nbsp;&nbsp; 7901 | 6489626 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/01/52 | &nbsp;&nbsp;&nbsp; 15582 | 12754841 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/01/52 | &nbsp;&nbsp;&nbsp; 25865 | 21172260 |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/01/52 | &nbsp;&nbsp;&nbsp; 4786 | 3919769 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/01/52 | &nbsp;&nbsp;&nbsp; 20445 | 16744366 |
| &nbsp;&nbsp;&nbsp; 2.00%, 07/01/52 | &nbsp;&nbsp;&nbsp; 1276 | 1045925 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/13/53<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 12600 | 10249648 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/01/32 | &nbsp;&nbsp;&nbsp; 46 | 43744 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/01/32 | &nbsp;&nbsp;&nbsp; 199 | 193200 |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/01/32 | &nbsp;&nbsp;&nbsp; 81 | 78197 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/01/33 | &nbsp;&nbsp;&nbsp; 32 | 31381 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/01/34 | &nbsp;&nbsp;&nbsp; 276 | 262353 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/01/35 | &nbsp;&nbsp;&nbsp; 380 | 362540 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/01/35 | &nbsp;&nbsp;&nbsp; 1601 | 1524942 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/01/36 | &nbsp;&nbsp;&nbsp; 659 | 626366 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/01/36 | &nbsp;&nbsp;&nbsp; 1370 | 1299374 |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/01/36 | &nbsp;&nbsp;&nbsp; 344 | 326520 |

---

---

| | | |
|:---|:---|:---|
| *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%, 07/01/36 | &nbsp;&nbsp;&nbsp; $1332 | $1262634 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/01/36 | &nbsp;&nbsp;&nbsp; 1617 | 1532019 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/01/37 | &nbsp;&nbsp;&nbsp; 770 | 727906 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/01/37 | &nbsp;&nbsp;&nbsp; 1788 | 1690707 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/01/37 | &nbsp;&nbsp;&nbsp; 1633 | 1543270 |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/01/37 | &nbsp;&nbsp;&nbsp; 687 | 649435 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/16/40<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 8188 | 7736751 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/01/47 | &nbsp;&nbsp;&nbsp; 11 | 9629 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/01/50 | &nbsp;&nbsp;&nbsp; 1981 | 1707744 |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/01/50 | &nbsp;&nbsp;&nbsp; 75 | 63627 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/01/50 | &nbsp;&nbsp;&nbsp; 189 | 164756 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/01/50 | &nbsp;&nbsp;&nbsp; 205 | 177846 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/01/50 | &nbsp;&nbsp;&nbsp; 1303 | 1127522 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/01/50 | &nbsp;&nbsp;&nbsp; 501 | 433140 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/01/50 | &nbsp;&nbsp;&nbsp; 6232 | 5401597 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/01/50 | &nbsp;&nbsp;&nbsp; 5850 | 4992130 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/01/51 | &nbsp;&nbsp;&nbsp; 890 | 764765 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/01/51 | &nbsp;&nbsp;&nbsp; 1418 | 1219467 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/01/51 | &nbsp;&nbsp;&nbsp; 1611 | 1388862 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/01/51 | &nbsp;&nbsp;&nbsp; 260 | 221404 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/01/51 | &nbsp;&nbsp;&nbsp; 4140 | 3551158 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/01/51 | &nbsp;&nbsp;&nbsp; 7889 | 6801885 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/01/51 | &nbsp;&nbsp;&nbsp; 10527 | 9026992 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/01/51 | &nbsp;&nbsp;&nbsp; 12637 | 10890094 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/01/51 | &nbsp;&nbsp;&nbsp; 5287 | 4536890 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/01/51 | &nbsp;&nbsp;&nbsp; 16238 | 13935311 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/01/52 | &nbsp;&nbsp;&nbsp; 15342 | 13160354 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/01/52 | &nbsp;&nbsp;&nbsp; 13549 | 11598516 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/01/52 | &nbsp;&nbsp;&nbsp; 5948 | 5094375 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/01/52 | &nbsp;&nbsp;&nbsp; 4154 | 3558196 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/01/52 | &nbsp;&nbsp;&nbsp; 1801 | 1541763 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/01/52 | &nbsp;&nbsp;&nbsp; 3290 | 2815318 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/11/55<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 7075 | 6018434 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/30 | &nbsp;&nbsp;&nbsp; 404 | 398462 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/01/31 | &nbsp;&nbsp;&nbsp; 22 | 21507 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/01/32 | &nbsp;&nbsp;&nbsp; 49 | 48013 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/01/33 | &nbsp;&nbsp;&nbsp; 21 | 20190 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/34 | &nbsp;&nbsp;&nbsp; 5 | 4635 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/01/34 | &nbsp;&nbsp;&nbsp; 35 | 33515 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/01/34 | &nbsp;&nbsp;&nbsp; 18 | 17075 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/01/34 | &nbsp;&nbsp;&nbsp; 42 | 40711 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/35 | &nbsp;&nbsp;&nbsp; 131 | 127284 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/35 | &nbsp;&nbsp;&nbsp; 106 | 102446 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/01/35 | &nbsp;&nbsp;&nbsp; 360 | 349233 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/01/37 | &nbsp;&nbsp;&nbsp; 1022 | 983461 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/37 | &nbsp;&nbsp;&nbsp; 582 | 562247 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/01/38 | &nbsp;&nbsp;&nbsp; 4533 | 4362973 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/16/40<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 3893 | 3746358 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/46 | &nbsp;&nbsp;&nbsp; 351 | 321375 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/01/46 | &nbsp;&nbsp;&nbsp; 724 | 659367 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/01/46 | &nbsp;&nbsp;&nbsp; 347 | 316085 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/01/47 | &nbsp;&nbsp;&nbsp; 152 | 137639 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/01/48 | &nbsp;&nbsp;&nbsp; 55 | 50206 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/48 | &nbsp;&nbsp;&nbsp; 967 | 878722 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/01/48 | &nbsp;&nbsp;&nbsp; 104 | 94688 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/49 | &nbsp;&nbsp;&nbsp; 3536 | 3238096 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/01/49 | &nbsp;&nbsp;&nbsp; 8 | 7407 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/01/49 | &nbsp;&nbsp;&nbsp; 6 | 5765 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/01/49 | &nbsp;&nbsp;&nbsp; 79 | 70657 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/50 | &nbsp;&nbsp;&nbsp; 1494 | 1345670 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/50 | &nbsp;&nbsp;&nbsp; 129 | 116067 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware U.S. Aggregate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/01/50 | &nbsp;&nbsp;&nbsp; $58 | $52133 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/01/50 | &nbsp;&nbsp;&nbsp; 3072 | 2747010 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/50 | &nbsp;&nbsp;&nbsp; 2015 | 1810814 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/01/50 | &nbsp;&nbsp;&nbsp; 1557 | 1412528 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/01/50 | &nbsp;&nbsp;&nbsp; 468 | 420686 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/01/50 | &nbsp;&nbsp;&nbsp; 3550 | 3173903 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/01/50 | &nbsp;&nbsp;&nbsp; 822 | 738357 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/01/50 | &nbsp;&nbsp;&nbsp; 388 | 348023 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/01/51 | &nbsp;&nbsp;&nbsp; 1019 | 917836 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/01/51 | &nbsp;&nbsp;&nbsp; 6513 | 5787355 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/01/51 | &nbsp;&nbsp;&nbsp; 2787 | 2509723 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/01/51 | &nbsp;&nbsp;&nbsp; 8892 | 7976982 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/51 | &nbsp;&nbsp;&nbsp; 4012 | 3602147 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/01/51 | &nbsp;&nbsp;&nbsp; 802 | 723765 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/01/51 | &nbsp;&nbsp;&nbsp; 455 | 407181 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/01/52 | &nbsp;&nbsp;&nbsp; 3193 | 2837355 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/52 | &nbsp;&nbsp;&nbsp; 1971 | 1773953 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/52 | &nbsp;&nbsp;&nbsp; 6365 | 5697306 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/01/52 | &nbsp;&nbsp;&nbsp; 8051 | 7216619 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/01/52 | &nbsp;&nbsp;&nbsp; 2564 | 2293656 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/52 | &nbsp;&nbsp;&nbsp; 2224 | 1983317 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/11/55<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 3550 | 3152454 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/33 | &nbsp;&nbsp;&nbsp; 13 | 12525 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/01/33 | &nbsp;&nbsp;&nbsp; 10 | 9987 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/01/34 | &nbsp;&nbsp;&nbsp; 252 | 248173 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/34 | &nbsp;&nbsp;&nbsp; 4 | 4290 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/01/34 | &nbsp;&nbsp;&nbsp; 8 | 7641 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/01/35 | &nbsp;&nbsp;&nbsp; 11 | 10574 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/01/38 | &nbsp;&nbsp;&nbsp; 4587 | 4469845 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/16/40<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 1072 | 1042561 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/01/42 | &nbsp;&nbsp;&nbsp; 2036 | 1943971 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/45 | &nbsp;&nbsp;&nbsp; 3455 | 3260287 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/01/45 | &nbsp;&nbsp;&nbsp; 34 | 32451 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/01/46 | &nbsp;&nbsp;&nbsp; 77 | 73998 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/01/46 | &nbsp;&nbsp;&nbsp; 318 | 301286 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/01/47 | &nbsp;&nbsp;&nbsp; 47 | 44211 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/47 | &nbsp;&nbsp;&nbsp; 1528 | 1454527 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/01/47 | &nbsp;&nbsp;&nbsp; 10 | 8984 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/01/47 | &nbsp;&nbsp;&nbsp; 901 | 847111 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/01/47 | &nbsp;&nbsp;&nbsp; 224 | 210821 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/01/48 | &nbsp;&nbsp;&nbsp; 1674 | 1574203 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/01/48 | &nbsp;&nbsp;&nbsp; 682 | 640816 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/48 | &nbsp;&nbsp;&nbsp; 53 | 49651 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/48 | &nbsp;&nbsp;&nbsp; 141 | 133303 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/01/48 | &nbsp;&nbsp;&nbsp; 8 | 7940 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/01/49 | &nbsp;&nbsp;&nbsp; 93 | 87673 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/01/49 | &nbsp;&nbsp;&nbsp; 236 | 223158 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/49 | &nbsp;&nbsp;&nbsp; 671 | 630644 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/49 | &nbsp;&nbsp;&nbsp; 2212 | 2079072 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/01/49 | &nbsp;&nbsp;&nbsp; 839 | 788899 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/01/49 | &nbsp;&nbsp;&nbsp; 1811 | 1693587 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/50 | &nbsp;&nbsp;&nbsp; 131 | 123366 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/01/50 | &nbsp;&nbsp;&nbsp; 4470 | 4188641 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/50 | &nbsp;&nbsp;&nbsp; 258 | 240791 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/50 | &nbsp;&nbsp;&nbsp; 392 | 366650 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/01/51 | &nbsp;&nbsp;&nbsp; 3728 | 3485121 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/01/51 | &nbsp;&nbsp;&nbsp; 696 | 655119 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/52 | &nbsp;&nbsp;&nbsp; 4278 | 3991472 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/01/52 | &nbsp;&nbsp;&nbsp; 10512 | 9775225 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/52 | &nbsp;&nbsp;&nbsp; 4866 | 4549286 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/52 | &nbsp;&nbsp;&nbsp; 1709 | 1588122 |

---

---

| | | |
|:---|:---|:---|
| *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%, 12/11/55<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; $6828 | $6314847 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/01/33 | &nbsp;&nbsp;&nbsp; 8 | 7730 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/01/37 | &nbsp;&nbsp;&nbsp; 167 | 165979 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/01/37 | &nbsp;&nbsp;&nbsp; 224 | 222287 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/01/37 | &nbsp;&nbsp;&nbsp; 325 | 321600 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/38 | &nbsp;&nbsp;&nbsp; 169 | 167345 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/01/38 | &nbsp;&nbsp;&nbsp; 148 | 145938 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/01/38 | &nbsp;&nbsp;&nbsp; 89 | 88035 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/01/39 | &nbsp;&nbsp;&nbsp; 1325 | 1308039 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/01/39 | &nbsp;&nbsp;&nbsp; 3094 | 3053473 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/15/39<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 2025 | 1997417 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/01/46 | &nbsp;&nbsp;&nbsp; 213 | 208003 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/46 | &nbsp;&nbsp;&nbsp; 7 | 6460 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/01/47 | &nbsp;&nbsp;&nbsp; 1429 | 1383634 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/01/47 | &nbsp;&nbsp;&nbsp; 270 | 263238 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/01/47 | &nbsp;&nbsp;&nbsp; 323 | 312661 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/01/48 | &nbsp;&nbsp;&nbsp; 1905 | 1840464 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/01/48 | &nbsp;&nbsp;&nbsp; 2131 | 2058982 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/48 | &nbsp;&nbsp;&nbsp; 4 | 4065 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/01/48 | &nbsp;&nbsp;&nbsp; 2 | 2087 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/01/49 | &nbsp;&nbsp;&nbsp; 1157 | 1117705 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/49 | &nbsp;&nbsp;&nbsp; 1316 | 1270587 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/01/49 | &nbsp;&nbsp;&nbsp; 12 | 12154 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/49 | &nbsp;&nbsp;&nbsp; 13 | 12476 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/01/49 | &nbsp;&nbsp;&nbsp; 1752 | 1692655 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/01/49 | &nbsp;&nbsp;&nbsp; 235 | 225707 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/01/49 | &nbsp;&nbsp;&nbsp; 8 | 7274 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/01/50 | &nbsp;&nbsp;&nbsp; 71 | 68516 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/50 | &nbsp;&nbsp;&nbsp; 1551 | 1495693 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/01/50 | &nbsp;&nbsp;&nbsp; 930 | 895686 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/01/51 | &nbsp;&nbsp;&nbsp; 226 | 218818 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/52 | &nbsp;&nbsp;&nbsp; 537 | 514239 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/01/52 | &nbsp;&nbsp;&nbsp; 1239 | 1188098 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/52 | &nbsp;&nbsp;&nbsp; 1415 | 1355681 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/01/52 | &nbsp;&nbsp;&nbsp; 3129 | 2998352 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/01/52 | &nbsp;&nbsp;&nbsp; 3323 | 3183059 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/01/52 | &nbsp;&nbsp;&nbsp; 487 | 466274 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/52 | &nbsp;&nbsp;&nbsp; 599 | 576610 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/01/52 | &nbsp;&nbsp;&nbsp; 4488 | 4293727 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/53 | &nbsp;&nbsp;&nbsp; 3598 | 3472739 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/11/55<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 9625 | 9166231 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/15/39<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25009 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/01/47 | &nbsp;&nbsp;&nbsp; 8 | 7622 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/01/48 | &nbsp;&nbsp;&nbsp; 18 | 17766 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/01/48 | &nbsp;&nbsp;&nbsp; 338 | 336421 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/01/48 | &nbsp;&nbsp;&nbsp; 14 | 14542 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/01/48 | &nbsp;&nbsp;&nbsp; 17 | 17663 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/01/49 | &nbsp;&nbsp;&nbsp; 53 | 52821 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/01/49 | &nbsp;&nbsp;&nbsp; 70 | 69854 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/49 | &nbsp;&nbsp;&nbsp; 132 | 131826 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/01/49 | &nbsp;&nbsp;&nbsp; 9 | 8875 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/01/50 | &nbsp;&nbsp;&nbsp; 1051 | 1045762 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/01/52 | &nbsp;&nbsp;&nbsp; 358 | 355716 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/52 | &nbsp;&nbsp;&nbsp; 1818 | 1788839 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/52 | &nbsp;&nbsp;&nbsp; 189 | 187314 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/01/52 | &nbsp;&nbsp;&nbsp; 1552 | 1536361 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/01/52 | &nbsp;&nbsp;&nbsp; 3401 | 3358153 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/01/52 | &nbsp;&nbsp;&nbsp; 7568 | 7469783 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/01/52 | &nbsp;&nbsp;&nbsp; 945 | 929745 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/01/52 | &nbsp;&nbsp;&nbsp; 3803 | 3770184 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/01/53 | &nbsp;&nbsp;&nbsp; 866 | 854746 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware U.S. Aggregate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/11/55<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; $10070 | $9857016 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/01/48 | &nbsp;&nbsp;&nbsp; 105 | 106962 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/49 | &nbsp;&nbsp;&nbsp; 9 | 9185 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/01/49 | &nbsp;&nbsp;&nbsp; 306 | 312727 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/01/52 | &nbsp;&nbsp;&nbsp; 345 | 348446 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/01/52 | &nbsp;&nbsp;&nbsp; 732 | 739414 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/01/52 | &nbsp;&nbsp;&nbsp; 715 | 720883 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/01/52 | &nbsp;&nbsp;&nbsp; 1711 | 1724508 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/01/52 | &nbsp;&nbsp;&nbsp; 982 | 991701 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/01/53 | &nbsp;&nbsp;&nbsp; 6824 | 6882694 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/53 | &nbsp;&nbsp;&nbsp; 501 | 506862 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/53 | &nbsp;&nbsp;&nbsp; 1918 | 1923381 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/01/53 | &nbsp;&nbsp;&nbsp; 562 | 563291 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/01/53 | &nbsp;&nbsp;&nbsp; 1262 | 1275697 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/01/53 | &nbsp;&nbsp;&nbsp; 5978 | 5987620 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/01/54 | &nbsp;&nbsp;&nbsp; 2036 | 2036796 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/01/54 | &nbsp;&nbsp;&nbsp; 4272 | 4264790 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/01/54 | &nbsp;&nbsp;&nbsp; 1781 | 1783379 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/01/55 | &nbsp;&nbsp;&nbsp; 3268 | 3273002 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/11/55<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 6950 | 6935238 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/52 | &nbsp;&nbsp;&nbsp; 389 | 401932 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/01/52 | &nbsp;&nbsp;&nbsp; 965 | 987343 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/01/52 | &nbsp;&nbsp;&nbsp; 2011 | 2066366 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/01/53 | &nbsp;&nbsp;&nbsp; 2018 | 2078424 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/01/53 | &nbsp;&nbsp;&nbsp; 3122 | 3182807 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/53 | &nbsp;&nbsp;&nbsp; 1987 | 2036777 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/01/53 | &nbsp;&nbsp;&nbsp; 5491 | 5612340 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/01/53 | &nbsp;&nbsp;&nbsp; 6595 | 6702295 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/53 | &nbsp;&nbsp;&nbsp; 481 | 494847 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/01/53 | &nbsp;&nbsp;&nbsp; 1727 | 1770582 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/01/53 | &nbsp;&nbsp;&nbsp; 1877 | 1905318 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/53 | &nbsp;&nbsp;&nbsp; 3266 | 3314958 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/54 | &nbsp;&nbsp;&nbsp; 2693 | 2742528 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/01/54 | &nbsp;&nbsp;&nbsp; 950 | 972148 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/01/54 | &nbsp;&nbsp;&nbsp; 2001 | 2037149 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/54 | &nbsp;&nbsp;&nbsp; 1518 | 1538532 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/01/54 | &nbsp;&nbsp;&nbsp; 2256 | 2300477 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/01/54 | &nbsp;&nbsp;&nbsp; 2144 | 2171874 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/01/54 | &nbsp;&nbsp;&nbsp; 3973 | 4061832 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/15/54<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 8851 | 8962576 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/55 | &nbsp;&nbsp;&nbsp; 855 | 872021 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/01/52 | &nbsp;&nbsp;&nbsp; 132 | 136070 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/01/53 | &nbsp;&nbsp;&nbsp; 410 | 430686 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/53 | &nbsp;&nbsp;&nbsp; 235 | 242743 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/01/53 | &nbsp;&nbsp;&nbsp; 980 | 1004130 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/01/53 | &nbsp;&nbsp;&nbsp; 5570 | 5781684 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/01/53 | &nbsp;&nbsp;&nbsp; 3245 | 3348991 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/01/53 | &nbsp;&nbsp;&nbsp; 2683 | 2760671 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/01/53 | &nbsp;&nbsp;&nbsp; 564 | 583240 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/01/54 | &nbsp;&nbsp;&nbsp; 350 | 360869 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/01/54 | &nbsp;&nbsp;&nbsp; 616 | 632743 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/01/54 | &nbsp;&nbsp;&nbsp; 1688 | 1739028 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/01/54 | &nbsp;&nbsp;&nbsp; 4364 | 4509130 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/01/54 | &nbsp;&nbsp;&nbsp; 594 | 615540 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/01/54 | &nbsp;&nbsp;&nbsp; 5246 | 5404115 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/01/54 | &nbsp;&nbsp;&nbsp; 1978 | 2056008 |
| &nbsp;&nbsp;&nbsp; 6.00%, 10/01/54 | &nbsp;&nbsp;&nbsp; 1535 | 1570274 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/15/54<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 8750 | 8958680 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/01/55 | &nbsp;&nbsp;&nbsp; 1191 | 1226455 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/01/55 | &nbsp;&nbsp;&nbsp; 498 | 516295 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/01/55 | &nbsp;&nbsp;&nbsp; 363 | 375212 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/01/53 | &nbsp;&nbsp;&nbsp; $3450 | $3616131 |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/01/53 | &nbsp;&nbsp;&nbsp; 2428 | 2513258 |
| &nbsp;&nbsp;&nbsp; 6.50%, 12/01/53 | &nbsp;&nbsp;&nbsp; 3703 | 3880129 |
| &nbsp;&nbsp;&nbsp; 6.50%, 01/01/54 | &nbsp;&nbsp;&nbsp; 3172 | 3329847 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/01/54 | &nbsp;&nbsp;&nbsp; 1023 | 1075098 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/01/54 | &nbsp;&nbsp;&nbsp; 2165 | 2253769 |
| &nbsp;&nbsp;&nbsp; 6.50%, 04/01/54 | &nbsp;&nbsp;&nbsp; 632 | 664936 |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/01/54 | &nbsp;&nbsp;&nbsp; 685 | 717234 |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/01/54 | &nbsp;&nbsp;&nbsp; 2943 | 3067827 |
| &nbsp;&nbsp;&nbsp; 6.50%, 09/01/54 | &nbsp;&nbsp;&nbsp; 400 | 417010 |
| &nbsp;&nbsp;&nbsp; 6.50%, 12/15/54<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 700 | 725134 |
| &nbsp;&nbsp;&nbsp; 6.50%, 01/01/55 | &nbsp;&nbsp;&nbsp; 1910 | 1990749 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/01/55 | &nbsp;&nbsp;&nbsp; 2003 | 2093633 |
| &nbsp;&nbsp;&nbsp; 6.50%, 04/01/55 | &nbsp;&nbsp;&nbsp; 1242 | 1292490 |
|  |  | 1051669531 |
| **U.S. Government Agency Obligations — 0.1%** | **U.S. Government Agency Obligations — 0.1%** | **U.S. Government Agency Obligations — 0.1%** |
| Federal National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 07/15/37 | &nbsp;&nbsp;&nbsp; 2142 | 2397999 |
| &nbsp;&nbsp;&nbsp; 6.21%, 08/06/38 | &nbsp;&nbsp;&nbsp; 110 | 129589 |
| &nbsp;&nbsp;&nbsp; 6.63%, 11/15/30 | &nbsp;&nbsp;&nbsp; 440 | 499118 |
| &nbsp;&nbsp;&nbsp; 7.13%, 01/15/30 | &nbsp;&nbsp;&nbsp; 750 | 850171 |
|  |  | 3876877 |
| **U.S. Government Obligations — 44.9%** | **U.S. Government Obligations — 44.9%** | **U.S. Government Obligations — 44.9%** |
| U.S. Treasury Note/Bond |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 09/30/27 | &nbsp;&nbsp;&nbsp; 5400 | 5101523 |
| &nbsp;&nbsp;&nbsp; 0.50%, 04/30/27 | &nbsp;&nbsp;&nbsp; 2350 | 2251502 |
| &nbsp;&nbsp;&nbsp; 0.50%, 05/31/27 | &nbsp;&nbsp;&nbsp; 2080 | 1988106 |
| &nbsp;&nbsp;&nbsp; 0.50%, 06/30/27 | &nbsp;&nbsp;&nbsp; 1900 | 1812051 |
| &nbsp;&nbsp;&nbsp; 0.50%, 08/31/27 | &nbsp;&nbsp;&nbsp; 6300 | 5979094 |
| &nbsp;&nbsp;&nbsp; 0.50%, 10/31/27 | &nbsp;&nbsp;&nbsp; 9250 | 8737998 |
| &nbsp;&nbsp;&nbsp; 0.63%, 03/31/27 | &nbsp;&nbsp;&nbsp; 1000 | 962031 |
| &nbsp;&nbsp;&nbsp; 0.63%, 11/30/27 | &nbsp;&nbsp;&nbsp; 7450 | 7039377 |
| &nbsp;&nbsp;&nbsp; 0.63%, 12/31/27 | &nbsp;&nbsp;&nbsp; 10300 | 9710164 |
| &nbsp;&nbsp;&nbsp; 0.63%, 05/15/30 | &nbsp;&nbsp;&nbsp; 2600 | 2285766 |
| &nbsp;&nbsp;&nbsp; 0.63%, 08/15/30 | &nbsp;&nbsp;&nbsp; 7300 | 6368109 |
| &nbsp;&nbsp;&nbsp; 0.75%, 01/31/28 | &nbsp;&nbsp;&nbsp; 6300 | 5942672 |
| &nbsp;&nbsp;&nbsp; 0.88%, 11/15/30 | &nbsp;&nbsp;&nbsp; 14652 | 12851407 |
| &nbsp;&nbsp;&nbsp; 1.00%, 07/31/28 | &nbsp;&nbsp;&nbsp; 7714 | 7228259 |
| &nbsp;&nbsp;&nbsp; 1.13%, 02/28/27 | &nbsp;&nbsp;&nbsp; 2850 | 2764945 |
| &nbsp;&nbsp;&nbsp; 1.13%, 02/29/28 | &nbsp;&nbsp;&nbsp; 6958 | 6605208 |
| &nbsp;&nbsp;&nbsp; 1.13%, 08/31/28 | &nbsp;&nbsp;&nbsp; 8750 | 8211328 |
| &nbsp;&nbsp;&nbsp; 1.13%, 02/15/31 | &nbsp;&nbsp;&nbsp; 14700 | 12994570 |
| &nbsp;&nbsp;&nbsp; 1.13%, 05/15/40 | &nbsp;&nbsp;&nbsp; 7410 | 4793344 |
| &nbsp;&nbsp;&nbsp; 1.13%, 08/15/40 | &nbsp;&nbsp;&nbsp; 10130 | 6483200 |
| &nbsp;&nbsp;&nbsp; 1.25%, 11/30/26 | &nbsp;&nbsp;&nbsp; 7200 | 7031813 |
| &nbsp;&nbsp;&nbsp; 1.25%, 12/31/26 | &nbsp;&nbsp;&nbsp; 8600 | 8384328 |
| &nbsp;&nbsp;&nbsp; 1.25%, 03/31/28 | &nbsp;&nbsp;&nbsp; 7100 | 6747773 |
| &nbsp;&nbsp;&nbsp; 1.25%, 04/30/28 | &nbsp;&nbsp;&nbsp; 6080 | 5766975 |
| &nbsp;&nbsp;&nbsp; 1.25%, 05/31/28 | &nbsp;&nbsp;&nbsp; 7902 | 7481589 |
| &nbsp;&nbsp;&nbsp; 1.25%, 06/30/28 | &nbsp;&nbsp;&nbsp; 7770 | 7343257 |
| &nbsp;&nbsp;&nbsp; 1.25%, 09/30/28 | &nbsp;&nbsp;&nbsp; 12200 | 11468000 |
| &nbsp;&nbsp;&nbsp; 1.25%, 08/15/31 | &nbsp;&nbsp;&nbsp; 12400 | 10858719 |
| &nbsp;&nbsp;&nbsp; 1.25%, 05/15/50 | &nbsp;&nbsp;&nbsp; 7410 | 3676055 |
| &nbsp;&nbsp;&nbsp; 1.38%, 10/31/28 | &nbsp;&nbsp;&nbsp; 6961 | 6554760 |
| &nbsp;&nbsp;&nbsp; 1.38%, 12/31/28 | &nbsp;&nbsp;&nbsp; 5750 | 5397363 |
| &nbsp;&nbsp;&nbsp; 1.38%, 11/15/31 | &nbsp;&nbsp;&nbsp; 17668 | 15482965 |
| &nbsp;&nbsp;&nbsp; 1.38%, 11/15/40 | &nbsp;&nbsp;&nbsp; 7971 | 5274560 |
| &nbsp;&nbsp;&nbsp; 1.38%, 08/15/50 | &nbsp;&nbsp;&nbsp; 7620 | 3881438 |
| &nbsp;&nbsp;&nbsp; 1.50%, 01/31/27 | &nbsp;&nbsp;&nbsp; 11629 | 11350086 |
| &nbsp;&nbsp;&nbsp; 1.50%, 11/30/28 | &nbsp;&nbsp;&nbsp; 6488 | 6122036 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware U.S. Aggregate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **U.S. Government Obligations (continued)** | **U.S. Government Obligations (continued)** | **U.S. Government Obligations (continued)** |
| &nbsp;&nbsp;&nbsp; 1.50%, 02/15/30 | &nbsp;&nbsp;&nbsp; $4200 | $3864984 |
| &nbsp;&nbsp;&nbsp; 1.63%, 11/30/26 | &nbsp;&nbsp;&nbsp; 2800 | 2744875 |
| &nbsp;&nbsp;&nbsp; 1.63%, 05/15/31 | &nbsp;&nbsp;&nbsp; 10430 | 9392704 |
| &nbsp;&nbsp;&nbsp; 1.63%, 11/15/50 | &nbsp;&nbsp;&nbsp; 7649 | 4155558 |
| &nbsp;&nbsp;&nbsp; 1.75%, 12/31/26 | &nbsp;&nbsp;&nbsp; 4750 | 4655557 |
| &nbsp;&nbsp;&nbsp; 1.75%, 01/31/29 | &nbsp;&nbsp;&nbsp; 7200 | 6822563 |
| &nbsp;&nbsp;&nbsp; 1.75%, 08/15/41 | &nbsp;&nbsp;&nbsp; 11115 | 7645036 |
| &nbsp;&nbsp;&nbsp; 1.88%, 02/28/27 | &nbsp;&nbsp;&nbsp; 5800 | 5679695 |
| &nbsp;&nbsp;&nbsp; 1.88%, 02/28/29 | &nbsp;&nbsp;&nbsp; 6212 | 5901400 |
| &nbsp;&nbsp;&nbsp; 1.88%, 02/15/32 | &nbsp;&nbsp;&nbsp; 10600 | 9517641 |
| &nbsp;&nbsp;&nbsp; 1.88%, 02/15/41 | &nbsp;&nbsp;&nbsp; 14399 | 10259287 |
| &nbsp;&nbsp;&nbsp; 1.88%, 02/15/51 | &nbsp;&nbsp;&nbsp; 8634 | 4991531 |
| &nbsp;&nbsp;&nbsp; 1.88%, 11/15/51 | &nbsp;&nbsp;&nbsp; 12126 | 6940240 |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/15/41 | &nbsp;&nbsp;&nbsp; 10797 | 7686114 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/15/50 | &nbsp;&nbsp;&nbsp; 4450 | 2692250 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/15/51 | &nbsp;&nbsp;&nbsp; 12748 | 7559166 |
| &nbsp;&nbsp;&nbsp; 2.25%, 02/15/27 | &nbsp;&nbsp;&nbsp; 5900 | 5806891 |
| &nbsp;&nbsp;&nbsp; 2.25%, 08/15/27 | &nbsp;&nbsp;&nbsp; 2100 | 2055621 |
| &nbsp;&nbsp;&nbsp; 2.25%, 11/15/27 | &nbsp;&nbsp;&nbsp; 5070 | 4949786 |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/15/41 | &nbsp;&nbsp;&nbsp; 8042 | 6034013 |
| &nbsp;&nbsp;&nbsp; 2.25%, 08/15/46 | &nbsp;&nbsp;&nbsp; 6855 | 4629267 |
| &nbsp;&nbsp;&nbsp; 2.25%, 08/15/49 | &nbsp;&nbsp;&nbsp; 3400 | 2195125 |
| &nbsp;&nbsp;&nbsp; 2.25%, 02/15/52 | &nbsp;&nbsp;&nbsp; 11167 | 7005548 |
| &nbsp;&nbsp;&nbsp; 2.38%, 05/15/27 | &nbsp;&nbsp;&nbsp; 6750 | 6637676 |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/31/29 | &nbsp;&nbsp;&nbsp; 6200 | 5978156 |
| &nbsp;&nbsp;&nbsp; 2.38%, 05/15/29 | &nbsp;&nbsp;&nbsp; 6090 | 5864004 |
| &nbsp;&nbsp;&nbsp; 2.38%, 02/15/42 | &nbsp;&nbsp;&nbsp; 7250 | 5441049 |
| &nbsp;&nbsp;&nbsp; 2.38%, 11/15/49 | &nbsp;&nbsp;&nbsp; 3690 | 2441166 |
| &nbsp;&nbsp;&nbsp; 2.38%, 05/15/51 | &nbsp;&nbsp;&nbsp; 8937 | 5818825 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/31/27 | &nbsp;&nbsp;&nbsp; 7051 | 6952396 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/15/45 | &nbsp;&nbsp;&nbsp; 2250 | 1630898 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/15/46 | &nbsp;&nbsp;&nbsp; 6050 | 4319133 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/15/46 | &nbsp;&nbsp;&nbsp; 4950 | 3522234 |
| &nbsp;&nbsp;&nbsp; 2.63%, 05/31/27 | &nbsp;&nbsp;&nbsp; 7524 | 7422896 |
| &nbsp;&nbsp;&nbsp; 2.63%, 02/15/29 | &nbsp;&nbsp;&nbsp; 5215 | 5075254 |
| &nbsp;&nbsp;&nbsp; 2.63%, 07/31/29 | &nbsp;&nbsp;&nbsp; 3285 | 3182857 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/30/27 | &nbsp;&nbsp;&nbsp; 6220 | 6150268 |
| &nbsp;&nbsp;&nbsp; 2.75%, 07/31/27 | &nbsp;&nbsp;&nbsp; 7000 | 6910859 |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/15/28 | &nbsp;&nbsp;&nbsp; 4225 | 4158654 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/31/29 | &nbsp;&nbsp;&nbsp; 4700 | 4581031 |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/15/32 | &nbsp;&nbsp;&nbsp; 11000 | 10338281 |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/15/42 | &nbsp;&nbsp;&nbsp; 1475 | 1162023 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/15/42 | &nbsp;&nbsp;&nbsp; 3425 | 2687020 |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/15/47 | &nbsp;&nbsp;&nbsp; 4300 | 3153781 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/15/47 | &nbsp;&nbsp;&nbsp; 5500 | 4021875 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/15/28 | &nbsp;&nbsp;&nbsp; 7058 | 6955596 |
| &nbsp;&nbsp;&nbsp; 2.88%, 08/15/28 | &nbsp;&nbsp;&nbsp; 6900 | 6791109 |
| &nbsp;&nbsp;&nbsp; 2.88%, 04/30/29 | &nbsp;&nbsp;&nbsp; 5440 | 5326950 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/15/32 | &nbsp;&nbsp;&nbsp; 10100 | 9598156 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/15/43 | &nbsp;&nbsp;&nbsp; 1600 | 1267000 |
| &nbsp;&nbsp;&nbsp; 2.88%, 08/15/45 | &nbsp;&nbsp;&nbsp; 3395 | 2608315 |
| &nbsp;&nbsp;&nbsp; 2.88%, 11/15/46 | &nbsp;&nbsp;&nbsp; 3800 | 2879688 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/15/49 | &nbsp;&nbsp;&nbsp; 1435 | 1058313 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/15/52 | &nbsp;&nbsp;&nbsp; 7610 | 5489902 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/15/42 | &nbsp;&nbsp;&nbsp; 170 | 139480 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/15/44 | &nbsp;&nbsp;&nbsp; 1600 | 1265750 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/15/45 | &nbsp;&nbsp;&nbsp; 1665 | 1311188 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/15/45 | &nbsp;&nbsp;&nbsp; 4316 | 3377944 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/15/47 | &nbsp;&nbsp;&nbsp; 4475 | 3456238 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/15/47 | &nbsp;&nbsp;&nbsp; 3900 | 3004828 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/15/48 | &nbsp;&nbsp;&nbsp; 11765 | 8989195 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **U.S. Government Obligations (continued)** | **U.S. Government Obligations (continued)** | **U.S. Government Obligations (continued)** |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/15/48 | &nbsp;&nbsp;&nbsp; $3855 | $2930402 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/15/49 | &nbsp;&nbsp;&nbsp; 2225 | 1684047 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/15/52 | &nbsp;&nbsp;&nbsp; 8700 | 6432563 |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/31/27 | &nbsp;&nbsp;&nbsp; 5564 | 5525530 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/15/28 | &nbsp;&nbsp;&nbsp; 275 | 272143 |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/31/29 | &nbsp;&nbsp;&nbsp; 6900 | 6799195 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/15/41 | &nbsp;&nbsp;&nbsp; 825 | 694676 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/15/42 | &nbsp;&nbsp;&nbsp; 1000 | 838594 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/15/43 | &nbsp;&nbsp;&nbsp; 2500 | 2062500 |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/15/44 | &nbsp;&nbsp;&nbsp; 1600 | 1295000 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/15/48 | &nbsp;&nbsp;&nbsp; 10450 | 8149367 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/30/27 | &nbsp;&nbsp;&nbsp; 6540 | 6510621 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/30/29 | &nbsp;&nbsp;&nbsp; 5500 | 5447148 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/15/42 | &nbsp;&nbsp;&nbsp; 6629 | 5635346 |
| &nbsp;&nbsp;&nbsp; 3.38%, 09/15/27 | &nbsp;&nbsp;&nbsp; 13170 | 13136561 |
| &nbsp;&nbsp;&nbsp; 3.38%, 09/15/28 | &nbsp;&nbsp;&nbsp; 5891 | 5873511 |
| &nbsp;&nbsp;&nbsp; 3.38%, 05/15/33 | &nbsp;&nbsp;&nbsp; 13850 | 13447484 |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/15/42 | &nbsp;&nbsp;&nbsp; 4913 | 4234392 |
| &nbsp;&nbsp;&nbsp; 3.38%, 05/15/44 | &nbsp;&nbsp;&nbsp; 1020 | 860147 |
| &nbsp;&nbsp;&nbsp; 3.38%, 11/15/48 | &nbsp;&nbsp;&nbsp; 8400 | 6819750 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/30/27 | &nbsp;&nbsp;&nbsp; 8206 | 8203436 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/31/27 | &nbsp;&nbsp;&nbsp; 4728 | 4726892 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/31/28 | &nbsp;&nbsp;&nbsp; 7000 | 7000000 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/30/28 | &nbsp;&nbsp;&nbsp; 5400 | 5401266 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/15/28 | &nbsp;&nbsp;&nbsp; 11234 | 11236633 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/15/28 | &nbsp;&nbsp;&nbsp; 844 | 844264 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/30/29 | &nbsp;&nbsp;&nbsp; 9318 | 9302713 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/31/30 | &nbsp;&nbsp;&nbsp; 8400 | 8379000 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/30/30 | &nbsp;&nbsp;&nbsp; 9000 | 8970469 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/33 | &nbsp;&nbsp;&nbsp; 13501 | 13241528 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/39 | &nbsp;&nbsp;&nbsp; 1350 | 1248328 |
| &nbsp;&nbsp;&nbsp; 3.63%, 08/31/27 | &nbsp;&nbsp;&nbsp; 8666 | 8680218 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/31/28 | &nbsp;&nbsp;&nbsp; 8500 | 8526562 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/31/28 | &nbsp;&nbsp;&nbsp; 9000 | 9029531 |
| &nbsp;&nbsp;&nbsp; 3.63%, 08/15/28 | &nbsp;&nbsp;&nbsp; 8082 | 8111045 |
| &nbsp;&nbsp;&nbsp; 3.63%, 08/31/29 | &nbsp;&nbsp;&nbsp; 8745 | 8769595 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/31/30 | &nbsp;&nbsp;&nbsp; 5180 | 5190117 |
| &nbsp;&nbsp;&nbsp; 3.63%, 08/31/30 | &nbsp;&nbsp;&nbsp; 9247 | 9258559 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/30/30 | &nbsp;&nbsp;&nbsp; 10518 | 10530326 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/31/30 | &nbsp;&nbsp;&nbsp; 3135 | 3138429 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/30/31 | &nbsp;&nbsp;&nbsp; 6668 | 6647163 |
| &nbsp;&nbsp;&nbsp; 3.63%, 08/15/43 | &nbsp;&nbsp;&nbsp; 1225 | 1079340 |
| &nbsp;&nbsp;&nbsp; 3.63%, 02/15/44 | &nbsp;&nbsp;&nbsp; 720 | 631238 |
| &nbsp;&nbsp;&nbsp; 3.63%, 02/15/53 | &nbsp;&nbsp;&nbsp; 13402 | 11190670 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/15/53 | &nbsp;&nbsp;&nbsp; 10610 | 8849403 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/30/27 | &nbsp;&nbsp;&nbsp; 10917 | 10943440 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/30/27 | &nbsp;&nbsp;&nbsp; 7399 | 7422411 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/15/27 | &nbsp;&nbsp;&nbsp; 7403 | 7429315 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/15/28 | &nbsp;&nbsp;&nbsp; 5593 | 5625335 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/15/28 | &nbsp;&nbsp;&nbsp; 5658 | 5692921 |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/31/28 | &nbsp;&nbsp;&nbsp; 7147 | 7200044 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/31/30 | &nbsp;&nbsp;&nbsp; 10000 | 10067969 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/30/30 | &nbsp;&nbsp;&nbsp; 6000 | 6041250 |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/31/30 | &nbsp;&nbsp;&nbsp; 4806 | 4834536 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/31/31 | &nbsp;&nbsp;&nbsp; 9079 | 9112337 |
| &nbsp;&nbsp;&nbsp; 3.75%, 10/31/32 | &nbsp;&nbsp;&nbsp; 9646 | 9626407 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/15/43 | &nbsp;&nbsp;&nbsp; 300 | 268359 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/31/27 | &nbsp;&nbsp;&nbsp; 12265 | 12310515 |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/31/27 | &nbsp;&nbsp;&nbsp; 11979 | 12034216 |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/31/27 | &nbsp;&nbsp;&nbsp; 8519 | 8564590 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/15/27 | &nbsp;&nbsp;&nbsp; 6457 | 6498365 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware U.S. Aggregate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **U.S. Government Obligations (continued)** | **U.S. Government Obligations (continued)** | **U.S. Government Obligations (continued)** |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/30/27 | &nbsp;&nbsp;&nbsp; $17994 | $18121223 |
| &nbsp;&nbsp;&nbsp; 3.88%, 12/31/27 | &nbsp;&nbsp;&nbsp; 9505 | 9576287 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/15/28 | &nbsp;&nbsp;&nbsp; 6282 | 6335986 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/15/28 | &nbsp;&nbsp;&nbsp; 12174 | 12290033 |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/15/28 | &nbsp;&nbsp;&nbsp; 6613 | 6676547 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/30/29 | &nbsp;&nbsp;&nbsp; 12672 | 12818520 |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/30/29 | &nbsp;&nbsp;&nbsp; 3800 | 3844531 |
| &nbsp;&nbsp;&nbsp; 3.88%, 12/31/29 | &nbsp;&nbsp;&nbsp; 8000 | 8095000 |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/30/30 | &nbsp;&nbsp;&nbsp; 14900 | 15082758 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/30/30 | &nbsp;&nbsp;&nbsp; 8988 | 9096839 |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/31/30 | &nbsp;&nbsp;&nbsp; 13302 | 13464118 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/31/32 | &nbsp;&nbsp;&nbsp; 3595 | 3617469 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/30/32 | &nbsp;&nbsp;&nbsp; 3337 | 3356813 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/15/33 | &nbsp;&nbsp;&nbsp; 15595 | 15629114 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/15/34 | &nbsp;&nbsp;&nbsp; 16714 | 16651322 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/15/40 | &nbsp;&nbsp;&nbsp; 300 | 282141 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/15/43 | &nbsp;&nbsp;&nbsp; 5119 | 4699882 |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/15/43 | &nbsp;&nbsp;&nbsp; 5452 | 4994543 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/27 | &nbsp;&nbsp;&nbsp; 7155 | 7185465 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/15/27 | &nbsp;&nbsp;&nbsp; 14025 | 14163059 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/29/28 | &nbsp;&nbsp;&nbsp; 8000 | 8086875 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/30/28 | &nbsp;&nbsp;&nbsp; 10146 | 10274410 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/31/29 | &nbsp;&nbsp;&nbsp; 6981 | 7081897 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/31/29 | &nbsp;&nbsp;&nbsp; 8300 | 8430336 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/31/29 | &nbsp;&nbsp;&nbsp; 11057 | 11236676 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/28/30 | &nbsp;&nbsp;&nbsp; 15400 | 15659875 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/31/30 | &nbsp;&nbsp;&nbsp; 8017 | 8152913 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/31/30 | &nbsp;&nbsp;&nbsp; 8459 | 8606372 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/31/30 | &nbsp;&nbsp;&nbsp; 4349 | 4424768 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/31/31 | &nbsp;&nbsp;&nbsp; 9424 | 9587447 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/30/32 | &nbsp;&nbsp;&nbsp; 5944 | 6032696 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/30/32 | &nbsp;&nbsp;&nbsp; 6720 | 6816600 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/31/32 | &nbsp;&nbsp;&nbsp; 8195 | 8308962 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/15/34 | &nbsp;&nbsp;&nbsp; 16413 | 16548920 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/35 | &nbsp;&nbsp;&nbsp; 2051 | 2048436 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/42 | &nbsp;&nbsp;&nbsp; 5300 | 4953844 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/52 | &nbsp;&nbsp;&nbsp; 6800 | 6071125 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/31/27 | &nbsp;&nbsp;&nbsp; 6698 | 6736984 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/15/27 | &nbsp;&nbsp;&nbsp; 6536 | 6576595 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/28/27 | &nbsp;&nbsp;&nbsp; 11264 | 11335280 |
| &nbsp;&nbsp;&nbsp; 4.13%, 09/30/27 | &nbsp;&nbsp;&nbsp; 5371 | 5427857 |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/31/27 | &nbsp;&nbsp;&nbsp; 4800 | 4854187 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/15/27 | &nbsp;&nbsp;&nbsp; 5887 | 5954838 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/31/28 | &nbsp;&nbsp;&nbsp; 11582 | 11767493 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/31/29 | &nbsp;&nbsp;&nbsp; 8484 | 8644401 |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/31/29 | &nbsp;&nbsp;&nbsp; 17861 | 18230779 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/30/29 | &nbsp;&nbsp;&nbsp; 8402 | 8578573 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/31/30 | &nbsp;&nbsp;&nbsp; 6200 | 6340469 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/31/31 | &nbsp;&nbsp;&nbsp; 4537 | 4642982 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/31/31 | &nbsp;&nbsp;&nbsp; 10676 | 10922882 |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/31/31 | &nbsp;&nbsp;&nbsp; 9000 | 9203906 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/30/31 | &nbsp;&nbsp;&nbsp; 9241 | 9450366 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/29/32 | &nbsp;&nbsp;&nbsp; 9329 | 9535258 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/31/32 | &nbsp;&nbsp;&nbsp; 5132 | 5244663 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/31/32 | &nbsp;&nbsp;&nbsp; 9330 | 9532636 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/15/32 | &nbsp;&nbsp;&nbsp; 10861 | 11086705 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/15/44 | &nbsp;&nbsp;&nbsp; 6349 | 5955164 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/15/53 | &nbsp;&nbsp;&nbsp; 7648 | 6979995 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/30/26 | &nbsp;&nbsp;&nbsp; 5378 | 5409092 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/31/26 | &nbsp;&nbsp;&nbsp; 11796 | 11872029 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/27 | &nbsp;&nbsp;&nbsp; 7278 | 7337987 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **U.S. Government Obligations (continued)** | **U.S. Government Obligations (continued)** | **U.S. Government Obligations (continued)** |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/28 | &nbsp;&nbsp;&nbsp; $6854 | $6957881 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/15/28 | &nbsp;&nbsp;&nbsp; 13356 | 13567818 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/28/29 | &nbsp;&nbsp;&nbsp; 7864 | 8039711 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/30/29 | &nbsp;&nbsp;&nbsp; 8144 | 8339965 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/31/30 | &nbsp;&nbsp;&nbsp; 7911 | 8118664 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/28/31 | &nbsp;&nbsp;&nbsp; 5200 | 5352344 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/30/31 | &nbsp;&nbsp;&nbsp; 10997 | 11320896 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/15/34 | &nbsp;&nbsp;&nbsp; 18766 | 19194099 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/35 | &nbsp;&nbsp;&nbsp; 16323 | 16667313 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/15/35 | &nbsp;&nbsp;&nbsp; 16046 | 16366920 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/39 | &nbsp;&nbsp;&nbsp; 1200 | 1193063 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/15/40 | &nbsp;&nbsp;&nbsp; 250 | 244922 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/15/54 | &nbsp;&nbsp;&nbsp; 12286 | 11452856 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/15/54 | &nbsp;&nbsp;&nbsp; 12502 | 11652255 |
| &nbsp;&nbsp;&nbsp; 4.38%, 12/15/26 | &nbsp;&nbsp;&nbsp; 5808 | 5851509 |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/15/27 | &nbsp;&nbsp;&nbsp; 8218 | 8325219 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/31/28 | &nbsp;&nbsp;&nbsp; 11011 | 11262188 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/30/28 | &nbsp;&nbsp;&nbsp; 7600 | 7787625 |
| &nbsp;&nbsp;&nbsp; 4.38%, 12/31/29 | &nbsp;&nbsp;&nbsp; 8348 | 8604310 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/30/30 | &nbsp;&nbsp;&nbsp; 6000 | 6206719 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/31/32 | &nbsp;&nbsp;&nbsp; 7320 | 7583063 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/15/34 | &nbsp;&nbsp;&nbsp; 16163 | 16718603 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/15/38 | &nbsp;&nbsp;&nbsp; 2400 | 2452500 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/39 | &nbsp;&nbsp;&nbsp; 150 | 150188 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/15/40 | &nbsp;&nbsp;&nbsp; 250 | 249375 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/15/41 | &nbsp;&nbsp;&nbsp; 500 | 495234 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/15/43 | &nbsp;&nbsp;&nbsp; 7067 | 6892533 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/27 | &nbsp;&nbsp;&nbsp; 9484 | 9599957 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/27 | &nbsp;&nbsp;&nbsp; 9182 | 9303948 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/31/29 | &nbsp;&nbsp;&nbsp; 8783 | 9062958 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/31/31 | &nbsp;&nbsp;&nbsp; 6546 | 6825739 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/33 | &nbsp;&nbsp;&nbsp; 16210 | 16921720 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/36 | &nbsp;&nbsp;&nbsp; 900 | 940078 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/38 | &nbsp;&nbsp;&nbsp; 6052 | 6246799 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/39 | &nbsp;&nbsp;&nbsp; 2000 | 2033750 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/44 | &nbsp;&nbsp;&nbsp; 6187 | 6115463 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/54 | &nbsp;&nbsp;&nbsp; 8591 | 8352063 |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/15/27 | &nbsp;&nbsp;&nbsp; 7994 | 8121717 |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/30/28 | &nbsp;&nbsp;&nbsp; 10937 | 11269382 |
| &nbsp;&nbsp;&nbsp; 4.63%, 04/30/29 | &nbsp;&nbsp;&nbsp; 9000 | 9317109 |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/30/30 | &nbsp;&nbsp;&nbsp; 6255 | 6535498 |
| &nbsp;&nbsp;&nbsp; 4.63%, 04/30/31 | &nbsp;&nbsp;&nbsp; 5212 | 5461199 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/31/31 | &nbsp;&nbsp;&nbsp; 5000 | 5239453 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/15/35 | &nbsp;&nbsp;&nbsp; 19112 | 20085517 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/15/40 | &nbsp;&nbsp;&nbsp; 250 | 256484 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/15/44 | &nbsp;&nbsp;&nbsp; 5585 | 5601580 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/15/44 | &nbsp;&nbsp;&nbsp; 5374 | 5379878 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/15/54 | &nbsp;&nbsp;&nbsp; 8598 | 8532172 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/15/55 | &nbsp;&nbsp;&nbsp; 8441 | 8377692 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/15/55 | &nbsp;&nbsp;&nbsp; 4178 | 4151235 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/37 | &nbsp;&nbsp;&nbsp; 500 | 530625 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/15/43 | &nbsp;&nbsp;&nbsp; 7211 | 7358600 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/45 | &nbsp;&nbsp;&nbsp; 6725 | 6836383 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/15/53 | &nbsp;&nbsp;&nbsp; 8191 | 8274190 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/55 | &nbsp;&nbsp;&nbsp; 8581 | 8692285 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/15/55 | &nbsp;&nbsp;&nbsp; 8345 | 8457136 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/31/28 | &nbsp;&nbsp;&nbsp; 5694 | 5908860 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/31/30 | &nbsp;&nbsp;&nbsp; 5000 | 5283203 |
| &nbsp;&nbsp;&nbsp; 4.88%, 08/15/45 | &nbsp;&nbsp;&nbsp; 5288 | 5457381 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/37 | &nbsp;&nbsp;&nbsp; 2400 | 2600250 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/45 | &nbsp;&nbsp;&nbsp; 5521 | 5792737 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware U.S. Aggregate Bond ETF** 

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **U.S. Government Obligations (continued)** | **U.S. Government Obligations (continued)** | **U.S. Government Obligations (continued)** |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/15/31 | &nbsp;&nbsp;&nbsp; $1000 | $1080078 |
| &nbsp;&nbsp;&nbsp; 6.13%, 08/15/29 | &nbsp;&nbsp;&nbsp; 1000 | 1085781 |
| &nbsp;&nbsp;&nbsp; 6.25%, 05/15/30 | &nbsp;&nbsp;&nbsp; 100 | 110742 |
| &nbsp;&nbsp;&nbsp; 6.38%, 08/15/27 | &nbsp;&nbsp;&nbsp; 800 | 835781 |
|  |  | 1940603042 |
| **Total U.S. Government & Agency Obligations — 69.3%** <br>**(Cost: $3,101,503,835)** | **Total U.S. Government & Agency Obligations — 69.3%** <br>**(Cost: $3,101,503,835)** | 2997532217 |
| **Total Long-Term Investments — 98.6%** <br>**(Cost: $4,392,078,515)** | **Total Long-Term Investments — 98.6%** <br>**(Cost: $4,392,078,515)** | 4266966744 |
|  | &nbsp;&nbsp; *Shares* |  |
| **Short-Term Securities** | **Short-Term Securities** | **Short-Term Securities** |
| **Money Market Funds — 4.7%** | **Money Market Funds — 4.7%** | **Money Market Funds — 4.7%** |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Institutional, SL Agency <br> Shares, 4.11%<sup>(i)(j)</sup><br>| &nbsp;&nbsp;&nbsp; 194822565 | 194919976 |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Treasury, SL Agency <br> Shares, 3.94%<sup>(i)(j)(k)</sup><br>| &nbsp;&nbsp;&nbsp; 8251232 | 8251233 |
| **Total Short-Term Securities — 4.7%** <br>**(Cost: $203,089,697)** | **Total Short-Term Securities — 4.7%** <br>**(Cost: $203,089,697)** | 203171209 |
| **Total Investments — 103.3%** <br>**(Cost: $4,595,168,212)** | **Total Investments — 103.3%** <br>**(Cost: $4,595,168,212)** | 4470137953 |
| **Liabilities in Excess of Other Assets — (3.3)%** | **Liabilities in Excess of Other Assets — (3.3)%** | (144547573)<br>|
| **Net Assets — 100.0%** | **Net Assets — 100.0%** | $4325590380 |

---

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

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

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

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

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

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

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

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

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

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

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

**Affiliates**

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at* <br>*02/28/25*<br>| &nbsp;&nbsp; *Proceeds* <br>*from Sales*<br>| *Net Realized* <br>*Gain (Loss)*<br>| *Change in* <br>*Unrealized* <br>*Appreciation* <br>*(Depreciation)*<br>| *Value at* <br>*11/30/25*<br>| *Shares* <br>*Held at* <br>*11/30/25*<br>| *Income* | &nbsp;&nbsp; *Capital* <br>*Gain* <br>*Distributions* <br>*from* <br>*Underlying* <br>*Funds*<br>|
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Institutional, SL <br> Agency Shares<br>| $162629793<br> $32285840 <br><sup>(a)</sup><br>| $— | $4032 | $311 | $194919976 | 194822565 | $5207292 | $— |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Treasury, SL <br> Agency Shares<br>| &nbsp;&nbsp;&nbsp;&nbsp; 4866968<br> 3384265 <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; 8251233 | 8251233 | 38911 <br><sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
|  |  |  | $4032 | $311 | $203171209 |  | $5246203 | $— |

---

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

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

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

**Fair Value Hierarchy as of Period End** 

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

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

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

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® ESG Aware U.S. Aggregate Bond ETF** 

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

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

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| Assets  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Long-Term Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asset-Backed Securities | &nbsp;&nbsp; $— | &nbsp;&nbsp; $16001398 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $16001398 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Collateralized Mortgage Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 49130179 | &nbsp;&nbsp; — | &nbsp;&nbsp; 49130179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corporate Bonds & Notes | &nbsp;&nbsp; — | &nbsp;&nbsp; 1068712900 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1068712900 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Government Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 135462133 | &nbsp;&nbsp; — | &nbsp;&nbsp; 135462133 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Municipal Debt Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 127917 | &nbsp;&nbsp; — | &nbsp;&nbsp; 127917 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Government & Agency Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 2997532217 | &nbsp;&nbsp; — | &nbsp;&nbsp; 2997532217 |
| &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; 203171209 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 203171209 |
|  | &nbsp;&nbsp; $203171209 | &nbsp;&nbsp; $4266966744 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $4470137953 |

---

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

---

| | |
|:---|:---|
| **Portfolio Abbreviation** | **Portfolio Abbreviation** |
| BAB | Build America Bond |
| CME | Chicago Mercantile Exchange |
| CMT | Constant Maturity Treasury |
| GO | General Obligation |
| SOFR | Secured Overnight Financing Rate |

---

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

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

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

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

- **b. EDGAR series identifier (if any):** S000062159

- **c. LEI of Series:** 549300ZH4AMJV5ZGCV06

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4498449684.66

**Total Liabilities:** $172824341.88

**Net Assets:** $4325625342.78

**Cash Not Reported:** $1740205.83

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 263.22000000 | **1-Year:** 47016.54000000 | **5-Year:** 676744.67000000 | **10-Year:** 321819.74000000 | **30-Year:** 351489.17000000

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

- **3-Month:** 2784.78000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 142.17000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000201167 | 1.10%                | 0.63%                | 0.62%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1862004.07              | $28687126.23                               |
| Month 2  | $-771099.97              | $12929768.59                               |
| Month 3  | $-830947.56              | $14061035.49                               |

**Designated Index Information**

- **Index Name:** Bloomberg MSCI US Aggregate ESG Focus Index

- **Index Identifier:** I34100US

### Schedule of Portfolio Investments

| Name                                               | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABB FINANCE USA INC                                | ABB Finance USA Inc                                                             | CUSIP: 00037BAC6<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $2995889.13   | 0.07%             | 2042-05-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ABB FINANCE USA INC                                | ABB Finance USA Inc                                                             | CUSIP: 00037BAF9<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1337484.43   | 0.03%             | 2028-04-03      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                          | Aflac Inc                                                                       | CUSIP: 001055AR3<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24443.20     | 0.00%             | 2046-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                          | Aflac Inc                                                                       | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     72000 | PA      | $64489.74     | 0.00%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                          | Aflac Inc                                                                       | CUSIP: 001055BJ0<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    189000 | PA      | $186020.69    | 0.00%             | 2030-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                          | AGCO Corp                                                                       | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    405000 | PA      | $423140.59    | 0.01%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                      | AEP Texas Inc                                                                   | CUSIP: 00108WAJ9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    140000 | PA      | $109720.22    | 0.00%             | 2049-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                      | AEP Texas Inc                                                                   | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    290000 | PA      | $201673.09    | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                      | AEP Texas Inc                                                                   | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    765000 | PA      | $526623.45    | 0.01%             | 2051-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                      | AEP Texas Inc                                                                   | CUSIP: 00108WAP5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    440000 | PA      | $442901.63    | 0.01%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                      | AEP Texas Inc                                                                   | CUSIP: 00108WAQ3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    395000 | PA      | $367163.34    | 0.01%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                      | AEP Texas Inc                                                                   | CUSIP: 00108WAR1<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    145000 | PA      | $150203.60    | 0.00%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                      | AEP Texas Inc                                                                   | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103964.76    | 0.00%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                      | AEP Texas Inc                                                                   | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261950.77    | 0.01%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                      | AEP Texas Inc                                                                   | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59737.67     | 0.00%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                     | Aon Global Ltd                                                                  | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    147000 | PA      | $132110.58    | 0.00%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                           | AT&T Inc                                                                        | CUSIP: 00206RAG7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     35000 | PA      | $38377.32     | 0.00%             | 2038-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                           | AT&T Inc                                                                        | CUSIP: 00206RAS1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    198000 | PA      | $221232.49    | 0.01%             | 2039-02-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                           | AT&T Inc                                                                        | CUSIP: 00206RBA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70761.68     | 0.00%             | 2041-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                           | AT&T Inc                                                                        | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    130000 | PA      | $111977.93    | 0.00%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                           | AT&T Inc                                                                        | CUSIP: 00206RBK7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    140000 | PA      | $117860.65    | 0.00%             | 2045-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                           | AT&T Inc                                                                        | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    265000 | PA      | $235042.59    | 0.01%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                           | AT&T Inc                                                                        | CUSIP: 00206RDF6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    155000 | PA      | $163474.17    | 0.00%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                           | AT&T Inc                                                                        | CUSIP: 00206RDG4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    160000 | PA      | $174197.75    | 0.00%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                           | AT&T Inc                                                                        | CUSIP: 00206RDH2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    177000 | PA      | $170807.32    | 0.00%             | 2042-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                           | AT&T Inc                                                                        | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    177000 | PA      | $149267.60    | 0.00%             | 2048-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                           | AT&T Inc                                                                        | CUSIP: 00206RDK5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    231000 | PA      | $195255.29    | 0.00%             | 2049-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                           | AT&T Inc                                                                        | CUSIP: 00206RDR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    407000 | PA      | $416086.62    | 0.01%             | 2037-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                           | AT&T Inc                                                                        | CUSIP: 00206RDS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106559.77    | 0.00%             | 2047-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                           | AT&T Inc                                                                        | CUSIP: 00206RDT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    156000 | PA      | $152915.37    | 0.00%             | 2057-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                           | AT&T Inc                                                                        | CUSIP: 00206RFU1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     85000 | PA      | $78051.96     | 0.00%             | 2050-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                           | AT&T Inc                                                                        | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    163000 | PA      | $160506.02    | 0.00%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                           | AT&T Inc                                                                        | CUSIP: 00206RHA3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32637.79     | 0.00%             | 2046-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                           | AT&T Inc                                                                        | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    210000 | PA      | $202291.90    | 0.00%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                           | AT&T Inc                                                                        | CUSIP: 00206RJK9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     85000 | PA      | $74828.03     | 0.00%             | 2044-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                           | AT&T Inc                                                                        | CUSIP: 00206RJL7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    120000 | PA      | $108096.91    | 0.00%             | 2045-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                           | AT&T Inc                                                                        | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    410000 | PA      | $326554.89    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                           | AT&T Inc                                                                        | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    539000 | PA      | $387345.55    | 0.01%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                           | AT&T Inc                                                                        | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    355000 | PA      | $251826.37    | 0.01%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                           | AT&T Inc                                                                        | CUSIP: 00206RKE1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    340000 | PA      | $226480.23    | 0.01%             | 2052-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                           | AT&T Inc                                                                        | CUSIP: 00206RKF8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    215000 | PA      | $140622.88    | 0.00%             | 2061-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                           | AT&T Inc                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    939000 | PA      | $646029.78    | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                           | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    931000 | PA      | $637168.39    | 0.01%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                           | AT&T Inc                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    853000 | PA      | $581010.30    | 0.01%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                           | AT&T Inc                                                                        | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    890000 | PA      | $632206.86    | 0.01%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                           | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 00217GAB9<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    250000 | PA      | $233218.21    | 0.01%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                           | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 00217GAC7<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    340000 | PA      | $265170.72    | 0.01%             | 2052-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                         | AbbVie Inc                                                                      | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    432000 | PA      | $391800.89    | 0.01%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                         | AbbVie Inc                                                                      | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    465000 | PA      | $461671.35    | 0.01%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                         | AbbVie Inc                                                                      | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    328000 | PA      | $302652.04    | 0.01%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                         | AbbVie Inc                                                                      | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    638000 | PA      | $618047.62    | 0.01%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                         | AbbVie Inc                                                                      | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    315000 | PA      | $279006.87    | 0.01%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                         | AbbVie Inc                                                                      | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    418000 | PA      | $388832.57    | 0.01%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                         | AbbVie Inc                                                                      | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131375.73    | 0.00%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                         | AbbVie Inc                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    688000 | PA      | $622182.01    | 0.01%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                         | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    884000 | PA      | $747089.01    | 0.02%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                         | AbbVie Inc                                                                      | CUSIP: 00287YCZ0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    227000 | PA      | $209998.70    | 0.00%             | 2042-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                         | AbbVie Inc                                                                      | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    395000 | PA      | $393067.14    | 0.01%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                         | AbbVie Inc                                                                      | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    315000 | PA      | $315159.73    | 0.01%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                         | AbbVie Inc                                                                      | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101621.91    | 0.00%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                         | AbbVie Inc                                                                      | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113654.09    | 0.00%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                         | AbbVie Inc                                                                      | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99130.26     | 0.00%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                         | AbbVie Inc                                                                      | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    315000 | PA      | $322511.65    | 0.01%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                             | Chubb INA Holdings LLC                                                          | CUSIP: 00440EAH0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    125000 | PA      | $144489.15    | 0.00%             | 2036-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                             | Chubb INA Holdings LLC                                                          | CUSIP: 00440EAQ0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4376.13      | 0.00%             | 2043-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                             | Chubb INA Holdings LLC                                                          | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    135000 | PA      | $119673.90    | 0.00%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ACE CAPITAL TRUST II                               | ACE Capital Trust II                                                            | CUSIP: 00440FAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     72000 | PA      | $86573.28     | 0.00%             | 2030-04-01      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| ACUITY BRANDS LIGHTING                             | Acuity Brands Lighting Inc                                                      | CUSIP: 00510RAD5<br>LEI: 549300OTPVPFLUC38K21 | Long             | DBT              | CORP              | US        |    915000 | PA      | $828494.40    | 0.02%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                          | Adobe Inc                                                                       | CUSIP: 00724PAC3<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    924000 | PA      | $907457.66    | 0.02%             | 2027-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                          | Adobe Inc                                                                       | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |   2815000 | PA      | $2640048.57   | 0.06%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                          | Adobe Inc                                                                       | CUSIP: 00724PAE9<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86177.52     | 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        |    195000 | PA      | $200561.98    | 0.00%             | 2029-04-04      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                          | Adobe Inc                                                                       | CUSIP: 00724PAG4<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    185000 | PA      | $192038.62    | 0.00%             | 2034-04-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                          | Adobe Inc                                                                       | CUSIP: 00724PAK5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    115000 | PA      | $121915.33    | 0.00%             | 2035-01-17      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                           | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAB1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    435000 | PA      | $431626.03    | 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        |    390000 | PA      | $387654.75    | 0.01%             | 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        |    690000 | PA      | $695047.31    | 0.02%             | 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        |    617000 | PA      | $597408.57    | 0.01%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                           | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    897000 | PA      | $831731.57    | 0.02%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                           | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    525000 | PA      | $476135.16    | 0.01%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                           | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    215000 | PA      | $177192.33    | 0.00%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                           | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $155438.68    | 0.00%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                           | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    190000 | PA      | $195294.03    | 0.00%             | 2034-01-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                           | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    125000 | PA      | $131149.23    | 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: 00774MBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     90000 | PA      | $89958.60     | 0.00%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AEGON LTD                                          | Aegon Ltd                                                                       | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |   1915000 | PA      | $1936047.29   | 0.04%             | 2048-04-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                          | Aetna Inc                                                                       | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    241000 | PA      | $266012.36    | 0.01%             | 2036-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                          | Aetna Inc                                                                       | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    174000 | PA      | $194319.66    | 0.00%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                          | Aetna Inc                                                                       | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130024.72    | 0.00%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                           | Affiliated Managers Group Inc                                                   | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76546.50     | 0.00%             | 2030-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                           | African Development Bank                                                        | CUSIP: 008281BF3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    255000 | PA      | $256160.49    | 0.01%             | 2034-05-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                           | Agilent Technologies Inc                                                        | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    712000 | PA      | $677328.38    | 0.02%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AHOLD FINANCE USA LLC                              | Ahold Finance USA LLC                                                           | CUSIP: 008685AB5<br>LEI: 549300XB4647UBM7K822 | Long             | DBT              | CORP              | US        |    225000 | PA      | $244789.26    | 0.01%             | 2029-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                     | Air Lease Corp                                                                  | CUSIP: 00912XAV6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    345000 | PA      | $341856.74    | 0.01%             | 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        |    224000 | PA      | $220916.55    | 0.01%             | 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        |    332000 | PA      | $333716.76    | 0.01%             | 2028-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                     | Air Lease Corp                                                                  | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    182000 | PA      | $173865.94    | 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        |    232000 | PA      | $217155.20    | 0.01%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                     | Air Lease Corp                                                                  | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    295000 | PA      | $264968.20    | 0.01%             | 2032-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                     | Albemarle Corp                                                                  | CUSIP: 012725AD9<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    180000 | PA      | $165801.71    | 0.00%             | 2044-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                        | Ovintiv Inc                                                                     | CUSIP: 012873AH8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    155000 | PA      | $177503.15    | 0.00%             | 2030-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                        | Ovintiv Inc                                                                     | CUSIP: 012873AK1<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    747000 | PA      | $835315.61    | 0.02%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                | Province of Alberta Canada                                                      | CUSIP: 013051EA1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    579000 | PA      | $574692.34    | 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        |    556000 | PA      | $498456.10    | 0.01%             | 2030-07-22      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                | Province of Alberta Canada                                                      | CUSIP: 013051ET0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    805000 | PA      | $823227.86    | 0.02%             | 2034-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                               | Howmet Aerospace Inc                                                            | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     35000 | PA      | $38286.48     | 0.00%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                           | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AQ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    167000 | PA      | $143090.09    | 0.00%             | 2049-04-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                           | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     60000 | PA      | $56234.41     | 0.00%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                           | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    205000 | PA      | $153325.70    | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                           | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AU3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     65000 | PA      | $66073.07     | 0.00%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                           | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    405000 | PA      | $332745.14    | 0.01%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                           | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AX7<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    100000 | PA      | $61512.28     | 0.00%             | 2051-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                           | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    205000 | PA      | $176838.15    | 0.00%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                           | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    115000 | PA      | $78304.46     | 0.00%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                              | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WBA9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    500000 | PA      | $334014.09    | 0.01%             | 2061-02-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                              | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WBQ4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     10000 | PA      | $10375.59     | 0.00%             | 2054-11-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                             | Allegion US Holding Co Inc                                                      | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    455000 | PA      | $450372.69    | 0.01%             | 2027-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                             | Allegion US Holding Co Inc                                                      | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    415000 | PA      | $437282.92    | 0.01%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ALLEGION PLC                                       | Allegion plc                                                                    | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |    840000 | PA      | $816506.23    | 0.02%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                             | Allegion US Holding Co Inc                                                      | CUSIP: 01748TAC5<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    590000 | PA      | $617421.63    | 0.01%             | 2032-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0124C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4630535 | PA      | $4170824.75   | 0.10%             | 2040-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0204C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9586465 | PA      | $8861114.71   | 0.20%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0206C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12600000 | PA      | $10249648.16  | 0.24%             | 2053-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0224C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8188000 | PA      | $7736751.13   | 0.18%             | 2040-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0226C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7075000 | PA      | $6018433.86   | 0.14%             | 2055-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0304C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3893000 | PA      | $3746358.48   | 0.09%             | 2040-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0306C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3550000 | PA      | $3152453.53   | 0.07%             | 2055-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0324C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1072000 | PA      | $1042560.74   | 0.02%             | 2040-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0326C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6828000 | PA      | $6314846.78   | 0.15%             | 2055-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0404C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2025000 | PA      | $1997417.48   | 0.05%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0406C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9625000 | PA      | $9166231.02   | 0.21%             | 2055-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0424C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $25009.00     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0426C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10070000 | PA      | $9857016.28   | 0.23%             | 2055-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0506C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6950000 | PA      | $6935237.51   | 0.16%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0526C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8851000 | PA      | $8962575.97   | 0.21%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0606C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8750000 | PA      | $8958680.06   | 0.21%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0626C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $725133.77    | 0.02%             | 2054-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                      | Allstate Corp/The                                                               | CUSIP: 020002AQ4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13595.98     | 0.00%             | 2033-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                      | Allstate Corp/The                                                               | CUSIP: 020002AU5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    225000 | PA      | $236559.74    | 0.01%             | 2057-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                 | Ally Financial Inc                                                              | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115258.47    | 0.00%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                        | Ally Auto Receivables Trust 2022-3                                              | CUSIP: 02008DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    174322 | PA      | $174473.82    | 0.00%             | 2027-04-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                     | Amazon.com Inc                                                                  | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    472000 | PA      | $397040.83    | 0.01%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                     | Amazon.com Inc                                                                  | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    471000 | PA      | $389650.43    | 0.01%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                     | Amazon.com Inc                                                                  | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    550000 | PA      | $338182.58    | 0.01%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                     | Amazon.com Inc                                                                  | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1009000 | PA      | $586820.13    | 0.01%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                     | Amazon.com Inc                                                                  | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    535000 | PA      | $369052.68    | 0.01%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                     | Amazon.com Inc                                                                  | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    345000 | PA      | $228378.55    | 0.01%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                     | Amazon.com Inc                                                                  | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    225000 | PA      | $180664.91    | 0.00%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                     | Amazon.com Inc                                                                  | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    290000 | PA      | $229309.16    | 0.01%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                              | Amcor Finance USA Inc                                                           | CUSIP: 02343UAH8<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |    231000 | PA      | $232315.44    | 0.01%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                              | Amcor Finance USA Inc                                                           | CUSIP: 02343UAJ4<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |    245000 | PA      | $257051.84    | 0.01%             | 2033-05-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                           | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36564.08     | 0.00%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                          | Hess Corp                                                                       | CUSIP: 023551AF1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    200000 | PA      | $227301.38    | 0.01%             | 2029-10-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                          | Hess Corp                                                                       | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    433000 | PA      | $501330.37    | 0.01%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                          | Hess Corp                                                                       | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    455000 | PA      | $531102.93    | 0.01%             | 2033-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                            | America Movil SAB de CV                                                         | CUSIP: 02364WAJ4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    210000 | PA      | $233186.24    | 0.01%             | 2035-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                            | America Movil SAB de CV                                                         | CUSIP: 02364WAP0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    127000 | PA      | $137991.33    | 0.00%             | 2037-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                            | America Movil SAB de CV                                                         | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    517000 | PA      | $558301.05    | 0.01%             | 2040-03-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                            | America Movil SAB de CV                                                         | CUSIP: 02364WBE4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |      5000 | PA      | $4398.76      | 0.00%             | 2042-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                            | America Movil SAB de CV                                                         | CUSIP: 02364WBG9<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    205000 | PA      | $175039.08    | 0.00%             | 2049-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust           | AmeriCredit Automobile Receivables Trust 2024-1                                 | CUSIP: 023947AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1130000 | PA      | $1150139.83   | 0.03%             | 2029-06-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                | American Express Co                                                             | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    546000 | PA      | $473620.36    | 0.01%             | 2042-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                | American Express Co                                                             | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112522.16    | 0.00%             | 2033-05-26      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                | American Express Co                                                             | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    230000 | PA      | $229301.44    | 0.01%             | 2033-08-03      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                | American Express Co                                                             | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     85000 | PA      | $89301.31     | 0.00%             | 2034-07-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                | American Express Co                                                             | CUSIP: 025816DN6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54829.08     | 0.00%             | 2031-10-30      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                | American Express Co                                                             | CUSIP: 025816DR7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    360000 | PA      | $386026.14    | 0.01%             | 2035-04-25      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                | American Express Co                                                             | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    135000 | PA      | $141204.14    | 0.00%             | 2030-04-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                | American Express Co                                                             | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    445000 | PA      | $461566.13    | 0.01%             | 2035-07-26      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                | American Express Co                                                             | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    220000 | PA      | $227354.81    | 0.01%             | 2031-01-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                | American Express Co                                                             | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    220000 | PA      | $229909.52    | 0.01%             | 2036-01-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                | American Express Co                                                             | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    400000 | PA      | $413043.63    | 0.01%             | 2031-04-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                | American Express Co                                                             | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    285000 | PA      | $302695.68    | 0.01%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                | American Express Co                                                             | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    235000 | PA      | $240735.17    | 0.01%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                | American Express Co                                                             | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124523.95    | 0.00%             | 2036-10-24      | Fixed         | 4.80%                 | 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        |    100000 | PA      | $102370.41    | 0.00%             | 2032-04-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust       | American Express Credit Account Master Trust                                    | CUSIP: 02589BAE0<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1215673.27   | 0.03%             | 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        |    780000 | PA      | $774816.44    | 0.02%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                             | American Honda Finance Corp                                                     | CUSIP: 02665WCE9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49487.55     | 0.00%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                             | American Honda Finance Corp                                                     | CUSIP: 02665WDT5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    580000 | PA      | $511917.40    | 0.01%             | 2031-01-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                             | American Honda Finance Corp                                                     | CUSIP: 02665WDW8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    330000 | PA      | $315263.47    | 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        |    455000 | PA      | $430240.27    | 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        |     30000 | PA      | $30404.67     | 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        |    115000 | PA      | $116476.53    | 0.00%             | 2030-04-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                             | American Honda Finance Corp                                                     | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    330000 | PA      | $332842.15    | 0.01%             | 2034-01-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                             | American Honda Finance Corp                                                     | CUSIP: 02665WFK2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101380.81    | 0.00%             | 2027-07-09      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                             | American Honda Finance Corp                                                     | CUSIP: 02665WFL0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10293.55     | 0.00%             | 2031-07-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                             | American Honda Finance Corp                                                     | CUSIP: 02665WFT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176448.34    | 0.00%             | 2027-10-22      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                             | American Honda Finance Corp                                                     | CUSIP: 02665WFU0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61260.45     | 0.00%             | 2031-10-23      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                | American International Group Inc                                                | CUSIP: 026874DA2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    195000 | PA      | $173617.05    | 0.00%             | 2044-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                             | American International Group Inc                                                | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    281000 | PA      | $252254.43    | 0.01%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                | American Tower Corp                                                             | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    380000 | PA      | $375946.93    | 0.01%             | 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        |    445000 | PA      | $441032.83    | 0.01%             | 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        |    555000 | PA      | $549340.42    | 0.01%             | 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        |     76000 | PA      | $75404.36     | 0.00%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                | American Tower Corp                                                             | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    510000 | PA      | $502086.44    | 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        |    315000 | PA      | $310463.85    | 0.01%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                | American Tower Corp                                                             | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    302000 | PA      | $226317.03    | 0.01%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                | American Tower Corp                                                             | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    285000 | PA      | $269736.01    | 0.01%             | 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        |    365000 | PA      | $331687.40    | 0.01%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                | American Tower Corp                                                             | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     60000 | PA      | $40281.48     | 0.00%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                | American Tower Corp                                                             | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    190000 | PA      | $169518.65    | 0.00%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                | American Tower Corp                                                             | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    355000 | PA      | $229807.91    | 0.01%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                | American Tower Corp                                                             | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    420000 | PA      | $385213.85    | 0.01%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                | American Tower Corp                                                             | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     85000 | PA      | $75764.97     | 0.00%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                | American Tower Corp                                                             | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     30000 | PA      | $29223.21     | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                | American Tower Corp                                                             | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     25000 | PA      | $25727.84     | 0.00%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                | American Tower Corp                                                             | CUSIP: 03027XBZ2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     20000 | PA      | $21114.29     | 0.00%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                | American Tower Corp                                                             | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     70000 | PA      | $71913.87     | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                | American Tower Corp                                                             | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    290000 | PA      | $304535.15    | 0.01%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                | American Tower Corp                                                             | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    140000 | PA      | $150131.78    | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                | American Tower Corp                                                             | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     75000 | PA      | $77177.66     | 0.00%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                | American Tower Corp                                                             | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    145000 | PA      | $151113.03    | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                | American Tower Corp                                                             | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     25000 | PA      | $25613.79     | 0.00%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                | American Tower Corp                                                             | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    125000 | PA      | $129462.81    | 0.00%             | 2035-01-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                | American Tower Corp                                                             | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    200000 | PA      | $204653.87    | 0.00%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                | American Tower Corp                                                             | CUSIP: 03027XCP3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    330000 | PA      | $340159.48    | 0.01%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                           | American Water Capital Corp                                                     | CUSIP: 03040WAD7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     80000 | PA      | $91513.31     | 0.00%             | 2037-10-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                           | American Water Capital Corp                                                     | CUSIP: 03040WAJ4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43941.04     | 0.00%             | 2042-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                           | American Water Capital Corp                                                     | CUSIP: 03040WAM7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43583.31     | 0.00%             | 2045-09-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                           | American Water Capital Corp                                                     | CUSIP: 03040WAP0<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    136000 | PA      | $111700.64    | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                           | American Water Capital Corp                                                     | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     97000 | PA      | $75729.14     | 0.00%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                           | American Water Capital Corp                                                     | CUSIP: 03040WAT2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    171000 | PA      | $141464.03    | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                           | American Water Capital Corp                                                     | CUSIP: 03040WAU9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    217000 | PA      | $213003.09    | 0.00%             | 2029-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                           | American Water Capital Corp                                                     | CUSIP: 03040WAV7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    218000 | PA      | $178788.14    | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                           | American Water Capital Corp                                                     | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    139000 | PA      | $132018.59    | 0.00%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                           | American Water Capital Corp                                                     | CUSIP: 03040WAX3<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    260000 | PA      | $188873.21    | 0.00%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                           | American Water Capital Corp                                                     | CUSIP: 03040WAZ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17256.84     | 0.00%             | 2051-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                           | American Water Capital Corp                                                     | CUSIP: 03040WBC8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79014.27     | 0.00%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                        | Cencora Inc                                                                     | CUSIP: 03073EAN5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    252000 | PA      | $216052.59    | 0.00%             | 2045-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                        | Cencora Inc                                                                     | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    425000 | PA      | $420304.61    | 0.01%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                        | Cencora Inc                                                                     | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    314000 | PA      | $265040.48    | 0.01%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                        | Cencora Inc                                                                     | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    425000 | PA      | $438633.49    | 0.01%             | 2034-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                        | Cencora Inc                                                                     | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76897.97     | 0.00%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                        | Cencora Inc                                                                     | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36009.42     | 0.00%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                           | Ameriprise Financial Inc                                                        | CUSIP: 03076CAL0<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60547.89     | 0.00%             | 2032-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                           | Ameriprise Financial Inc                                                        | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    245000 | PA      | $255316.53    | 0.01%             | 2033-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                          | Amgen Inc                                                                       | CUSIP: 031162AW0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112118.98    | 0.00%             | 2037-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                          | Amgen Inc                                                                       | CUSIP: 031162BA7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    190000 | PA      | $211824.09    | 0.00%             | 2039-02-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                          | Amgen Inc                                                                       | CUSIP: 031162BC3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47330.84     | 0.00%             | 2040-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                          | Amgen Inc                                                                       | CUSIP: 031162BE9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    185000 | PA      | $177160.72    | 0.00%             | 2041-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                          | Amgen Inc                                                                       | CUSIP: 031162BH2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164388.01    | 0.00%             | 2042-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                          | Amgen Inc                                                                       | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    197000 | PA      | $193125.80    | 0.00%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                          | Amgen Inc                                                                       | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    505000 | PA      | $439859.26    | 0.01%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                          | Amgen Inc                                                                       | CUSIP: 031162CD0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    459000 | PA      | $399658.07    | 0.01%             | 2048-06-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                          | Amgen Inc                                                                       | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    503000 | PA      | $440451.78    | 0.01%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                          | Amgen Inc                                                                       | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    687000 | PA      | $677586.78    | 0.02%             | 2027-11-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                          | Amgen Inc                                                                       | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    230000 | PA      | $183751.05    | 0.00%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                          | Amgen Inc                                                                       | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    305000 | PA      | $221856.28    | 0.01%             | 2050-02-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                          | Amgen Inc                                                                       | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    109000 | PA      | $106650.92    | 0.00%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                          | Amgen Inc                                                                       | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    716000 | PA      | $667220.22    | 0.02%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                          | Amgen Inc                                                                       | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    375000 | PA      | $340400.54    | 0.01%             | 2031-02-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                          | Amgen Inc                                                                       | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    240000 | PA      | $145784.71    | 0.00%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                          | Amgen Inc                                                                       | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    235000 | PA      | $156042.46    | 0.00%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                          | Amgen Inc                                                                       | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    190000 | PA      | $153364.66    | 0.00%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                          | Amgen Inc                                                                       | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    270000 | PA      | $216189.14    | 0.00%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                          | Amgen Inc                                                                       | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    315000 | PA      | $314632.07    | 0.01%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                          | Amgen Inc                                                                       | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    405000 | PA      | $397773.63    | 0.01%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                          | Amgen Inc                                                                       | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     85000 | PA      | $76560.54     | 0.00%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                          | Amgen Inc                                                                       | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    705000 | PA      | $735052.91    | 0.02%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                          | Amgen Inc                                                                       | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    470000 | PA      | $472195.72    | 0.01%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                          | Amgen Inc                                                                       | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    410000 | PA      | $411422.86    | 0.01%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                 | Analog Devices Inc                                                              | CUSIP: 032654AK1<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108936.74    | 0.00%             | 2045-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                 | Analog Devices Inc                                                              | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201523.85    | 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        |    185000 | PA      | $188269.25    | 0.00%             | 2030-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                             | AngloGold Ashanti Holdings PLC                                                  | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    530000 | PA      | $507809.33    | 0.01%             | 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        |     50000 | PA      | $48564.84     | 0.00%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                            | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1087000 | PA      | $1087555.37   | 0.03%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                            | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1233313.29   | 0.03%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                           | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    320000 | PA      | $416124.75    | 0.01%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                           | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBJ6<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    109000 | PA      | $140663.12    | 0.00%             | 2039-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                           | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    470000 | PA      | $411482.14    | 0.01%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                           | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    358000 | PA      | $375123.78    | 0.01%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                           | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    698000 | PA      | $709796.28    | 0.02%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                           | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    328000 | PA      | $342194.29    | 0.01%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                           | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBY3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166350.74    | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                           | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AF7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    175000 | PA      | $192939.54    | 0.00%             | 2035-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                           | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    337000 | PA      | $327235.56    | 0.01%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                           | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    514000 | PA      | $494640.59    | 0.01%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                           | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4522.91      | 0.00%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                           | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AP5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    220000 | PA      | $196825.87    | 0.00%             | 2058-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                           | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    356000 | PA      | $364155.38    | 0.01%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                           | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AR1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    448000 | PA      | $465585.62    | 0.01%             | 2031-01-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                           | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    620000 | PA      | $607231.35    | 0.01%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                           | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    821000 | PA      | $818785.68    | 0.02%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                           | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    383000 | PA      | $359155.91    | 0.01%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                           | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 03524BAF3<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91400.03     | 0.00%             | 2044-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                | Elevance Health Inc                                                             | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    215000 | PA      | $213521.43    | 0.00%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                | Elevance Health Inc                                                             | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    291000 | PA      | $244201.51    | 0.01%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                | Elevance Health Inc                                                             | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275196.15    | 0.01%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                | Elevance Health Inc                                                             | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38697.98     | 0.00%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                | Elevance Health Inc                                                             | CUSIP: 036752AK9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    235000 | PA      | $174215.41    | 0.00%             | 2049-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                | Elevance Health Inc                                                             | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71567.75     | 0.00%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                | Elevance Health Inc                                                             | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    168000 | PA      | $111637.26    | 0.00%             | 2050-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                | Elevance Health Inc                                                             | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23013.00     | 0.00%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                | Elevance Health Inc                                                             | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    125000 | PA      | $114304.01    | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                | Elevance Health Inc                                                             | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    235000 | PA      | $169691.51    | 0.00%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                | Elevance Health Inc                                                             | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    345000 | PA      | $336648.11    | 0.01%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                | Elevance Health Inc                                                             | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    125000 | PA      | $105065.16    | 0.00%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                | Elevance Health Inc                                                             | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    440000 | PA      | $464259.49    | 0.01%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                | Elevance Health Inc                                                             | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15645.12     | 0.00%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                | Elevance Health Inc                                                             | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    220000 | PA      | $226890.91    | 0.01%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                | Elevance Health Inc                                                             | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    290000 | PA      | $300832.28    | 0.01%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                | Elevance Health Inc                                                             | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122885.70    | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                | Elevance Health Inc                                                             | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163377.66    | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                | Elevance Health Inc                                                             | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    260000 | PA      | $266469.31    | 0.01%             | 2031-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                | Elevance Health Inc                                                             | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    450000 | PA      | $461120.31    | 0.01%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                | Elevance Health Inc                                                             | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178104.05    | 0.00%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                | Elevance Health Inc                                                             | CUSIP: 036752BF9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    275000 | PA      | $272813.09    | 0.01%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                | Elevance Health Inc                                                             | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174623.83    | 0.00%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                | Elevance Health Inc                                                             | CUSIP: 036752BJ1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175119.46    | 0.00%             | 2032-09-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                | Elevance Health Inc                                                             | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175291.35    | 0.00%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                | Elevance Health Inc                                                             | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247902.43    | 0.01%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AON CORP                                           | Aon Corp                                                                        | CUSIP: 037389AU7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    115000 | PA      | $126991.74    | 0.00%             | 2040-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AON CORP                                           | Aon Corp                                                                        | CUSIP: 037389BB8<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    114000 | PA      | $115489.48    | 0.00%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                              | Aon North America Inc                                                           | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $70827.90     | 0.00%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                          | Apple Inc                                                                       | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    492000 | PA      | $422522.83    | 0.01%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                          | Apple Inc                                                                       | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    452000 | PA      | $423839.24    | 0.01%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                          | Apple Inc                                                                       | CUSIP: 037833CH1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    165000 | PA      | $144679.68    | 0.00%             | 2047-02-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                          | Apple Inc                                                                       | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    215000 | PA      | $173803.92    | 0.00%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                          | Apple Inc                                                                       | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    226000 | PA      | $183030.95    | 0.00%             | 2047-11-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                          | Apple Inc                                                                       | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    409000 | PA      | $281846.39    | 0.01%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                          | Apple Inc                                                                       | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    348000 | PA      | $224302.48    | 0.01%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                          | Apple Inc                                                                       | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    878000 | PA      | $508415.08    | 0.01%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                          | Apple Inc                                                                       | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    215000 | PA      | $137325.61    | 0.00%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                          | Apple Inc                                                                       | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    220000 | PA      | $133497.18    | 0.00%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                          | Apple Inc                                                                       | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    270000 | PA      | $172806.76    | 0.00%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                          | Apple Inc                                                                       | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    235000 | PA      | $143219.49    | 0.00%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                          | Apple Inc                                                                       | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    110000 | PA      | $89407.90     | 0.00%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                          | Apple Inc                                                                       | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    310000 | PA      | $250547.37    | 0.01%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                              | Applied Materials Inc                                                           | CUSIP: 038222AG0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    225000 | PA      | $241358.92    | 0.01%             | 2041-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                              | Applied Materials Inc                                                           | CUSIP: 038222AK1<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    560000 | PA      | $582813.43    | 0.01%             | 2035-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                              | Applied Materials Inc                                                           | CUSIP: 038222AL9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104365.46    | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                              | Applied Materials Inc                                                           | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    276000 | PA      | $242569.56    | 0.01%             | 2047-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                              | Applied Materials Inc                                                           | CUSIP: 038222AN5<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    725000 | PA      | $656924.77    | 0.02%             | 2030-06-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                              | Applied Materials Inc                                                           | CUSIP: 038222AP0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    175000 | PA      | $114542.76    | 0.00%             | 2050-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                              | Applied Materials Inc                                                           | CUSIP: 038222AS4<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    245000 | PA      | $251766.00    | 0.01%             | 2029-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                              | Applied Materials Inc                                                           | CUSIP: 038222AT2<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99761.67     | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                              | Applied Materials Inc                                                           | CUSIP: 038222AU9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39759.29     | 0.00%             | 2036-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                           | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03835VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     79000 | PA      | $64426.28     | 0.00%             | 2046-10-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                           | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03835VAG1<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    295000 | PA      | $296978.31    | 0.01%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                           | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03835VAH9<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    132000 | PA      | $122316.93    | 0.00%             | 2049-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                           | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03835VAJ5<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    579000 | PA      | $377063.21    | 0.01%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                            | Essential Utilities Inc                                                         | CUSIP: 03836WAB9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156469.00    | 0.00%             | 2029-05-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                            | Essential Utilities Inc                                                         | CUSIP: 03836WAC7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    273000 | PA      | $220960.08    | 0.01%             | 2049-05-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                           | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03837AAC4<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    220000 | PA      | $214414.28    | 0.00%             | 2054-09-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GRP US INC                            | Arch Capital Group US Inc                                                       | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96611.65     | 0.00%             | 2043-11-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                             | Arch Capital Group Ltd                                                          | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |    125000 | PA      | $94547.79     | 0.00%             | 2050-06-30      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL FINANCE LLC                           | Arch Capital Finance LLC                                                        | CUSIP: 03939CAB9<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |    141000 | PA      | $133958.38    | 0.00%             | 2046-12-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                           | Archer-Daniels-Midland Co                                                       | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    288000 | PA      | $278319.03    | 0.01%             | 2030-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                           | Archer-Daniels-Midland Co                                                       | CUSIP: 039482AC8<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    135000 | PA      | $84436.71     | 0.00%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                           | Archer-Daniels-Midland Co                                                       | CUSIP: 039482AD6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46088.90     | 0.00%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                           | Archer-Daniels-Midland Co                                                       | CUSIP: 039482AE4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165864.06    | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                           | Archer-Daniels-Midland Co                                                       | CUSIP: 039483AT9<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    257000 | PA      | $281694.61    | 0.01%             | 2032-10-01      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                           | Archer-Daniels-Midland Co                                                       | CUSIP: 039483AU6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63779.73     | 0.00%             | 2035-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                           | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BE1<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     62000 | PA      | $57218.96     | 0.00%             | 2042-03-26      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                           | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BH4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     43000 | PA      | $36551.37     | 0.00%             | 2043-04-16      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                           | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BM3<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    169000 | PA      | $132800.65    | 0.00%             | 2047-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                           | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BQ4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     95000 | PA      | $82825.01     | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                            | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    335000 | PA      | $214900.82    | 0.00%             | 2052-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                            | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     65000 | PA      | $72760.33     | 0.00%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                            | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAJ8<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19900.63     | 0.00%             | 2054-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                            | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45705.79     | 0.00%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                            | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    325000 | PA      | $315711.65    | 0.01%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                       | Assurant Inc                                                                    | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    189000 | PA      | $191387.23    | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                       | Assurant Inc                                                                    | CUSIP: 04621XAM0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |   1074000 | PA      | $1045999.80   | 0.02%             | 2030-02-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                       | Assurant Inc                                                                    | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1249434.16   | 0.03%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                       | Assurant Inc                                                                    | CUSIP: 04621XAQ1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    655000 | PA      | $666687.52    | 0.02%             | 2036-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                    | AstraZeneca PLC                                                                 | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $921584.01    | 0.02%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                    | AstraZeneca PLC                                                                 | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    314000 | PA      | $274564.66    | 0.01%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                    | AstraZeneca PLC                                                                 | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $8970.09      | 0.00%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                    | AstraZeneca PLC                                                                 | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    159000 | PA      | $159464.53    | 0.00%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                    | AstraZeneca PLC                                                                 | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     84000 | PA      | $74660.85     | 0.00%             | 2048-08-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                            | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAF0<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56247.71     | 0.00%             | 2028-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                            | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAG8<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108733.50    | 0.00%             | 2030-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                            | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAH6<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    220000 | PA      | $228238.04    | 0.01%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                            | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135455.64    | 0.00%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                           | AT&T Inc                                                                        | CUSIP: 04650NAB0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     49000 | PA      | $48801.07     | 0.00%             | 2040-09-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                  | Atmos Energy Corp                                                               | CUSIP: 049560AK1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31120.13     | 0.00%             | 2041-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                  | Atmos Energy Corp                                                               | CUSIP: 049560AL9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     90000 | PA      | $77602.18     | 0.00%             | 2043-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                  | Atmos Energy Corp                                                               | CUSIP: 049560AP0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    180000 | PA      | $152875.99    | 0.00%             | 2048-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                  | Atmos Energy Corp                                                               | CUSIP: 049560AQ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    140000 | PA      | $114457.79    | 0.00%             | 2049-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                  | Atmos Energy Corp                                                               | CUSIP: 049560AS4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14426.32     | 0.00%             | 2049-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                  | Atmos Energy Corp                                                               | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    255000 | PA      | $161953.09    | 0.00%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                  | Atmos Energy Corp                                                               | CUSIP: 049560AY1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25888.80     | 0.00%             | 2052-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                  | Atmos Energy Corp                                                               | CUSIP: 049560BC8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41477.28     | 0.00%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                  | Atmos Energy Corp                                                               | CUSIP: 049560BE4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103663.05    | 0.00%             | 2056-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                       | Autodesk Inc                                                                    | CUSIP: 052769AE6<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |   1588000 | PA      | $1576277.15   | 0.04%             | 2027-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                       | Autodesk Inc                                                                    | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    615000 | PA      | $583081.22    | 0.01%             | 2030-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                       | Autodesk Inc                                                                    | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    965000 | PA      | $862568.61    | 0.02%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                       | Autodesk Inc                                                                    | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    795000 | PA      | $822051.90    | 0.02%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                           | Automatic Data Processing Inc                                                   | CUSIP: 053015AF0<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |   5121000 | PA      | $4534921.93   | 0.10%             | 2030-09-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                           | Automatic Data Processing Inc                                                   | CUSIP: 053015AG8<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |   5055000 | PA      | $4815605.97   | 0.11%             | 2028-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                           | Automatic Data Processing Inc                                                   | CUSIP: 053015AH6<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125252.26    | 0.00%             | 2034-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                           | Automatic Data Processing Inc                                                   | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179813.89    | 0.00%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                     | AutoNation Inc                                                                  | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $65880.26     | 0.00%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                     | AutoNation Inc                                                                  | CUSIP: 05329WAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    212000 | PA      | $210195.23    | 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        |     25000 | PA      | $25270.96     | 0.00%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                     | AutoNation Inc                                                                  | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $30861.02     | 0.00%             | 2031-08-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                     | AutoNation Inc                                                                  | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100289.71    | 0.00%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                              | AvalonBay Communities Inc                                                       | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    400000 | PA      | $411300.36    | 0.01%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                              | AvalonBay Communities Inc                                                       | CUSIP: 05348EAZ2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     39000 | PA      | $31608.58     | 0.00%             | 2046-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                              | AvalonBay Communities Inc                                                       | CUSIP: 05348EBE8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    117000 | PA      | $100846.25    | 0.00%             | 2048-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                              | AvalonBay Communities Inc                                                       | CUSIP: 05348EBF5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     95000 | PA      | $92632.88     | 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        |     57000 | PA      | $52897.46     | 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        |   3012000 | PA      | $2973786.88   | 0.07%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                | Avery Dennison Corp                                                             | CUSIP: 053611AM1<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    325000 | PA      | $285057.53    | 0.01%             | 2032-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                | Avery Dennison Corp                                                             | CUSIP: 053611AN9<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    280000 | PA      | $297119.23    | 0.01%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVISTA CORP                                        | Avista Corp                                                                     | CUSIP: 05379BAQ0<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |    349000 | PA      | $293028.52    | 0.01%             | 2048-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AVISTA CORP                                        | Avista Corp                                                                     | CUSIP: 05379BAR8<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |    580000 | PA      | $454162.94    | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                          | Avnet Inc                                                                       | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    325000 | PA      | $295028.60    | 0.01%             | 2031-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                          | Avnet Inc                                                                       | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214022.74    | 0.00%             | 2032-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                          | Avnet Inc                                                                       | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108789.11    | 0.00%             | 2028-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AXA SA                                             | AXA SA                                                                          | CUSIP: 054536AA5<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |   2345000 | PA      | $2775366.76   | 0.06%             | 2030-12-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                             | Equitable Holdings Inc                                                          | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502072.46    | 0.01%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                             | Equitable Holdings Inc                                                          | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    140000 | PA      | $127012.40    | 0.00%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                             | AXIS Specialty Finance LLC                                                      | CUSIP: 05463HAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49362.69     | 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        |     80000 | PA      | $77160.69     | 0.00%             | 2040-01-15      | Fixed         | 4.90%                 | 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        |    500000 | PA      | $499457.47    | 0.01%             | 2051-12-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC        | BBCMS Mortgage Trust 2020-C7                                                    | CUSIP: 05492VAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    296000 | PA      | $267469.36    | 0.01%             | 2053-04-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC        | BBCMS Mortgage Trust 2024-C30                                                   | CUSIP: 05493YAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $261179.97    | 0.01%             | 2057-11-15      | Variable      | 5.83%                 | 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        |    500000 | PA      | $513860.03    | 0.01%             | 2058-09-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC        | BBCMS Mortgage Trust 2022-C18                                                   | CUSIP: 054975AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $105072.89    | 0.00%             | 2055-12-15      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Bank of America Credit Card Trust                  | BA Credit Card Trust                                                            | CUSIP: 05522RDK1<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1265702.96   | 0.03%             | 2030-05-15      | Fixed         | 4.31%                 | 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        |    250000 | PA      | $237134.41    | 0.01%             | 2054-07-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC        | BBCMS Mortgage Trust 2021-C12                                                   | CUSIP: 05552XBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $901368.07    | 0.02%             | 2054-11-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC        | BBCMS Mortgage Trust 2023-C21                                                   | CUSIP: 05553WAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $532734.08    | 0.01%             | 2056-09-15      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC        | BBCMS Mortgage Trust 2023-C21                                                   | CUSIP: 05553WAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2170355.24   | 0.05%             | 2056-09-15      | Variable      | 6.00%                 | 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        |    400000 | PA      | $413609.39    | 0.01%             | 2058-11-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                            | BPCE SA                                                                         | CUSIP: 05578DAX0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1020000 | PA      | $1013828.77   | 0.02%             | 2026-12-02      | Fixed         | 3.38%                 | 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      | $200095.70    | 0.00%             | 2057-09-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                 | BMO 2022-C2 Mortgage Trust                                                      | CUSIP: 05602NAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    488964 | PA      | $491624.15    | 0.01%             | 2054-07-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                 | BMO 2025-5C10 Mortgage Trust                                                    | CUSIP: 05615BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $209191.84    | 0.00%             | 2058-05-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                          | Baidu Inc                                                                       | CUSIP: 056752AT5<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $185281.98    | 0.00%             | 2030-10-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HLDGS LLC                             | Baker Hughes Holdings LLC                                                       | CUSIP: 057224AZ0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    426000 | PA      | $421102.32    | 0.01%             | 2040-09-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                            | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05723KAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1261000 | PA      | $1246760.75   | 0.03%             | 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        |    497000 | PA      | $480573.58    | 0.01%             | 2029-11-07      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                           | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EC0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    115000 | PA      | $129367.68    | 0.00%             | 2036-10-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                           | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EH9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    255000 | PA      | $192311.99    | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                           | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    311000 | PA      | $243916.02    | 0.01%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                           | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EK2<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    215000 | PA      | $179871.72    | 0.00%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                           | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EL0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    332000 | PA      | $230433.09    | 0.01%             | 2049-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                           | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EM8<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    122000 | PA      | $79688.36     | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                           | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17302.16     | 0.00%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                           | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EQ9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63849.04     | 0.00%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                           | Baltimore Gas and Electric Co                                                   | CUSIP: 059165ES5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76106.00     | 0.00%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                           | Baltimore Gas and Electric Co                                                   | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52318.34     | 0.00%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                           | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAN1<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     45000 | PA      | $52765.51     | 0.00%             | 2034-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                           | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAR2<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    280000 | PA      | $299625.04    | 0.01%             | 2035-03-13      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                 | Banco Santander SA                                                              | CUSIP: 05964HAB1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     20000 | PA      | $20036.58     | 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        |    130000 | PA      | $128941.62    | 0.00%             | 2028-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                 | Banco Santander SA                                                              | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $602504.23    | 0.01%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                 | Banco Santander SA                                                              | CUSIP: 05964HAM7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    430000 | PA      | $400404.34    | 0.01%             | 2031-03-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                 | Banco Santander SA                                                              | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    845000 | PA      | $844233.70    | 0.02%             | 2028-03-24      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                 | Banco Santander SA                                                              | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    475000 | PA      | $530128.36    | 0.01%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                 | Banco Santander SA                                                              | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     15000 | PA      | $16041.88     | 0.00%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                 | Banco Santander SA                                                              | CUSIP: 05964HAZ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $115245.02    | 0.00%             | 2033-11-07      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                 | Banco Santander SA                                                              | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     30000 | PA      | $31104.97     | 0.00%             | 2030-03-14      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                 | Banco Santander SA                                                              | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $433014.42    | 0.01%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                 | Banco Santander SA                                                              | CUSIP: 05964HBK0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     60000 | PA      | $64853.94     | 0.00%             | 2035-01-17      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                 | Banco Santander SA                                                              | CUSIP: 05971KAC3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     40000 | PA      | $38913.55     | 0.00%             | 2029-06-27      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                 | Banco Santander SA                                                              | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     10000 | PA      | $9650.85      | 0.00%             | 2030-05-28      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                 | Banco Santander SA                                                              | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    235000 | PA      | $214579.60    | 0.00%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                 | Banco Santander SA                                                              | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    235000 | PA      | $215583.85    | 0.00%             | 2032-11-22      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                 | Banco Santander SA                                                              | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $201000.47    | 0.00%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                 | Banco Santander SA                                                              | CUSIP: 05971KAS8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $201742.80    | 0.00%             | 2035-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    329000 | PA      | $355171.74    | 0.01%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GFC8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    563000 | PA      | $554433.08    | 0.01%             | 2044-01-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GFG9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    396000 | PA      | $381918.48    | 0.01%             | 2044-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GFQ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45621.28     | 0.00%             | 2045-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    330000 | PA      | $330457.79    | 0.01%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GGG8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    655000 | PA      | $582121.10    | 0.01%             | 2048-01-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74621.37     | 0.00%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    685000 | PA      | $647757.89    | 0.01%             | 2038-04-24      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133944.18    | 0.00%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    246000 | PA      | $200358.39    | 0.00%             | 2049-01-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    520000 | PA      | $513811.49    | 0.01%             | 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        |    365000 | PA      | $364263.32    | 0.01%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    445000 | PA      | $447422.39    | 0.01%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    311000 | PA      | $309591.04    | 0.01%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    568000 | PA      | $487784.26    | 0.01%             | 2050-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4525.30      | 0.00%             | 2040-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    225000 | PA      | $217950.58    | 0.01%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    103000 | PA      | $98270.40     | 0.00%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    338000 | PA      | $315948.09    | 0.01%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1186000 | PA      | $977804.47    | 0.02%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    384000 | PA      | $358770.96    | 0.01%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $150463.69    | 0.00%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    115000 | PA      | $103686.89    | 0.00%             | 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        |    410000 | PA      | $367446.34    | 0.01%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    394000 | PA      | $256602.57    | 0.01%             | 2051-10-24      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GJN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $371122.35    | 0.01%             | 2052-03-13      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    215000 | PA      | $198262.36    | 0.00%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    480000 | PA      | $442104.13    | 0.01%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    260000 | PA      | $208100.30    | 0.00%             | 2042-04-22      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    185000 | PA      | $176215.92    | 0.00%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224325.88    | 0.01%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    642000 | PA      | $431639.61    | 0.01%             | 2052-07-21      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    515000 | PA      | $453454.27    | 0.01%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    170000 | PA      | $154303.90    | 0.00%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103153.75    | 0.00%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    542000 | PA      | $498605.94    | 0.01%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    445000 | PA      | $420865.66    | 0.01%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95353.40     | 0.00%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    910000 | PA      | $913997.13    | 0.02%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223106.50    | 0.01%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    915000 | PA      | $940885.38    | 0.02%             | 2033-07-22      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    135000 | PA      | $140358.84    | 0.00%             | 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        |    325000 | PA      | $333214.24    | 0.01%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    815000 | PA      | $848668.54    | 0.02%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    320000 | PA      | $344946.59    | 0.01%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    225000 | PA      | $236953.16    | 0.01%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77280.25     | 0.00%             | 2035-08-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    225000 | PA      | $232488.48    | 0.01%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47262.96     | 0.00%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Bank5                                              | BANK5 2023-5YR4                                                                 | CUSIP: 06211FAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    432807 | PA      | $456169.67    | 0.01%             | 2056-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                   | Bank of Montreal                                                                | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1135000 | PA      | $1118691.54   | 0.03%             | 2032-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                   | Bank of Montreal                                                                | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $17998.44     | 0.00%             | 2037-01-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                   | Bank of Montreal                                                                | CUSIP: 06368FAJ8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $63982.93     | 0.00%             | 2027-03-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                   | Bank of Montreal                                                                | CUSIP: 06368L3L8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $79267.79     | 0.00%             | 2031-06-04      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                   | Bank of Montreal                                                                | CUSIP: 06368LAQ9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $167136.11    | 0.00%             | 2027-09-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                   | Bank of Montreal                                                                | CUSIP: 06368LWU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $78314.64     | 0.00%             | 2028-09-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                   | Bank of Montreal                                                                | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $163164.92    | 0.00%             | 2029-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                   | Bank of Montreal                                                                | CUSIP: 06368MXV1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $75115.70     | 0.00%             | 2031-09-22      | Fixed         | 4.35%                 | 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        |    444000 | PA      | $432006.28    | 0.01%             | 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        |    909000 | PA      | $903268.36    | 0.02%             | 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        |    197000 | PA      | $195436.67    | 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        |    435000 | PA      | $431594.22    | 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        |    700000 | PA      | $701955.58    | 0.02%             | 2028-04-28      | Fixed         | 3.85%                 | 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        |    150000 | PA      | $141406.54    | 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        |    195000 | PA      | $191134.97    | 0.00%             | 2027-01-26      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                             | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBB2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    120000 | PA      | $109535.26    | 0.00%             | 2032-01-26      | Fixed         | 2.50%                 | 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        |    120000 | PA      | $120057.87    | 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        |     95000 | PA      | $95110.42     | 0.00%             | 2028-06-13      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                             | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBH9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128812.58    | 0.00%             | 2033-06-13      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                             | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     80000 | PA      | $86547.99     | 0.00%             | 2033-10-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                             | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBN6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91060.09     | 0.00%             | 2029-02-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                             | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBP1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136496.64    | 0.00%             | 2034-02-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                             | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBR7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87164.50     | 0.00%             | 2034-04-26      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                             | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    215000 | PA      | $241246.79    | 0.01%             | 2034-10-25      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                             | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    225000 | PA      | $233150.50    | 0.01%             | 2035-03-14      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                             | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109055.62    | 0.00%             | 2032-07-22      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                             | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCA3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155910.66    | 0.00%             | 2035-11-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                             | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128682.58    | 0.00%             | 2031-02-11      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                             | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55383.66     | 0.00%             | 2028-06-09      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                             | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130355.70    | 0.00%             | 2036-06-06      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                             | Bank of New York Mellon Corp/The                                                | CUSIP: 06406YAA0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    700000 | PA      | $680995.95    | 0.02%             | 2029-08-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                             | Bank of New York Mellon Corp/The                                                | CUSIP: 06406YAB8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41993.44     | 0.00%             | 2039-07-21      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                | Bank of Nova Scotia/The                                                         | CUSIP: 0641594B9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1505000 | PA      | $1344311.00   | 0.03%             | 2031-08-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAD3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    510000 | PA      | $498821.05    | 0.01%             | 2027-02-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    285000 | PA      | $255105.94    | 0.01%             | 2032-02-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   7455000 | PA      | $7281776.74   | 0.17%             | 2037-05-04      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    470000 | PA      | $482035.92    | 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        |   1120000 | PA      | $1106718.20   | 0.03%             | 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        |     50000 | PA      | $51557.68     | 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        |   1430000 | PA      | $1461238.59   | 0.03%             | 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        |    530000 | PA      | $553762.48    | 0.01%             | 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        |    305000 | PA      | $306649.38    | 0.01%             | 2028-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $121773.60    | 0.00%             | 2032-11-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    215000 | PA      | $218938.78    | 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        |    365000 | PA      | $376477.83    | 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        |    150000 | PA      | $149842.87    | 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        |    150000 | PA      | $149958.20    | 0.00%             | 2031-09-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                | Bank of Nova Scotia/The                                                         | CUSIP: 06418JAA9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    315000 | PA      | $319301.82    | 0.01%             | 2026-12-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                | Bank of Nova Scotia/The                                                         | CUSIP: 06418JAC5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $149751.56    | 0.00%             | 2034-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 06423AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    690000 | PA      | $813598.27    | 0.02%             | 2030-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust          | Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3               | CUSIP: 06427DAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $488196.32    | 0.01%             | 2050-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank                                               | BANK 2020-BNK25                                                                 | CUSIP: 06539WBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $175172.45    | 0.00%             | 2063-01-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Bank                                               | BANK 2017-BNK5                                                                  | CUSIP: 06541WAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    814867 | PA      | $802744.73    | 0.02%             | 2060-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Bank5                                              | BANK5 2024-5YR8                                                                 | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $525245.62    | 0.01%             | 2057-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank5                                              | BANK5 2025-5YR16                                                                | CUSIP: 065934AY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $518914.67    | 0.01%             | 2063-08-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                                | BlackRock Cash Funds: Treasury, SL Agency Shares                                | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |   7780480 | NS      | $7780480.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                       | Barclays PLC                                                                    | CUSIP: 06738EAJ4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    195000 | PA      | $189172.01    | 0.00%             | 2045-08-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                       | Barclays PLC                                                                    | CUSIP: 06738EAU9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $275532.67    | 0.01%             | 2028-01-10      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                       | Barclays PLC                                                                    | CUSIP: 06738EAV7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    480000 | PA      | $446124.12    | 0.01%             | 2047-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                       | Barclays PLC                                                                    | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    565000 | PA      | $568395.01    | 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        |    465000 | PA      | $472961.52    | 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        |    465000 | PA      | $473141.31    | 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        |    130000 | PA      | $120348.53    | 0.00%             | 2031-06-24      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                       | Barclays PLC                                                                    | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    285000 | PA      | $269288.92    | 0.01%             | 2035-09-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                       | Barclays PLC                                                                    | CUSIP: 06738EBR5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    305000 | PA      | $278363.71    | 0.01%             | 2032-03-10      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                       | Barclays PLC                                                                    | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    735000 | PA      | $668491.90    | 0.02%             | 2032-11-24      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                       | Barclays PLC                                                                    | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    380000 | PA      | $387743.72    | 0.01%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                       | Barclays PLC                                                                    | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     45000 | PA      | $47518.51     | 0.00%             | 2033-08-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                       | Barclays PLC                                                                    | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    240000 | PA      | $276455.32    | 0.01%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                       | Barclays PLC                                                                    | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $281391.28    | 0.01%             | 2034-05-09      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                       | Barclays PLC                                                                    | CUSIP: 06738ECH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    295000 | PA      | $331454.12    | 0.01%             | 2034-06-27      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                       | Barclays PLC                                                                    | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $255750.76    | 0.01%             | 2034-09-13      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                       | Barclays PLC                                                                    | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $312395.38    | 0.01%             | 2030-03-12      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                       | Barclays PLC                                                                    | CUSIP: 06738ECS2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $212834.56    | 0.00%             | 2055-03-12      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                       | Barclays PLC                                                                    | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    280000 | PA      | $286251.21    | 0.01%             | 2035-09-10      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                       | Barclays PLC                                                                    | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    410000 | PA      | $417875.43    | 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        |    400000 | PA      | $414052.59    | 0.01%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                       | Barclays PLC                                                                    | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    530000 | PA      | $559828.75    | 0.01%             | 2036-02-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                       | Barclays PLC                                                                    | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $402352.56    | 0.01%             | 2029-11-11      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                       | Barclays PLC                                                                    | CUSIP: 06738EDE2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $414456.26    | 0.01%             | 2046-08-11      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| BAXALTA INC                                        | Baxalta Inc                                                                     | CUSIP: 07177MAN3<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |    255000 | PA      | $246981.27    | 0.01%             | 2045-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                           | Baxter International Inc                                                        | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    210000 | PA      | $183615.47    | 0.00%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                           | Baxter International Inc                                                        | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $128665.78    | 0.00%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC        | BBCMS Mortgage Trust 2024-C28                                                   | CUSIP: 07336WAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $513340.43    | 0.01%             | 2057-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC        | BBCMS Mortgage Trust 2025-C32                                                   | CUSIP: 07337AAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $536623.82    | 0.01%             | 2062-02-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                        | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAJ8<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $50133.06     | 0.00%             | 2052-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                           | Amcor Flexibles North America Inc                                               | CUSIP: 081437AT2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    195000 | PA      | $181081.88    | 0.00%             | 2030-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                           | Benchmark 2019-B9 Mortgage Trust                                                | CUSIP: 08160JAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    925834 | PA      | $922040.35    | 0.02%             | 2052-03-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                           | Benchmark 2018-B4 Mortgage Trust                                                | CUSIP: 08161HAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    132299 | PA      | $131991.81    | 0.00%             | 2051-07-15      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                           | Benchmark 2019-B11 Mortgage Trust                                               | CUSIP: 08162BBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $96821.81     | 0.00%             | 2052-05-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                           | Benchmark 2018-B6 Mortgage Trust                                                | CUSIP: 08162CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140407 | PA      | $140316.33    | 0.00%             | 2051-10-10      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                           | Benchmark 2020-B18 Mortgage Trust                                               | CUSIP: 08163AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $444258.74    | 0.01%             | 2053-07-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                           | Benchmark 2021-B30 Mortgage Trust                                               | CUSIP: 08163KBK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $201001.49    | 0.00%             | 2054-11-15      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                           | Benchmark 2020-B21 Mortgage Trust                                               | CUSIP: 08163LAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1073908.31   | 0.02%             | 2053-12-17      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                           | Benchmark 2020-B21 Mortgage Trust                                               | CUSIP: 08163LAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $712248.29    | 0.02%             | 2053-12-17      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                           | Benchmark 2023-V2 Mortgage Trust                                                | CUSIP: 08163TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $254904.68    | 0.01%             | 2055-05-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                           | Benchmark 2025-V13 Mortgage Trust                                               | CUSIP: 08164AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $509306.62    | 0.01%             | 2058-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                           | Benchmark 2025-V14 Mortgage Trust                                               | CUSIP: 08164BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $262552.34    | 0.01%             | 2057-04-15      | Variable      | 6.09%                 | 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      | $522241.45    | 0.01%             | 2057-08-15      | Variable      | 6.06%                 | 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      | $525152.17    | 0.01%             | 2057-03-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                   | Berry Global Inc                                                                | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    285000 | PA      | $298866.35    | 0.01%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BEST BUY CO INC                                    | Best Buy Co Inc                                                                 | CUSIP: 08652BAA7<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |   1806000 | PA      | $1825221.51   | 0.04%             | 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        |   2135000 | PA      | $1914565.35   | 0.04%             | 2030-10-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                         | Biogen Inc                                                                      | CUSIP: 09062XAD5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    482000 | PA      | $452296.62    | 0.01%             | 2045-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                         | Biogen Inc                                                                      | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    287000 | PA      | $189959.92    | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                         | Biogen Inc                                                                      | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    420000 | PA      | $386290.24    | 0.01%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                         | Biogen Inc                                                                      | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    185000 | PA      | $123792.84    | 0.00%             | 2051-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                         | Biogen Inc                                                                      | CUSIP: 09062XAL7<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26588.49     | 0.00%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                         | Biogen Inc                                                                      | CUSIP: 09062XAM5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10731.20     | 0.00%             | 2055-05-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                         | Biogen Inc                                                                      | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41372.55     | 0.00%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                | Block Financial LLC                                                             | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    467000 | PA      | $452217.67    | 0.01%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                 | BMO 2024-5C3 Mortgage Trust                                                     | CUSIP: 09660QAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1038686.08   | 0.02%             | 2057-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                 | BMO 2024-5C7 Mortgage Trust                                                     | CUSIP: 09660WAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    303000 | PA      | $314967.10    | 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        |    928000 | PA      | $966732.11    | 0.02%             | 2057-11-15      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                     | BorgWarner Inc                                                                  | CUSIP: 099724AH9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    136000 | PA      | $115776.21    | 0.00%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                     | BorgWarner Inc                                                                  | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36226.58     | 0.00%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                               | Boston Properties LP                                                            | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    260000 | PA      | $261222.79    | 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        |    356000 | PA      | $343896.30    | 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        |    360000 | PA      | $337527.65    | 0.01%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                               | Boston Properties LP                                                            | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    354000 | PA      | $331868.22    | 0.01%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                               | Boston Properties LP                                                            | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    270000 | PA      | $235480.12    | 0.01%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                               | Boston Properties LP                                                            | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    395000 | PA      | $327485.86    | 0.01%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                               | Boston Properties LP                                                            | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     70000 | PA      | $73279.38     | 0.00%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                               | Boston Properties LP                                                            | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    240000 | PA      | $259548.51    | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                               | Boston Properties LP                                                            | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    145000 | PA      | $149197.89    | 0.00%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                             | Boston Scientific Corp                                                          | CUSIP: 101137AE7<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     45000 | PA      | $50674.74     | 0.00%             | 2035-11-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                             | Boston Scientific Corp                                                          | CUSIP: 101137AL1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    115000 | PA      | $140770.33    | 0.00%             | 2040-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                             | Boston Scientific Corp                                                          | CUSIP: 101137AT4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53046.02     | 0.00%             | 2039-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                             | Boston Scientific Corp                                                          | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     84000 | PA      | $77093.83     | 0.00%             | 2049-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                             | BP Capital Markets America Inc                                                  | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    375000 | PA      | $250197.12    | 0.01%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                             | BP Capital Markets America Inc                                                  | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    372000 | PA      | $235068.49    | 0.01%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                             | BP Capital Markets America Inc                                                  | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    350000 | PA      | $228114.91    | 0.01%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                             | BP Capital Markets America Inc                                                  | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    670000 | PA      | $448865.39    | 0.01%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                             | BP Capital Markets America Inc                                                  | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    230000 | PA      | $150646.26    | 0.00%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                            | Bristol-Myers Squibb Co                                                         | CUSIP: 110122AU2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    208000 | PA      | $162550.71    | 0.00%             | 2042-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                            | Bristol-Myers Squibb Co                                                         | CUSIP: 110122AX6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    120000 | PA      | $107807.79    | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                            | Bristol-Myers Squibb Co                                                         | CUSIP: 110122BB3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164083.27    | 0.00%             | 2027-02-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                            | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    543000 | PA      | $455239.89    | 0.01%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                            | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DJ4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    295000 | PA      | $283189.47    | 0.01%             | 2045-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                            | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    408000 | PA      | $352460.19    | 0.01%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                            | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    295000 | PA      | $259977.00    | 0.01%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                            | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     95000 | PA      | $57637.35     | 0.00%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                            | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    345000 | PA      | $260658.21    | 0.01%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                            | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    475000 | PA      | $351697.20    | 0.01%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                            | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    580000 | PA      | $584935.47    | 0.01%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| BRITISH COLUMBIA PROV OF                           | Province of British Columbia Canada                                             | CUSIP: 110709AE2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   2035000 | PA      | $1795283.37   | 0.04%             | 2031-01-29      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                           | Province of British Columbia Canada                                             | CUSIP: 110709AJ1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   1235000 | PA      | $1274368.00   | 0.03%             | 2028-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                           | Province of British Columbia Canada                                             | CUSIP: 110709AN2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    665000 | PA      | $688333.97    | 0.02%             | 2034-06-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                           | Province of British Columbia Canada                                             | CUSIP: 110709EC2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    240000 | PA      | $296599.51    | 0.01%             | 2036-09-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                           | Province of British Columbia Canada                                             | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   2570000 | PA      | $2579735.31   | 0.06%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                           | British Telecommunications PLC                                                  | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   1092000 | PA      | $1344468.73   | 0.03%             | 2030-12-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                           | British Telecommunications PLC                                                  | CUSIP: 111021AL5<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $769674.14    | 0.02%             | 2028-12-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                             | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     45000 | PA      | $44749.62     | 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        |    319000 | PA      | $314904.04    | 0.01%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                             | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |      5000 | PA      | $4493.87      | 0.00%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                           | Broadridge Financial Solutions Inc                                              | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    885000 | PA      | $840387.77    | 0.02%             | 2029-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                           | Broadridge Financial Solutions Inc                                              | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    925000 | PA      | $842203.52    | 0.02%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                       | Broadcom Inc                                                                    | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124275.22    | 0.00%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                       | Broadcom Inc                                                                    | CUSIP: 11135FBD2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    320000 | PA      | $330829.95    | 0.01%             | 2030-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                       | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    435000 | PA      | $380983.97    | 0.01%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                       | Broadcom Inc                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    209000 | PA      | $180465.67    | 0.00%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                       | Broadcom Inc                                                                    | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177687.16    | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                       | Broadcom Inc                                                                    | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    507000 | PA      | $508944.63    | 0.01%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                       | Broadcom Inc                                                                    | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76462.57     | 0.00%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                       | Broadcom Inc                                                                    | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128464.25    | 0.00%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                       | Broadcom Inc                                                                    | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130260.49    | 0.00%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                       | Broadcom Inc                                                                    | CUSIP: 11135FCS8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    654000 | PA      | $507749.24    | 0.01%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                       | Broadcom Inc                                                                    | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    449000 | PA      | $414620.02    | 0.01%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                       | Broadcom Inc                                                                    | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    679000 | PA      | $636609.96    | 0.01%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                       | Broadcom Inc                                                                    | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    328000 | PA      | $272689.79    | 0.01%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                       | Broadcom Inc                                                                    | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35093.14     | 0.00%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                       | Broadcom Inc                                                                    | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239531.74    | 0.01%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                       | Broadcom Inc                                                                    | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175423.54    | 0.00%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD CAPITAL FIN                             | Brookfield Capital Finance LLC                                                  | CUSIP: 11259NAA2<br>LEI: 254900P8CLQEIJ039941 | Long             | DBT              | CORP              | US        |    560000 | PA      | $601012.38    | 0.01%             | 2033-06-14      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                             | Brookfield Finance Inc                                                          | CUSIP: 11271LAB8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    295000 | PA      | $255074.44    | 0.01%             | 2047-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                             | Brookfield Finance Inc                                                          | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    655000 | PA      | $652744.93    | 0.02%             | 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        |    555000 | PA      | $564932.31    | 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        |    212000 | PA      | $212886.21    | 0.00%             | 2030-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                             | Brookfield Finance Inc                                                          | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $77077.78     | 0.00%             | 2051-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                             | Brookfield Finance Inc                                                          | CUSIP: 11271LAJ1<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $49861.32     | 0.00%             | 2052-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                             | Brookfield Finance Inc                                                          | CUSIP: 11271LAK8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    510000 | PA      | $554557.53    | 0.01%             | 2034-01-05      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                             | Brookfield Finance Inc                                                          | CUSIP: 11271LAL6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $122358.72    | 0.00%             | 2054-03-04      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                             | Brookfield Finance Inc                                                          | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    245000 | PA      | $254002.39    | 0.01%             | 2035-01-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                             | Brookfield Finance Inc                                                          | CUSIP: 11271LAP7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $74454.47     | 0.00%             | 2055-03-03      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BROOKFLD FIN LLC/FIN INC                           | Brookfield Finance LLC / Brookfield Finance Inc                                 | CUSIP: 11271RAB5<br>LEI: 549300E643C5WZF8BL44 | Long             | DBT              | CORP              | US        |    165000 | PA      | $114631.76    | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN I UK PLC                            | Brookfield Finance I UK Plc / Brookfield Finance Inc                            | CUSIP: 11272BAA1<br>LEI: 213800JCKNPJE9FDCJ76 | Long             | DBT              | CORP              | GB        |    685000 | PA      | $600316.63    | 0.01%             | 2032-01-30      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                  | Brown & Brown Inc                                                               | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25096.59     | 0.00%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROWN-FORMAN CORP                                  | Brown-Forman Corp                                                               | CUSIP: 115637AP5<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    259000 | PA      | $227827.53    | 0.01%             | 2045-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROWN-FORMAN CORP                                  | Brown-Forman Corp                                                               | CUSIP: 115637AT7<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |     63000 | PA      | $57277.23     | 0.00%             | 2038-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                             | Bunge Ltd Finance Corp                                                          | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    969000 | PA      | $965135.90    | 0.02%             | 2027-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                             | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1656278.04   | 0.04%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                             | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BD1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    505000 | PA      | $506238.88    | 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        |    170000 | PA      | $170234.59    | 0.00%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                             | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123796.16    | 0.00%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                             | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BQ2<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101165.76    | 0.00%             | 2030-08-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                             | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BR0<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1125648.18   | 0.03%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTON RESOURCES LLC                           | Burlington Resources LLC                                                        | CUSIP: 12201PAB2<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |    172000 | PA      | $195787.69    | 0.00%             | 2031-08-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                   | Paramount Global                                                                | CUSIP: 124857AF0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     77000 | PA      | $70645.58     | 0.00%             | 2040-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                   | Paramount Global                                                                | CUSIP: 124857AJ2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24020.94     | 0.00%             | 2042-07-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                   | Paramount Global                                                                | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    147000 | PA      | $114891.16    | 0.00%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                   | Paramount Global                                                                | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    101000 | PA      | $76697.62     | 0.00%             | 2045-01-15      | Fixed         | 4.60%                 | 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        |    100000 | PA      | $95154.71     | 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        |      5000 | PA      | $4981.54      | 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        |    185000 | PA      | $164063.18    | 0.00%             | 2030-12-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                            | Cboe Global Markets Inc                                                         | CUSIP: 12503MAD0<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    855000 | PA      | $792578.19    | 0.02%             | 2032-03-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                  | CBRE Services Inc                                                               | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1033926.34   | 0.02%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                  | CBRE Services Inc                                                               | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    295000 | PA      | $317187.51    | 0.01%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                  | CBRE Services Inc                                                               | CUSIP: 12505BAH3<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    135000 | PA      | $140121.99    | 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        |    100000 | PA      | $101860.42    | 0.00%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                  | CBRE Services Inc                                                               | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103694.36    | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                  | CBRE Services Inc                                                               | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126603.87    | 0.00%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $388096.64    | 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        |    570000 | PA      | $547804.28    | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $70134.18     | 0.00%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                       | CD 2016-CD2 Mortgage Trust                                                      | CUSIP: 12515ABC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    748073 | PA      | $745142.81    | 0.02%             | 2049-11-10      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CH ROBINSON WORLDWIDE                              | CH Robinson Worldwide Inc                                                       | CUSIP: 12541WAA8<br>LEI: 529900WNWN5L0OVDHA79 | Long             | DBT              | CORP              | US        |   2420000 | PA      | $2427081.26   | 0.06%             | 2028-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                    | Cigna Group/The                                                                 | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    986000 | PA      | $995273.69    | 0.02%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                    | Cigna Group/The                                                                 | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    568000 | PA      | $549272.63    | 0.01%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                    | Cigna Group/The                                                                 | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    445000 | PA      | $403969.96    | 0.01%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                    | Cigna Group/The                                                                 | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    401000 | PA      | $313210.79    | 0.01%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                    | Cigna Group/The                                                                 | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    189000 | PA      | $201932.69    | 0.00%             | 2041-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                    | Cigna Group/The                                                                 | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    240000 | PA      | $216549.61    | 0.01%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                    | Cigna Group/The                                                                 | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    240000 | PA      | $191362.88    | 0.00%             | 2040-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                    | Cigna Group/The                                                                 | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    509000 | PA      | $361958.00    | 0.01%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                    | Cigna Group/The                                                                 | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    280000 | PA      | $260215.53    | 0.01%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                    | Cigna Group/The                                                                 | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    315000 | PA      | $221717.99    | 0.01%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                    | Cigna Group/The                                                                 | CUSIP: 125523CS7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    170000 | PA      | $178086.61    | 0.00%             | 2033-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                    | Cigna Group/The                                                                 | CUSIP: 125523CU2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124322.87    | 0.00%             | 2031-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                    | Cigna Group/The                                                                 | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    280000 | PA      | $289881.01    | 0.01%             | 2034-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                    | Cigna Group/The                                                                 | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    290000 | PA      | $285829.58    | 0.01%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                    | Cigna Group/The                                                                 | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75592.84     | 0.00%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                    | Cigna Group/The                                                                 | CUSIP: 125523CY4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76355.16     | 0.00%             | 2032-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                    | Cigna Group/The                                                                 | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76907.20     | 0.00%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                    | Cigna Group/The                                                                 | CUSIP: 125523DA5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    195000 | PA      | $203129.40    | 0.00%             | 2056-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                    | CMS Energy Corp                                                                 | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    575000 | PA      | $563360.46    | 0.01%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                    | CMS Energy Corp                                                                 | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    255000 | PA      | $234223.94    | 0.01%             | 2050-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                    | CMS Energy Corp                                                                 | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144609.85    | 0.00%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                             | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAQ7<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    505000 | PA      | $509312.74    | 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        |    690000 | PA      | $715035.58    | 0.02%             | 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        |   1490000 | PA      | $1527892.12   | 0.04%             | 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      | $90670.02     | 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        |   1150000 | PA      | $1165344.37   | 0.03%             | 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        |   1140000 | PA      | $1142997.89   | 0.03%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV                                  | CNH Industrial NV                                                               | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |   1287000 | PA      | $1283716.27   | 0.03%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CONOPCO INC                                        | Conopco Inc                                                                     | CUSIP: 126149AD5<br>LEI: 549300DWD4D3B5EZJC04 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46490.37     | 0.00%             | 2026-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                            | CNO Financial Group Inc                                                         | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    296000 | PA      | $301516.51    | 0.01%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                            | CNO Financial Group Inc                                                         | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    185000 | PA      | $196156.21    | 0.00%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                            | CRH America Finance Inc                                                         | CUSIP: 12636YAE2<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2272040.58   | 0.05%             | 2034-05-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                            | CRH America Finance Inc                                                         | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    460000 | PA      | $482441.98    | 0.01%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                            | CRH America Finance Inc                                                         | CUSIP: 12636YAG7<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1574678.06   | 0.04%             | 2055-01-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                            | CRH America Finance Inc                                                         | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225395.84    | 0.01%             | 2031-02-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                            | CRH America Finance Inc                                                         | CUSIP: 12636YAJ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227320.93    | 0.01%             | 2036-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                            | CRH America Finance Inc                                                         | CUSIP: 12636YAK8<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170474.02    | 0.00%             | 2056-02-09      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                    | CSAIL 2016-C7 Commercial Mortgage Trust                                         | CUSIP: 12637UBA6<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $244718.26    | 0.01%             | 2049-11-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                           | CSX Corp                                                                        | CUSIP: 126408GH0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    157000 | PA      | $171927.93    | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                           | CSX Corp                                                                        | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    104000 | PA      | $115408.73    | 0.00%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                           | CSX Corp                                                                        | CUSIP: 126408GS6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    160000 | PA      | $177915.38    | 0.00%             | 2040-04-30      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                           | CSX Corp                                                                        | CUSIP: 126408GU1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    165000 | PA      | $170435.46    | 0.00%             | 2041-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                           | CSX Corp                                                                        | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    130000 | PA      | $122246.74    | 0.00%             | 2042-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                           | CSX Corp                                                                        | CUSIP: 126408GX5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     83000 | PA      | $73930.65     | 0.00%             | 2043-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                           | CSX Corp                                                                        | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     74000 | PA      | $62987.63     | 0.00%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                           | CSX Corp                                                                        | CUSIP: 126408HA4<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    160000 | PA      | $137364.80    | 0.00%             | 2054-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                           | CSX Corp                                                                        | CUSIP: 126408HC0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    153000 | PA      | $121482.62    | 0.00%             | 2050-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                           | CSX Corp                                                                        | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    214000 | PA      | $171331.64    | 0.00%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                           | CSX Corp                                                                        | CUSIP: 126408HG1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     65000 | PA      | $51240.34     | 0.00%             | 2066-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                           | CSX Corp                                                                        | CUSIP: 126408HK2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    225000 | PA      | $191487.22    | 0.00%             | 2048-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                           | CSX Corp                                                                        | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     48000 | PA      | $40308.70     | 0.00%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                           | CSX Corp                                                                        | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    148000 | PA      | $134459.21    | 0.00%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                           | CSX Corp                                                                        | CUSIP: 126408HP1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    148000 | PA      | $128854.44    | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                           | CSX Corp                                                                        | CUSIP: 126408HQ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3758.24      | 0.00%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                           | CSX Corp                                                                        | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    185000 | PA      | $133088.14    | 0.00%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                           | CSX Corp                                                                        | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    115000 | PA      | $89491.45     | 0.00%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                           | CSX Corp                                                                        | CUSIP: 126408HT3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     45000 | PA      | $27188.60     | 0.00%             | 2051-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                           | CSX Corp                                                                        | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49347.24     | 0.00%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                           | CSX Corp                                                                        | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21638.39     | 0.00%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                           | CSX Corp                                                                        | CUSIP: 126408HZ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76968.59     | 0.00%             | 2035-06-15      | Fixed         | 5.05%                 | 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      | $388373.13    | 0.01%             | 2051-04-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                    | CVS Health Corp                                                                 | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    175000 | PA      | $184679.59    | 0.00%             | 2039-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                    | CVS Health Corp                                                                 | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    205000 | PA      | $193998.52    | 0.00%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                    | CVS Health Corp                                                                 | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    282000 | PA      | $279335.12    | 0.01%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                    | CVS Health Corp                                                                 | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    480000 | PA      | $438415.49    | 0.01%             | 2045-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                    | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1117000 | PA      | $1062789.26   | 0.02%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                    | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    951000 | PA      | $854332.22    | 0.02%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                    | CVS Health Corp                                                                 | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    120000 | PA      | $103649.62    | 0.00%             | 2040-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                    | CVS Health Corp                                                                 | CUSIP: 126650DL1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    378000 | PA      | $296984.71    | 0.01%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                    | CVS Health Corp                                                                 | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    415000 | PA      | $395850.80    | 0.01%             | 2053-02-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                    | CVS Health Corp                                                                 | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    265000 | PA      | $261973.01    | 0.01%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                    | CVS Health Corp                                                                 | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    285000 | PA      | $281301.90    | 0.01%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                | CRH SMW Finance DAC                                                             | CUSIP: 12704PAA6<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |   2350000 | PA      | $2427294.86   | 0.06%             | 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        |   1115000 | PA      | $1149784.26   | 0.03%             | 2030-01-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                             | Cadence Design Systems Inc                                                      | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110616.05    | 0.00%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                             | Cadence Design Systems Inc                                                      | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1030504.50   | 0.02%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| State of California                                | CALIFORNIA ST                                                                   | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     35000 | PA      | $42956.73     | 0.00%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                              | Campbell's Company/The                                                          | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    768000 | PA      | $769635.96    | 0.02%             | 2028-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                              | Campbell's Company/The                                                          | CUSIP: 134429BH1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    296000 | PA      | $263704.13    | 0.01%             | 2048-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                              | Campbell's Company/The                                                          | CUSIP: 134429BJ7<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    118000 | PA      | $108837.38    | 0.00%             | 2030-04-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                              | Campbell's Company/The                                                          | CUSIP: 134429BK4<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     81000 | PA      | $54212.28     | 0.00%             | 2050-04-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                              | Campbell's Company/The                                                          | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164655.82    | 0.00%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                              | Campbell's Company/The                                                          | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    155000 | PA      | $151604.61    | 0.00%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                             | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $128994.43    | 0.00%             | 2032-04-07      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                             | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    155000 | PA      | $158096.57    | 0.00%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                             | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607LNG4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    385000 | PA      | $393868.01    | 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        |    170000 | PA      | $178868.40    | 0.00%             | 2028-10-03      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                             | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $655965.43    | 0.02%             | 2033-10-03      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                             | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50787.85     | 0.00%             | 2029-03-30      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                             | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $126952.46    | 0.00%             | 2030-09-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                             | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PVP6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25206.54     | 0.00%             | 2028-01-13      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                             | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25907.43     | 0.00%             | 2031-01-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                             | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607QFE7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $75690.47     | 0.00%             | 2031-09-08      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                             | Canadian Imperial Bank of Commerce                                              | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $171139.99    | 0.00%             | 2029-04-08      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                              | Canadian National Railway Co                                                    | CUSIP: 136375BL5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $50242.30     | 0.00%             | 2034-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                              | Canadian National Railway Co                                                    | CUSIP: 136375BN1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $78478.92     | 0.00%             | 2036-06-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                              | Canadian National Railway Co                                                    | CUSIP: 136375BQ4<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    141000 | PA      | $159697.93    | 0.00%             | 2037-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                              | Canadian National Railway Co                                                    | CUSIP: 136375CK6<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    179000 | PA      | $131571.41    | 0.00%             | 2046-08-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                              | Canadian National Railway Co                                                    | CUSIP: 136375CP5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    152000 | PA      | $117834.94    | 0.00%             | 2048-02-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                              | Canadian National Railway Co                                                    | CUSIP: 136375CV2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $148662.82    | 0.00%             | 2049-01-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                              | Canadian National Railway Co                                                    | CUSIP: 136375CZ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    540000 | PA      | $324511.35    | 0.01%             | 2050-05-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                              | Canadian National Railway Co                                                    | CUSIP: 136375DB5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $89945.57     | 0.00%             | 2052-08-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                              | Canadian National Railway Co                                                    | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $48547.82     | 0.00%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                              | Canadian National Railway Co                                                    | CUSIP: 136375DH2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $114941.20    | 0.00%             | 2033-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                              | Canadian National Railway Co                                                    | CUSIP: 136375DR0<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $123467.87    | 0.00%             | 2034-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                              | Canadian National Railway Co                                                    | CUSIP: 136375DV1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $75269.23     | 0.00%             | 2031-03-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                              | Canadian National Railway Co                                                    | CUSIP: 136375DW9<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $75524.93     | 0.00%             | 2035-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                           | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAD6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $188290.08    | 0.00%             | 2031-10-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                           | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAF1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $108267.96    | 0.00%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                           | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAV6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $104935.13    | 0.00%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                           | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    490000 | PA      | $500869.38    | 0.01%             | 2115-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                           | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    480000 | PA      | $324934.84    | 0.01%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                           | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAH0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $72767.71     | 0.00%             | 2069-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                           | Capital One Financial Corp                                                      | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    215000 | PA      | $187792.70    | 0.00%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                           | Capital One Financial Corp                                                      | CUSIP: 14040HCJ2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $223779.94    | 0.01%             | 2032-11-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                           | Capital One Financial Corp                                                      | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    195000 | PA      | $189251.98    | 0.00%             | 2030-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                           | Capital One Financial Corp                                                      | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151607.49    | 0.00%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                           | Capital One Financial Corp                                                      | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    330000 | PA      | $338440.35    | 0.01%             | 2033-05-10      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                           | Capital One Financial Corp                                                      | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87587.23     | 0.00%             | 2030-07-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                           | Capital One Financial Corp                                                      | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102590.54    | 0.00%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                           | Capital One Financial Corp                                                      | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157857.55    | 0.00%             | 2034-02-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                           | Capital One Financial Corp                                                      | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157452.22    | 0.00%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                           | Capital One Financial Corp                                                      | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    170000 | PA      | $184869.87    | 0.00%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                           | Capital One Financial Corp                                                      | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20984.81     | 0.00%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust            | Capital One Multi-Asset Execution Trust                                         | CUSIP: 14041NGF2<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $500247.04    | 0.01%             | 2030-09-16      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                | Cardinal Health Inc                                                             | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     80000 | PA      | $70855.99     | 0.00%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                | Cardinal Health Inc                                                             | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     71000 | PA      | $61663.74     | 0.00%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                | Cardinal Health Inc                                                             | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63926.45     | 0.00%             | 2045-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                | Cardinal Health Inc                                                             | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158615.84    | 0.00%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                | Cardinal Health Inc                                                             | CUSIP: 14149YBM9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    202000 | PA      | $170421.56    | 0.00%             | 2047-06-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                | Cardinal Health Inc                                                             | CUSIP: 14149YBN7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144374.88    | 0.00%             | 2029-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                | Cardinal Health Inc                                                             | CUSIP: 14149YBP2<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    215000 | PA      | $224636.09    | 0.01%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                | Cardinal Health Inc                                                             | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133749.11    | 0.00%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                | Cardinal Health Inc                                                             | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    790000 | PA      | $817872.42    | 0.02%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                | Cardinal Health Inc                                                             | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65910.87     | 0.00%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                | Cardinal Health Inc                                                             | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100917.74    | 0.00%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                | Cardinal Health Inc                                                             | CUSIP: 14149YBV9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    255000 | PA      | $260437.33    | 0.01%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                   | Carlisle Cos Inc                                                                | CUSIP: 142339AH3<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4974.26      | 0.00%             | 2027-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                   | Carlisle Cos Inc                                                                | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    152000 | PA      | $143470.30    | 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      | $405705.22    | 0.01%             | 2031-01-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                            | CarMax Auto Owner Trust 2023-1                                                  | CUSIP: 14318DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1005090.52   | 0.02%             | 2029-01-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                | Carrier Global Corp                                                             | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    675000 | PA      | $625114.96    | 0.01%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                | Carrier Global Corp                                                             | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    810000 | PA      | $763318.37    | 0.02%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                | Carrier Global Corp                                                             | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    105000 | PA      | $85707.24     | 0.00%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                | Carrier Global Corp                                                             | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    421000 | PA      | $315725.25    | 0.01%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                | Carrier Global Corp                                                             | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    434000 | PA      | $468628.14    | 0.01%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                | Carrier Global Corp                                                             | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     41000 | PA      | $44954.77     | 0.00%             | 2054-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                    | Caterpillar Inc                                                                 | CUSIP: 149123BL4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    149000 | PA      | $157634.27    | 0.00%             | 2035-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                    | Caterpillar Inc                                                                 | CUSIP: 149123BN0<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    146000 | PA      | $163770.75    | 0.00%             | 2036-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                    | Caterpillar Inc                                                                 | CUSIP: 149123BS9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    287000 | PA      | $292417.45    | 0.01%             | 2041-05-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                    | Caterpillar Inc                                                                 | CUSIP: 149123CD1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89048.29     | 0.00%             | 2044-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                    | Caterpillar Inc                                                                 | CUSIP: 149123CE9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    172000 | PA      | $154622.53    | 0.00%             | 2064-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                    | Caterpillar Inc                                                                 | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    221000 | PA      | $160663.65    | 0.00%             | 2049-09-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                    | Caterpillar Inc                                                                 | CUSIP: 149123CG4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    221000 | PA      | $210946.07    | 0.00%             | 2029-09-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                    | Caterpillar Inc                                                                 | CUSIP: 149123CJ8<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    217000 | PA      | $158270.58    | 0.00%             | 2050-04-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                    | Caterpillar Inc                                                                 | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78497.69     | 0.00%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                       | Centene Corp                                                                    | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34584.49     | 0.00%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                       | Centene Corp                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    305000 | PA      | $295208.10    | 0.01%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                       | Centene Corp                                                                    | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    960000 | PA      | $882419.95    | 0.02%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                       | Centene Corp                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    245000 | PA      | $218584.49    | 0.01%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                       | Centene Corp                                                                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    495000 | PA      | $426852.66    | 0.01%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                       | Centene Corp                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79151.62     | 0.00%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                       | Centene Corp                                                                    | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    525000 | PA      | $450087.38    | 0.01%             | 2031-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                           | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAD0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    110000 | PA      | $125506.67    | 0.00%             | 2033-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                           | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAM0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    115000 | PA      | $92760.54     | 0.00%             | 2042-08-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                           | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAN8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    142000 | PA      | $126458.64    | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                           | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAS7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    229000 | PA      | $185288.93    | 0.00%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                           | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAU2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    142000 | PA      | $93949.60     | 0.00%             | 2050-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                           | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAY4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    160000 | PA      | $119389.32    | 0.00%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                           | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30730.10     | 0.00%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                           | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BC7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93283.68     | 0.00%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                           | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $91671.61     | 0.00%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                           | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $668924.43    | 0.02%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                           | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $242753.25    | 0.01%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                           | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $362154.42    | 0.01%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                           | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    280000 | PA      | $272048.80    | 0.01%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                           | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    205000 | PA      | $188567.70    | 0.00%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                           | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    161000 | PA      | $171111.76    | 0.00%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                           | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25705.54     | 0.00%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                | Cheniere Energy Inc                                                             | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9500989.52   | 0.22%             | 2028-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                | Cheniere Energy Inc                                                             | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   4275000 | PA      | $4456308.05   | 0.10%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                           | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    507000 | PA      | $512195.35    | 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        |    772000 | PA      | $754974.73    | 0.02%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                           | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   8985000 | PA      | $7664392.97   | 0.18%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds               | Chile Government International Bonds                                            | CUSIP: 168863CE6<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    310000 | PA      | $252275.23    | 0.01%             | 2047-06-21      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds               | Chile Government International Bonds                                            | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    477000 | PA      | $358055.70    | 0.01%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds               | Chile Government International Bonds                                            | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    500000 | PA      | $320005.41    | 0.01%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds               | Chile Government International Bonds                                            | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    455000 | PA      | $353823.18    | 0.01%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds               | Chile Government International Bonds                                            | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    300000 | PA      | $260613.78    | 0.01%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds               | Chile Government International Bonds                                            | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    855000 | PA      | $547428.74    | 0.01%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds               | Chile Government International Bonds                                            | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    275000 | PA      | $253898.59    | 0.01%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds               | Chile Government International Bonds                                            | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    635000 | PA      | $512883.40    | 0.01%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds               | Chile Government International Bonds                                            | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    370000 | PA      | $333610.45    | 0.01%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds               | Chile Government International Bonds                                            | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    280000 | PA      | $283690.07    | 0.01%             | 2036-01-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds               | Chile Government International Bonds                                            | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     40000 | PA      | $39502.97     | 0.00%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds               | Chile Government International Bonds                                            | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $212285.29    | 0.00%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                             | Choice Hotels International Inc                                                 | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91821.17     | 0.00%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                             | Choice Hotels International Inc                                                 | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    127000 | PA      | $120154.16    | 0.00%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                             | Choice Hotels International Inc                                                 | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118164.91    | 0.00%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHUBB CORP                                         | Chubb Corp/The                                                                  | CUSIP: 171232AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $16437.92     | 0.00%             | 2037-05-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHUBB CORP                                         | Chubb Corp/The                                                                  | CUSIP: 171232AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $11366.31     | 0.00%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                             | Chubb INA Holdings LLC                                                          | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     70000 | PA      | $43985.50     | 0.00%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                             | Church & Dwight Co Inc                                                          | CUSIP: 171340AL6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32364.83     | 0.00%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                             | Church & Dwight Co Inc                                                          | CUSIP: 17136MAB8<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    105000 | PA      | $97513.98     | 0.00%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                             | Church & Dwight Co Inc                                                          | CUSIP: 17136MAC6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     80000 | PA      | $85397.08     | 0.00%             | 2032-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                  | Cisco Systems Inc                                                               | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    287000 | PA      | $312940.35    | 0.01%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                  | Cisco Systems Inc                                                               | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    445000 | PA      | $468769.38    | 0.01%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                  | Cisco Systems Inc                                                               | CUSIP: 17275RBR2<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102826.37    | 0.00%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                  | Cisco Systems Inc                                                               | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78064.64     | 0.00%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                  | Cisco Systems Inc                                                               | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    190000 | PA      | $197144.58    | 0.00%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                  | Cisco Systems Inc                                                               | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    190000 | PA      | $186492.49    | 0.00%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                  | Cisco Systems Inc                                                               | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33970.81     | 0.00%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                  | Cisco Systems Inc                                                               | CUSIP: 17275RBX9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77186.37     | 0.00%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                  | Cisco Systems Inc                                                               | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77854.87     | 0.00%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                  | Cisco Systems Inc                                                               | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103751.24    | 0.00%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                  | Cisco Systems Inc                                                               | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85691.03     | 0.00%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                   | CUSIP: 172967AR2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    338000 | PA      | $357098.77    | 0.01%             | 2028-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                   | CUSIP: 172967BL4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    512000 | PA      | $569868.55    | 0.01%             | 2032-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                   | CUSIP: 172967BU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    276000 | PA      | $295957.00    | 0.01%             | 2033-02-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                   | CUSIP: 172967CC3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    212000 | PA      | $229325.39    | 0.01%             | 2033-10-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                   | CUSIP: 172967DR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     70000 | PA      | $75087.90     | 0.00%             | 2036-08-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                   | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    639000 | PA      | $826620.86    | 0.02%             | 2039-07-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                   | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    390000 | PA      | $414476.36    | 0.01%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                   | CUSIP: 172967HA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    186000 | PA      | $210069.91    | 0.00%             | 2043-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                   | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    236000 | PA      | $229857.21    | 0.01%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                   | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    424000 | PA      | $386659.21    | 0.01%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                   | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    647000 | PA      | $650118.02    | 0.02%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                   | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    140000 | PA      | $124848.98    | 0.00%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                   | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    281000 | PA      | $281061.65    | 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        |    165000 | PA      | $164566.22    | 0.00%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                   | CUSIP: 172967LJ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    269000 | PA      | $229441.42    | 0.01%             | 2048-04-24      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                   | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139054.45    | 0.00%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                   | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148382.42    | 0.00%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                   | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    575000 | PA      | $512709.95    | 0.01%             | 2039-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                   | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170874.53    | 0.00%             | 2029-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                   | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    715000 | PA      | $642875.78    | 0.01%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                   | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    185000 | PA      | $183648.55    | 0.00%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                   | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    312000 | PA      | $292305.97    | 0.01%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                   | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    390000 | PA      | $395148.62    | 0.01%             | 2041-03-26      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                   | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    355000 | PA      | $355679.14    | 0.01%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                   | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    350000 | PA      | $324986.42    | 0.01%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    245000 | PA      | $223144.65    | 0.01%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                   | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    380000 | PA      | $375180.74    | 0.01%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                   | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    662000 | PA      | $633550.18    | 0.01%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                   | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25204.06     | 0.00%             | 2028-05-24      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                   | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    330000 | PA      | $336071.95    | 0.01%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                   | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    285000 | PA      | $312279.39    | 0.01%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                   | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72028.84     | 0.00%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                   | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    480000 | PA      | $501593.89    | 0.01%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                   | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    220000 | PA      | $229572.33    | 0.01%             | 2035-06-11      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                   | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    115000 | PA      | $121251.05    | 0.00%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                | Citibank Credit Card Issuance Trust                                             | CUSIP: 17305EDT9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $112004.60    | 0.00%             | 2039-06-15      | Fixed         | 6.15%                 | 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        |    200000 | PA      | $204772.48    | 0.00%             | 2032-06-21      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                   | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    310000 | PA      | $295846.45    | 0.01%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    190000 | PA      | $174810.70    | 0.00%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                   | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    560000 | PA      | $598769.36    | 0.01%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                   | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25257.93     | 0.00%             | 2039-09-19      | Fixed         | 5.41%                 | 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        |    500000 | PA      | $477646.78    | 0.01%             | 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      | $182404.59    | 0.00%             | 2072-12-15      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                           | Citizens Financial Group Inc                                                    | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    195000 | PA      | $180392.57    | 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        |     30000 | PA      | $28589.89     | 0.00%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                           | Citizens Financial Group Inc                                                    | CUSIP: 174610BE4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    205000 | PA      | $208654.17    | 0.00%             | 2037-05-21      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                           | Citizens Financial Group Inc                                                    | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27531.44     | 0.00%             | 2035-04-25      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                           | Cleveland Electric Illuminating Co/The                                          | CUSIP: 186108CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $180831.13    | 0.00%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                     | Clorox Co/The                                                                   | CUSIP: 189054AV1<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    976000 | PA      | $962016.90    | 0.02%             | 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        |    454000 | PA      | $453834.26    | 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        |    855000 | PA      | $771885.51    | 0.02%             | 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        |   1040000 | PA      | $1051496.73   | 0.02%             | 2029-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                     | Clorox Co/The                                                                   | CUSIP: 189054AZ2<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    495000 | PA      | $500942.16    | 0.01%             | 2032-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                       | Tapestry Inc                                                                    | CUSIP: 189754AC8<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     92000 | PA      | $91894.21     | 0.00%             | 2027-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                   | Coca-Cola Co/The                                                                | CUSIP: 191216CE8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    305000 | PA      | $301735.34    | 0.01%             | 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        |    120000 | PA      | $113095.73    | 0.00%             | 2029-09-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                   | Coca-Cola Co/The                                                                | CUSIP: 191216CQ1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    330000 | PA      | $282745.40    | 0.01%             | 2050-03-25      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                   | Coca-Cola Co/The                                                                | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29474.37     | 0.00%             | 2030-03-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                   | Coca-Cola Co/The                                                                | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    346000 | PA      | $313602.09    | 0.01%             | 2030-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                   | Coca-Cola Co/The                                                                | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    417000 | PA      | $314348.06    | 0.01%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                   | Coca-Cola Co/The                                                                | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    453000 | PA      | $287144.09    | 0.01%             | 2050-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                   | Coca-Cola Co/The                                                                | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    179000 | PA      | $107938.73    | 0.00%             | 2060-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                   | Coca-Cola Co/The                                                                | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     85000 | PA      | $52169.71     | 0.00%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                   | Coca-Cola Co/The                                                                | CUSIP: 191216DD9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    460000 | PA      | $433606.41    | 0.01%             | 2028-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                   | Coca-Cola Co/The                                                                | CUSIP: 191216DE7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    640000 | PA      | $562136.21    | 0.01%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                   | Coca-Cola Co/The                                                                | CUSIP: 191216DK3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    230000 | PA      | $209073.80    | 0.00%             | 2031-03-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                   | Coca-Cola Co/The                                                                | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    165000 | PA      | $112707.13    | 0.00%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                   | Coca-Cola Co/The                                                                | CUSIP: 191216DP2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226926.60    | 0.01%             | 2032-01-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                   | Coca-Cola Co/The                                                                | CUSIP: 191216DR8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125934.69    | 0.00%             | 2034-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                   | Coca-Cola Co/The                                                                | CUSIP: 191216DS6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59875.86     | 0.00%             | 2054-05-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                   | Coca-Cola Co/The                                                                | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    230000 | PA      | $229036.46    | 0.01%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                   | Coca-Cola Co/The                                                                | CUSIP: 191216DY3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148987.10    | 0.00%             | 2034-08-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| COCA-COLA CO/THE                                   | Coca-Cola Co/The                                                                | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    215000 | PA      | $212135.20    | 0.00%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                               | Colgate-Palmolive Co                                                            | CUSIP: 194162AS2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36982.11     | 0.00%             | 2033-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                               | Colgate-Palmolive Co                                                            | CUSIP: 19416QEJ5<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    373000 | PA      | $321200.82    | 0.01%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                               | Colgate-Palmolive Co                                                            | CUSIP: 19416QEK2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    301000 | PA      | $242324.82    | 0.01%             | 2047-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE GROUP                            | Columbia Pipeline Group Inc                                                     | CUSIP: 198280AH2<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104703.72    | 0.00%             | 2045-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                       | Comcast Corp                                                                    | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     83000 | PA      | $87500.08     | 0.00%             | 2035-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                       | Comcast Corp                                                                    | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    313000 | PA      | $350814.89    | 0.01%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                       | Comcast Corp                                                                    | CUSIP: 20030NAM3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     95000 | PA      | $105712.12    | 0.00%             | 2037-03-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                       | Comcast Corp                                                                    | CUSIP: 20030NAV3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    190000 | PA      | $219703.59    | 0.01%             | 2037-08-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                       | Comcast Corp                                                                    | CUSIP: 20030NAY7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     75000 | PA      | $84682.89     | 0.00%             | 2039-07-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                       | Comcast Corp                                                                    | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    219000 | PA      | $194140.53    | 0.00%             | 2042-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                       | Comcast Corp                                                                    | CUSIP: 20030NBK6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    334000 | PA      | $295716.15    | 0.01%             | 2044-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                       | Comcast Corp                                                                    | CUSIP: 20030NBQ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    176000 | PA      | $151519.05    | 0.00%             | 2045-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                       | Comcast Corp                                                                    | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    175000 | PA      | $124499.54    | 0.00%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                       | Comcast Corp                                                                    | CUSIP: 20030NBZ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    214000 | PA      | $165224.54    | 0.00%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                       | Comcast Corp                                                                    | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    403000 | PA      | $309870.12    | 0.01%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                       | Comcast Corp                                                                    | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    411000 | PA      | $310920.35    | 0.01%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                       | Comcast Corp                                                                    | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    419000 | PA      | $313850.67    | 0.01%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                       | Comcast Corp                                                                    | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    166000 | PA      | $145663.07    | 0.00%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                       | Comcast Corp                                                                    | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    353000 | PA      | $271512.38    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                       | Comcast Corp                                                                    | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    385000 | PA      | $362905.71    | 0.01%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                       | Comcast Corp                                                                    | CUSIP: 20030NCM1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    205000 | PA      | $174846.38    | 0.00%             | 2048-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                       | Comcast Corp                                                                    | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    290000 | PA      | $247231.68    | 0.01%             | 2058-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                       | Comcast Corp                                                                    | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    345000 | PA      | $237269.16    | 0.01%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                       | Comcast Corp                                                                    | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $209389.34    | 0.00%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                       | Comcast Corp                                                                    | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    168000 | PA      | $100253.14    | 0.00%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                       | Comcast Corp                                                                    | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    252000 | PA      | $137031.20    | 0.00%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                       | Comcast Corp                                                                    | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    229000 | PA      | $117829.19    | 0.00%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                       | Comcast Corp                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    422000 | PA      | $254808.89    | 0.01%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                       | Comcast Corp                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    882000 | PA      | $513206.69    | 0.01%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                       | Comcast Corp                                                                    | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    854000 | PA      | $476313.03    | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                       | Comcast Corp                                                                    | CUSIP: 20030NEC1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226085.86    | 0.01%             | 2033-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                       | Comcast Corp                                                                    | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50618.16     | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                       | Comcast Corp                                                                    | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92385.64     | 0.00%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                       | Comcast Corp                                                                    | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    155000 | PA      | $142953.30    | 0.00%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                       | Comerica Inc                                                                    | CUSIP: 200340AT4<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    364000 | PA      | $360448.87    | 0.01%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| COMMONWEALTH EDISON CO                             | Commonwealth Edison Co                                                          | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    265000 | PA      | $288447.77    | 0.01%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                             | Commonwealth Edison Co                                                          | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    119000 | PA      | $134300.63    | 0.00%             | 2038-01-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                             | Commonwealth Edison Co                                                          | CUSIP: 202795JA9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     85000 | PA      | $69760.27     | 0.00%             | 2042-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                             | Commonwealth Edison Co                                                          | CUSIP: 202795JB7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181446.86    | 0.00%             | 2043-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                             | Commonwealth Edison Co                                                          | CUSIP: 202795JD3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22879.86     | 0.00%             | 2044-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                             | Commonwealth Edison Co                                                          | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    118000 | PA      | $93736.20     | 0.00%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                             | Commonwealth Edison Co                                                          | CUSIP: 202795JG6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     81000 | PA      | $69902.67     | 0.00%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                             | Commonwealth Edison Co                                                          | CUSIP: 202795JJ0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    341000 | PA      | $265971.91    | 0.01%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                             | Commonwealth Edison Co                                                          | CUSIP: 202795JK7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    230000 | PA      | $226635.30    | 0.01%             | 2027-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                             | Commonwealth Edison Co                                                          | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    275000 | PA      | $214203.67    | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                             | Commonwealth Edison Co                                                          | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    304000 | PA      | $246743.92    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                             | Commonwealth Edison Co                                                          | CUSIP: 202795JN1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    525000 | PA      | $522845.47    | 0.01%             | 2028-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                             | Commonwealth Edison Co                                                          | CUSIP: 202795JP6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    257000 | PA      | $205311.97    | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                             | Commonwealth Edison Co                                                          | CUSIP: 202795JQ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    254000 | PA      | $175625.26    | 0.00%             | 2049-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                             | Commonwealth Edison Co                                                          | CUSIP: 202795JR2<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    429000 | PA      | $398049.08    | 0.01%             | 2030-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                             | Commonwealth Edison Co                                                          | CUSIP: 202795JS0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    265000 | PA      | $176691.84    | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                             | Commonwealth Edison Co                                                          | CUSIP: 202795JU5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    570000 | PA      | $359497.32    | 0.01%             | 2051-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                             | Commonwealth Edison Co                                                          | CUSIP: 202795JX9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30760.41     | 0.00%             | 2033-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                             | Commonwealth Edison Co                                                          | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43518.40     | 0.00%             | 2053-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                             | Commonwealth Edison Co                                                          | CUSIP: 202795JZ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73501.34     | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                             | Commonwealth Edison Co                                                          | CUSIP: 202795KA7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    215000 | PA      | $218458.43    | 0.01%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                             | Commonwealth Edison Co                                                          | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    160000 | PA      | $169733.34    | 0.00%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                 | Conagra Brands Inc                                                              | CUSIP: 205887AR3<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    115000 | PA      | $122825.74    | 0.00%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                 | Conagra Brands Inc                                                              | CUSIP: 205887AX0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    325000 | PA      | $374904.73    | 0.01%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                 | Conagra Brands Inc                                                              | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    289000 | PA      | $292754.59    | 0.01%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                 | Conagra Brands Inc                                                              | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289900.78    | 0.01%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                 | Conagra Brands Inc                                                              | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    241000 | PA      | $220961.86    | 0.01%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                 | Conagra Brands Inc                                                              | CUSIP: 205887CK6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152235.60    | 0.00%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                 | Conagra Brands Inc                                                              | CUSIP: 205887CL4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154376.03    | 0.00%             | 2035-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                                    | Concentrix Corp                                                                 | CUSIP: 20602DAC5<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29916.25     | 0.00%             | 2033-08-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| CONNECTICUT LIGHT & PWR                            | Connecticut Light and Power Co/The                                              | CUSIP: 207597EG6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    300000 | PA      | $263067.77    | 0.01%             | 2044-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                            | Connecticut Light and Power Co/The                                              | CUSIP: 207597EH4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    220000 | PA      | $185080.39    | 0.00%             | 2045-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                            | Connecticut Light and Power Co/The                                              | CUSIP: 207597EJ0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    775000 | PA      | $767417.44    | 0.02%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                            | Connecticut Light and Power Co/The                                              | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    260000 | PA      | $211051.32    | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                            | Connecticut Light and Power Co/The                                              | CUSIP: 207597EN1<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    987000 | PA      | $880114.74    | 0.02%             | 2031-07-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                            | Connecticut Light and Power Co/The                                              | CUSIP: 207597EP6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    180000 | PA      | $173289.39    | 0.00%             | 2053-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                            | Connecticut Light and Power Co/The                                              | CUSIP: 207597EQ4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76694.44     | 0.00%             | 2033-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                            | Connecticut Light and Power Co/The                                              | CUSIP: 207597ER2<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76595.42     | 0.00%             | 2029-01-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                            | Connecticut Light and Power Co/The                                              | CUSIP: 207597ES0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25408.64     | 0.00%             | 2034-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                            | Connecticut Light and Power Co/The                                              | CUSIP: 207597ET8<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41104.80     | 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        |    235000 | PA      | $256687.34    | 0.01%             | 2029-04-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                     | ConocoPhillips                                                                  | CUSIP: 20825CAF1<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    217000 | PA      | $236895.05    | 0.01%             | 2032-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                     | ConocoPhillips                                                                  | CUSIP: 20825CAP9<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    400000 | PA      | $433988.68    | 0.01%             | 2038-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                     | ConocoPhillips                                                                  | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    275000 | PA      | $312639.53    | 0.01%             | 2039-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTON RESOURCES LLC                           | Burlington Resources LLC                                                        | CUSIP: 20825VAB8<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |    145000 | PA      | $157845.11    | 0.00%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                             | ConocoPhillips Co                                                               | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    209000 | PA      | $180257.89    | 0.00%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                             | ConocoPhillips Co                                                               | CUSIP: 20826FAR7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36877.52     | 0.00%             | 2046-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                             | ConocoPhillips Co                                                               | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    430000 | PA      | $320214.56    | 0.01%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                             | ConocoPhillips Co                                                               | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4747.47      | 0.00%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                             | ConocoPhillips Co                                                               | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82939.63     | 0.00%             | 2033-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                             | ConocoPhillips Co                                                               | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177575.19    | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                             | ConocoPhillips Co                                                               | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118910.76    | 0.00%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                             | ConocoPhillips Co                                                               | CUSIP: 20826FBK1<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    170000 | PA      | $175108.42    | 0.00%             | 2032-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                             | ConocoPhillips Co                                                               | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    245000 | PA      | $239607.94    | 0.01%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                             | ConocoPhillips Co                                                               | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    260000 | PA      | $256960.22    | 0.01%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                            | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111EH2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    217000 | PA      | $225378.82    | 0.01%             | 2035-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                            | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111EL3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     94000 | PA      | $101253.18    | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                            | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111EM1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    105000 | PA      | $116522.95    | 0.00%             | 2036-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                            | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111ES8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5595.23      | 0.00%             | 2037-08-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                            | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111EU3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $231399.65    | 0.01%             | 2038-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                            | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    165000 | PA      | $170191.73    | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                            | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FA6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    127000 | PA      | $132648.43    | 0.00%             | 2040-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                            | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FB4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    132000 | PA      | $115057.10    | 0.00%             | 2042-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                            | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FC2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    199000 | PA      | $167020.75    | 0.00%             | 2043-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                            | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    245000 | PA      | $216916.91    | 0.01%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                            | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FF5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    219000 | PA      | $188343.88    | 0.00%             | 2054-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                            | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    160000 | PA      | $141061.65    | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                            | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    249000 | PA      | $199596.66    | 0.00%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                            | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FK4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    146000 | PA      | $118126.44    | 0.00%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                            | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FL2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    351000 | PA      | $278082.36    | 0.01%             | 2047-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                            | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FN8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    124000 | PA      | $94268.37     | 0.00%             | 2057-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                            | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    115000 | PA      | $96032.88     | 0.00%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                            | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FS7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    299000 | PA      | $299617.56    | 0.01%             | 2028-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                            | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    175000 | PA      | $155115.81    | 0.00%             | 2048-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                            | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FV0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32462.81     | 0.00%             | 2049-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                            | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    270000 | PA      | $192604.36    | 0.00%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                            | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    430000 | PA      | $417366.43    | 0.01%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                            | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    247000 | PA      | $197176.53    | 0.00%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                            | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FZ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    270000 | PA      | $163993.22    | 0.00%             | 2060-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                            | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GB3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     75000 | PA      | $52691.87     | 0.00%             | 2061-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                           | Constellation Brands Inc                                                        | CUSIP: 21036PAT5<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    102000 | PA      | $85898.11     | 0.00%             | 2047-05-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                           | Constellation Brands Inc                                                        | CUSIP: 21036PAZ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     90000 | PA      | $71624.34     | 0.00%             | 2048-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                           | Constellation Brands Inc                                                        | CUSIP: 21036PBD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    106000 | PA      | $99469.20     | 0.00%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                           | Constellation Brands Inc                                                        | CUSIP: 21036PBG2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    101000 | PA      | $74905.20     | 0.00%             | 2050-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                           | Cooperatieve Rabobank UA                                                        | CUSIP: 21684AAB2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    262000 | PA      | $268386.96    | 0.01%             | 2043-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                           | Cooperatieve Rabobank UA                                                        | CUSIP: 21684AAD8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    152000 | PA      | $145818.72    | 0.00%             | 2045-08-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                           | Cooperatieve Rabobank UA                                                        | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     81000 | PA      | $82107.56     | 0.00%             | 2041-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                      | CUSIP: 21H0206C4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    525000 | PA      | $436994.45    | 0.01%             | 2055-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                      | CUSIP: 21H0226C0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1175000 | PA      | $1019539.60   | 0.02%             | 2055-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                      | CUSIP: 21H0306C3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3063000 | PA      | $2763063.63   | 0.06%             | 2055-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                      | CUSIP: 21H0326C9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9224500 | PA      | $8455191.09   | 0.20%             | 2055-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                      | CUSIP: 21H0406C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7781000 | PA      | $7376361.08   | 0.17%             | 2055-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                      | CUSIP: 21H0426C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3375000 | PA      | $3300446.76   | 0.08%             | 2055-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                      | CUSIP: 21H0506C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3677000 | PA      | $3672578.41   | 0.08%             | 2055-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                      | CUSIP: 21H0526C7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6775000 | PA      | $6841921.08   | 0.16%             | 2055-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                      | CUSIP: 21H0606C0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2850000 | PA      | $2904720.71   | 0.07%             | 2054-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                      | CUSIP: 21H0626C6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    890858 | PA      | $918313.58    | 0.02%             | 2054-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                               | COPT Defense Properties LP                                                      | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    210000 | PA      | $191281.95    | 0.00%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                               | COPT Defense Properties LP                                                      | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    195000 | PA      | $181816.94    | 0.00%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                               | COPT Defense Properties LP                                                      | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    170000 | PA      | $145587.28    | 0.00%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                  | Council Of Europe Development Bank                                              | CUSIP: 222213BB5<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    975000 | PA      | $976043.02    | 0.02%             | 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        |   2195000 | PA      | $2230906.25   | 0.05%             | 2029-01-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                  | Council Of Europe Development Bank                                              | CUSIP: 222213BG4<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |   1395000 | PA      | $1441431.71   | 0.03%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                              | Cousins Properties LP                                                           | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |    195000 | PA      | $203780.86    | 0.00%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE USA LLC                              | Credit Suisse USA LLC                                                           | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |    696000 | PA      | $800326.92    | 0.02%             | 2032-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                   | Crown Castle Inc                                                                | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224235.40    | 0.01%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                   | Crown Castle Inc                                                                | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    229000 | PA      | $200255.83    | 0.00%             | 2047-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                   | Crown Castle Inc                                                                | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    775000 | PA      | $767672.21    | 0.02%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                   | Crown Castle Inc                                                                | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    827000 | PA      | $818447.71    | 0.02%             | 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        |    355000 | PA      | $354376.85    | 0.01%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                   | Crown Castle Inc                                                                | CUSIP: 22822VAM3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    241000 | PA      | $220091.06    | 0.01%             | 2049-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                   | Crown Castle Inc                                                                | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    105000 | PA      | $100161.82    | 0.00%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                   | Crown Castle Inc                                                                | CUSIP: 22822VAP6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    225000 | PA      | $171652.65    | 0.00%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                   | Crown Castle Inc                                                                | CUSIP: 22822VAQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    215000 | PA      | $169284.07    | 0.00%             | 2050-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                   | Crown Castle Inc                                                                | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    360000 | PA      | $342022.00    | 0.01%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                   | Crown Castle Inc                                                                | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    360000 | PA      | $322275.25    | 0.01%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                   | Crown Castle Inc                                                                | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    183000 | PA      | $122659.25    | 0.00%             | 2051-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                   | Crown Castle Inc                                                                | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    355000 | PA      | $312904.65    | 0.01%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                   | Crown Castle Inc                                                                | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    280000 | PA      | $250563.18    | 0.01%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                   | Crown Castle Inc                                                                | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    175000 | PA      | $172008.00    | 0.00%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                   | Crown Castle Inc                                                                | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    290000 | PA      | $294372.30    | 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        |    235000 | PA      | $238140.04    | 0.01%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                   | Crown Castle Inc                                                                | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    365000 | PA      | $369777.53    | 0.01%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                   | Crown Castle Inc                                                                | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    205000 | PA      | $213056.16    | 0.00%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                   | Crown Castle Inc                                                                | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     45000 | PA      | $47366.96     | 0.00%             | 2034-03-01      | Fixed         | 5.80%                 | 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        |    200000 | PA      | $197850.31    | 0.00%             | 2052-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                        | Cummins Inc                                                                     | CUSIP: 231021AQ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    447000 | PA      | $438719.70    | 0.01%             | 2043-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                        | Cummins Inc                                                                     | CUSIP: 231021AS5<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    555000 | PA      | $343942.09    | 0.01%             | 2050-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                        | Cummins Inc                                                                     | CUSIP: 231021AT3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   1104000 | PA      | $987235.94    | 0.02%             | 2030-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                        | Cummins Inc                                                                     | CUSIP: 231021AV8<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    170000 | PA      | $175138.50    | 0.00%             | 2029-02-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                        | Cummins Inc                                                                     | CUSIP: 231021AW6<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1123658.88   | 0.03%             | 2034-02-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                        | Cummins Inc                                                                     | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   3565000 | PA      | $3564041.51   | 0.08%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                        | Cummins Inc                                                                     | CUSIP: 231021AY2<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50431.98     | 0.00%             | 2028-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                        | Cummins Inc                                                                     | CUSIP: 231021AZ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102486.67    | 0.00%             | 2031-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                        | Cummins Inc                                                                     | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104351.26    | 0.00%             | 2035-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                               | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    380000 | PA      | $315023.45    | 0.01%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                               | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    517000 | PA      | $383218.77    | 0.01%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                  | DXC Technology Co                                                               | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93977.39     | 0.00%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                               | Mercedes-Benz Finance North America LLC                                         | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    317000 | PA      | $377663.98    | 0.01%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                       | Danaher Corp                                                                    | CUSIP: 235851AR3<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    151000 | PA      | $134437.05    | 0.00%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                       | Danaher Corp                                                                    | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    450000 | PA      | $280812.10    | 0.01%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                       | Danaher Corp                                                                    | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    590000 | PA      | $379828.01    | 0.01%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                    | Deere & Co                                                                      | CUSIP: 244199BA2<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     95000 | PA      | $108037.74    | 0.00%             | 2031-03-03      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                    | Deere & Co                                                                      | CUSIP: 244199BD6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52758.73     | 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        |    155000 | PA      | $149723.96    | 0.00%             | 2030-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                    | Deere & Co                                                                      | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    190000 | PA      | $151377.60    | 0.00%             | 2050-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                    | Deere & Co                                                                      | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53125.32     | 0.00%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                    | Deere & Co                                                                      | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    255000 | PA      | $269180.79    | 0.01%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                            | John Deere Capital Corp                                                         | CUSIP: 24422ETW9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59008.89     | 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        |    115000 | PA      | $113473.36    | 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        |     85000 | PA      | $83983.88     | 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        |     70000 | PA      | $67348.90     | 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        |     90000 | PA      | $85111.21     | 0.00%             | 2030-01-09      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                            | John Deere Capital Corp                                                         | CUSIP: 24422EVF3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9744.63      | 0.00%             | 2027-03-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                            | John Deere Capital Corp                                                         | CUSIP: 24422EWL9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146120.63    | 0.00%             | 2032-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                            | John Deere Capital Corp                                                         | CUSIP: 24422EXE4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    335000 | PA      | $352081.39    | 0.01%             | 2033-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                            | John Deere Capital Corp                                                         | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156313.42    | 0.00%             | 2034-04-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                            | John Deere Capital Corp                                                         | CUSIP: 24422EXU8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    660000 | PA      | $685958.66    | 0.02%             | 2034-06-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                            | John Deere Capital Corp                                                         | CUSIP: 24422EYE3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50940.57     | 0.00%             | 2030-06-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                            | John Deere Capital Corp                                                         | CUSIP: 24422EYF0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50685.26     | 0.00%             | 2030-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KONINKIJKE AHOLD DLHAIZE                           | Koninklijke Ahold Delhaize NV                                                   | CUSIP: 24668PAE7<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |    171000 | PA      | $179465.03    | 0.00%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DELL INC                                           | Dell Inc                                                                        | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16286.18     | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                            | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBH3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     82000 | PA      | $57163.94     | 0.00%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                            | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBN0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56783.82     | 0.00%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                            | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAJ5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    130000 | PA      | $158422.04    | 0.00%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                            | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAK2<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    133000 | PA      | $171183.91    | 0.00%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| DELMARVA PWR & LIGHT CO                            | Delmarva Power & Light Co                                                       | CUSIP: 247109BT7<br>LEI: NJ98T8DDD027ZFXUDB24 | Long             | DBT              | CORP              | US        |     80000 | PA      | $68619.74     | 0.00%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                                | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    400000 | PA      | $369461.76    | 0.01%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK NY                                   | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     90000 | PA      | $90125.23     | 0.00%             | 2032-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                   | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    690000 | PA      | $657468.85    | 0.02%             | 2031-09-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                   | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     10000 | PA      | $9478.50      | 0.00%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                   | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CK3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    490000 | PA      | $451157.15    | 0.01%             | 2032-05-28      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                   | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    215000 | PA      | $225324.41    | 0.01%             | 2029-01-18      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                   | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $219821.49    | 0.01%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                   | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    370000 | PA      | $395292.70    | 0.01%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                   | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    345000 | PA      | $350966.89    | 0.01%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                   | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CY3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    415000 | PA      | $425007.86    | 0.01%             | 2035-09-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK NY                                   | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $154107.00    | 0.00%             | 2031-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                   | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    215000 | PA      | $218084.59    | 0.01%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                   | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      5000 | PA      | $5196.77      | 0.00%             | 2031-07-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                   | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     35000 | PA      | $32664.74     | 0.00%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                   | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    525000 | PA      | $515059.84    | 0.01%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                   | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $153135.90    | 0.00%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                           | Devon Energy Corp                                                               | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     20000 | PA      | $23285.40     | 0.00%             | 2032-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                           | Devon Energy Corp                                                               | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242925.91    | 0.01%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                           | Devon Energy Corp                                                               | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    129000 | PA      | $112593.11    | 0.00%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                           | Devon Energy Corp                                                               | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    137000 | PA      | $119827.84    | 0.00%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                           | Devon Energy Corp                                                               | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9306.62      | 0.00%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                           | Devon Energy Corp                                                               | CUSIP: 25179SAD2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     45000 | PA      | $52405.10     | 0.00%             | 2031-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                 | Diageo Capital PLC                                                              | CUSIP: 25243YAV1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   2510000 | PA      | $2092397.80   | 0.05%             | 2043-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                 | Diageo Capital PLC                                                              | CUSIP: 25243YAZ2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    830000 | PA      | $829290.27    | 0.02%             | 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        |   2590000 | PA      | $2438449.02   | 0.06%             | 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        |    885000 | PA      | $809546.03    | 0.02%             | 2030-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                 | Diageo Capital PLC                                                              | CUSIP: 25243YBE8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   1475000 | PA      | $1286207.74   | 0.03%             | 2032-04-29      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                 | Diageo Capital PLC                                                              | CUSIP: 25243YBG3<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    895000 | PA      | $917067.96    | 0.02%             | 2027-10-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                 | Diageo Capital PLC                                                              | CUSIP: 25243YBN8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    380000 | PA      | $406488.02    | 0.01%             | 2033-10-05      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP                             | Diageo Investment Corp                                                          | CUSIP: 25245BAA5<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    515000 | PA      | $448932.73    | 0.01%             | 2042-05-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                             | Diamondback Energy Inc                                                          | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    378000 | PA      | $366498.82    | 0.01%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                             | Diamondback Energy Inc                                                          | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    113000 | PA      | $91991.73     | 0.00%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                             | Diamondback Energy Inc                                                          | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     85000 | PA      | $67360.70     | 0.00%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                             | Diamondback Energy Inc                                                          | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128447.07    | 0.00%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                             | Diamondback Energy Inc                                                          | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    195000 | PA      | $200457.20    | 0.00%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                             | Diamondback Energy Inc                                                          | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53039.20     | 0.00%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                             | Diamondback Energy Inc                                                          | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    295000 | PA      | $284164.48    | 0.01%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                             | Diamondback Energy Inc                                                          | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72389.15     | 0.00%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                            | Digital Realty Trust LP                                                         | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   1284000 | PA      | $1276390.22   | 0.03%             | 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        |   4612000 | PA      | $4649701.67   | 0.11%             | 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        |   3174000 | PA      | $3113759.42   | 0.07%             | 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        |   1485000 | PA      | $1528774.77   | 0.04%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                     | Capital One NA                                                                  | CUSIP: 25466AAP6<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    485000 | PA      | $492457.79    | 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        |    230000 | PA      | $216719.71    | 0.01%             | 2030-02-06      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                            | Walt Disney Co/The                                                              | CUSIP: 254687EF9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    105000 | PA      | $116748.82    | 0.00%             | 2037-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                            | Walt Disney Co/The                                                              | CUSIP: 254687ER3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     49000 | PA      | $54041.12     | 0.00%             | 2041-02-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                            | Walt Disney Co/The                                                              | CUSIP: 254687EZ5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      5000 | PA      | $6459.46      | 0.00%             | 2045-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                            | Walt Disney Co/The                                                              | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    485000 | PA      | $314142.30    | 0.01%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                            | Walt Disney Co/The                                                              | CUSIP: 254687FS0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    296000 | PA      | $269909.28    | 0.01%             | 2050-03-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                            | Walt Disney Co/The                                                              | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     56000 | PA      | $47281.11     | 0.00%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                            | Walt Disney Co/The                                                              | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    645000 | PA      | $488399.93    | 0.01%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                            | Walt Disney Co/The                                                              | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    586000 | PA      | $437886.57    | 0.01%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                           | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PCP9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    125000 | PA      | $113652.33    | 0.00%             | 2041-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                           | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PCR5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    140000 | PA      | $123688.62    | 0.00%             | 2041-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                           | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PCX2<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82572.12     | 0.00%             | 2042-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                           | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDN3<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    270000 | PA      | $190407.82    | 0.00%             | 2046-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                           | Capital One Financial Corp                                                      | CUSIP: 254709AM0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    481000 | PA      | $480696.80    | 0.01%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                           | Capital One Financial Corp                                                      | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    190000 | PA      | $210546.29    | 0.00%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                           | Capital One Financial Corp                                                      | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    290000 | PA      | $343293.60    | 0.01%             | 2034-11-02      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                | Dollar General Corp                                                             | CUSIP: 256677AH8<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     49000 | PA      | $38972.23     | 0.00%             | 2050-04-03      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                | Dollar General Corp                                                             | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66598.16     | 0.00%             | 2028-07-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                | Dollar General Corp                                                             | CUSIP: 256677AP0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36334.57     | 0.00%             | 2033-07-05      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| DOLLAR TREE INC                                    | Dollar Tree Inc                                                                 | CUSIP: 256746AK4<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |     75000 | PA      | $51361.70     | 0.00%             | 2051-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DOVER CORP                                         | Dover Corp                                                                      | CUSIP: 260003AK4<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30353.06     | 0.00%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                | Dow Chemical Co/The                                                             | CUSIP: 260543BJ1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5540.21      | 0.00%             | 2029-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                | Dow Chemical Co/The                                                             | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    130000 | PA      | $169762.93    | 0.00%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                | Dow Chemical Co/The                                                             | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50422.17     | 0.00%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                | Dow Chemical Co/The                                                             | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    222000 | PA      | $179366.84    | 0.00%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                | Dow Chemical Co/The                                                             | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    314000 | PA      | $289671.52    | 0.01%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                | Dow Chemical Co/The                                                             | CUSIP: 260543CL5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    187000 | PA      | $152462.36    | 0.00%             | 2044-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                | Dow Chemical Co/The                                                             | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    160000 | PA      | $143674.24    | 0.00%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                | Dow Chemical Co/The                                                             | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    219000 | PA      | $176414.05    | 0.00%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                | Dow Chemical Co/The                                                             | CUSIP: 260543CY7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65932.90     | 0.00%             | 2028-11-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                | Dow Chemical Co/The                                                             | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    165000 | PA      | $109585.75    | 0.00%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                | Dow Chemical Co/The                                                             | CUSIP: 260543DG5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     90000 | PA      | $96267.73     | 0.00%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                | Dow Chemical Co/The                                                             | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73577.96     | 0.00%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: —       |
| DOW CHEMICAL CO/THE                                | Dow Chemical Co/The                                                             | CUSIP: 260543DJ9<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    265000 | PA      | $265101.01    | 0.01%             | 2034-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                | Dow Chemical Co/The                                                             | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89236.47     | 0.00%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                | Dow Chemical Co/The                                                             | CUSIP: 260543DL4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24907.67     | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| DOW CHEMICAL CO/THE                                | Dow Chemical Co/The                                                             | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70155.17     | 0.00%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                | Dow Chemical Co/The                                                             | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49881.71     | 0.00%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                | Dow Chemical Co/The                                                             | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75403.18     | 0.00%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| DUPONT DE NEMOURS INC                              | DuPont de Nemours Inc                                                           | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    413000 | PA      | $421461.51    | 0.01%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                              | DuPont de Nemours Inc                                                           | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |     76000 | PA      | $72449.89     | 0.00%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                               | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAT6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     69000 | PA      | $58686.64     | 0.00%             | 2045-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                               | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAX7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133574.30    | 0.00%             | 2027-06-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                               | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAY5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41364.80     | 0.00%             | 2046-12-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY NC ST FDG II                           | Duke Energy Carolinas Nc Storm Funding II LLC                                   | CUSIP: 26443UAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $301006.75    | 0.01%             | 2035-07-01      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                              | DuPont de Nemours Inc                                                           | CUSIP: 26614NAC6<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    205000 | PA      | $207748.49    | 0.00%             | 2028-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                  | EOG Resources Inc                                                               | CUSIP: 26875PAN1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    130000 | PA      | $121733.63    | 0.00%             | 2035-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                  | EOG Resources Inc                                                               | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    222000 | PA      | $202089.57    | 0.00%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                  | EOG Resources Inc                                                               | CUSIP: 26875PAU5<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45404.56     | 0.00%             | 2030-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                           | EQT Corp                                                                        | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129239.75    | 0.00%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                           | EQT Corp                                                                        | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    325000 | PA      | $353296.85    | 0.01%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                           | EQT Corp                                                                        | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91229.34     | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                           | EQT Corp                                                                        | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    245000 | PA      | $257979.89    | 0.01%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                     | EPR Properties                                                                  | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95017.03     | 0.00%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                     | EPR Properties                                                                  | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    100000 | PA      | $93022.88     | 0.00%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                         | Eaton Corp                                                                      | CUSIP: 278062AD6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69071.14     | 0.00%             | 2032-11-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                         | Eaton Corp                                                                      | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    115000 | PA      | $101460.95    | 0.00%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                         | Eaton Corp                                                                      | CUSIP: 278062AF1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65646.48     | 0.00%             | 2047-09-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                         | Eaton Corp                                                                      | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69298.21     | 0.00%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                         | Eaton Corp                                                                      | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     95000 | PA      | $86411.06     | 0.00%             | 2052-08-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EATON VANCE CORP                                   | Eaton Vance Corp                                                                | CUSIP: 278265AE3<br>LEI: 4JJ8ORNW1AFZPSV8GJ79 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1058773.38   | 0.02%             | 2027-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                           | eBay Inc                                                                        | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    222000 | PA      | $185141.18    | 0.00%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                           | eBay Inc                                                                        | CUSIP: 278642AZ6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    400000 | PA      | $297917.38    | 0.01%             | 2051-05-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                           | eBay Inc                                                                        | CUSIP: 278642BD4<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25104.76     | 0.00%             | 2029-03-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                           | eBay Inc                                                                        | CUSIP: 278642BE2<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50233.28     | 0.00%             | 2035-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                         | Ecolab Inc                                                                      | CUSIP: 278865AM2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41474.40     | 0.00%             | 2041-12-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                         | Ecolab Inc                                                                      | CUSIP: 278865BA7<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61470.22     | 0.00%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                         | Ecolab Inc                                                                      | CUSIP: 278865BD1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   1506000 | PA      | $1490270.25   | 0.03%             | 2027-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                         | Ecolab Inc                                                                      | CUSIP: 278865BE9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    826000 | PA      | $849438.40    | 0.02%             | 2030-03-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                         | Ecolab Inc                                                                      | CUSIP: 278865BF6<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    320000 | PA      | $278101.66    | 0.01%             | 2031-01-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                         | Ecolab Inc                                                                      | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    120000 | PA      | $106201.90    | 0.00%             | 2032-02-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                         | Ecolab Inc                                                                      | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    135000 | PA      | $85049.68     | 0.00%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                         | Ecolab Inc                                                                      | CUSIP: 278865BS8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    155000 | PA      | $159273.77    | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                               | Edison International                                                            | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172912.18    | 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        |     45000 | PA      | $45753.51     | 0.00%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                               | Edison International                                                            | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40591.76     | 0.00%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                               | Edison International                                                            | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25424.46     | 0.00%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                               | Edison International                                                            | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80138.74     | 0.00%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EDWARDS LIFESCIENCES COR                           | Edwards Lifesciences Corp                                                       | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |   2689000 | PA      | $2699467.17   | 0.06%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EL PASO ELECTRIC CO                                | El Paso Electric Co                                                             | CUSIP: 283677AW2<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |     97000 | PA      | $101788.62    | 0.00%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EL PASO ELECTRIC CO                                | El Paso Electric Co                                                             | CUSIP: 283677AZ5<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |     85000 | PA      | $75888.78     | 0.00%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                  | Kinder Morgan Inc                                                               | CUSIP: 28368EAD8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    135000 | PA      | $157153.42    | 0.00%             | 2031-08-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                  | Kinder Morgan Inc                                                               | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    182000 | PA      | $212145.39    | 0.00%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                            | Kinder Morgan Energy Partners LP                                                | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     91000 | PA      | $108677.17    | 0.00%             | 2040-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                            | Kinder Morgan Energy Partners LP                                                | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     53000 | PA      | $46975.07     | 0.00%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                | Electronic Arts Inc                                                             | CUSIP: 285512AF6<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    790000 | PA      | $746453.38    | 0.02%             | 2051-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                | Elevance Health Inc                                                             | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    460000 | PA      | $463604.28    | 0.01%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                | Elevance Health Inc                                                             | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    120000 | PA      | $109684.31    | 0.00%             | 2053-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                           | Embraer Netherlands Finance BV                                                  | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |     10000 | PA      | $10612.56     | 0.00%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                        | Ovintiv Inc                                                                     | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    270000 | PA      | $289623.14    | 0.01%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                        | Ovintiv Inc                                                                     | CUSIP: 292505AE4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    130000 | PA      | $138115.71    | 0.00%             | 2037-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                        | Ovintiv Inc                                                                     | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    187000 | PA      | $196714.16    | 0.00%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                       | Enbridge Inc                                                                    | CUSIP: 29250NAJ4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $115711.73    | 0.00%             | 2044-06-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                       | Enbridge Inc                                                                    | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $70085.33     | 0.00%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                       | Enbridge Inc                                                                    | CUSIP: 29250NAM7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $119431.46    | 0.00%             | 2046-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                       | Enbridge Inc                                                                    | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    104000 | PA      | $103361.35    | 0.00%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                       | Enbridge Inc                                                                    | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9585.69      | 0.00%             | 2029-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                       | Enbridge Inc                                                                    | CUSIP: 29250NBA2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $146500.11    | 0.00%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                       | Enbridge Inc                                                                    | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $151857.49    | 0.00%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                       | Enbridge Inc                                                                    | CUSIP: 29250NBF1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    790000 | PA      | $678948.48    | 0.02%             | 2033-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                       | Enbridge Inc                                                                    | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    385000 | PA      | $407829.56    | 0.01%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                       | Enbridge Inc                                                                    | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $136809.72    | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                       | Enbridge Inc                                                                    | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $133937.45    | 0.00%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                       | Enbridge Inc                                                                    | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $56793.22     | 0.00%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                       | Enbridge Inc                                                                    | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    185000 | PA      | $194172.28    | 0.00%             | 2034-04-05      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                       | Enbridge Inc                                                                    | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10708.07     | 0.00%             | 2054-06-27      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                       | Enbridge Inc                                                                    | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $58497.27     | 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        |     75000 | PA      | $75818.23     | 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        |    125000 | PA      | $127963.87    | 0.00%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                       | Enbridge Inc                                                                    | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $208019.45    | 0.00%             | 2035-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                       | Enbridge Inc                                                                    | CUSIP: 29250NCM5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $150385.99    | 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      | $150592.20    | 0.00%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                       | Enbridge Inc                                                                    | CUSIP: 29250NCP8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $151651.11    | 0.00%             | 2035-11-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                           | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAP1<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    125000 | PA      | $148513.85    | 0.00%             | 2038-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                           | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     75000 | PA      | $88632.15     | 0.00%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                                  | Iberdrola International BV                                                      | CUSIP: 29266MAF6<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |   1669000 | PA      | $1898412.65   | 0.04%             | 2036-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENEL CHILE SA                                      | Enel Chile SA                                                                   | CUSIP: 29278DAA3<br>LEI: 549300YM5CWCAUVOPB53 | Long             | DBT              | CORP              | CL        |   1285000 | PA      | $1303307.50   | 0.03%             | 2028-06-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                       | Entergy Corp                                                                    | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26321.63     | 0.00%             | 2054-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                              | Entergy Louisiana LLC                                                           | CUSIP: 29364WAV0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    660000 | PA      | $612621.89    | 0.01%             | 2045-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                              | Entergy Louisiana LLC                                                           | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    205000 | PA      | $168498.60    | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                              | Entergy Louisiana LLC                                                           | CUSIP: 29364WBC1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    325000 | PA      | $263931.38    | 0.01%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                              | Entergy Louisiana LLC                                                           | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    473000 | PA      | $303398.84    | 0.01%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                              | Entergy Louisiana LLC                                                           | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152020.04    | 0.00%             | 2054-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                  | Entergy Texas Inc                                                               | CUSIP: 29365TAM6<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    110000 | PA      | $100148.23    | 0.00%             | 2052-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                  | Entergy Texas Inc                                                               | CUSIP: 29365TAN4<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203069.39    | 0.00%             | 2053-09-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                  | Entergy Texas Inc                                                               | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24662.02     | 0.00%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                           | Enterprise Products Operating LLC                                               | CUSIP: 293791AF6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     60000 | PA      | $68358.97     | 0.00%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                           | Enterprise Products Operating LLC                                               | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    115000 | PA      | $125594.10    | 0.00%             | 2039-10-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                           | Enterprise Products Operating LLC                                               | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     64000 | PA      | $77857.01     | 0.00%             | 2038-04-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                           | Enterprise Products Operating LLC                                               | CUSIP: 29379VAQ6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    109000 | PA      | $122694.51    | 0.00%             | 2040-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                           | Enterprise Products Operating LLC                                               | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    153000 | PA      | $162601.60    | 0.00%             | 2041-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                           | Enterprise Products Operating LLC                                               | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    118000 | PA      | $121224.16    | 0.00%             | 2042-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                           | Enterprise Products Operating LLC                                               | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    102000 | PA      | $95337.71     | 0.00%             | 2042-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                           | Enterprise Products Operating LLC                                               | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    113000 | PA      | $101078.39    | 0.00%             | 2043-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                           | Enterprise Products Operating LLC                                               | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74255.42     | 0.00%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                           | Enterprise Products Operating LLC                                               | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    264000 | PA      | $252674.07    | 0.01%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                           | Enterprise Products Operating LLC                                               | CUSIP: 29379VBF9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    229000 | PA      | $207292.07    | 0.00%             | 2054-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                           | Enterprise Products Operating LLC                                               | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    223000 | PA      | $205301.49    | 0.00%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                           | Enterprise Products Operating LLC                                               | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94831.90     | 0.00%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                           | Enterprise Products Operating LLC                                               | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4181.40      | 0.00%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                           | Enterprise Products Operating LLC                                               | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    260000 | PA      | $259342.07    | 0.01%             | 2078-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                           | Enterprise Products Operating LLC                                               | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    211000 | PA      | $189780.26    | 0.00%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                           | Enterprise Products Operating LLC                                               | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145512.89    | 0.00%             | 2029-07-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                           | Enterprise Products Operating LLC                                               | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    136000 | PA      | $111414.65    | 0.00%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                           | Enterprise Products Operating LLC                                               | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    181000 | PA      | $135210.69    | 0.00%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                           | Equinix Europe 2 Financing Corp LLC                                             | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |   1635000 | PA      | $1702089.04   | 0.04%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                           | Equinix Europe 2 Financing Corp LLC                                             | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |    225000 | PA      | $226509.41    | 0.01%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                        | Equinix Inc                                                                     | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   1833000 | PA      | $1760494.44   | 0.04%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                        | Equinix Inc                                                                     | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     10000 | PA      | $9639.10      | 0.00%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                        | Equinix Inc                                                                     | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    730000 | PA      | $663003.83    | 0.02%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                        | Equinix Inc                                                                     | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    172000 | PA      | $112189.46    | 0.00%             | 2050-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                        | Equinix Inc                                                                     | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     95000 | PA      | $89785.34     | 0.00%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                        | Equinix Inc                                                                     | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    245000 | PA      | $157225.72    | 0.00%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                        | Equinix Inc                                                                     | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     50000 | PA      | $47662.04     | 0.00%             | 2028-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                        | Equinix Inc                                                                     | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    270000 | PA      | $244680.56    | 0.01%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                        | Equinix Inc                                                                     | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    130000 | PA      | $90647.30     | 0.00%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                        | Equinix Inc                                                                     | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    140000 | PA      | $134964.92    | 0.00%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                        | Equinor ASA                                                                     | CUSIP: 29446MAB8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    594000 | PA      | $591497.28    | 0.01%             | 2028-09-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                        | Equinor ASA                                                                     | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    165000 | PA      | $118754.15    | 0.00%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                        | Equinor ASA                                                                     | CUSIP: 29446MAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    255000 | PA      | $252685.89    | 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        |    380000 | PA      | $366600.26    | 0.01%             | 2030-04-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                        | Equinor ASA                                                                     | CUSIP: 29446MAH5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    405000 | PA      | $314553.10    | 0.01%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                        | Equinor ASA                                                                     | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    305000 | PA      | $284553.01    | 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        |     85000 | PA      | $85845.34     | 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        |     25000 | PA      | $25462.85     | 0.00%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                        | Equinor ASA                                                                     | CUSIP: 29446MAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    475000 | PA      | $492693.71    | 0.01%             | 2035-06-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                        | Equinor ASA                                                                     | CUSIP: 29446MAP7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     25000 | PA      | $25168.35     | 0.00%             | 2035-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                             | Equitable Holdings Inc                                                          | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52085.65     | 0.00%             | 2055-03-28      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                            | Essential Utilities Inc                                                         | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    157000 | PA      | $147276.18    | 0.00%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                            | Essential Utilities Inc                                                         | CUSIP: 29670GAE2<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    263000 | PA      | $182320.42    | 0.00%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                            | Essential Utilities Inc                                                         | CUSIP: 29670GAG7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    145000 | PA      | $136441.87    | 0.00%             | 2052-05-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                            | Essential Utilities Inc                                                         | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25967.54     | 0.00%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                            | Essential Utilities Inc                                                         | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25250.75     | 0.00%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                            | Essential Utilities Inc                                                         | CUSIP: 29670GAK8<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25636.13     | 0.00%             | 2035-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAC4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     35000 | PA      | $38245.73     | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAG5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     82000 | PA      | $69842.65     | 0.00%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAM2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    132000 | PA      | $88803.24     | 0.00%             | 2049-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                           | European Investment Bank                                                        | CUSIP: 298785DV5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1498000 | PA      | $1598410.21   | 0.04%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                           | European Investment Bank                                                        | CUSIP: 298785HM1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1415000 | PA      | $1390461.76   | 0.03%             | 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        |    100000 | PA      | $93020.43     | 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        |    300000 | PA      | $266351.85    | 0.01%             | 2030-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                           | European Investment Bank                                                        | CUSIP: 298785JH0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     45000 | PA      | $39325.72     | 0.00%             | 2030-09-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                           | European Investment Bank                                                        | CUSIP: 298785JL1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1100000 | PA      | $974435.03    | 0.02%             | 2031-02-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                           | European Investment Bank                                                        | CUSIP: 298785JV9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    865000 | PA      | $859581.61    | 0.02%             | 2033-02-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                           | European Investment Bank                                                        | CUSIP: 298785JW7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     40000 | PA      | $39979.02     | 0.00%             | 2030-07-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                           | European Investment Bank                                                        | CUSIP: 298785KA3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1580000 | PA      | $1600316.16   | 0.04%             | 2034-02-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                           | European Investment Bank                                                        | CUSIP: 298785KC9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   3260000 | PA      | $3387452.11   | 0.08%             | 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        |   2000000 | PA      | $2011792.42   | 0.05%             | 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        |   1150000 | PA      | $1190129.63   | 0.03%             | 2030-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                           | European Investment Bank                                                        | CUSIP: 298785KH8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   2445000 | PA      | $2558031.03   | 0.06%             | 2035-02-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                           | European Investment Bank                                                        | CUSIP: 298785KL9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1730000 | PA      | $1771906.40   | 0.04%             | 2032-08-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                           | European Investment Bank                                                        | CUSIP: 298785KM7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    415000 | PA      | $419037.81    | 0.01%             | 2030-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                           | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AF2<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54192.06     | 0.00%             | 2044-06-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                           | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AJ4<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    110000 | PA      | $70443.84     | 0.00%             | 2052-10-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                  | Eversource Energy                                                               | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    970000 | PA      | $951630.46    | 0.02%             | 2028-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                  | Eversource Energy                                                               | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    280000 | PA      | $279629.27    | 0.01%             | 2029-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                  | Eversource Energy                                                               | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    555000 | PA      | $398570.14    | 0.01%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                  | Eversource Energy                                                               | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1615054.22   | 0.04%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                  | Eversource Energy                                                               | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    505000 | PA      | $468436.34    | 0.01%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                  | Eversource Energy                                                               | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90505.19     | 0.00%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                  | Eversource Energy                                                               | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213320.76    | 0.00%             | 2033-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                  | Eversource Energy                                                               | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109907.69    | 0.00%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                  | Eversource Energy                                                               | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    165000 | PA      | $170304.87    | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                  | Eversource Energy                                                               | CUSIP: 30040WAZ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    230000 | PA      | $244318.37    | 0.01%             | 2034-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                  | Eversource Energy                                                               | CUSIP: 30040WBA5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    365000 | PA      | $385950.85    | 0.01%             | 2031-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                  | Eversource Energy                                                               | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99743.74     | 0.00%             | 2030-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                           | Constellation Energy Generation LLC                                             | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    122000 | PA      | $133562.16    | 0.00%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                           | Constellation Energy Generation LLC                                             | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30832.74     | 0.00%             | 2041-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                        | Exelon Corp                                                                     | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    260000 | PA      | $273814.75    | 0.01%             | 2035-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                        | Exelon Corp                                                                     | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    347000 | PA      | $347052.00    | 0.01%             | 2035-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                        | Exelon Corp                                                                     | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    255000 | PA      | $239235.03    | 0.01%             | 2045-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                        | Exelon Corp                                                                     | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    296000 | PA      | $252966.33    | 0.01%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                        | Exelon Corp                                                                     | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    375000 | PA      | $372254.11    | 0.01%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                        | Exelon Corp                                                                     | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    470000 | PA      | $408842.10    | 0.01%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                        | Exelon Corp                                                                     | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    655000 | PA      | $510677.03    | 0.01%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                        | Exelon Corp                                                                     | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71563.72     | 0.00%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                        | Exelon Corp                                                                     | CUSIP: 30161NBK6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104317.35    | 0.00%             | 2033-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                        | Exelon Corp                                                                     | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    275000 | PA      | $270759.93    | 0.01%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                        | Exelon Corp                                                                     | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    135000 | PA      | $141223.34    | 0.00%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                        | Exelon Corp                                                                     | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99125.08     | 0.00%             | 2055-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                        | Exelon Corp                                                                     | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25872.76     | 0.00%             | 2031-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                        | Exelon Corp                                                                     | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    350000 | PA      | $358009.68    | 0.01%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TELEDYNE FLIR LLC                                  | Teledyne FLIR LLC                                                               | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |    655000 | PA      | $607191.84    | 0.01%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                           | FMC Corp                                                                        | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     67000 | PA      | $43886.36     | 0.00%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                           | FMC Corp                                                                        | CUSIP: 302491AY1<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     95000 | PA      | $76719.59     | 0.00%             | 2053-05-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| FACTSET RESEARCH SYSTEMS                           | FactSet Research Systems Inc                                                    | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |    245000 | PA      | $227026.76    | 0.01%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128MFRK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12374 | PA      | $12233.62     | 0.00%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ2C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11133 | PA      | $10479.64     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ2M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10618 | PA      | $9995.13      | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ3F5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    288061 | PA      | $279211.45    | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ3K4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3522 | PA      | $3414.06      | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJVB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8723 | PA      | $8279.08      | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJW71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4289 | PA      | $4184.04      | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJX39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    286513 | PA      | $260933.05    | 0.01%             | 2046-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    355216 | PA      | $323502.70    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMVU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56544 | PA      | $54778.84     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8951 | PA      | $8802.46      | 0.00%             | 2034-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128P8FX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21811 | PA      | $21192.93     | 0.00%             | 2038-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                           | CUSIP: 31307NT61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1221495 | PA      | $1209070.25   | 0.03%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3131XKE96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2035937 | PA      | $1943970.62   | 0.04%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3131XVS48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46887 | PA      | $44210.97     | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3131XYDC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    224224 | PA      | $210821.09    | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 31329PNA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16951 | PA      | $16863.93     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 31329PS53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7159 | PA      | $7121.89      | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 31329PZC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10259 | PA      | $10206.88     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 31329QCR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2878 | PA      | $2780.54      | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 31329QHM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2584 | PA      | $2492.67      | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 31329QYG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20364 | PA      | $19170.47     | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132A5F59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    364904 | PA      | $331925.39    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132A5GA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    347489 | PA      | $316084.78    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132A5H40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1587068 | PA      | $1492200.33   | 0.03%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132A5H81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    119584 | PA      | $112436.24    | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132A5HX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68903 | PA      | $62587.77     | 0.00%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132A5JB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    946308 | PA      | $859569.24    | 0.02%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132A8TN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    378170 | PA      | $372554.38    | 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        |     12710 | PA      | $12524.68     | 0.00%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132ADPE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7458 | PA      | $7419.53      | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132AEB39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    132478 | PA      | $131825.65    | 0.00%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132AEPE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1904717 | PA      | $1840464.33   | 0.04%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132CW2V5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    525759 | PA      | $487495.89    | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132CWC85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4328 | PA      | $4290.45      | 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        |     34522 | PA      | $33515.45     | 0.00%             | 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        |     20753 | PA      | $20190.39     | 0.00%             | 2033-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132CWM84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    199211 | PA      | $193199.84    | 0.00%             | 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        |    251744 | PA      | $248173.42    | 0.01%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132CWQY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    360382 | PA      | $349232.54    | 0.01%             | 2035-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132CWXR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    460535 | PA      | $426663.30    | 0.01%             | 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        |    146403 | PA      | $136463.53    | 0.00%             | 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        |    581520 | PA      | $562247.43    | 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        |    167510 | PA      | $165978.96    | 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        |    168886 | PA      | $167345.41    | 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        |    157835 | PA      | $155766.13    | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132D54E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42034 | PA      | $40711.22     | 0.00%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132D56Q0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    219294 | PA      | $204337.56    | 0.00%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132D57D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    366108 | PA      | $331033.65    | 0.01%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132D6AC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    633514 | PA      | $587408.62    | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132D6AD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    830855 | PA      | $787809.71    | 0.02%             | 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        |    838822 | PA      | $794847.75    | 0.02%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132D6AU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1560446 | PA      | $1445918.88   | 0.03%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132D6B33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1512933 | PA      | $1398303.08   | 0.03%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132D6BE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    153546 | PA      | $142181.58    | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132D6BM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1139532 | PA      | $1026415.33   | 0.02%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132D6BR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4720671 | PA      | $4363001.95   | 0.10%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132D6BS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44698 | PA      | $42226.05     | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132D6BW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    509706 | PA      | $471087.43    | 0.01%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132D6BX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    680136 | PA      | $642517.07    | 0.01%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132D6BZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1021859 | PA      | $983461.14    | 0.02%             | 2037-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132D6HX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    715784 | PA      | $706402.23    | 0.02%             | 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        |    283418 | PA      | $263694.08    | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132D6N55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    474118 | PA      | $441339.55    | 0.01%             | 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        |    379957 | PA      | $362540.07    | 0.01%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132D6NW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    752057 | PA      | $716996.26    | 0.02%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132D6NX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    528758 | PA      | $493572.54    | 0.01%             | 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        |     59885 | PA      | $55832.47     | 0.00%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DMB53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    235589 | PA      | $223158.21    | 0.01%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DMKG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3535641 | PA      | $3238096.10   | 0.07%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DMRV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1335856 | PA      | $1213562.28   | 0.03%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DMSB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    199204 | PA      | $165634.47    | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DMSK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    387612 | PA      | $348023.04    | 0.01%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DMT96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    259851 | PA      | $221404.04    | 0.01%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DMUS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    252079 | PA      | $228973.67    | 0.01%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DN2Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5854263 | PA      | $5779874.69   | 0.13%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DNDQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3591025 | PA      | $3060927.46   | 0.07%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DNE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    741859 | PA      | $639601.53    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DNHU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1051149 | PA      | $1045762.45   | 0.02%             | 2050-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DNQC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    189273 | PA      | $187313.83    | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DNSM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1881727 | PA      | $1803658.78   | 0.04%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DNUM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    716785 | PA      | $686204.81    | 0.02%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DNVC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    326723 | PA      | $330242.77    | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DP5V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1303900 | PA      | $1307225.28   | 0.03%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DP5W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    424422 | PA      | $431119.41    | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DPD70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    223792 | PA      | $229572.21    | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DPFY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    228860 | PA      | $236283.49    | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DPHW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    540632 | PA      | $555607.87    | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DPHX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    552973 | PA      | $568450.19    | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DPLD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1164978 | PA      | $1048518.42   | 0.02%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DPN87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    599201 | PA      | $576610.20    | 0.01%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DPP93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    684863 | PA      | $692470.64    | 0.02%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DPWE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    630566 | PA      | $642447.36    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DQ3S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4487793 | PA      | $4293726.73   | 0.10%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DQ6A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    227418 | PA      | $224315.51    | 0.01%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DQ7H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    525459 | PA      | $547871.30    | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DQGN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    318455 | PA      | $324237.38    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DQK21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1220270 | PA      | $1099566.03   | 0.03%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DQP91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1262120 | PA      | $1275697.22   | 0.03%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DQTR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    234904 | PA      | $242743.48    | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DSMT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    110145 | PA      | $114547.44    | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DSTR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    849149 | PA      | $869676.99    | 0.02%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DSWD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    934107 | PA      | $965616.32    | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DT6A3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    439967 | PA      | $446397.04    | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DTAQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    928138 | PA      | $948331.87    | 0.02%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DTFF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    727631 | PA      | $767833.19    | 0.02%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DTGZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3205736 | PA      | $3310928.78   | 0.08%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DTN55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    594260 | PA      | $615540.46    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DTTD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    589600 | PA      | $610453.36    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DTVS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    544908 | PA      | $560579.21    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DUAF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    399715 | PA      | $417009.99    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DV3U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1811382 | PA      | $1693587.06   | 0.04%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DV5Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    504367 | PA      | $471805.18    | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DV5Z4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    832267 | PA      | $801363.86    | 0.02%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DV6E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    257516 | PA      | $240790.78    | 0.01%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DV6K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    697061 | PA      | $626514.15    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DV6R1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1139063 | PA      | $939509.71    | 0.02%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DV7M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1191915 | PA      | $1070178.23   | 0.02%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DVEU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2697072 | PA      | $2209970.45   | 0.05%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DVK38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    131341 | PA      | $123365.76    | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DVLA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    188996 | PA      | $164756.03    | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DVLC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55057 | PA      | $47968.69     | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DVME2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3293217 | PA      | $3268524.20   | 0.08%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DVMH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3598469 | PA      | $3472739.33   | 0.08%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DVMX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1978345 | PA      | $2056008.42   | 0.05%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DWA60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1247057 | PA      | $1071438.12   | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DWB69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3421625 | PA      | $2933539.96   | 0.07%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DWBG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1039386 | PA      | $808362.38    | 0.02%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1455145 | PA      | $1195894.73   | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DWBN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1981826 | PA      | $1541250.52   | 0.04%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3042835 | PA      | $2502679.50   | 0.06%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DWBX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3996868 | PA      | $3108177.98   | 0.07%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DWBY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1548402 | PA      | $1270916.51   | 0.03%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DWC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3151868 | PA      | $2697379.30   | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DWC76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5509450 | PA      | $4713297.67   | 0.11%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DWCC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1477755 | PA      | $1266499.02   | 0.03%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DWCN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1948290 | PA      | $1596421.09   | 0.04%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DWCQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    454958 | PA      | $407181.39    | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DWCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1958122 | PA      | $1603794.12   | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DWD59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1665576 | PA      | $1425261.77   | 0.03%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  25865147 | PA      | $21172260.13  | 0.49%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1012673 | PA      | $866640.58    | 0.02%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DWFH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    435750 | PA      | $443647.69    | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DWG80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    562091 | PA      | $563290.55    | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DWG98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4203233 | PA      | $4270976.30   | 0.10%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DWGH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    631745 | PA      | $642177.12    | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DWHZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4455623 | PA      | $4462409.71   | 0.10%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DWJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3266287 | PA      | $3314958.16   | 0.08%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DWLT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1077763 | PA      | $1092134.76   | 0.03%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DWMR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    361801 | PA      | $361226.38    | 0.01%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DWMS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1069997 | PA      | $1083939.74   | 0.03%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DWMT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1535184 | PA      | $1570273.55   | 0.04%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1166136 | PA      | $1164285.58   | 0.03%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132E0AC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1480477 | PA      | $1535395.31   | 0.04%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132E0BC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2402652 | PA      | $2159489.11   | 0.05%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132E0H62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    527922 | PA      | $536043.00    | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132E0LA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1313880 | PA      | $1351441.86   | 0.03%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132E0ZP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    172314 | PA      | $179336.23    | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                           | CUSIP: 3132HNH51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7829 | PA      | $7483.60      | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                           | CUSIP: 3132LAV82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2056 | PA      | $2047.84      | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                           | CUSIP: 3132LAWV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6376 | PA      | $6168.36      | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCSD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11464 | PA      | $11432.13     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                           | CUSIP: 3132XWPW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5627 | PA      | $5297.09      | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 31334YPK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    168098 | PA      | $153951.83    | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 31334YPW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    182807 | PA      | $167423.07    | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                           | CUSIP: 31335BRY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    267392 | PA      | $247439.96    | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                           | CUSIP: 31335CBP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        63 | PA      | $60.61        | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                           | CUSIP: 31335CEA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4282 | PA      | $4031.21      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133A0DJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    306485 | PA      | $312726.88    | 0.01%             | 2049-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133A9HE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    690542 | PA      | $568842.32    | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133A9NL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    667106 | PA      | $554707.53    | 0.01%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133AAKC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    514311 | PA      | $423490.82    | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133AAQB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    523809 | PA      | $431311.72    | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133ABSD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1252045 | PA      | $1085205.16   | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133AGDH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    305657 | PA      | $251307.21    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133ALJP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    441540 | PA      | $366051.73    | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133APVV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75598 | PA      | $62397.04     | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133ARQD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    777208 | PA      | $665860.13    | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133AXHR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1334804 | PA      | $1151098.53   | 0.03%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133B3L54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1024236 | PA      | $838182.65    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133B92H6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2922462 | PA      | $2726721.01   | 0.06%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133B9MX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    407076 | PA      | $348373.62    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133BAFH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    916915 | PA      | $819078.10    | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133BG4A3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118139 | PA      | $116915.48    | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133BJAB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68227 | PA      | $67521.08     | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133BPXV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    315321 | PA      | $318607.22    | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133BRKQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    176535 | PA      | $179691.93    | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133BRMF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    217912 | PA      | $221891.03    | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133BTHE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    409898 | PA      | $430685.50    | 0.01%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133G6HZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4778 | PA      | $4635.43      | 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        |    451184 | PA      | $418574.85    | 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        |    218192 | PA      | $202056.51    | 0.00%             | 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        |    436889 | PA      | $404909.72    | 0.01%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133GGHB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    144673 | PA      | $133957.96    | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133GGX57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    850648 | PA      | $766208.36    | 0.02%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KJLB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74602 | PA      | $63626.72     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KK3T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     87600 | PA      | $74688.75     | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KK3U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    501909 | PA      | $433752.75    | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KKD48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    187994 | PA      | $155620.13    | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KKLQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    877539 | PA      | $758917.17    | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KKNC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26261 | PA      | $22711.42     | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KKVH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1365079 | PA      | $1163981.91   | 0.03%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KKWK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    217828 | PA      | $180892.59    | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KKZQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    139348 | PA      | $118814.60    | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KL6J1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    188692 | PA      | $156366.09    | 0.00%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KL7K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    531710 | PA      | $440435.07    | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KLEZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    930856 | PA      | $768879.64    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KLG35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    398341 | PA      | $329026.26    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KLHN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    616131 | PA      | $507449.26    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KM2V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    330164 | PA      | $271791.27    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KM3Z6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    434513 | PA      | $358184.35    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KM4T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    452823 | PA      | $372764.98    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KM4V4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    531284 | PA      | $438977.85    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KMBD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1315627 | PA      | $1079957.06   | 0.02%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KMXN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    294730 | PA      | $243878.30    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KMXU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    202458 | PA      | $167421.04    | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KMXX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1308545 | PA      | $1127012.94   | 0.03%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KMZD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    705729 | PA      | $580957.45    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KN4Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2059678 | PA      | $1842684.89   | 0.04%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KN5P4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    536963 | PA      | $514239.38    | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KN7C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1355543 | PA      | $1264751.44   | 0.03%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KNAK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2440831 | PA      | $2277160.22   | 0.05%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KNSG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    758712 | PA      | $655637.40    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KNWU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    424330 | PA      | $364546.24    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KP6Y9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    374951 | PA      | $378858.54    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KPLY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    261252 | PA      | $250146.97    | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KPMB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    561838 | PA      | $538616.14    | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KPQR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1538751 | PA      | $1474557.72   | 0.03%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KPUC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    988299 | PA      | $978067.16    | 0.02%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KPY69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    731927 | PA      | $739413.70    | 0.02%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KPYR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    487211 | PA      | $466274.08    | 0.01%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KQDR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    352484 | PA      | $364003.49    | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KQKT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1512870 | PA      | $1526763.67   | 0.04%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KQKX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    584953 | PA      | $599779.77    | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KQKY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    388942 | PA      | $401465.13    | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KQPN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    384975 | PA      | $395548.09    | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KQQF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    849373 | PA      | $873582.30    | 0.02%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KQXU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    614365 | PA      | $616155.96    | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KQXX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    587720 | PA      | $603640.96    | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KR4Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    414575 | PA      | $431288.17    | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KRC36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1217045 | PA      | $1236476.06   | 0.03%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KRVX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2059227 | PA      | $2139295.27   | 0.05%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133L8A39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    575260 | PA      | $536123.10    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133L8CY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    171784 | PA      | $159969.68    | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133L8GS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    368598 | PA      | $341941.77    | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133L8H24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    580698 | PA      | $538614.31    | 0.01%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133L8HW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    323178 | PA      | $299801.75    | 0.01%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133L8T39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    395641 | PA      | $366514.29    | 0.01%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133L8U37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    247749 | PA      | $229590.64    | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133L8U45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    256091 | PA      | $237320.93    | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133L8U52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    504799 | PA      | $467469.06    | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133L8UY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    185983 | PA      | $172463.47    | 0.00%             | 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        |    217027 | PA      | $200947.80    | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133L8ZW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    685329 | PA      | $647732.85    | 0.01%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133USKU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3097318 | PA      | $2656453.71   | 0.06%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                         | Federal National Mortgage Association                                           | CUSIP: 31359MEB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    110000 | PA      | $129589.10    | 0.00%             | 2038-08-06      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                         | Federal National Mortgage Association                                           | CUSIP: 31359MEU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    378000 | PA      | $410974.22    | 0.01%             | 2029-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                         | Federal National Mortgage Association                                           | CUSIP: 31359MFJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    750000 | PA      | $850170.49    | 0.02%             | 2030-01-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                         | Federal National Mortgage Association                                           | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    440000 | PA      | $499117.81    | 0.01%             | 2030-11-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                     | Fannie Mae-Aces                                                                 | CUSIP: 3136AW7J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1258569 | PA      | $1243996.90   | 0.03%             | 2027-05-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                     | Fannie Mae-Aces                                                                 | CUSIP: 3136AX3J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124286 | PA      | $120799.78    | 0.00%             | 2029-08-25      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                     | Fannie Mae-Aces                                                                 | CUSIP: 3136BCFX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243583 | PA      | $221082.22    | 0.01%             | 2030-05-25      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                     | Fannie Mae-Aces                                                                 | CUSIP: 3136BGFQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $887898.05    | 0.02%             | 2031-07-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                     | Fannie Mae-Aces                                                                 | CUSIP: 3136BHMX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $530395.14    | 0.01%             | 2031-04-25      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                     | Fannie Mae-Aces                                                                 | CUSIP: 3136BK6X5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $457679.87    | 0.01%             | 2031-11-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                               | Federal Realty OP LP                                                            | CUSIP: 313747AV9<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |     60000 | PA      | $53085.95     | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                               | Federal Realty OP LP                                                            | CUSIP: 313747AY3<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    700000 | PA      | $691906.47    | 0.02%             | 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        |    234000 | PA      | $225934.02    | 0.01%             | 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        |    665000 | PA      | $642698.95    | 0.01%             | 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        |    970000 | PA      | $995782.12    | 0.02%             | 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: 3137BUX60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     99711 | PA      | $99122.28     | 0.00%             | 2026-12-25      | Fixed         | 3.41%                 | 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        |    882711 | PA      | $849696.36    | 0.02%             | 2027-09-25      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.   | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137F72P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2678433.06   | 0.06%             | 2030-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.   | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FDES7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $491869.76    | 0.01%             | 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        |   2000000 | PA      | $2000857.82   | 0.05%             | 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: 3137FPHK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2856599.34   | 0.07%             | 2029-08-25      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.   | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FQ3A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $958469.44    | 0.02%             | 2029-09-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.   | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FQ3Z4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $285779.92    | 0.01%             | 2029-10-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.   | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FWG79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1920000 | PA      | $1720396.09   | 0.04%             | 2030-06-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.   | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H7QH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1830138.32   | 0.04%             | 2032-05-25      | Fixed         | 2.58%                 | 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        |   1000000 | PA      | $972577.04    | 0.02%             | 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: 3137H9M89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1956805.44   | 0.05%             | 2032-11-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.   | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HA2B1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2400000 | PA      | $2434393.18   | 0.06%             | 2033-02-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.   | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HAMH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1018307.93   | 0.02%             | 2028-08-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.   | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HBC93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $519238.46    | 0.01%             | 2030-11-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.   | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HBLV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $407174.14    | 0.01%             | 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        |   1000000 | PA      | $1040659.12   | 0.02%             | 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: 3137HC2L5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $5209510.60   | 0.12%             | 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: 3137HHUG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    900000 | PA      | $929075.62    | 0.02%             | 2034-10-25      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.   | FREMF 2025-K169 Mortgage Trust                                                  | CUSIP: 3137HK2C7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $512218.29    | 0.01%             | 2034-12-25      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.   | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HMCA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $501070.41    | 0.01%             | 2035-06-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3138ER5K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77366 | PA      | $73998.48     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3138ERBM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    317871 | PA      | $301286.17    | 0.01%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3138WFHS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34073 | PA      | $32451.41     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3138WJRQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26586 | PA      | $25759.41     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3138WJRT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18568 | PA      | $17984.78     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                         | Federal National Mortgage Association                                           | CUSIP: 31398AFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2142000 | PA      | $2397999.44   | 0.06%             | 2037-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140ADGX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    590275 | PA      | $606368.60    | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140BK2C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    679529 | PA      | $696737.48    | 0.02%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140FPFQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1429221 | PA      | $1383633.58   | 0.03%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140GSNW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9713 | PA      | $9402.75      | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140GSPD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    313249 | PA      | $303257.78    | 0.01%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140H3QL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82624 | PA      | $75050.79     | 0.00%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140HJ5L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7744 | PA      | $7729.73      | 0.00%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140HJJL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17854 | PA      | $17765.75     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140HMNF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59546 | PA      | $59252.54     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140J6GR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    375338 | PA      | $362676.50    | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140J8DM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10971 | PA      | $9628.60      | 0.00%             | 2047-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140J8TH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80768 | PA      | $78196.63     | 0.00%             | 2032-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140J8X57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26149 | PA      | $25908.28     | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140J9A35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    212979 | PA      | $208003.29    | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140J9FC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    270065 | PA      | $263238.14    | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140J9GM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    248048 | PA      | $233221.08    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140J9SE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21870 | PA      | $21507.35     | 0.00%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140J9SN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104243 | PA      | $94688.15     | 0.00%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140JGLW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7495 | PA      | $7456.25      | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140JLMJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53093 | PA      | $52820.78     | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140K06S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11628 | PA      | $10548.85     | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140K14K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66707 | PA      | $60108.25     | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140K1C87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6354 | PA      | $5764.63      | 0.00%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140KEFG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    767589 | PA      | $689904.61    | 0.02%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140KLLG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1635843 | PA      | $1346544.90   | 0.03%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140KQJQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1651670 | PA      | $1431578.51   | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140KQN31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    581135 | PA      | $478514.16    | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140KVZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    306194 | PA      | $251749.04    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140KYG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83066 | PA      | $77400.81     | 0.00%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140L2RS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2212962 | PA      | $1819094.33   | 0.04%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140L6P99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163407 | PA      | $134859.19    | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140LXDN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    329892 | PA      | $304896.99    | 0.01%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140LXF83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116897 | PA      | $115686.48    | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140M2E24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250505 | PA      | $207544.30    | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140M2RB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159288 | PA      | $147508.87    | 0.00%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140M7R60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1529597 | PA      | $1265151.62   | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140MATV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28833 | PA      | $28546.05     | 0.00%             | 2052-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140MCA75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1344143 | PA      | $1100266.03   | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140MCAF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5590997 | PA      | $4575386.76   | 0.11%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140MESL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    508634 | PA      | $525522.34    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140MGK34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1219525 | PA      | $998258.09    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140MGLC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1427679 | PA      | $1168645.68   | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140MHT41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3989254 | PA      | $3413982.04   | 0.08%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140MJ5R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1544680 | PA      | $1321929.04   | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140MJ7B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1309913 | PA      | $1177548.45   | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140MNP42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2360919 | PA      | $2189352.38   | 0.05%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140MWUP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    594737 | PA      | $596917.80    | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140Q7HS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9555 | PA      | $8983.73      | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140Q7RS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7639 | PA      | $7621.85      | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140Q7VS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    900967 | PA      | $847111.19    | 0.02%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140Q9DY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104737 | PA      | $106962.47    | 0.00%             | 2048-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140Q9XX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13431 | PA      | $13362.44     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QA2X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12511 | PA      | $12153.77     | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QAR36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12748 | PA      | $12352.64     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QAXL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5641 | PA      | $5746.44      | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QBCF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12863 | PA      | $12476.28     | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QBHB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14525 | PA      | $14151.83     | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QBN95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55273 | PA      | $50206.35     | 0.00%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QBR75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8165 | PA      | $7407.22      | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QBZF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21085 | PA      | $19152.50     | 0.00%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QCWN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45090 | PA      | $40214.70     | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QDDQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57693 | PA      | $52133.30     | 0.00%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QDFR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    488519 | PA      | $471245.86    | 0.01%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QDVN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2216759 | PA      | $1978207.21   | 0.05%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QEKL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149684 | PA      | $129876.83    | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QEXP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    440135 | PA      | $365864.84    | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QEY30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105657 | PA      | $92007.54     | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QF2E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    468379 | PA      | $420685.95    | 0.01%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QF4K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3842577 | PA      | $3276506.10   | 0.08%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QFFJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    288078 | PA      | $249226.21    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QFFK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    212585 | PA      | $183914.49    | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QFNT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    571527 | PA      | $495369.22    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QFUZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3650731 | PA      | $3003513.80   | 0.07%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QG3B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    254479 | PA      | $211159.13    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QGJ40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104511 | PA      | $97438.82     | 0.00%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QGJQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    714963 | PA      | $666161.97    | 0.02%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QGLT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    331179 | PA      | $275560.59    | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QGLY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    700870 | PA      | $582028.29    | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QGV61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199469 | PA      | $185751.16    | 0.00%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QGXK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161280 | PA      | $137508.13    | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QGXX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    851475 | PA      | $793356.27    | 0.02%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QGYV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    245833 | PA      | $203984.78    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QGZ83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171311 | PA      | $148029.45    | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QHEP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139934 | PA      | $130259.25    | 0.00%             | 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        |    645634 | PA      | $601510.09    | 0.01%             | 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        |    658568 | PA      | $626365.61    | 0.01%             | 2036-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QHPX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    246544 | PA      | $228603.02    | 0.01%             | 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        |    156976 | PA      | $145552.65    | 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        |    217480 | PA      | $201819.73    | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QK4D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    686847 | PA      | $567389.29    | 0.01%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QKAH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6513267 | PA      | $5787354.95   | 0.13%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QKC48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2260706 | PA      | $1857936.67   | 0.04%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QKEX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    585712 | PA      | $483589.59    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QKHM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    314393 | PA      | $259932.77    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QKNS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174788 | PA      | $145782.40    | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QKXN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    765513 | PA      | $632374.09    | 0.01%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QLF84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    492720 | PA      | $467786.17    | 0.01%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QLFF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    381328 | PA      | $327068.94    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QLGU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    708275 | PA      | $584041.71    | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QLHK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133971 | PA      | $114191.26    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QLRW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    802144 | PA      | $723765.35    | 0.02%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QLUA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    247187 | PA      | $234204.99    | 0.01%             | 2036-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QM6D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3193247 | PA      | $2837355.42   | 0.07%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QMAE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3759810 | PA      | $3096604.07   | 0.07%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QMBZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243518 | PA      | $201294.19    | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QMCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    864641 | PA      | $744958.64    | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QML69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1546032 | PA      | $1273322.32   | 0.03%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QMPG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125024 | PA      | $113027.55    | 0.00%             | 2036-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QMRT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2927570 | PA      | $2525848.17   | 0.06%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QMVC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198271 | PA      | $170704.15    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QMW75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1882717 | PA      | $1626048.72   | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QMYV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    761963 | PA      | $655785.02    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QN3Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1764660 | PA      | $1646466.27   | 0.04%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QN4A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2061898 | PA      | $1844671.68   | 0.04%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QN4J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    501856 | PA      | $448983.67    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QNAK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    342458 | PA      | $317133.73    | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QNFJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1517173 | PA      | $1308046.45   | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QNLK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    614961 | PA      | $552962.89    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QNQM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1535316 | PA      | $1315846.50   | 0.03%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QNR61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84847 | PA      | $80172.56     | 0.00%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QNS37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1888650 | PA      | $1689675.52   | 0.04%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QNW65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1558237 | PA      | $1393891.52   | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QNWL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1574650 | PA      | $1349435.40   | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QNWM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    626875 | PA      | $538458.27    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QNWY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2206081 | PA      | $1983416.30   | 0.05%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QNZF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    344311 | PA      | $325341.94    | 0.01%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QPA98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    328990 | PA      | $327170.23    | 0.01%             | 2052-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QPAY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1239322 | PA      | $1188097.72   | 0.03%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QPK48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    592086 | PA      | $566918.16    | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QPK55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1818166 | PA      | $1788839.28   | 0.04%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QPSF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1708817 | PA      | $1588121.71   | 0.04%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QPSJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1589748 | PA      | $1523794.05   | 0.04%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QQ2A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    509575 | PA      | $501660.21    | 0.01%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QQF91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    389509 | PA      | $401932.38    | 0.01%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QQFP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1507125 | PA      | $1495591.46   | 0.03%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QQLM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    816915 | PA      | $804384.68    | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QQUJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    676116 | PA      | $682874.86    | 0.02%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QRBX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    518563 | PA      | $534558.54    | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QREH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4030766 | PA      | $4066541.00   | 0.09%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QRHU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    461969 | PA      | $472464.40    | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QRPW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500620 | PA      | $506862.43    | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QRR62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    953247 | PA      | $981817.23    | 0.02%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QRU68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2084872 | PA      | $2144974.55   | 0.05%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QRXL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2393653 | PA      | $2432605.12   | 0.06%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QS3Z2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1106424 | PA      | $1152176.27   | 0.03%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QSEC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    857000 | PA      | $870605.61    | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QSL82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    481191 | PA      | $494847.34    | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QSMY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1726604 | PA      | $1770581.68   | 0.04%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QSUA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    831550 | PA      | $856233.12    | 0.02%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QSVP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    674136 | PA      | $702889.95    | 0.02%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QT4J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    457553 | PA      | $485648.59    | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QTCN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1286581 | PA      | $1351539.72   | 0.03%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QTCP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1545561 | PA      | $1619888.50   | 0.04%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QTH36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    302940 | PA      | $313283.13    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QTJ67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1677121 | PA      | $1734382.13   | 0.04%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QTKX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2683321 | PA      | $2760670.78   | 0.06%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QTQB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    702276 | PA      | $742575.15    | 0.02%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QTQE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    380488 | PA      | $399698.37    | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QTQF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    643258 | PA      | $674193.03    | 0.02%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QTU56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    261338 | PA      | $273225.50    | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QTUY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1096081 | PA      | $1157402.99   | 0.03%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QTW39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200150 | PA      | $208306.47    | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QU7J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2255603 | PA      | $2300476.57   | 0.05%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QUH82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    632087 | PA      | $664936.21    | 0.02%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QUHJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    950364 | PA      | $972148.13    | 0.02%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QUHU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    753719 | PA      | $773411.81    | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QUNH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1073134 | PA      | $1088816.52   | 0.03%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QUYV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    684775 | PA      | $717233.96    | 0.02%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QV2R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2393971 | PA      | $2396616.42   | 0.06%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QVA95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2487499 | PA      | $2593607.14   | 0.06%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QVAK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1996379 | PA      | $2067868.10   | 0.05%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QVAL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    290233 | PA      | $298553.76    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QVQ23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1781410 | PA      | $1783379.23   | 0.04%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QVRB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1251589 | PA      | $1286855.08   | 0.03%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QVZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    873943 | PA      | $876385.69    | 0.02%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140W02R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1276459 | PA      | $1045925.10   | 0.02%             | 2052-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140W0R80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1416534 | PA      | $1476958.68   | 0.03%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140W0ZE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3217079 | PA      | $3149645.39   | 0.07%             | 2055-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140W1HY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    626431 | PA      | $642211.37    | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140W1YT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1016567 | PA      | $870926.54    | 0.02%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140W2PU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1509338 | PA      | $1547703.70   | 0.04%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140W2PV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    842311 | PA      | $864679.18    | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140W2RB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    874339 | PA      | $888562.80    | 0.02%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140W2RC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1953081 | PA      | $2041665.43   | 0.05%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140W2SF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    329721 | PA      | $338471.85    | 0.01%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140W3A58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161249 | PA      | $168581.29    | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140W3CZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2387891 | PA      | $2423031.84   | 0.06%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140W3DQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1046483 | PA      | $1073790.02   | 0.02%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140W3L80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    603871 | PA      | $619029.38    | 0.01%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140W3MM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    804476 | PA      | $816315.09    | 0.02%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140X3CP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26936 | PA      | $24364.74     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140X4DF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8444 | PA      | $7939.55      | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140X4QW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82407 | PA      | $75471.57     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140X4Z33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32151 | PA      | $31380.85     | 0.00%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140X5CH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6589 | PA      | $6460.20      | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140X5DK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17609 | PA      | $17074.74     | 0.00%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140X5MU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    235075 | PA      | $225707.44    | 0.01%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140X5R70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    670737 | PA      | $630643.87    | 0.01%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140X5S38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70214 | PA      | $69853.73     | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140X5VE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10770 | PA      | $10573.74     | 0.00%             | 2035-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140X5XL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1448761 | PA      | $1305455.21   | 0.03%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140X6F55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101769 | PA      | $91701.99     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140X6F63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93246 | PA      | $87672.55     | 0.00%             | 2049-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140X6GA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41422 | PA      | $39058.00     | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140X6ME8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99950 | PA      | $94244.66     | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140X75T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105665 | PA      | $102445.69    | 0.00%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140X7KS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1296703 | PA      | $1252960.45   | 0.03%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140X7M89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3966153 | PA      | $3716836.22   | 0.09%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140X7VJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    455079 | PA      | $427876.18    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140X7VQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114485 | PA      | $99765.63     | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140X7VU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    483635 | PA      | $420129.09    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140X7VZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    599053 | PA      | $515619.38    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140X8FV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    392036 | PA      | $366650.42    | 0.01%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140X8H26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131268 | PA      | $127283.78    | 0.00%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140X8H83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1221267 | PA      | $1166100.57   | 0.03%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140X8MH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1851511 | PA      | $1607815.99   | 0.04%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140X8NS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84720 | PA      | $78989.35     | 0.00%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140X8QX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3678541 | PA      | $3053964.96   | 0.07%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140X8RR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195263 | PA      | $162538.55    | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140X8SQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    232901 | PA      | $193603.58    | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140X8TY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2358027 | PA      | $2103725.04   | 0.05%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140X8W78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    404802 | PA      | $363708.23    | 0.01%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140X8WL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2653185 | PA      | $2202703.46   | 0.05%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140X8WQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61224 | PA      | $50984.61     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140X9CL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    701726 | PA      | $668171.83    | 0.02%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140X9CS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    417123 | PA      | $374649.33    | 0.01%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140X9ED3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    589984 | PA      | $533034.21    | 0.01%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140X9FM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115062 | PA      | $107223.24    | 0.00%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140X9R64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    293660 | PA      | $274059.79    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140X9SX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2935478 | PA      | $2278886.00   | 0.05%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140X9V69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70907 | PA      | $68515.51     | 0.00%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140X9VZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    452176 | PA      | $368290.76    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140X9ZZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    550255 | PA      | $494395.37    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XA2H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1725342 | PA      | $1667139.49   | 0.04%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XA3P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    839054 | PA      | $788898.94    | 0.02%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XAB68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    428723 | PA      | $384802.03    | 0.01%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XAH88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    593746 | PA      | $492244.84    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XAJP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    599493 | PA      | $511132.04    | 0.01%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XASY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    952729 | PA      | $789859.34    | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XB2Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    465538 | PA      | $437710.55    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XB3R9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167193 | PA      | $144159.09    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XB3V0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    534011 | PA      | $462735.81    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XBAD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1546027 | PA      | $1281193.01   | 0.03%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XBB58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    539183 | PA      | $511563.89    | 0.01%             | 2036-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XBKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1271233 | PA      | $1194314.80   | 0.03%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XBQ78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1011849 | PA      | $877730.10    | 0.02%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XBSH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    542033 | PA      | $448994.29    | 0.01%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XBWA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1061968 | PA      | $1024447.09   | 0.02%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XC3K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1608986 | PA      | $1442658.01   | 0.03%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XC3V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3727523 | PA      | $3485120.51   | 0.08%             | 2051-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XCEW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2778538 | PA      | $2413820.88   | 0.06%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XCGN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11761 | PA      | $11363.98     | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XCLX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    405835 | PA      | $350523.39    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XCPY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    459088 | PA      | $426119.44    | 0.01%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XCXY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1039454 | PA      | $895896.02    | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XD3Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    168818 | PA      | $145652.60    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XD3V6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    278440 | PA      | $258033.51    | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XD5G7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2741542 | PA      | $2336140.52   | 0.05%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XD6J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    633507 | PA      | $546381.22    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XDCS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1528417 | PA      | $1265240.88   | 0.03%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XDCU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204141 | PA      | $168883.82    | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XDDB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1041510 | PA      | $860919.83    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XDFV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    188274 | PA      | $155266.17    | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XDGD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8120549 | PA      | $7011273.93   | 0.16%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XDKZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74146 | PA      | $67347.92     | 0.00%             | 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        |    522286 | PA      | $484247.32    | 0.01%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XDN51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3893119 | PA      | $3190006.04   | 0.07%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XDPA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3454964 | PA      | $3260287.10   | 0.08%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XDQC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    496302 | PA      | $410073.77    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XDRM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76610 | PA      | $66121.15     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XDRQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51475 | PA      | $44411.93     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XDS98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    754410 | PA      | $650889.39    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XDUC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    733904 | PA      | $606394.70    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XDWS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77024 | PA      | $69615.72     | 0.00%             | 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        |     68291 | PA      | $63266.22     | 0.00%             | 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        |    187541 | PA      | $173726.95    | 0.00%             | 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        |    324778 | PA      | $300543.61    | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XFPM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    638601 | PA      | $591239.55    | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XFPN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    734472 | PA      | $680493.16    | 0.02%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XG3S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    276530 | PA      | $255578.70    | 0.01%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XGGD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4756707 | PA      | $3907588.04   | 0.09%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XGH77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    882209 | PA      | $833413.57    | 0.02%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XGHA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172680 | PA      | $159944.18    | 0.00%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XGK57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2341595 | PA      | $2006847.64   | 0.05%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XGKE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3144451 | PA      | $2582037.65   | 0.06%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XGT74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    696509 | PA      | $655119.48    | 0.02%             | 2051-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XGTV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    226458 | PA      | $218818.48    | 0.01%             | 2051-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XGW96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2088780 | PA      | $1709798.74   | 0.04%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XH4Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    895023 | PA      | $767905.04    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XHHM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1694937 | PA      | $1566517.11   | 0.04%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    446775 | PA      | $365929.43    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XHKM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    412238 | PA      | $320546.67    | 0.01%             | 2052-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XHLX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2436779 | PA      | $2273379.38   | 0.05%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XHNN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    788304 | PA      | $675121.53    | 0.02%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XHPZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    857424 | PA      | $733845.21    | 0.02%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XHX36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    275005 | PA      | $247958.99    | 0.01%             | 2037-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XHYQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    260873 | PA      | $258172.03    | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XHZ34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17996 | PA      | $18202.83     | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XJAA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2429423 | PA      | $2275906.50   | 0.05%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XJH48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    326234 | PA      | $309533.10    | 0.01%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XJJS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    896780 | PA      | $885523.22    | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XJNY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    339652 | PA      | $342023.63    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XJYA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    228571 | PA      | $235985.92    | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XJYC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    241402 | PA      | $248147.57    | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XJYN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    981886 | PA      | $991701.07    | 0.02%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XKDQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    524771 | PA      | $542619.80    | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XKGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1643506 | PA      | $1672617.72   | 0.04%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XKGQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    767055 | PA      | $656210.85    | 0.02%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XKL81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1370039 | PA      | $1232231.15   | 0.03%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XKQY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    403056 | PA      | $412513.38    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XLAR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    751100 | PA      | $674386.60    | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XLF37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3379764 | PA      | $2772904.12   | 0.06%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XLFE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5461966 | PA      | $4470092.24   | 0.10%             | 2052-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XLLU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2061064 | PA      | $1849279.89   | 0.04%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XM7G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    216345 | PA      | $225161.53    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XMA22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    639251 | PA      | $630430.39    | 0.01%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XMNZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    888667 | PA      | $760585.00    | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XMRG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    824815 | PA      | $845372.78    | 0.02%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XMSS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8216657 | PA      | $7057305.49   | 0.16%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XMY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    481780 | PA      | $412341.99    | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XNCS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5022165 | PA      | $4281933.10   | 0.10%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XNHF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1175209 | PA      | $1230218.48   | 0.03%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XNHZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    564404 | PA      | $583239.80    | 0.01%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XNUV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4924834 | PA      | $4040545.82   | 0.09%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XPD89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4533318 | PA      | $4362973.27   | 0.10%             | 2038-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XPU98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4586686 | PA      | $4469845.16   | 0.10%             | 2038-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XQT80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    455639 | PA      | $474220.24    | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XR5E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1106355 | PA      | $1143930.65   | 0.03%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XTCE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1611756 | PA      | $1450134.48   | 0.03%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140Y66Q8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1097709 | PA      | $1126786.12   | 0.03%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140Y6ZQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    441162 | PA      | $460220.48    | 0.01%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140Y7E95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    663425 | PA      | $693749.99    | 0.02%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418C3D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4207 | PA      | $4065.24      | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418C3E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    248214 | PA      | $246942.47    | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418C4B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10143 | PA      | $9986.80      | 0.00%             | 2033-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418C4W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2160 | PA      | $2086.68      | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418C5Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1156725 | PA      | $1117704.53   | 0.03%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    277005 | PA      | $251970.29    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418CMF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    306763 | PA      | $288425.87    | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418CNG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49206 | PA      | $48012.87     | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87217 | PA      | $82003.31     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    313924 | PA      | $295159.04    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418CV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52849 | PA      | $49651.43     | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418CZ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1755525 | PA      | $1696304.76   | 0.04%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1279625 | PA      | $1050305.73   | 0.02%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418D2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    360614 | PA      | $309285.09    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4870993 | PA      | $3996372.60   | 0.09%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418D3H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    747959 | PA      | $641264.96    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418D3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1370060 | PA      | $1297814.20   | 0.03%             | 2036-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418D3X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1584591 | PA      | $1300617.92   | 0.03%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418D3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8009631 | PA      | $6864596.81   | 0.16%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5015649 | PA      | $4111553.64   | 0.10%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418D5B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    234626 | PA      | $211767.69    | 0.00%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418D6A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1356005 | PA      | $1054239.20   | 0.02%             | 2051-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3824346 | PA      | $3275258.13   | 0.08%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1544740 | PA      | $1265214.68   | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418D7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6930913 | PA      | $5933646.18   | 0.14%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418DA85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3382 | PA      | $3438.93      | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418DCB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8930 | PA      | $8875.19      | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418DEM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7782 | PA      | $7641.33      | 0.00%             | 2034-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418DHD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    275733 | PA      | $262352.52    | 0.01%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418DJT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7541 | PA      | $7274.34      | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418DP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1658071 | PA      | $1367592.70   | 0.03%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418DPD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1981225 | PA      | $1707743.55   | 0.04%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418DPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97959 | PA      | $94321.85     | 0.00%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418DQ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1112393 | PA      | $917123.99    | 0.02%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418DQA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    855078 | PA      | $768803.37    | 0.02%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418DRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    221446 | PA      | $198965.56    | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418DTN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146853 | PA      | $139774.48    | 0.00%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    916656 | PA      | $754786.76    | 0.02%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    389135 | PA      | $302754.19    | 0.01%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418DVC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    641598 | PA      | $551642.06    | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2317028 | PA      | $1905033.32   | 0.04%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5378294 | PA      | $4420092.20   | 0.10%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5683159 | PA      | $4668658.82   | 0.11%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418DZ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156841 | PA      | $145402.33    | 0.00%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418DZ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    344473 | PA      | $326519.85    | 0.01%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418DZX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7280088 | PA      | $6526847.89   | 0.15%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418E2C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2035596 | PA      | $2036795.64   | 0.05%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418E3E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1280836 | PA      | $1298208.79   | 0.03%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418E3F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1437126 | PA      | $1485936.09   | 0.03%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418E6X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1639875 | PA      | $1562194.84   | 0.04%             | 2054-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2315928 | PA      | $1981978.59   | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418EBD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2053824 | PA      | $1851834.63   | 0.04%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418EBE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3046013 | PA      | $2820107.89   | 0.07%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4527741 | PA      | $3708171.91   | 0.09%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418ECA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1799819 | PA      | $1605387.13   | 0.04%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418ECC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    938779 | PA      | $845590.14    | 0.02%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418ECD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2095440 | PA      | $1936675.92   | 0.04%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418ECT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    488630 | PA      | $440125.44    | 0.01%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418ECU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1698459 | PA      | $1569772.58   | 0.04%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418ECV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    190742 | PA      | $180192.07    | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418EDB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15519656 | PA      | $12703820.38  | 0.29%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1136886 | PA      | $1013068.33   | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3945298 | PA      | $3662246.90   | 0.08%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418EDH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    953490 | PA      | $900752.56    | 0.02%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2224391 | PA      | $1983317.41   | 0.05%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418EEA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    687459 | PA      | $649435.19    | 0.02%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    724174 | PA      | $693195.08    | 0.02%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418EHC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    224334 | PA      | $222287.09    | 0.01%             | 2037-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1893683 | PA      | $1862561.50   | 0.04%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418EKK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    324561 | PA      | $321600.37    | 0.01%             | 2037-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    944973 | PA      | $929745.49    | 0.02%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418EKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    720463 | PA      | $723026.40    | 0.02%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418EM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132373 | PA      | $136070.45    | 0.00%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418ESM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147729 | PA      | $145937.52    | 0.00%             | 2038-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418ET75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    979711 | PA      | $1004129.69   | 0.02%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1521906 | PA      | $1525210.08   | 0.04%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1348996 | PA      | $1369275.27   | 0.03%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418EYV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89116 | PA      | $88035.24     | 0.00%             | 2038-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1824973 | PA      | $1866661.23   | 0.04%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418FDA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3909769 | PA      | $3903564.48   | 0.09%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418FDB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1073940 | PA      | $1087934.08   | 0.03%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418FE60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2378241 | PA      | $2347070.82   | 0.05%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418FEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3722656 | PA      | $3716748.01   | 0.09%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418FEF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1325410 | PA      | $1308039.06   | 0.03%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 31427M5E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1242096 | PA      | $1292490.44   | 0.03%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 31427MG21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    492770 | PA      | $513789.51    | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 31427MGP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    169813 | PA      | $173996.11    | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 31427MNR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1238470 | PA      | $1287029.44   | 0.03%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 31427MPK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    357035 | PA      | $371454.37    | 0.01%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 31427MTB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1356898 | PA      | $1397630.04   | 0.03%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 31427MVJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2334099 | PA      | $2407360.27   | 0.06%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 31427MVV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    904433 | PA      | $928517.19    | 0.02%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 31427MYU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    854862 | PA      | $872021.12    | 0.02%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 31427NG29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2679950 | PA      | $2747223.74   | 0.06%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 31427NG86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1366145 | PA      | $1388369.60   | 0.03%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 31427NHP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1119887 | PA      | $1145998.56   | 0.03%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 31427NHU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    338449 | PA      | $348384.89    | 0.01%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 31427NM63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    565673 | PA      | $574875.29    | 0.01%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 31427NTK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    184013 | PA      | $188626.95    | 0.00%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 31427NW47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    871946 | PA      | $887749.37    | 0.02%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 31427NYL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1284973 | PA      | $1327052.35   | 0.03%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 31427P4T8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1041926 | PA      | $1069114.05   | 0.02%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 31427PDB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3061373 | PA      | $3115961.68   | 0.07%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 31427PDF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    791814 | PA      | $812788.02    | 0.02%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 31427PFY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    999206 | PA      | $1047325.67   | 0.02%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 31427PG24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1074123 | PA      | $1104503.10   | 0.03%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 31427PXR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1015887 | PA      | $1062810.15   | 0.02%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 31427QKM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    809550 | PA      | $820710.21    | 0.02%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                         | FedEx Corp                                                                      | CUSIP: 31428XBE5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    283000 | PA      | $242162.40    | 0.01%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3142GQ5B4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    349676 | PA      | $360869.14    | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3142GQ5U2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    455390 | PA      | $474901.62    | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3142GQAH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    444721 | PA      | $465366.26    | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3142GQLF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    232493 | PA      | $240430.81    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3142GQSR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    126134 | PA      | $131273.92    | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3142GQSS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    308612 | PA      | $321211.27    | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3142GQSU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    368383 | PA      | $380960.48    | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3142GQYD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1105414 | PA      | $1161225.61   | 0.03%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3142GQYP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     94545 | PA      | $98397.91     | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3142GREX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    616338 | PA      | $632743.22    | 0.01%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3142GRFH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1844156 | PA      | $1872851.17   | 0.04%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3142GRSL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    568290 | PA      | $591831.53    | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3142GT3C8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    833960 | PA      | $855000.92    | 0.02%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3142GT6M3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    765188 | PA      | $806603.58    | 0.02%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3142GTBQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1364539 | PA      | $1387352.86   | 0.03%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3142GTGS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1356433 | PA      | $1387624.11   | 0.03%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3142GUPT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    498501 | PA      | $516295.41    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3142GUSU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    363331 | PA      | $375212.04    | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3142J6A60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1951520 | PA      | $1997746.25   | 0.05%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                           | Ferguson Enterprises Inc                                                        | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    975000 | PA      | $988536.28    | 0.02%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                           | Ferguson Enterprises Inc                                                        | CUSIP: 31488VAB3<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49947.18     | 0.00%             | 2031-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                            | Fidelity National Information Services Inc                                      | CUSIP: 31620MAU0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17005.39     | 0.00%             | 2046-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                            | Fidelity National Information Services Inc                                      | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    295000 | PA      | $302429.53    | 0.01%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                | Fifth Third Bancorp                                                             | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    201000 | PA      | $248958.23    | 0.01%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                | Fifth Third Bancorp                                                             | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24479.18     | 0.00%             | 2033-04-25      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                           | First American Financial Corp                                                   | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    230000 | PA      | $223078.53    | 0.01%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                           | First American Financial Corp                                                   | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21912.80     | 0.00%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                           | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1087800.20   | 0.03%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                         | Fiserv Inc                                                                      | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29882.80     | 0.00%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                         | Fiserv Inc                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91896.14     | 0.00%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                         | Fiserv Inc                                                                      | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    358000 | PA      | $285486.81    | 0.01%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                         | Fiserv Inc                                                                      | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118864.52    | 0.00%             | 2033-08-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                         | Fiserv Inc                                                                      | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29802.21     | 0.00%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                         | Fiserv Inc                                                                      | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50186.54     | 0.00%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| FLEX LTD                                           | Flex Ltd                                                                        | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    580000 | PA      | $588999.55    | 0.01%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                           | Florida Power & Light Co                                                        | CUSIP: 341081EQ6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    620000 | PA      | $664385.49    | 0.02%             | 2034-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                           | Florida Power & Light Co                                                        | CUSIP: 341081ET0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189749.18    | 0.00%             | 2035-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                           | Florida Power & Light Co                                                        | CUSIP: 341081EV5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    152000 | PA      | $163482.72    | 0.00%             | 2037-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                           | Florida Power & Light Co                                                        | CUSIP: 341081FA0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    260000 | PA      | $284461.01    | 0.01%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                           | Florida Power & Light Co                                                        | CUSIP: 341081FB8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     95000 | PA      | $103322.18    | 0.00%             | 2039-04-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                           | Florida Power & Light Co                                                        | CUSIP: 341081FC6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    240000 | PA      | $254897.31    | 0.01%             | 2040-03-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                           | Florida Power & Light Co                                                        | CUSIP: 341081FD4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130935.78    | 0.00%             | 2041-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                           | Florida Power & Light Co                                                        | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    110000 | PA      | $96577.56     | 0.00%             | 2042-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                           | Florida Power & Light Co                                                        | CUSIP: 341081FG7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    202000 | PA      | $174856.06    | 0.00%             | 2042-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                           | Florida Power & Light Co                                                        | CUSIP: 341081FL6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    220000 | PA      | $184795.51    | 0.00%             | 2044-10-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                           | Florida Power & Light Co                                                        | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    188000 | PA      | $146942.36    | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                           | Florida Power & Light Co                                                        | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    274000 | PA      | $223144.70    | 0.01%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                           | Florida Power & Light Co                                                        | CUSIP: 341081FR3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    215000 | PA      | $178813.08    | 0.00%             | 2048-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                           | Florida Power & Light Co                                                        | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    158000 | PA      | $127693.49    | 0.00%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                           | Florida Power & Light Co                                                        | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    341000 | PA      | $238240.09    | 0.01%             | 2049-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                           | Florida Power & Light Co                                                        | CUSIP: 341081GP6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86845.78     | 0.00%             | 2030-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                           | Florida Power & Light Co                                                        | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56317.92     | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                              | Flowserve Corp                                                                  | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105141.34    | 0.00%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FOMENTO ECONOMICO MEX                              | Fomento Economico Mexicano SAB de CV                                            | CUSIP: 344419AC0<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |     20000 | PA      | $14812.45     | 0.00%             | 2050-01-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust           | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34528QJU9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $250775.29    | 0.01%             | 2030-09-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                       | Ford Credit Auto Lease Trust 2025-B                                             | CUSIP: 34533MAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $502614.58    | 0.01%             | 2028-12-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                                | Fortive Corp                                                                    | CUSIP: 34959JAH1<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59021.02     | 0.00%             | 2046-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                           | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    457000 | PA      | $440181.09    | 0.01%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                           | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    980000 | PA      | $940652.32    | 0.02%             | 2032-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                           | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAG1<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    245000 | PA      | $200505.74    | 0.00%             | 2052-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                           | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAH9<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    987000 | PA      | $1047358.35   | 0.02%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                           | Fox Corp                                                                        | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    320000 | PA      | $324317.84    | 0.01%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                           | Fox Corp                                                                        | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    429000 | PA      | $418187.67    | 0.01%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                          | GATX Corp                                                                       | CUSIP: 361448AU7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     87000 | PA      | $82895.81     | 0.00%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                          | GATX Corp                                                                       | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159217.01    | 0.00%             | 2027-03-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                          | GATX Corp                                                                       | CUSIP: 361448BA0<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167475.47    | 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        |    209000 | PA      | $210960.95    | 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        |    120000 | PA      | $121685.89    | 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        |     80000 | PA      | $78874.60     | 0.00%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                          | GATX Corp                                                                       | CUSIP: 361448BH5<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    200000 | PA      | $129691.50    | 0.00%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                          | GATX Corp                                                                       | CUSIP: 361448BJ1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    240000 | PA      | $224264.89    | 0.01%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                          | GATX Corp                                                                       | CUSIP: 361448BK8<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100622.30    | 0.00%             | 2033-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                          | GATX Corp                                                                       | CUSIP: 361448BL6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    145000 | PA      | $150950.33    | 0.00%             | 2033-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                          | GATX Corp                                                                       | CUSIP: 361448BM4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    340000 | PA      | $364124.94    | 0.01%             | 2034-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                          | GATX Corp                                                                       | CUSIP: 361448BN2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    250000 | PA      | $282581.24    | 0.01%             | 2034-05-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                          | GATX Corp                                                                       | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25355.65     | 0.00%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                          | GATX Corp                                                                       | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117985.38    | 0.00%             | 2054-06-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                          | GATX Corp                                                                       | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25833.33     | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179MNH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27190 | PA      | $25760.99     | 0.00%             | 2042-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179MVS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24455 | PA      | $23170.27     | 0.00%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179R4D8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    322439 | PA      | $294855.72    | 0.01%             | 2046-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179R7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8626 | PA      | $7887.74      | 0.00%             | 2046-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179RJD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43843 | PA      | $40213.93     | 0.00%             | 2045-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179RNW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2100844 | PA      | $1972809.89   | 0.05%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179RS83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    206187 | PA      | $189120.25    | 0.00%             | 2045-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179S2Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47308 | PA      | $45749.62     | 0.00%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22031 | PA      | $20146.20     | 0.00%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    268758 | PA      | $245767.17    | 0.01%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    642075 | PA      | $587148.63    | 0.01%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179SQV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16662 | PA      | $15236.86     | 0.00%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179SQW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6487 | PA      | $6090.52      | 0.00%             | 2046-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179SSN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     88787 | PA      | $78480.73     | 0.00%             | 2046-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179SUV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6200 | PA      | $5821.04      | 0.00%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179SYR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6744 | PA      | $6166.69      | 0.00%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179T7J8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23082 | PA      | $21635.60     | 0.00%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179T7K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17818 | PA      | $17220.43     | 0.00%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2642 | PA      | $2627.51      | 0.00%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179TAJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21255 | PA      | $19460.21     | 0.00%             | 2047-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179TAK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5471 | PA      | $5137.34      | 0.00%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179TCY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53450 | PA      | $51690.12     | 0.00%             | 2047-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179TG41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3723040 | PA      | $3495780.29   | 0.08%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179TJW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    381464 | PA      | $348617.62    | 0.01%             | 2047-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179TLS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23731 | PA      | $22282.87     | 0.00%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10930 | PA      | $10569.98     | 0.00%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179TSF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14481 | PA      | $13233.74     | 0.00%             | 2048-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179TSG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12677 | PA      | $11903.15     | 0.00%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179TV69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2125 | PA      | $2053.40      | 0.00%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179TV85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4886 | PA      | $4959.88      | 0.00%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179TXV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8142 | PA      | $7868.37      | 0.00%             | 2048-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179TXX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2159 | PA      | $2188.91      | 0.00%             | 2048-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179TZ65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16056 | PA      | $15967.65     | 0.00%             | 2048-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179U4C3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    497741 | PA      | $465131.85    | 0.01%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179UCB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45986 | PA      | $44442.48     | 0.00%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179UCC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    194775 | PA      | $193708.31    | 0.00%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179UEA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     96442 | PA      | $95913.67     | 0.00%             | 2048-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179UGC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    519377 | PA      | $501946.91    | 0.01%             | 2048-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179UGE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1594 | PA      | $1616.30      | 0.00%             | 2048-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179UH47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    929677 | PA      | $898476.94    | 0.02%             | 2048-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179UH54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36145 | PA      | $35947.18     | 0.00%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179UH62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3437 | PA      | $3484.37      | 0.00%             | 2048-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179UKW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10208 | PA      | $9585.27      | 0.00%             | 2049-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179UKY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    143298 | PA      | $142513.12    | 0.00%             | 2049-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179UKZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17573 | PA      | $17816.65     | 0.00%             | 2049-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179UML3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    641122 | PA      | $619605.94    | 0.01%             | 2049-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179UN99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1045681 | PA      | $980173.73    | 0.02%             | 2049-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179UPB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1100541 | PA      | $1094513.75   | 0.03%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179UUL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26729 | PA      | $26582.82     | 0.00%             | 2049-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179UUM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    245108 | PA      | $248503.84    | 0.01%             | 2049-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179UWA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10995 | PA      | $10934.78     | 0.00%             | 2049-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179UXV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2770 | PA      | $2754.65      | 0.00%             | 2049-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179UZT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    710188 | PA      | $663660.79    | 0.02%             | 2049-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2486264 | PA      | $2074307.22   | 0.05%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179V4V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1004604 | PA      | $874056.83    | 0.02%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3347432 | PA      | $2792290.35   | 0.06%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179V7E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5931386 | PA      | $5156092.33   | 0.12%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179VBG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    200507 | PA      | $187370.68    | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179VDN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    705683 | PA      | $639517.17    | 0.01%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179VDP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    460187 | PA      | $430038.12    | 0.01%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179VDQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1856434 | PA      | $1788512.13   | 0.04%             | 2050-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179VFP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    146835 | PA      | $133050.15    | 0.00%             | 2050-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179VFR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1509789 | PA      | $1454550.13   | 0.03%             | 2050-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179VHT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    313630 | PA      | $293083.32    | 0.01%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179VN22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3215550 | PA      | $2799432.74   | 0.06%             | 2050-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179VQR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     62037 | PA      | $51786.93     | 0.00%             | 2050-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179VQT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1253563 | PA      | $1134894.88   | 0.03%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179VSF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2845100 | PA      | $2374786.88   | 0.05%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179VSH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    217759 | PA      | $197119.37    | 0.00%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179VSJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    151900 | PA      | $142041.55    | 0.00%             | 2050-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179VTV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6820324 | PA      | $5692353.88   | 0.13%             | 2050-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1415169 | PA      | $1180904.02   | 0.03%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1459718 | PA      | $1217965.67   | 0.03%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179VZS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    946610 | PA      | $856670.87    | 0.02%             | 2050-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179W2T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3419910 | PA      | $2851191.58   | 0.07%             | 2052-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2722021 | PA      | $2364714.04   | 0.05%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1704902 | PA      | $1481106.89   | 0.03%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2683115 | PA      | $2422463.75   | 0.06%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5308438 | PA      | $4792750.68   | 0.11%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179WFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    708478 | PA      | $615774.20    | 0.01%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2376638 | PA      | $2065434.98   | 0.05%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179WLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3495984 | PA      | $2915790.55   | 0.07%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7042412 | PA      | $6119934.93   | 0.14%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1824470 | PA      | $1648196.48   | 0.04%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179WNF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1350894 | PA      | $1220271.11   | 0.03%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179WP85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    202596 | PA      | $160681.57    | 0.00%             | 2051-10-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2553310 | PA      | $2306224.22   | 0.05%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2515673 | PA      | $2185797.86   | 0.05%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179WR34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1148635 | PA      | $1037391.90   | 0.02%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179WRZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    737880 | PA      | $615377.29    | 0.01%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179WTX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2734381 | PA      | $2280366.60   | 0.05%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1440061 | PA      | $1300483.07   | 0.03%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8862562 | PA      | $7390854.84   | 0.17%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179WVU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1365121 | PA      | $1186052.14   | 0.03%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179WVW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2077448 | PA      | $1935335.41   | 0.04%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179WXH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4458292 | PA      | $3716894.66   | 0.09%             | 2052-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179WXJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1850286 | PA      | $1607489.66   | 0.04%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179WXK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2080187 | PA      | $1878243.08   | 0.04%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179WXL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    455359 | PA      | $424209.49    | 0.01%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1180440 | PA      | $984137.53    | 0.02%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6700307 | PA      | $5820788.06   | 0.13%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179X2G0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1271617 | PA      | $1188308.13   | 0.03%             | 2053-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179X2L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    523006 | PA      | $531074.69    | 0.01%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179X5F9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1510799 | PA      | $1485262.88   | 0.03%             | 2053-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179X5H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    451779 | PA      | $458693.89    | 0.01%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179XBQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    548321 | PA      | $476345.01    | 0.01%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179XBR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    735716 | PA      | $665056.62    | 0.02%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179XBT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    216910 | PA      | $207679.57    | 0.00%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179XBU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    767480 | PA      | $756500.30    | 0.02%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179XBV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    189275 | PA      | $190264.11    | 0.00%             | 2052-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179XDA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1295032 | PA      | $1125038.62   | 0.03%             | 2052-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3411474 | PA      | $3359844.94   | 0.08%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179XFD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    883508 | PA      | $767533.60    | 0.02%             | 2052-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179XFE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    452192 | PA      | $408264.04    | 0.01%             | 2052-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2385531 | PA      | $2284017.87   | 0.05%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    725273 | PA      | $714826.00    | 0.02%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1392130 | PA      | $1400874.54   | 0.03%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179XHW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1183552 | PA      | $1100497.37   | 0.03%             | 2052-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179XND4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    598478 | PA      | $573010.36    | 0.01%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179XNG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1986184 | PA      | $2019122.19   | 0.05%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179XQW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    412930 | PA      | $414821.22    | 0.01%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179XQX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     83505 | PA      | $84879.48     | 0.00%             | 2053-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179XVT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1795511 | PA      | $1823866.12   | 0.04%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179XX43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2893278 | PA      | $2845717.69   | 0.07%             | 2053-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2055242 | PA      | $2063886.47   | 0.05%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179XX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2335870 | PA      | $2372189.09   | 0.05%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179Y2L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2681002 | PA      | $2711512.31   | 0.06%             | 2054-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179Y2M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1642320 | PA      | $1674329.63   | 0.04%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179Y5L4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4283553 | PA      | $4335089.13   | 0.10%             | 2054-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179Y5M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3324150 | PA      | $3388940.39   | 0.08%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179YAR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3578501 | PA      | $3594848.45   | 0.08%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179YAS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    906153 | PA      | $919910.88    | 0.02%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179YFL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    318988 | PA      | $323949.50    | 0.01%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179YFM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    963528 | PA      | $987511.75    | 0.02%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179YHT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1481925 | PA      | $1518812.17   | 0.04%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179YHU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2028410 | PA      | $2094316.76   | 0.05%             | 2053-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179YKR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1501027 | PA      | $1504909.41   | 0.03%             | 2053-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179YU69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1528938 | PA      | $1546206.87   | 0.04%             | 2054-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179YYX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    928710 | PA      | $946811.45    | 0.02%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae I Pool                                                               | CUSIP: 3617BKN98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    112080 | PA      | $101172.58    | 0.00%             | 2049-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3617NWEY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     61676 | PA      | $52886.09     | 0.00%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3617NWHH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    145032 | PA      | $124361.26    | 0.00%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3617NWHS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    153406 | PA      | $131542.34    | 0.00%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3617NX3P3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63672 | PA      | $54597.29     | 0.00%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3617QG2H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66881 | PA      | $57348.79     | 0.00%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3617QG3N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    172580 | PA      | $147983.46    | 0.00%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36180AAE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    533776 | PA      | $533505.83    | 0.01%             | 2054-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36180AAG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3553984 | PA      | $3623253.93   | 0.08%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36180AB85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1674092 | PA      | $1639830.67   | 0.04%             | 2054-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36180ACA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4751269 | PA      | $4802290.62   | 0.11%             | 2054-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                 | Ally Financial Inc                                                              | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    304000 | PA      | $346203.13    | 0.01%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3618N5A25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1775207 | PA      | $1738650.07   | 0.04%             | 2054-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3618N5A33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7686123 | PA      | $7680788.29   | 0.18%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3618N5A41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2495879 | PA      | $2522449.77   | 0.06%             | 2054-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3618N5C56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4569216 | PA      | $4564636.46   | 0.11%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3618N5PL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1637573 | PA      | $1689688.26   | 0.04%             | 2055-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3618N5RG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    589419 | PA      | $601797.56    | 0.01%             | 2055-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3618N5RH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1091494 | PA      | $1125690.46   | 0.03%             | 2055-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3618N5TQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1134326 | PA      | $1171099.75   | 0.03%             | 2055-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3618N5VS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3072956 | PA      | $3142666.80   | 0.07%             | 2055-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3618N5VT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1047401 | PA      | $1081667.71   | 0.03%             | 2055-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36202FVG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    720769 | PA      | $725667.28    | 0.02%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3622A26G2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     92755 | PA      | $87077.03     | 0.00%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3622A2R87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18574 | PA      | $17036.32     | 0.00%             | 2046-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3622A2RT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35628 | PA      | $32679.03     | 0.00%             | 2045-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3622AABZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2000 | PA      | $1969.53      | 0.00%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae I Pool                                                               | CUSIP: 3622AADS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20518 | PA      | $18770.06     | 0.00%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae I Pool                                                               | CUSIP: 3622AAEU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3255 | PA      | $3142.79      | 0.00%             | 2048-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3622AAP40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    681116 | PA      | $622468.18    | 0.01%             | 2049-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3622ACNP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    544481 | PA      | $555523.44    | 0.01%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3622ACP46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2163509 | PA      | $1937839.12   | 0.04%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                  | GXO Logistics Inc                                                               | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    969000 | PA      | $867081.99    | 0.02%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                             | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    285000 | PA      | $315910.61    | 0.01%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                  | General Mills Inc                                                               | CUSIP: 370334BJ2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    205000 | PA      | $208798.67    | 0.00%             | 2040-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                  | General Mills Inc                                                               | CUSIP: 370334BP8<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    205000 | PA      | $173691.46    | 0.00%             | 2043-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                  | General Mills Inc                                                               | CUSIP: 370334BZ6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    588000 | PA      | $582334.34    | 0.01%             | 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        |    928000 | PA      | $930690.42    | 0.02%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                  | General Mills Inc                                                               | CUSIP: 370334CJ1<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89350.03     | 0.00%             | 2048-04-17      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                  | General Mills Inc                                                               | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    616000 | PA      | $583837.54    | 0.01%             | 2030-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                  | General Mills Inc                                                               | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    215000 | PA      | $141780.22    | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                  | General Mills Inc                                                               | CUSIP: 370334CQ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    820000 | PA      | $729838.16    | 0.02%             | 2031-10-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                  | General Mills Inc                                                               | CUSIP: 370334CT9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    260000 | PA      | $264836.67    | 0.01%             | 2033-03-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                  | General Mills Inc                                                               | CUSIP: 370334CW2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    170000 | PA      | $176537.16    | 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        |    130000 | PA      | $130970.92    | 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        |     35000 | PA      | $35875.13     | 0.00%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                  | General Mills Inc                                                               | CUSIP: 370334DB7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    165000 | PA      | $169556.96    | 0.00%             | 2035-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| ALLY FINANCIAL INC                                 | Ally Financial Inc                                                              | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    325000 | PA      | $370467.37    | 0.01%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                  | General Motors Co                                                               | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    215000 | PA      | $220782.10    | 0.01%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                  | General Motors Co                                                               | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138569.78    | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS CO                                  | General Motors Co                                                               | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    299000 | PA      | $271932.17    | 0.01%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                  | General Motors Co                                                               | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    256000 | PA      | $279935.83    | 0.01%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                  | General Motors Co                                                               | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    189000 | PA      | $204961.54    | 0.00%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                  | General Motors Co                                                               | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    165000 | PA      | $160177.43    | 0.00%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                  | General Motors Co                                                               | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    130000 | PA      | $119482.18    | 0.00%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS CO                                  | General Motors Co                                                               | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196261.31    | 0.00%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                             | General Motors Financial Co Inc                                                 | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51864.08     | 0.00%             | 2029-01-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                             | General Motors Financial Co Inc                                                 | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    135000 | PA      | $129951.18    | 0.00%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                             | General Motors Financial Co Inc                                                 | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    290000 | PA      | $260465.20    | 0.01%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                             | General Motors Financial Co Inc                                                 | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    340000 | PA      | $307721.36    | 0.01%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                             | General Motors Financial Co Inc                                                 | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47661.20     | 0.00%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                             | General Motors Financial Co Inc                                                 | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182196.13    | 0.00%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                             | General Motors Financial Co Inc                                                 | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    235000 | PA      | $234637.13    | 0.01%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                             | General Motors Financial Co Inc                                                 | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    345000 | PA      | $373495.36    | 0.01%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                             | General Motors Financial Co Inc                                                 | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26334.12     | 0.00%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                             | General Motors Financial Co Inc                                                 | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5262.30      | 0.00%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                             | General Motors Financial Co Inc                                                 | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5092.44      | 0.00%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                | Gilead Sciences Inc                                                             | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    420000 | PA      | $440714.74    | 0.01%             | 2041-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                | Gilead Sciences Inc                                                             | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    563000 | PA      | $527661.73    | 0.01%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                | Gilead Sciences Inc                                                             | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    425000 | PA      | $382778.35    | 0.01%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                | Gilead Sciences Inc                                                             | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    456000 | PA      | $421247.83    | 0.01%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                | Gilead Sciences Inc                                                             | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    555000 | PA      | $553868.65    | 0.01%             | 2035-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                | Gilead Sciences Inc                                                             | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    339000 | PA      | $319027.64    | 0.01%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                | Gilead Sciences Inc                                                             | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    575000 | PA      | $486054.98    | 0.01%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                | Gilead Sciences Inc                                                             | CUSIP: 375558BM4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    923000 | PA      | $913267.98    | 0.02%             | 2027-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                | Gilead Sciences Inc                                                             | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    346000 | PA      | $224570.55    | 0.01%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                | Gilead Sciences Inc                                                             | CUSIP: 375558BX0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    320000 | PA      | $305593.04    | 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        |    595000 | PA      | $532945.50    | 0.01%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                | Gilead Sciences Inc                                                             | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    405000 | PA      | $427276.75    | 0.01%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                | Gilead Sciences Inc                                                             | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147521.22    | 0.00%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                | Gilead Sciences Inc                                                             | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154582.28    | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| GILEAD SCIENCES INC                                | Gilead Sciences Inc                                                             | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    365000 | PA      | $377692.70    | 0.01%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                | Gilead Sciences Inc                                                             | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176691.76    | 0.00%             | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                | Gilead Sciences Inc                                                             | CUSIP: 375558CE1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137061.23    | 0.00%             | 2064-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                            | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    436000 | PA      | $496487.76    | 0.01%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                            | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AJ6<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    110000 | PA      | $97004.07     | 0.00%             | 2043-03-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                            | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AN7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    529000 | PA      | $528919.72    | 0.01%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                            | GLAXOSMITHKLINE CAPITAL                                                         | CUSIP: 377372AQ0<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112041.43    | 0.00%             | 2035-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                            | GlaxoSmithKline Capital PLC                                                     | CUSIP: 377373AH8<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    284000 | PA      | $278578.36    | 0.01%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust 2024-2                       | CUSIP: 379931AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $866024.78    | 0.02%             | 2029-10-16      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    550000 | PA      | $517091.12    | 0.01%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA53<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    210000 | PA      | $236181.07    | 0.01%             | 2034-10-24      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41897.67     | 0.00%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53687.89     | 0.00%             | 2035-04-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    290000 | PA      | $297899.13    | 0.01%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    645000 | PA      | $669555.93    | 0.02%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40651.09     | 0.00%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    430000 | PA      | $436598.89    | 0.01%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    210000 | PA      | $217601.24    | 0.01%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    365000 | PA      | $382784.63    | 0.01%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    335000 | PA      | $348337.15    | 0.01%             | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259061.16    | 0.01%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GCU6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    725000 | PA      | $798972.61    | 0.02%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    725000 | PA      | $725562.65    | 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        |    725000 | PA      | $725844.55    | 0.02%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    725000 | PA      | $728130.38    | 0.02%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GES9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158279.82    | 0.00%             | 2027-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    696000 | PA      | $783524.42    | 0.02%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    545000 | PA      | $601799.21    | 0.01%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GVS0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    616000 | PA      | $566178.83    | 0.01%             | 2045-10-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    457000 | PA      | $456190.49    | 0.01%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    347000 | PA      | $344749.91    | 0.01%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    572000 | PA      | $568044.25    | 0.01%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    735000 | PA      | $736459.92    | 0.02%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    539000 | PA      | $505974.29    | 0.01%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    147000 | PA      | $138165.57    | 0.00%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    315000 | PA      | $280575.81    | 0.01%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    397000 | PA      | $363230.87    | 0.01%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    282000 | PA      | $219759.04    | 0.01%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    470000 | PA      | $422510.58    | 0.01%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    130000 | PA      | $96870.26     | 0.00%             | 2042-07-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    660000 | PA      | $597619.99    | 0.01%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    350000 | PA      | $343724.70    | 0.01%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    680000 | PA      | $629212.19    | 0.01%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     80000 | PA      | $63324.87     | 0.00%             | 2043-02-24      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS CAPITAL I                            | Goldman Sachs Capital I                                                         | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |    205000 | PA      | $218767.42    | 0.01%             | 2034-02-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    249000 | PA      | $274643.65    | 0.01%             | 2036-05-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4760.66      | 0.00%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    745000 | PA      | $676718.67    | 0.02%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                    | WW Grainger Inc                                                                 | CUSIP: 384802AB0<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    262000 | PA      | $240140.18    | 0.01%             | 2045-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                    | WW Grainger Inc                                                                 | CUSIP: 384802AC8<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    141000 | PA      | $114011.70    | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                    | WW Grainger Inc                                                                 | CUSIP: 384802AD6<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    179000 | PA      | $152431.92    | 0.00%             | 2047-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                    | WW Grainger Inc                                                                 | CUSIP: 384802AF1<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1138312.44   | 0.03%             | 2034-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP                             | Diageo Investment Corp                                                          | CUSIP: 386088AH1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    329000 | PA      | $398303.98    | 0.01%             | 2035-04-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                 | Grupo Televisa SAB                                                              | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    205000 | PA      | $188948.96    | 0.00%             | 2040-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                 | Grupo Televisa SAB                                                              | CUSIP: 40049JBA4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     65000 | PA      | $45795.40     | 0.00%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                 | Grupo Televisa SAB                                                              | CUSIP: 40049JBC0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     55000 | PA      | $44192.48     | 0.00%             | 2046-01-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                             | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    145000 | PA      | $148857.93    | 0.00%             | 2031-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                             | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 40408AAB7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1411533.87   | 0.03%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                            | HCA Inc                                                                         | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    309000 | PA      | $297231.23    | 0.01%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                            | HCA Inc                                                                         | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    365000 | PA      | $380404.59    | 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        |    228000 | PA      | $227602.31    | 0.01%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                            | HCA Inc                                                                         | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    229000 | PA      | $224038.50    | 0.01%             | 2039-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                            | HCA Inc                                                                         | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    344000 | PA      | $317141.05    | 0.01%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                            | HCA Inc                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    475000 | PA      | $457777.10    | 0.01%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                            | HCA Inc                                                                         | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    479000 | PA      | $333706.25    | 0.01%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                            | HCA Inc                                                                         | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53791.54     | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                            | HCA Inc                                                                         | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     47000 | PA      | $44575.40     | 0.00%             | 2032-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                            | HCA Inc                                                                         | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    292000 | PA      | $243665.46    | 0.01%             | 2052-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                            | HCA Inc                                                                         | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    585000 | PA      | $613767.30    | 0.01%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                            | HCA Inc                                                                         | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    205000 | PA      | $204355.62    | 0.00%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                                            | HCA Inc                                                                         | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    115000 | PA      | $120456.56    | 0.00%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                            | HCA Inc                                                                         | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    285000 | PA      | $289218.11    | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                            | HCA Inc                                                                         | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157216.98    | 0.00%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HCA INC                                            | HCA Inc                                                                         | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115743.92    | 0.00%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                  | Healthpeak OP LLC                                                               | CUSIP: 40414LAE9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    155000 | PA      | $172422.88    | 0.00%             | 2041-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                  | Healthpeak OP LLC                                                               | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    546000 | PA      | $531515.28    | 0.01%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC Holdings PLC                                                               | CUSIP: 404280AH2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $443313.03    | 0.01%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC Holdings PLC                                                               | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    575000 | PA      | $628872.83    | 0.01%             | 2042-01-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC Holdings PLC                                                               | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    680000 | PA      | $678937.09    | 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        |    620000 | PA      | $625766.11    | 0.01%             | 2029-06-19      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC Holdings PLC                                                               | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    985000 | PA      | $974899.23    | 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        |    695000 | PA      | $715255.93    | 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        |    295000 | PA      | $276332.22    | 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        |    185000 | PA      | $168874.81    | 0.00%             | 2031-08-18      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC Holdings PLC                                                               | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    775000 | PA      | $710014.92    | 0.02%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC Holdings PLC                                                               | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    490000 | PA      | $465383.78    | 0.01%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC Holdings PLC                                                               | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    120000 | PA      | $109228.83    | 0.00%             | 2032-11-22      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC Holdings PLC                                                               | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $24934.51     | 0.00%             | 2033-03-29      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC Holdings PLC                                                               | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    440000 | PA      | $443638.40    | 0.01%             | 2028-06-09      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC Holdings PLC                                                               | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     35000 | PA      | $36492.46     | 0.00%             | 2033-08-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC Holdings PLC                                                               | CUSIP: 404280DL0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    190000 | PA      | $206204.06    | 0.00%             | 2036-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC Holdings PLC                                                               | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $211669.56    | 0.00%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC Holdings PLC                                                               | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $235532.93    | 0.01%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC Holdings PLC                                                               | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $317260.61    | 0.01%             | 2034-03-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC Holdings PLC                                                               | CUSIP: 404280DX4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    390000 | PA      | $423928.69    | 0.01%             | 2034-06-20      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC Holdings PLC                                                               | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    235000 | PA      | $269057.98    | 0.01%             | 2034-11-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC Holdings PLC                                                               | CUSIP: 404280EE5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    265000 | PA      | $281178.24    | 0.01%             | 2035-03-04      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC Holdings PLC                                                               | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     30000 | PA      | $31710.50     | 0.00%             | 2032-05-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC Holdings PLC                                                               | CUSIP: 404280EL9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      5000 | PA      | $5243.18      | 0.00%             | 2035-11-18      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC Holdings PLC                                                               | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206882.25    | 0.00%             | 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        |    205000 | PA      | $208051.27    | 0.00%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC Holdings PLC                                                               | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205530.21    | 0.00%             | 2031-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC Holdings PLC                                                               | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $228537.88    | 0.01%             | 2036-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC Holdings PLC                                                               | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206650.33    | 0.00%             | 2031-05-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC Holdings PLC                                                               | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $212424.90    | 0.00%             | 2036-05-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC Holdings PLC                                                               | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201461.39    | 0.00%             | 2031-11-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC Holdings PLC                                                               | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201823.84    | 0.00%             | 2036-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                   | HSBC Bank USA NA                                                                | CUSIP: 4042Q1AA5<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    365000 | PA      | $389717.22    | 0.01%             | 2034-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                   | HSBC Bank USA NA                                                                | CUSIP: 4042Q1AB3<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15801.01     | 0.00%             | 2035-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                   | HSBC Bank USA NA                                                                | CUSIP: 4042Q1AD9<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    650000 | PA      | $767768.99    | 0.02%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HP INC                                             | HP Inc                                                                          | CUSIP: 40434LAC9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47928.54     | 0.00%             | 2030-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HP INC                                             | HP Inc                                                                          | CUSIP: 40434LAL9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    225000 | PA      | $219614.00    | 0.01%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HP INC                                             | HP Inc                                                                          | CUSIP: 40434LAM7<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50654.05     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HP INC                                             | HP Inc                                                                          | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    290000 | PA      | $300968.22    | 0.01%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HP INC                                             | HP Inc                                                                          | CUSIP: 40434LAR6<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78008.84     | 0.00%             | 2030-04-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HP INC                                             | HP Inc                                                                          | CUSIP: 40434LAS4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42565.09     | 0.00%             | 2035-04-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| HALLIBURTON CO                                     | Halliburton Co                                                                  | CUSIP: 406216AW1<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    218000 | PA      | $244735.55    | 0.01%             | 2038-09-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                     | Halliburton Co                                                                  | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    210000 | PA      | $251567.57    | 0.01%             | 2039-09-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                     | Halliburton Co                                                                  | CUSIP: 406216BA8<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     85000 | PA      | $75116.63     | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                     | Halliburton Co                                                                  | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178732.66    | 0.00%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                     | Halliburton Co                                                                  | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199026.92    | 0.00%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                     | Halliburton Co                                                                  | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    188000 | PA      | $178465.02    | 0.00%             | 2030-03-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                             | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    675000 | PA      | $689831.74    | 0.02%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON INC                                | Harley-Davidson Inc                                                             | CUSIP: 412822AE8<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |    725000 | PA      | $596790.47    | 0.01%             | 2045-07-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                   | Hartford Insurance Group Inc/The                                                | CUSIP: 416515AP9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    162000 | PA      | $175507.51    | 0.00%             | 2041-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                           | Hartford Insurance Group Inc/The                                                | CUSIP: 416515AS3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    683000 | PA      | $745409.30    | 0.02%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                   | Hartford Insurance Group Inc/The                                                | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    105000 | PA      | $91944.25     | 0.00%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                           | Hartford Insurance Group Inc/The                                                | CUSIP: 416515BD5<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    141000 | PA      | $122025.34    | 0.00%             | 2048-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                           | Hartford Insurance Group Inc/The                                                | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |   2345000 | PA      | $2239001.08   | 0.05%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                           | Hartford Insurance Group Inc/The                                                | CUSIP: 416515BF0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    269000 | PA      | $203538.73    | 0.00%             | 2049-08-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                         | Hasbro Inc                                                                      | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58211.32     | 0.00%             | 2040-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                         | Hasbro Inc                                                                      | CUSIP: 418056AV9<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    339000 | PA      | $335273.52    | 0.01%             | 2027-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                         | Hasbro Inc                                                                      | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    796000 | PA      | $782063.10    | 0.02%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                         | Hasbro Inc                                                                      | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    260000 | PA      | $275812.34    | 0.01%             | 2034-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                   | Welltower OP LLC                                                                | CUSIP: 42217KAX4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    210000 | PA      | $235710.02    | 0.01%             | 2041-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                  | Healthpeak OP LLC                                                               | CUSIP: 42250GAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     25000 | PA      | $24962.67     | 0.00%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                  | Healthpeak OP LLC                                                               | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    539000 | PA      | $511582.42    | 0.01%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                  | Healthpeak OP LLC                                                               | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     15000 | PA      | $15483.02     | 0.00%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                    | Hershey Co/The                                                                  | CUSIP: 427866AW8<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75545.52     | 0.00%             | 2046-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                    | Hershey Co/The                                                                  | CUSIP: 427866BB3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     35000 | PA      | $24286.63     | 0.00%             | 2049-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                          | Hess Corp                                                                       | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     45000 | PA      | $49220.81     | 0.00%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                          | Hess Corp                                                                       | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    234000 | PA      | $245022.52    | 0.01%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                          | Hess Corp                                                                       | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    745000 | PA      | $747663.45    | 0.02%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HP INC                                             | HP Inc                                                                          | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    452000 | PA      | $463638.64    | 0.01%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                   | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CAX7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    484000 | PA      | $523851.46    | 0.01%             | 2035-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                   | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1281979.16   | 0.03%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                   | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBP3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    480000 | PA      | $493180.54    | 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        |   1435000 | PA      | $1442068.06   | 0.03%             | 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        |    560000 | PA      | $564211.93    | 0.01%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                   | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    420000 | PA      | $425047.28    | 0.01%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                   | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    290000 | PA      | $288719.91    | 0.01%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                   | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112188.33    | 0.00%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                   | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBZ1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200039.95    | 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        |    200000 | PA      | $199431.33    | 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        |    200000 | PA      | $199873.23    | 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        |    695000 | PA      | $691205.06    | 0.02%             | 2027-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                | Highwoods Realty LP                                                             | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |     60000 | PA      | $59101.23     | 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      | $126027.38    | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                | Highwoods Realty LP                                                             | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |     20000 | PA      | $17873.46     | 0.00%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                | Highwoods Realty LP                                                             | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |     50000 | PA      | $57097.55     | 0.00%             | 2034-02-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                     | Home Depot Inc/The                                                              | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    660000 | PA      | $721216.17    | 0.02%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                     | Home Depot Inc/The                                                              | CUSIP: 437076AU6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    220000 | PA      | $228633.01    | 0.01%             | 2040-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                     | Home Depot Inc/The                                                              | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5402.04      | 0.00%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                     | Home Depot Inc/The                                                              | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    270000 | PA      | $237223.69    | 0.01%             | 2043-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                     | Home Depot Inc/The                                                              | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    240000 | PA      | $227303.98    | 0.01%             | 2044-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                     | Home Depot Inc/The                                                              | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    240000 | PA      | $212362.95    | 0.00%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                     | Home Depot Inc/The                                                              | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    344000 | PA      | $296259.38    | 0.01%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                     | Home Depot Inc/The                                                              | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    375000 | PA      | $267367.98    | 0.01%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                     | Home Depot Inc/The                                                              | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    290000 | PA      | $234050.53    | 0.01%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                     | Home Depot Inc/The                                                              | CUSIP: 437076BT8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142588.93    | 0.00%             | 2027-09-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                     | Home Depot Inc/The                                                              | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    725000 | PA      | $727047.75    | 0.02%             | 2028-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                     | Home Depot Inc/The                                                              | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    295000 | PA      | $258964.09    | 0.01%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                     | Home Depot Inc/The                                                              | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1404310.08   | 0.03%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                     | Home Depot Inc/The                                                              | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    190000 | PA      | $132052.80    | 0.00%             | 2049-12-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                     | Home Depot Inc/The                                                              | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    318000 | PA      | $301386.81    | 0.01%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                     | Home Depot Inc/The                                                              | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33108.55     | 0.00%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                     | Home Depot Inc/The                                                              | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    397000 | PA      | $286573.53    | 0.01%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                     | Home Depot Inc/The                                                              | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    170000 | PA      | $160264.17    | 0.00%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                     | Home Depot Inc/The                                                              | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    175000 | PA      | $130486.89    | 0.00%             | 2052-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                     | Home Depot Inc/The                                                              | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    240000 | PA      | $244194.84    | 0.01%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                     | Home Depot Inc/The                                                              | CUSIP: 437076DD1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    215000 | PA      | $222725.50    | 0.01%             | 2031-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                     | Home Depot Inc/The                                                              | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257357.65    | 0.01%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                     | Home Depot Inc/The                                                              | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97611.30     | 0.00%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                     | Home Depot Inc/The                                                              | CUSIP: 437076DG4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53769.01     | 0.00%             | 2064-06-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                     | Home Depot Inc/The                                                              | CUSIP: 437076DH2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94952.55     | 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        |    120000 | PA      | $119616.13    | 0.00%             | 2030-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                     | Home Depot Inc/The                                                              | CUSIP: 437076DK5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199915.93    | 0.00%             | 2035-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                 | Honda Motor Co Ltd                                                              | CUSIP: 438127AC6<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    235000 | PA      | $215623.86    | 0.00%             | 2032-03-10      | Fixed         | 2.97%                 | 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        |    250000 | PA      | $250876.72    | 0.01%             | 2030-06-17      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                            | Honeywell International Inc                                                     | CUSIP: 438516AR7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    315000 | PA      | $338279.96    | 0.01%             | 2036-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                            | Honeywell International Inc                                                     | CUSIP: 438516AT3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    247000 | PA      | $264959.11    | 0.01%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                            | Honeywell International Inc                                                     | CUSIP: 438516BB1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93638.46     | 0.00%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                            | Honeywell International Inc                                                     | CUSIP: 438516BL9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2026-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                            | Honeywell International Inc                                                     | CUSIP: 438516BS4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    262000 | PA      | $209871.08    | 0.00%             | 2047-11-21      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                            | Honeywell International Inc                                                     | CUSIP: 438516BU9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1338963.30   | 0.03%             | 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        |    935000 | PA      | $854356.74    | 0.02%             | 2030-06-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                            | Honeywell International Inc                                                     | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67407.62     | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                            | Honeywell International Inc                                                     | CUSIP: 438516CL8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90815.88     | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                            | Honeywell International Inc                                                     | CUSIP: 438516CM6<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199271.50    | 0.00%             | 2034-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                            | Honeywell International Inc                                                     | CUSIP: 438516CQ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56731.41     | 0.00%             | 2029-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                            | Honeywell International Inc                                                     | CUSIP: 438516CR5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57260.13     | 0.00%             | 2031-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                            | Honeywell International Inc                                                     | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    430000 | PA      | $440842.09    | 0.01%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                            | Honeywell International Inc                                                     | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    180000 | PA      | $174169.08    | 0.00%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                            | Honeywell International Inc                                                     | CUSIP: 438516CU8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    145000 | PA      | $141536.10    | 0.00%             | 2064-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                            | Honeywell International Inc                                                     | CUSIP: 438516CY0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66548.17     | 0.00%             | 2030-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                            | Honeywell International Inc                                                     | CUSIP: 438516CZ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46064.98     | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                  | Hormel Foods Corp                                                               | CUSIP: 440452AJ9<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     80000 | PA      | $54038.48     | 0.00%             | 2051-06-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                  | Hormel Foods Corp                                                               | CUSIP: 440452AK6<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116254.70    | 0.00%             | 2027-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                           | Host Hotels & Resorts LP                                                        | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    260000 | PA      | $249036.35    | 0.01%             | 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        |    425000 | PA      | $404367.55    | 0.01%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                           | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     55000 | PA      | $49473.94     | 0.00%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                           | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |      5000 | PA      | $5174.02      | 0.00%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                        | Hubbell Inc                                                                     | CUSIP: 443510AH5<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     96000 | PA      | $94616.64     | 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        |     65000 | PA      | $64425.98     | 0.00%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                        | Hubbell Inc                                                                     | CUSIP: 443510AL6<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25033.76     | 0.00%             | 2035-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                         | Humana Inc                                                                      | CUSIP: 444859BB7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    237000 | PA      | $206591.11    | 0.00%             | 2042-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                         | Humana Inc                                                                      | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    220000 | PA      | $196163.07    | 0.00%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                         | Humana Inc                                                                      | CUSIP: 444859BG6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    235000 | PA      | $202142.14    | 0.00%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                         | Humana Inc                                                                      | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    175000 | PA      | $168077.12    | 0.00%             | 2029-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                         | Humana Inc                                                                      | CUSIP: 444859BL5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    171000 | PA      | $128974.88    | 0.00%             | 2049-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                         | Humana Inc                                                                      | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    244000 | PA      | $247393.92    | 0.01%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                         | Humana Inc                                                                      | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62008.88     | 0.00%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                         | Humana Inc                                                                      | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    170000 | PA      | $179440.55    | 0.00%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                         | Humana Inc                                                                      | CUSIP: 444859BX9<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    105000 | PA      | $97143.23     | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                         | Humana Inc                                                                      | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    190000 | PA      | $200582.65    | 0.00%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                         | Humana Inc                                                                      | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20811.59     | 0.00%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                         | Humana Inc                                                                      | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    180000 | PA      | $186213.57    | 0.00%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                         | Humana Inc                                                                      | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    240000 | PA      | $229630.89    | 0.01%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                         | Humana Inc                                                                      | CUSIP: 444859CC4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104281.68    | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                         | Humana Inc                                                                      | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76997.03     | 0.00%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds             | Hungary Government International Bonds                                          | CUSIP: 445545AF3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    277000 | PA      | $326903.85    | 0.01%             | 2041-03-29      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                              | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    544000 | PA      | $506646.23    | 0.01%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                              | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    145000 | PA      | $125534.23    | 0.00%             | 2036-08-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                              | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BA1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    192000 | PA      | $194119.76    | 0.00%             | 2033-05-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                              | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65308.94     | 0.00%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                              | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42068.99     | 0.00%             | 2035-02-02      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                              | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25814.05     | 0.00%             | 2031-01-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                           | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167792.99    | 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        |    414000 | PA      | $409814.34    | 0.01%             | 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        |    100000 | PA      | $94533.23     | 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        |     25000 | PA      | $25882.47     | 0.00%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                           | Huntington Ingalls Industries Inc                                               | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26506.85     | 0.00%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                           | Huntington National Bank/The                                                    | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    235000 | PA      | $236329.08    | 0.01%             | 2028-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                       | Hydro-Quebec                                                                    | CUSIP: 448814DC4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |    170000 | PA      | $198475.31    | 0.00%             | 2029-12-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                       | Hydro-Quebec                                                                    | CUSIP: 448814DF7<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |   1510000 | PA      | $1831311.09   | 0.04%             | 2030-04-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                       | Hydro-Quebec                                                                    | CUSIP: 448814DL4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |   1170000 | PA      | $1451842.87   | 0.03%             | 2030-11-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                               | IBM International Capital Pte Ltd                                               | CUSIP: 449276AG9<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |     70000 | PA      | $66778.43     | 0.00%             | 2054-02-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                     | Hyundai Auto Receivables Trust 2025-A                                           | CUSIP: 44935CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1006449.62   | 0.02%             | 2029-10-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                     | Hyundai Auto Receivables Trust 2025-A                                           | CUSIP: 44935CAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $506434.77    | 0.01%             | 2031-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                           | Icon Investments Six DAC                                                        | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    410000 | PA      | $433050.42    | 0.01%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                          | IDEX Corp                                                                       | CUSIP: 45167RAH7<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50368.23     | 0.00%             | 2031-06-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                  | ILLINOIS ST                                                                     | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     82892 | PA      | $84960.01     | 0.00%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds           | Indonesia Government International Bonds                                        | CUSIP: 455780CT1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    225000 | PA      | $186730.97    | 0.00%             | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds           | Indonesia Government International Bonds                                        | CUSIP: 455780CW4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   2055000 | PA      | $1386787.18   | 0.03%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                              | Indonesia Government International Bond                                         | CUSIP: 455780CX2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1015000 | PA      | $667525.57    | 0.02%             | 2071-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                              | Indonesia Government International Bond                                         | CUSIP: 455780DG8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $261219.57    | 0.01%             | 2061-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                              | Indonesia Government International Bond                                         | CUSIP: 455780DV5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    100000 | PA      | $96925.57     | 0.00%             | 2054-02-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                              | Indonesia Government International Bond                                         | CUSIP: 455780DW3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      5000 | PA      | $4891.27      | 0.00%             | 2054-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                       | ING Groep NV                                                                    | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    945000 | PA      | $943741.81    | 0.02%             | 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        |    275000 | PA      | $278727.99    | 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        |    260000 | PA      | $259479.98    | 0.01%             | 2029-04-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                       | ING Groep NV                                                                    | CUSIP: 456837AW3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    485000 | PA      | $447921.33    | 0.01%             | 2032-04-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                       | ING Groep NV                                                                    | CUSIP: 456837BC6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    210000 | PA      | $206912.67    | 0.00%             | 2033-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                       | ING Groep NV                                                                    | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    130000 | PA      | $141361.58    | 0.00%             | 2034-09-11      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                       | ING Groep NV                                                                    | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      5000 | PA      | $5179.22      | 0.00%             | 2030-03-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                       | ING Groep NV                                                                    | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1445000 | PA      | $1512440.45   | 0.03%             | 2035-03-19      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                       | ING Groep NV                                                                    | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $203049.66    | 0.00%             | 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        |    215000 | PA      | $220975.47    | 0.01%             | 2031-03-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                       | ING Groep NV                                                                    | CUSIP: 456837BS1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1010000 | PA      | $1057117.63   | 0.02%             | 2036-03-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                 | Voya Financial Inc                                                              | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    136000 | PA      | $137390.83    | 0.00%             | 2043-07-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                 | Trane Technologies Financing Ltd                                                | CUSIP: 456873AC2<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    372000 | PA      | $341963.25    | 0.01%             | 2044-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                 | Trane Technologies Financing Ltd                                                | CUSIP: 456873AD0<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    730000 | PA      | $725086.80    | 0.02%             | 2029-03-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                 | Trane Technologies Financing Ltd                                                | CUSIP: 456873AF5<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |   1160000 | PA      | $1014438.50   | 0.02%             | 2049-03-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES HOLDC                           | Trane Technologies Holdco Inc                                                   | CUSIP: 45687AAG7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |   1764000 | PA      | $1866107.76   | 0.04%             | 2043-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES HOLDC                           | Trane Technologies Holdco Inc                                                   | CUSIP: 45687AAN2<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    340000 | PA      | $291026.74    | 0.01%             | 2048-02-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES HOLDC                           | Trane Technologies Holdco Inc                                                   | CUSIP: 45687AAP7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1603045.96   | 0.04%             | 2028-08-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                                      | Ingredion Inc                                                                   | CUSIP: 457187AC6<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    545000 | PA      | $513007.60    | 0.01%             | 2030-06-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                                      | Ingredion Inc                                                                   | CUSIP: 457187AD4<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    214000 | PA      | $162441.84    | 0.00%             | 2050-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                         | Intel Corp                                                                      | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    220000 | PA      | $198285.26    | 0.00%             | 2041-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                         | Intel Corp                                                                      | CUSIP: 458140AN0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    486000 | PA      | $466294.21    | 0.01%             | 2032-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                         | Intel Corp                                                                      | CUSIP: 458140AP5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    140000 | PA      | $115737.47    | 0.00%             | 2042-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                         | Intel Corp                                                                      | CUSIP: 458140AT7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    202000 | PA      | $177809.10    | 0.00%             | 2045-07-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                         | Intel Corp                                                                      | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    209000 | PA      | $163626.53    | 0.00%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                         | Intel Corp                                                                      | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    525000 | PA      | $517798.15    | 0.01%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                         | Intel Corp                                                                      | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $154664.48    | 0.00%             | 2047-05-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                         | Intel Corp                                                                      | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    304000 | PA      | $222305.72    | 0.01%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                         | Intel Corp                                                                      | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    655000 | PA      | $612038.92    | 0.01%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                         | Intel Corp                                                                      | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    330000 | PA      | $217058.50    | 0.01%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                         | Intel Corp                                                                      | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    202000 | PA      | $118348.10    | 0.00%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                         | Intel Corp                                                                      | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36274.59     | 0.00%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                         | Intel Corp                                                                      | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    288000 | PA      | $242847.44    | 0.01%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                         | Intel Corp                                                                      | CUSIP: 458140BN9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    190000 | PA      | $159391.93    | 0.00%             | 2060-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                         | Intel Corp                                                                      | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34401.09     | 0.00%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                         | Intel Corp                                                                      | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1255102.63   | 0.03%             | 2028-08-12      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                         | Intel Corp                                                                      | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8805.24      | 0.00%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                         | Intel Corp                                                                      | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    175000 | PA      | $110395.76    | 0.00%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                         | Intel Corp                                                                      | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139104.34    | 0.00%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                         | Intel Corp                                                                      | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108988.97    | 0.00%             | 2029-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                         | Intel Corp                                                                      | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    215000 | PA      | $208663.13    | 0.00%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                         | Intel Corp                                                                      | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128342.62    | 0.00%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                         | Intel Corp                                                                      | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63116.96     | 0.00%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                         | Intel Corp                                                                      | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    350000 | PA      | $355337.67    | 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        |    455000 | PA      | $468218.05    | 0.01%             | 2030-02-10      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                         | Intel Corp                                                                      | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    585000 | PA      | $600235.81    | 0.01%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                         | Intel Corp                                                                      | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    195000 | PA      | $187087.18    | 0.00%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                         | Intel Corp                                                                      | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    135000 | PA      | $130536.86    | 0.00%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                         | Intel Corp                                                                      | CUSIP: 458140CL2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173010.73    | 0.00%             | 2034-02-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| INTEL CORP                                         | Intel Corp                                                                      | CUSIP: 458140CN8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174603.97    | 0.00%             | 2031-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                            | Inter-American Development Bank                                                 | CUSIP: 4581X0BT4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    925000 | PA      | $841600.58    | 0.02%             | 2041-10-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                            | Inter-American Development Bank                                                 | CUSIP: 4581X0BX5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1725000 | PA      | $1431562.72   | 0.03%             | 2042-08-07      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                            | Inter-American Development Bank                                                 | CUSIP: 4581X0CE6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    685000 | PA      | $655455.17    | 0.02%             | 2044-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                            | Inter-American Development Bank                                                 | CUSIP: 4581X0CY2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1552000 | PA      | $1523120.01   | 0.04%             | 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        |   1155000 | PA      | $1142419.62   | 0.03%             | 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        |   2100000 | PA      | $2007638.37   | 0.05%             | 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        |   1399000 | PA      | $1328123.95   | 0.03%             | 2027-09-16      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                            | Inter-American Development Bank                                                 | CUSIP: 4581X0DS4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   2165000 | PA      | $1908239.64   | 0.04%             | 2031-01-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                            | Inter-American Development Bank                                                 | CUSIP: 4581X0DX3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   2363000 | PA      | $2220717.89   | 0.05%             | 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        |   1065000 | PA      | $1039991.07   | 0.02%             | 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        |    860000 | PA      | $857167.18    | 0.02%             | 2029-09-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                            | Inter-American Development Bank                                                 | CUSIP: 4581X0EJ3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    305000 | PA      | $297439.89    | 0.01%             | 2033-04-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                            | Inter-American Development Bank                                                 | CUSIP: 4581X0EL8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    135000 | PA      | $140226.88    | 0.00%             | 2033-09-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                            | Inter-American Development Bank                                                 | CUSIP: 4581X0ES3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    125000 | PA      | $129280.72    | 0.00%             | 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        |    125000 | PA      | $125618.83    | 0.00%             | 2030-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                            | Inter-American Development Bank                                                 | CUSIP: 4581X0EW4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    485000 | PA      | $496706.93    | 0.01%             | 2035-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                           | Intercontinental Exchange Inc                                                   | CUSIP: 45865VAA8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70090.28     | 0.00%             | 2028-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                           | Intercontinental Exchange Inc                                                   | CUSIP: 45865VAC4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75129.56     | 0.00%             | 2031-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                           | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    321000 | PA      | $271191.33    | 0.01%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                           | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAJ3<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    124000 | PA      | $123389.65    | 0.00%             | 2028-09-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                           | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    270000 | PA      | $180735.82    | 0.00%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                           | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    190000 | PA      | $162566.45    | 0.00%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                           | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    395000 | PA      | $242174.09    | 0.01%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                           | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    265000 | PA      | $268679.36    | 0.01%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                           | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    180000 | PA      | $167220.47    | 0.00%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                           | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    275000 | PA      | $258693.95    | 0.01%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                            | International Bank for Reconstruction & Development                             | CUSIP: 459056RA7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    360000 | PA      | $368711.18    | 0.01%             | 2035-08-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                            | International Bank for Reconstruction & Development                             | CUSIP: 459058GE7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   5025000 | PA      | $4924807.38   | 0.11%             | 2027-11-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                            | International Bank for Reconstruction & Development                             | CUSIP: 459058HJ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   3332000 | PA      | $3110078.04   | 0.07%             | 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        |   2825000 | PA      | $2507791.03   | 0.06%             | 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        |   3725000 | PA      | $3259332.98   | 0.08%             | 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        |   3745000 | PA      | $3545159.72   | 0.08%             | 2027-11-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                            | International Bank for Reconstruction & Development                             | CUSIP: 459058JR5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1310000 | PA      | $1159803.71   | 0.03%             | 2031-02-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                            | International Bank for Reconstruction & Development                             | CUSIP: 459058JT1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    150000 | PA      | $144748.28    | 0.00%             | 2027-02-10      | Fixed         | 0.85%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                            | International Bank for Reconstruction & Development                             | CUSIP: 459058JW4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   3585000 | PA      | $3409891.03   | 0.08%             | 2028-04-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                            | International Bank for Reconstruction & Development                             | CUSIP: 459058JZ7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1790000 | PA      | $1676588.86   | 0.04%             | 2028-09-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                            | International Bank for Reconstruction & Development                             | CUSIP: 459058KA0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2795000 | PA      | $2479710.33   | 0.06%             | 2031-11-03      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                            | International Bank for Reconstruction & Development                             | CUSIP: 459058KJ1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1865000 | PA      | $1852357.71   | 0.04%             | 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        |    655000 | PA      | $655697.88    | 0.02%             | 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        |   1390000 | PA      | $1403673.57   | 0.03%             | 2030-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                            | International Bank for Reconstruction & Development                             | CUSIP: 459058KT9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1055000 | PA      | $1054061.00   | 0.02%             | 2028-07-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                            | International Bank for Reconstruction & Development                             | CUSIP: 459058KW2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    645000 | PA      | $662758.17    | 0.02%             | 2028-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                            | International Bank for Reconstruction & Development                             | CUSIP: 459058KY8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2900000 | PA      | $3061738.45   | 0.07%             | 2033-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                            | International Bank for Reconstruction & Development                             | CUSIP: 459058LL5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1675000 | PA      | $1662060.96   | 0.04%             | 2034-08-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                            | International Bank for Reconstruction & Development                             | CUSIP: 459058LN1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $252505.84    | 0.01%             | 2029-10-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                            | International Bank for Reconstruction & Development                             | CUSIP: 459058LQ4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    195000 | PA      | $203808.79    | 0.00%             | 2032-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                            | International Bank for Reconstruction & Development                             | CUSIP: 459058LU5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    100000 | PA      | $101012.27    | 0.00%             | 2032-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                            | International Bank for Reconstruction & Development                             | CUSIP: 45905CAA2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1384000 | PA      | $1457910.17   | 0.03%             | 2035-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                            | International Bank for Reconstruction & Development                             | CUSIP: 45906M3D1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1330000 | PA      | $1233327.90   | 0.03%             | 2032-03-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                            | International Bank for Reconstruction & Development                             | CUSIP: 45906M5J6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1455000 | PA      | $1468116.43   | 0.03%             | 2034-05-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                           | International Business Machines Corp                                            | CUSIP: 459200AR2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259308.82    | 0.01%             | 2027-08-01      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                           | International Business Machines Corp                                            | CUSIP: 459200AS0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    387000 | PA      | $406682.17    | 0.01%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                           | International Business Machines Corp                                            | CUSIP: 459200BB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    510000 | PA      | $555201.72    | 0.01%             | 2032-11-29      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                           | International Business Machines Corp                                            | CUSIP: 459200GS4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    191000 | PA      | $200652.50    | 0.00%             | 2039-11-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                           | International Business Machines Corp                                            | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $213619.86    | 0.00%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                           | International Business Machines Corp                                            | CUSIP: 459200JH5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13476.16     | 0.00%             | 2046-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                           | International Business Machines Corp                                            | CUSIP: 459200JR3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1152171.82   | 0.03%             | 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        |   1420000 | PA      | $1395937.23   | 0.03%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                           | International Business Machines Corp                                            | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    187000 | PA      | $169088.54    | 0.00%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                           | International Business Machines Corp                                            | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    491000 | PA      | $405860.43    | 0.01%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                           | International Business Machines Corp                                            | CUSIP: 459200KP5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    185000 | PA      | $130367.59    | 0.00%             | 2052-02-09      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                           | International Business Machines Corp                                            | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72227.00     | 0.00%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                           | International Business Machines Corp                                            | CUSIP: 459200KZ3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79193.50     | 0.00%             | 2053-02-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                           | International Business Machines Corp                                            | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203068.90    | 0.00%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                           | International Business Machines Corp                                            | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207076.97    | 0.00%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                           | International Business Machines Corp                                            | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202195.22    | 0.00%             | 2055-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                           | International Flavors & Fragrances Inc                                          | CUSIP: 459506AE1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61181.20     | 0.00%             | 2047-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                           | International Flavors & Fragrances Inc                                          | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    615000 | PA      | $617936.15    | 0.01%             | 2028-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                           | International Flavors & Fragrances Inc                                          | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    156000 | PA      | $139317.30    | 0.00%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                  | International Finance Corp                                                      | CUSIP: 45950KCU2<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   1410000 | PA      | $1233312.45   | 0.03%             | 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        |    125000 | PA      | $127985.52    | 0.00%             | 2028-07-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                             | International Paper Co                                                          | CUSIP: 460146CF8<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     65000 | PA      | $76538.22     | 0.00%             | 2039-11-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                             | International Paper Co                                                          | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    230000 | PA      | $238950.61    | 0.01%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                             | International Paper Co                                                          | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    131000 | PA      | $117826.95    | 0.00%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                             | International Paper Co                                                          | CUSIP: 460146CM3<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    245000 | PA      | $246065.69    | 0.01%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                             | International Paper Co                                                          | CUSIP: 460146CN1<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46572.59     | 0.00%             | 2046-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                             | International Paper Co                                                          | CUSIP: 460146CQ4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    241000 | PA      | $201485.66    | 0.00%             | 2047-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                             | International Paper Co                                                          | CUSIP: 460146CS0<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    180000 | PA      | $147751.95    | 0.00%             | 2048-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                              | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690BQ2<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    275000 | PA      | $258422.00    | 0.01%             | 2048-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                              | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690BU3<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    167000 | PA      | $169393.78    | 0.00%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                         | Intuit Inc                                                                      | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    285000 | PA      | $274166.56    | 0.01%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                         | Intuit Inc                                                                      | CUSIP: 46124HAD8<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179742.03    | 0.00%             | 2030-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                         | Intuit Inc                                                                      | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    635000 | PA      | $666686.05    | 0.02%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                         | Intuit Inc                                                                      | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1150275.70   | 0.03%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INVESCO FINANCE PLC                                | Invesco Finance PLC                                                             | CUSIP: 46132FAC4<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |    253000 | PA      | $249604.35    | 0.01%             | 2043-11-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                          | IQVIA Inc                                                                       | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98004.63     | 0.00%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                          | IQVIA Inc                                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    120000 | PA      | $126539.36    | 0.00%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                    | Israel Government International Bond                                            | CUSIP: 4651387N9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    105000 | PA      | $93493.31     | 0.00%             | 2043-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                    | Israel Government International Bond                                            | CUSIP: 46513JB42<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    460000 | PA      | $339895.76    | 0.01%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                    | Israel Government International Bond                                            | CUSIP: 46513JB59<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $149642.16    | 0.00%             | 2120-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                    | State of Israel                                                                 | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    170000 | PA      | $115980.24    | 0.00%             | 2050-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                    | Israel Government International Bond                                            | CUSIP: 46513YJJ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    320000 | PA      | $252878.45    | 0.01%             | 2048-01-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                    | Israel Government International Bond                                            | CUSIP: 46514BRA7<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    255000 | PA      | $250146.67    | 0.01%             | 2033-01-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                    | Israel Government International Bond                                            | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    630000 | PA      | $613958.68    | 0.01%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                    | Israel Government International Bond                                            | CUSIP: 46514Y8B6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $209759.93    | 0.00%             | 2035-02-19      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                               | Republic of Italy Government International Bond                                 | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    502000 | PA      | $389381.78    | 0.01%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                               | Republic of Italy Government International Bond                                 | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    555000 | PA      | $416244.50    | 0.01%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                  | ITC Holdings Corp                                                               | CUSIP: 465685AH8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    389000 | PA      | $377401.27    | 0.01%             | 2043-07-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                  | ITC Holdings Corp                                                               | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    739000 | PA      | $728472.41    | 0.02%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    580000 | PA      | $664633.99    | 0.02%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $422679.00    | 0.01%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $527696.98    | 0.01%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46625HJM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5207.10      | 0.00%             | 2043-08-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46625HJU5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    376000 | PA      | $361558.75    | 0.01%             | 2044-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    242000 | PA      | $232206.64    | 0.01%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46625HNJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    215000 | PA      | $216514.67    | 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        |     90000 | PA      | $89442.72     | 0.00%             | 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        |    130000 | PA      | $129596.81    | 0.00%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    559000 | PA      | $483827.55    | 0.01%             | 2048-02-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    285000 | PA      | $283037.67    | 0.01%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    583000 | PA      | $530519.38    | 0.01%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    375000 | PA      | $313016.43    | 0.01%             | 2048-07-24      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    621000 | PA      | $510783.05    | 0.01%             | 2048-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    542000 | PA      | $536234.14    | 0.01%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    416000 | PA      | $338220.85    | 0.01%             | 2049-01-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    492000 | PA      | $491478.10    | 0.01%             | 2029-04-23      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    495000 | PA      | $496528.67    | 0.01%             | 2029-07-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    679000 | PA      | $686463.72    | 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        |    240000 | PA      | $236723.11    | 0.01%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    281000 | PA      | $267039.86    | 0.01%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    292000 | PA      | $295816.88    | 0.01%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233449.92    | 0.01%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    273000 | PA      | $217537.41    | 0.01%             | 2041-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    713000 | PA      | $495498.12    | 0.01%             | 2051-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70794.78     | 0.00%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    180000 | PA      | $160284.20    | 0.00%             | 2031-11-19      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    145000 | PA      | $129300.42    | 0.00%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    212000 | PA      | $194744.81    | 0.00%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    680000 | PA      | $492309.94    | 0.01%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    270000 | PA      | $244256.96    | 0.01%             | 2032-11-08      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    570000 | PA      | $525673.83    | 0.01%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    627000 | PA      | $632568.74    | 0.01%             | 2033-04-26      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1119524.84   | 0.03%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    545000 | PA      | $581866.11    | 0.01%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    560000 | PA      | $587799.14    | 0.01%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    490000 | PA      | $542984.15    | 0.01%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    320000 | PA      | $334887.61    | 0.01%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    210000 | PA      | $226013.94    | 0.01%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    610000 | PA      | $636146.66    | 0.01%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    520000 | PA      | $529872.48    | 0.01%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    515000 | PA      | $543902.88    | 0.01%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    195000 | PA      | $207281.65    | 0.00%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                              | Jackson Financial Inc                                                           | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    120000 | PA      | $109272.69    | 0.00%             | 2031-11-23      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                              | Jackson Financial Inc                                                           | CUSIP: 46817MAN7<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     55000 | PA      | $38926.77     | 0.00%             | 2051-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                           | Jacobs Engineering Group Inc                                                    | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1363680.68   | 0.03%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                           | Jacobs Engineering Group Inc                                                    | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |   2885000 | PA      | $3044652.32   | 0.07%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| JANUS HEND US HLDGS INC                            | Janus Henderson US Holdings Inc                                                 | CUSIP: 47103MAB4<br>LEI: 8T2ZO87FU1KVPZIG9I59 | Long             | DBT              | CORP              | US        |    635000 | PA      | $647670.96    | 0.01%             | 2034-09-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JD.COM INC                                         | JD.com Inc                                                                      | CUSIP: 47215PAF3<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $169032.47    | 0.00%             | 2050-01-14      | Fixed         | 4.13%                 | 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      | $1433155.42   | 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        |    130000 | PA      | $135599.47    | 0.00%             | 2029-04-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                           | Johnson Controls International plc                                              | CUSIP: 478375AH1<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    425000 | PA      | $466148.73    | 0.01%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                           | Johnson Controls International plc                                              | CUSIP: 478375AL2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     60000 | PA      | $53900.46     | 0.00%             | 2044-07-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                           | Johnson Controls International plc                                              | CUSIP: 478375AN8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     50000 | PA      | $43927.97     | 0.00%             | 2064-07-02      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                           | Johnson Controls International plc                                              | CUSIP: 478375AS7<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     34000 | PA      | $31841.60     | 0.00%             | 2045-09-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                           | Johnson Controls International plc                                              | CUSIP: 478375AU2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    137000 | PA      | $119900.64    | 0.00%             | 2047-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                           | Johnson Controls International plc / Tyco Fire & Security Finance SCA           | CUSIP: 47837RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1210000 | PA      | $1082709.71   | 0.03%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                           | Johnson Controls International plc / Tyco Fire & Security Finance SCA           | CUSIP: 47837RAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    665000 | PA      | $586571.72    | 0.01%             | 2031-09-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                           | Johnson Controls International plc / Tyco Fire & Security Finance SCA           | CUSIP: 47837RAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    170000 | PA      | $174121.34    | 0.00%             | 2032-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JONES LANG LASALLE INC                             | Jones Lang LaSalle Inc                                                          | CUSIP: 48020QAB3<br>LEI: 6SYKCME112RT8TQUO411 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10708.44     | 0.00%             | 2028-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    405000 | PA      | $416643.04    | 0.01%             | 2042-01-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust      | JPMCC Commercial Mortgage Securities Trust 2017-JP6                             | CUSIP: 48128KBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    377479 | PA      | $374979.50    | 0.01%             | 2050-07-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                               | Juniper Networks Inc                                                            | CUSIP: 48203RAD6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    169000 | PA      | $169711.94    | 0.00%             | 2041-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                           | KLA Corp                                                                        | CUSIP: 482480AH3<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60979.92     | 0.00%             | 2049-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                           | KLA Corp                                                                        | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     65000 | PA      | $46296.17     | 0.00%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                           | KLA Corp                                                                        | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76432.99     | 0.00%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                          | Kellanova                                                                       | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |   1044000 | PA      | $1202295.16   | 0.03%             | 2031-04-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                          | Kellanova                                                                       | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |   2589000 | PA      | $2296736.02   | 0.05%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                          | Kellanova                                                                       | CUSIP: 487836BU1<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    833000 | PA      | $824877.25    | 0.02%             | 2027-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                          | Kellanova                                                                       | CUSIP: 487836BW7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    684000 | PA      | $689042.63    | 0.02%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                          | Kellanova                                                                       | CUSIP: 487836BX5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    965000 | PA      | $882081.68    | 0.02%             | 2030-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                          | Kellanova                                                                       | CUSIP: 487836BZ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    210000 | PA      | $218304.84    | 0.01%             | 2033-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                          | Kellanova                                                                       | CUSIP: 487836CA4<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146575.01    | 0.00%             | 2054-05-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KENNAMETAL INC                                     | Kennametal Inc                                                                  | CUSIP: 489170AE0<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21106.58     | 0.00%             | 2028-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                         | Kenvue Inc                                                                      | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32513.23     | 0.00%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                         | Kenvue Inc                                                                      | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    235000 | PA      | $217483.29    | 0.01%             | 2063-03-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                         | Kenvue Inc                                                                      | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25595.11     | 0.00%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                               | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAD2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27016.28     | 0.00%             | 2048-05-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                               | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAF7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201540.84    | 0.00%             | 2028-05-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                               | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    134000 | PA      | $127188.72    | 0.00%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                               | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    212000 | PA      | $156139.34    | 0.00%             | 2050-05-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                               | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    275000 | PA      | $264765.74    | 0.01%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                               | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    245000 | PA      | $201211.36    | 0.00%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                               | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAV2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122426.09    | 0.00%             | 2034-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                               | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAW0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101014.30    | 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        |     25000 | PA      | $25075.78     | 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        |     25000 | PA      | $25113.47     | 0.00%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                               | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25148.78     | 0.00%             | 2035-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                            | KeyCorp                                                                         | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    340000 | PA      | $320754.69    | 0.01%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                        | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327V2B9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     92000 | PA      | $90555.75     | 0.00%             | 2029-04-13      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                        | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94667.47     | 0.00%             | 2032-08-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID USA                                  | National Grid USA                                                               | CUSIP: 49337WAJ9<br>LEI: MOM4570XTJ5YYX7JKH83 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1377471.17   | 0.03%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                              | Keysight Technologies Inc                                                       | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   1293000 | PA      | $1298340.04   | 0.03%             | 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        |    473000 | PA      | $452221.52    | 0.01%             | 2029-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                              | Keysight Technologies Inc                                                       | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55736.54     | 0.00%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                              | Keysight Technologies Inc                                                       | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31278.62     | 0.00%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                   | Kilroy Realty LP                                                                | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    410000 | PA      | $380236.76    | 0.01%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                   | Kilroy Realty LP                                                                | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    230000 | PA      | $192831.91    | 0.00%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                | Kimberly-Clark Corp                                                             | CUSIP: 494368BC6<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    310000 | PA      | $362154.62    | 0.01%             | 2037-08-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                | Kimberly-Clark Corp                                                             | CUSIP: 494368BG7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142065.93    | 0.00%             | 2041-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                | Kimberly-Clark Corp                                                             | CUSIP: 494368BV4<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    270000 | PA      | $196844.08    | 0.00%             | 2046-07-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                | Kimberly-Clark Corp                                                             | CUSIP: 494368BW2<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    210000 | PA      | $168709.60    | 0.00%             | 2047-05-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                | Kimberly-Clark Corp                                                             | CUSIP: 494368BY8<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    360000 | PA      | $361833.33    | 0.01%             | 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        |    510000 | PA      | $498475.11    | 0.01%             | 2029-04-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                | Kimberly-Clark Corp                                                             | CUSIP: 494368CA9<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    210000 | PA      | $139967.85    | 0.00%             | 2050-02-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                | Kimberly-Clark Corp                                                             | CUSIP: 494368CB7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    863000 | PA      | $831733.13    | 0.02%             | 2030-03-26      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                | Kimberly-Clark Corp                                                             | CUSIP: 494368CD3<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90174.06     | 0.00%             | 2031-11-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| KIMBERLY-CLARK CORP                                | Kimberly-Clark Corp                                                             | CUSIP: 494368CE1<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142469.88    | 0.00%             | 2033-02-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                | Kimco Realty OP LLC                                                             | CUSIP: 49446RAM1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     80000 | PA      | $68260.36     | 0.00%             | 2045-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                | Kimco Realty OP LLC                                                             | CUSIP: 49446RAQ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    137000 | PA      | $114168.79    | 0.00%             | 2046-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                | Kimco Realty OP LLC                                                             | CUSIP: 49446RAS8<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     30000 | PA      | $29946.21     | 0.00%             | 2027-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                | Kimco Realty OP LLC                                                             | CUSIP: 49446RAT6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    105000 | PA      | $90930.13     | 0.00%             | 2047-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                | Kimco Realty OP LLC                                                             | CUSIP: 49446RAV1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     62000 | PA      | $46843.31     | 0.00%             | 2049-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                            | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AJ5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     50000 | PA      | $56918.14     | 0.00%             | 2031-03-15      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                            | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AL0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    105000 | PA      | $122357.33    | 0.00%             | 2032-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                            | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AQ9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    282000 | PA      | $324587.49    | 0.01%             | 2033-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                            | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AT3<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    220000 | PA      | $232499.31    | 0.01%             | 2035-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                            | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AV8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    127000 | PA      | $139397.86    | 0.00%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                            | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    240000 | PA      | $273025.09    | 0.01%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                            | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    148000 | PA      | $162048.66    | 0.00%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                            | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    119000 | PA      | $130343.40    | 0.00%             | 2040-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                            | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    144000 | PA      | $154456.15    | 0.00%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                            | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BK1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94843.35     | 0.00%             | 2041-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                            | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    105000 | PA      | $97795.56     | 0.00%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                            | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    170000 | PA      | $156653.46    | 0.00%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                            | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    206000 | PA      | $200578.08    | 0.00%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                            | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    169000 | PA      | $162019.31    | 0.00%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                  | Kinder Morgan Inc                                                               | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    700000 | PA      | $717697.83    | 0.02%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                  | Kinder Morgan Inc                                                               | CUSIP: 494553AE0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    360000 | PA      | $372981.10    | 0.01%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                  | Kinder Morgan Inc                                                               | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    595000 | PA      | $610234.15    | 0.01%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                  | Kinder Morgan Inc                                                               | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    316000 | PA      | $308522.18    | 0.01%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                  | Kinder Morgan Inc                                                               | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59321.18     | 0.00%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                  | Kinder Morgan Inc                                                               | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    502000 | PA      | $504779.24    | 0.01%             | 2028-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                  | Kinder Morgan Inc                                                               | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    254000 | PA      | $235224.55    | 0.01%             | 2048-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                  | Kinder Morgan Inc                                                               | CUSIP: 49456BAR2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133900.73    | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                  | Kinder Morgan Inc                                                               | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     62000 | PA      | $41348.20     | 0.00%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                  | Kinder Morgan Inc                                                               | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    135000 | PA      | $96130.52     | 0.00%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                  | Kinder Morgan Inc                                                               | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    380000 | PA      | $383007.31    | 0.01%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                  | Kinder Morgan Inc                                                               | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9449.52      | 0.00%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                  | Kinder Morgan Inc                                                               | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    600000 | PA      | $619985.20    | 0.01%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                  | Kinder Morgan Inc                                                               | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108140.13    | 0.00%             | 2029-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                  | Kinder Morgan Inc                                                               | CUSIP: 49456BBA8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91238.89     | 0.00%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                  | Kinder Morgan Inc                                                               | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57002.94     | 0.00%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                  | Kinder Morgan Inc                                                               | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1092732.03   | 0.03%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KINROSS GOLD CORP                                  | Kinross Gold Corp                                                               | CUSIP: 496902AQ0<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | DBT              | CORP              | CA        |    444000 | PA      | $446689.09    | 0.01%             | 2027-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                  | Korea International Bond                                                        | CUSIP: 50064FAL8<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    560000 | PA      | $509178.06    | 0.01%             | 2044-06-10      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                  | Korea International Bond                                                        | CUSIP: 50064FAN4<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    413000 | PA      | $355016.88    | 0.01%             | 2048-09-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769BR4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1113000 | PA      | $727024.27    | 0.02%             | 2036-04-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769CH5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    825000 | PA      | $509915.00    | 0.01%             | 2037-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769HS6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   2722000 | PA      | $2683204.86   | 0.06%             | 2028-04-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JD7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1011000 | PA      | $945912.59    | 0.02%             | 2029-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JG0<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1365000 | PA      | $1191903.15   | 0.03%             | 2030-09-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JT2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    230000 | PA      | $228094.29    | 0.01%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JW5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1980000 | PA      | $1989716.43   | 0.05%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KH6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    255000 | PA      | $265228.57    | 0.01%             | 2030-03-18      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KFW                                                | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KK9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    120000 | PA      | $120659.42    | 0.00%             | 2030-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                               | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAN6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    105000 | PA      | $114027.24    | 0.00%             | 2040-02-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                               | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    235000 | PA      | $263820.06    | 0.01%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                               | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    270000 | PA      | $226938.50    | 0.01%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                               | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAL0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90218.29     | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                               | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    425000 | PA      | $395590.04    | 0.01%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                               | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    375000 | PA      | $329049.40    | 0.01%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                               | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    390000 | PA      | $369763.94    | 0.01%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                               | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBM7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129041.02    | 0.00%             | 2032-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                               | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBN5<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134220.49    | 0.00%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| KROGER CO                                          | Kroger Co/The                                                                   | CUSIP: 501044CK5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     77000 | PA      | $89218.96     | 0.00%             | 2038-04-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                          | Kroger Co/The                                                                   | CUSIP: 501044CN9<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     87000 | PA      | $88191.19     | 0.00%             | 2040-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                          | Kroger Co/The                                                                   | CUSIP: 501044CT6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71401.38     | 0.00%             | 2043-08-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                          | Kroger Co/The                                                                   | CUSIP: 501044DF5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    128000 | PA      | $100543.36    | 0.00%             | 2046-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                          | Kroger Co/The                                                                   | CUSIP: 501044DK4<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    165000 | PA      | $144310.06    | 0.00%             | 2048-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                          | Kroger Co/The                                                                   | CUSIP: 501044DM0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    278000 | PA      | $269123.49    | 0.01%             | 2049-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                          | Kroger Co/The                                                                   | CUSIP: 501044DN8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    130000 | PA      | $101551.85    | 0.00%             | 2050-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                          | Kroger Co/The                                                                   | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    285000 | PA      | $277834.49    | 0.01%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                          | Kroger Co/The                                                                   | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    145000 | PA      | $141049.49    | 0.00%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LKQ CORP                                           | LKQ Corp                                                                        | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |    860000 | PA      | $889695.86    | 0.02%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LKQ CORP                                           | LKQ Corp                                                                        | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $2165620.33   | 0.05%             | 2033-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| LPL HOLDINGS INC                                   | LPL Holdings Inc                                                                | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20994.13     | 0.00%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                  | L3Harris Technologies Inc                                                       | CUSIP: 502431AV1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49860.41     | 0.00%             | 2054-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LYB INTL FINANCE BV                                | LYB International Finance BV                                                    | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    143000 | PA      | $125780.71    | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LYB INTL FINANCE BV                                | LYB International Finance BV                                                    | CUSIP: 50247VAC3<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    260000 | PA      | $218619.13    | 0.01%             | 2044-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANC                           | LYB International Finance II BV                                                 | CUSIP: 50247WAB3<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |     20000 | PA      | $19885.44     | 0.00%             | 2027-03-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                | LYB International Finance III LLC                                               | CUSIP: 50249AAA1<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    182000 | PA      | $133543.19    | 0.00%             | 2049-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                | LYB International Finance III LLC                                               | CUSIP: 50249AAD5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    105000 | PA      | $76474.19     | 0.00%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                | LYB International Finance III LLC                                               | CUSIP: 50249AAJ2<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    230000 | PA      | $151145.05    | 0.00%             | 2051-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                | LYB International Finance III LLC                                               | CUSIP: 50249AAK9<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    440000 | PA      | $279790.19    | 0.01%             | 2060-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                | LYB International Finance III LLC                                               | CUSIP: 50249AAL7<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    270000 | PA      | $274596.96    | 0.01%             | 2033-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                | LYB International Finance III LLC                                               | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119752.10    | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                            | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAS1<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    314000 | PA      | $283793.55    | 0.01%             | 2045-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                            | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    242000 | PA      | $230588.97    | 0.01%             | 2029-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                            | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAY8<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    450000 | PA      | $413614.76    | 0.01%             | 2031-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                            | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAZ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150431.53    | 0.00%             | 2030-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                            | Laboratory Corp of America Holdings                                             | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65210.20     | 0.00%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                            | Laboratory Corp of America Holdings                                             | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114508.08    | 0.00%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                  | Lam Research Corp                                                               | CUSIP: 512807AT5<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    175000 | PA      | $163085.63    | 0.00%             | 2049-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                  | Lam Research Corp                                                               | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |   1131000 | PA      | $1132754.89   | 0.03%             | 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        |    995000 | PA      | $905420.10    | 0.02%             | 2030-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                  | Lam Research Corp                                                               | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    226000 | PA      | $150140.32    | 0.00%             | 2050-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                  | Lam Research Corp                                                               | CUSIP: 512807AX6<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     85000 | PA      | $54456.37     | 0.00%             | 2060-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                            | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110BT0<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    195000 | PA      | $190949.81    | 0.00%             | 2027-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENI USA INC                                        | Eni USA Inc                                                                     | CUSIP: 51808BAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $317255.92    | 0.01%             | 2027-11-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                          | Lear Corp                                                                       | CUSIP: 521865AY1<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    146000 | PA      | $145041.22    | 0.00%             | 2027-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                          | Lear Corp                                                                       | CUSIP: 521865AZ8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    152000 | PA      | $138784.10    | 0.00%             | 2049-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                          | Lear Corp                                                                       | CUSIP: 521865BA2<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    312000 | PA      | $311781.16    | 0.01%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                          | Lear Corp                                                                       | CUSIP: 521865BB0<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    199000 | PA      | $191125.34    | 0.00%             | 2030-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                          | Lear Corp                                                                       | CUSIP: 521865BD6<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    145000 | PA      | $98947.65     | 0.00%             | 2052-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                                | Leggett & Platt Inc                                                             | CUSIP: 524660AY3<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |     92000 | PA      | $90220.81     | 0.00%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                                | Leggett & Platt Inc                                                             | CUSIP: 524660AZ0<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    240000 | PA      | $235970.17    | 0.01%             | 2029-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                                | Leggett & Platt Inc                                                             | CUSIP: 524660BA4<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    160000 | PA      | $103933.61    | 0.00%             | 2051-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEGG MASON INC                                     | Legg Mason Inc                                                                  | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |    348000 | PA      | $349368.05    | 0.01%             | 2044-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                         | Leidos Inc                                                                      | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    781000 | PA      | $781327.43    | 0.02%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                         | Leidos Inc                                                                      | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    545000 | PA      | $490652.95    | 0.01%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC                           | Lennox International Inc                                                        | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    525000 | PA      | $505123.45    | 0.01%             | 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        |    275000 | PA      | $284734.21    | 0.01%             | 2028-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                     | Eli Lilly & Co                                                                  | CUSIP: 532457AZ1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86926.49     | 0.00%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                     | Eli Lilly & Co                                                                  | CUSIP: 532457BA5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    170000 | PA      | $186021.33    | 0.00%             | 2037-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                     | Eli Lilly & Co                                                                  | CUSIP: 532457BJ6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    155000 | PA      | $126714.04    | 0.00%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                     | Eli Lilly & Co                                                                  | CUSIP: 532457BP2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198224.50    | 0.00%             | 2027-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                     | Eli Lilly & Co                                                                  | CUSIP: 532457BT4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    210000 | PA      | $172438.49    | 0.00%             | 2049-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                     | Eli Lilly & Co                                                                  | CUSIP: 532457BU1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    455000 | PA      | $366918.25    | 0.01%             | 2059-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                     | Eli Lilly & Co                                                                  | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9868.88      | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                     | Eli Lilly & Co                                                                  | CUSIP: 532457BZ0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    555000 | PA      | $312413.31    | 0.01%             | 2060-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                     | Eli Lilly & Co                                                                  | CUSIP: 532457CF3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107888.45    | 0.00%             | 2033-02-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                     | Eli Lilly & Co                                                                  | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112475.31    | 0.00%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                     | Eli Lilly & Co                                                                  | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    135000 | PA      | $125531.17    | 0.00%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                     | Eli Lilly & Co                                                                  | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66675.26     | 0.00%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                     | Eli Lilly & Co                                                                  | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    245000 | PA      | $232024.06    | 0.01%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                     | Eli Lilly & Co                                                                  | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28836.92     | 0.00%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                     | Eli Lilly & Co                                                                  | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    160000 | PA      | $154177.21    | 0.00%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                     | Eli Lilly & Co                                                                  | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97502.07     | 0.00%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                     | Eli Lilly & Co                                                                  | CUSIP: 532457CZ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71824.78     | 0.00%             | 2065-02-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                              | Lincoln National Corp                                                           | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    112000 | PA      | $120690.79    | 0.00%             | 2037-10-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                              | Lincoln National Corp                                                           | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    175000 | PA      | $198369.35    | 0.00%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                              | Lincoln National Corp                                                           | CUSIP: 534187BG3<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     62000 | PA      | $50108.52     | 0.00%             | 2048-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                              | Lincoln National Corp                                                           | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47706.53     | 0.00%             | 2030-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                           | Lloyds Banking Group PLC                                                        | CUSIP: 539439AN9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    160000 | PA      | $153058.00    | 0.00%             | 2045-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                           | Lloyds Banking Group PLC                                                        | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    305000 | PA      | $301893.96    | 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        |    230000 | PA      | $231573.17    | 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        |    815000 | PA      | $824456.88    | 0.02%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                           | Lloyds Banking Group PLC                                                        | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    455000 | PA      | $532137.80    | 0.01%             | 2033-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                           | Lloyds Banking Group PLC                                                        | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    305000 | PA      | $316507.03    | 0.01%             | 2029-03-06      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                           | Lloyds Banking Group PLC                                                        | CUSIP: 539439BA6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    335000 | PA      | $351359.15    | 0.01%             | 2035-11-26      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                           | Lloyds Banking Group PLC                                                        | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203197.31    | 0.00%             | 2029-06-13      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                           | Lloyds Banking Group PLC                                                        | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $243221.41    | 0.01%             | 2036-06-13      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                           | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $289220.35    | 0.01%             | 2027-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                           | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAE3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    325000 | PA      | $270841.08    | 0.01%             | 2048-01-09      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                           | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAQ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      5000 | PA      | $3758.63      | 0.00%             | 2046-12-14      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                           | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    105000 | PA      | $107205.55    | 0.00%             | 2033-08-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                           | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    335000 | PA      | $354552.71    | 0.01%             | 2035-01-05      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                           | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $209700.63    | 0.00%             | 2030-06-05      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                           | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $401190.58    | 0.01%             | 2031-11-04      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                           | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBE2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199512.29    | 0.00%             | 2036-11-04      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                     | Lowe's Cos Inc                                                                  | CUSIP: 548661AK3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    290000 | PA      | $311489.15    | 0.01%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                     | Lowe's Cos Inc                                                                  | CUSIP: 548661CJ4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     98000 | PA      | $102770.08    | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                     | Lowe's Cos Inc                                                                  | CUSIP: 548661CX3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    135000 | PA      | $123478.98    | 0.00%             | 2042-04-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                     | Lowe's Cos Inc                                                                  | CUSIP: 548661DJ3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    244000 | PA      | $207330.12    | 0.00%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                     | Lowe's Cos Inc                                                                  | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    300000 | PA      | $229773.77    | 0.01%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                     | Lowe's Cos Inc                                                                  | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    295000 | PA      | $236829.35    | 0.01%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                     | Lowe's Cos Inc                                                                  | CUSIP: 548661DS3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    310000 | PA      | $264719.23    | 0.01%             | 2049-04-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                     | Lowe's Cos Inc                                                                  | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111435.21    | 0.00%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                     | Lowe's Cos Inc                                                                  | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    129000 | PA      | $126208.14    | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                     | Lowe's Cos Inc                                                                  | CUSIP: 548661DW4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    196000 | PA      | $181613.19    | 0.00%             | 2050-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                     | Lowe's Cos Inc                                                                  | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53262.25     | 0.00%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                     | Lowe's Cos Inc                                                                  | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    213000 | PA      | $137636.31    | 0.00%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                     | Lowe's Cos Inc                                                                  | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    190000 | PA      | $174487.11    | 0.00%             | 2031-04-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                     | Lowe's Cos Inc                                                                  | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    370000 | PA      | $294840.51    | 0.01%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                     | Lowe's Cos Inc                                                                  | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144111.26    | 0.00%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                     | Lowe's Cos Inc                                                                  | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    185000 | PA      | $148193.15    | 0.00%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                     | Lowe's Cos Inc                                                                  | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56458.33     | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                     | Lowe's Cos Inc                                                                  | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83971.12     | 0.00%             | 2053-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                     | Lowe's Cos Inc                                                                  | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    190000 | PA      | $189143.58    | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                     | Lowe's Cos Inc                                                                  | CUSIP: 548661EQ6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    215000 | PA      | $222759.27    | 0.01%             | 2033-07-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                     | Lowe's Cos Inc                                                                  | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30119.77     | 0.00%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                     | Lowe's Cos Inc                                                                  | CUSIP: 548661ET0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274928.83    | 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        |    275000 | PA      | $274983.37    | 0.01%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                     | Lowe's Cos Inc                                                                  | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273727.20    | 0.01%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                     | Lowe's Cos Inc                                                                  | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273906.34    | 0.01%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                     | Lowe's Cos Inc                                                                  | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274472.69    | 0.01%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| LYONDELLBASELL IND NV                              | LyondellBasell Industries NV                                                    | CUSIP: 552081AM3<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |    225000 | PA      | $173224.07    | 0.00%             | 2055-02-26      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                   | Sekisui House US Inc                                                            | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    155000 | PA      | $145370.66    | 0.00%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                   | Sekisui House US Inc                                                            | CUSIP: 552676AU2<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     95000 | PA      | $84756.16     | 0.00%             | 2031-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                   | Sekisui House US Inc                                                            | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    125000 | PA      | $85686.47     | 0.00%             | 2061-08-06      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                            | MPLX LP                                                                         | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    232000 | PA      | $208679.94    | 0.00%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                            | MPLX LP                                                                         | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    371000 | PA      | $340358.15    | 0.01%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                            | MPLX LP                                                                         | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    368000 | PA      | $308919.80    | 0.01%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                            | MPLX LP                                                                         | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    197000 | PA      | $163965.11    | 0.00%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                            | MPLX LP                                                                         | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     88000 | PA      | $89469.50     | 0.00%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                            | MPLX LP                                                                         | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    266000 | PA      | $246819.52    | 0.01%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                            | MPLX LP                                                                         | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30069.83     | 0.00%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                            | MPLX LP                                                                         | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    120000 | PA      | $102315.44    | 0.00%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                     | MSWF Commercial Mortgage Trust 2023-1                                           | CUSIP: 55376CAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2137074.10   | 0.05%             | 2056-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                             | Province of Manitoba Canada                                                     | CUSIP: 563469UY9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    315000 | PA      | $296275.85    | 0.01%             | 2028-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                             | Province of Manitoba Canada                                                     | CUSIP: 563469VC6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    980000 | PA      | $986744.49    | 0.02%             | 2033-07-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                             | Province of Manitoba Canada                                                     | CUSIP: 563469VF9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    505000 | PA      | $527007.08    | 0.01%             | 2034-05-31      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                            | Manulife Financial Corp                                                         | CUSIP: 56501RAD8<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $300608.81    | 0.01%             | 2046-03-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                            | Manulife Financial Corp                                                         | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $328436.93    | 0.01%             | 2032-02-24      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                            | Manulife Financial Corp                                                         | CUSIP: 56501RAN6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |   2530000 | PA      | $2435638.01   | 0.06%             | 2032-03-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                            | Marathon Petroleum Corp                                                         | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    193000 | PA      | $207286.74    | 0.00%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                            | Marathon Petroleum Corp                                                         | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5212.05      | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                            | Marathon Petroleum Corp                                                         | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    126000 | PA      | $107356.50    | 0.00%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                            | Marathon Petroleum Corp                                                         | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4966.16      | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                   | Markel Group Inc                                                                | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67473.34     | 0.00%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                   | Markel Group Inc                                                                | CUSIP: 570535AU8<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9654.52      | 0.00%             | 2029-09-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                   | Markel Group Inc                                                                | CUSIP: 570535AV6<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     85000 | PA      | $66765.00     | 0.00%             | 2050-09-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                   | Markel Group Inc                                                                | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35973.98     | 0.00%             | 2054-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                           | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748AK8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    420000 | PA      | $457212.12    | 0.01%             | 2033-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                           | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    252000 | PA      | $217007.24    | 0.01%             | 2047-01-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                           | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BD3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    220000 | PA      | $184447.25    | 0.00%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                           | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    222000 | PA      | $224569.67    | 0.01%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                           | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68133.99     | 0.00%             | 2039-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                           | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    312000 | PA      | $286146.58    | 0.01%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                           | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34452.72     | 0.00%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                           | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15334.96     | 0.00%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                           | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BX9<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39321.27     | 0.00%             | 2054-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                           | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65761.53     | 0.00%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                           | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127552.36    | 0.00%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                           | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128331.20    | 0.00%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                           | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    330000 | PA      | $335836.79    | 0.01%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                           | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    355000 | PA      | $347242.97    | 0.01%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                           | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CE0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74262.29     | 0.00%             | 2044-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                           | Martin Marietta Materials Inc                                                   | CUSIP: 573284AU0<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    127000 | PA      | $106823.95    | 0.00%             | 2047-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                           | Martin Marietta Materials Inc                                                   | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    245000 | PA      | $167928.27    | 0.00%             | 2051-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                           | Martin Marietta Materials Inc                                                   | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77025.62     | 0.00%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                           | Martin Marietta Materials Inc                                                   | CUSIP: 573284BB1<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    260000 | PA      | $258215.04    | 0.01%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                             | Marvell Technology Inc                                                          | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $48239.96     | 0.00%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                             | Marvell Technology Inc                                                          | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25359.84     | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                             | Marvell Technology Inc                                                          | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25841.45     | 0.00%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                     | Mastercard Inc                                                                  | CUSIP: 57636QAH7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    155000 | PA      | $126712.41    | 0.00%             | 2046-11-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                     | Mastercard Inc                                                                  | CUSIP: 57636QAJ3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34852.51     | 0.00%             | 2028-02-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                     | Mastercard Inc                                                                  | CUSIP: 57636QAK0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    217000 | PA      | $179148.99    | 0.00%             | 2048-02-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                     | Mastercard Inc                                                                  | CUSIP: 57636QAL8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    190000 | PA      | $147628.70    | 0.00%             | 2049-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                     | Mastercard Inc                                                                  | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92129.73     | 0.00%             | 2029-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                     | Mastercard Inc                                                                  | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    145000 | PA      | $141850.53    | 0.00%             | 2030-03-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                     | Mastercard Inc                                                                  | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    173000 | PA      | $138666.98    | 0.00%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                     | Mastercard Inc                                                                  | CUSIP: 57636QAR5<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34801.92     | 0.00%             | 2027-03-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                     | Mastercard Inc                                                                  | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     95000 | PA      | $84562.10     | 0.00%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                     | Mastercard Inc                                                                  | CUSIP: 57636QAX2<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72277.72     | 0.00%             | 2033-03-09      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                     | Mastercard Inc                                                                  | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15446.81     | 0.00%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                     | Mastercard Inc                                                                  | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25165.06     | 0.00%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                     | Mastercard Inc                                                                  | CUSIP: 57636QBG8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104150.26    | 0.00%             | 2032-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                     | McCormick & Co Inc/MD                                                           | CUSIP: 579780AN7<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    675000 | PA      | $668106.47    | 0.02%             | 2027-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                     | McCormick & Co Inc/MD                                                           | CUSIP: 579780AP2<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    339000 | PA      | $280112.00    | 0.01%             | 2047-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                     | McCormick & Co Inc/MD                                                           | CUSIP: 579780AS6<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    300000 | PA      | $265245.62    | 0.01%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                     | McCormick & Co Inc/MD                                                           | CUSIP: 579780AT4<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51010.39     | 0.00%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                    | McDonald's Corp                                                                 | CUSIP: 58013MEC4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     77000 | PA      | $86170.13     | 0.00%             | 2037-10-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                    | McDonald's Corp                                                                 | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    120000 | PA      | $134072.61    | 0.00%             | 2038-03-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                    | McDonald's Corp                                                                 | CUSIP: 58013MEH3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16037.70     | 0.00%             | 2039-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                    | McDonald's Corp                                                                 | CUSIP: 58013MEK6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    190000 | PA      | $185528.75    | 0.00%             | 2040-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                    | McDonald's Corp                                                                 | CUSIP: 58013MEN0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61944.08     | 0.00%             | 2042-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                    | McDonald's Corp                                                                 | CUSIP: 58013MER1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    108000 | PA      | $87012.75     | 0.00%             | 2043-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                    | McDonald's Corp                                                                 | CUSIP: 58013MEV2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134486.30    | 0.00%             | 2045-05-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                    | McDonald's Corp                                                                 | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    114000 | PA      | $114192.74    | 0.00%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                    | McDonald's Corp                                                                 | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    240000 | PA      | $222970.39    | 0.01%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                    | McDonald's Corp                                                                 | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    167000 | PA      | $144713.24    | 0.00%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                    | McDonald's Corp                                                                 | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89785.36     | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                    | McDonald's Corp                                                                 | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    241000 | PA      | $207716.50    | 0.00%             | 2048-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                    | McDonald's Corp                                                                 | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    152000 | PA      | $113901.47    | 0.00%             | 2049-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                    | McDonald's Corp                                                                 | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    222000 | PA      | $182623.59    | 0.00%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                    | McDonald's Corp                                                                 | CUSIP: 58013MFV1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46724.38     | 0.00%             | 2033-08-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                    | McDonald's Corp                                                                 | CUSIP: 58013MFW9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98989.17     | 0.00%             | 2053-08-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                      | McKesson Corp                                                                   | CUSIP: 581557BU8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519724.00    | 0.01%             | 2033-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                      | McKesson Corp                                                                   | CUSIP: 581557BV6<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75569.12     | 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        |     50000 | PA      | $50999.94     | 0.00%             | 2030-05-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                      | McKesson Corp                                                                   | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51597.03     | 0.00%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                      | McKesson Corp                                                                   | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52082.33     | 0.00%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MEAD JOHNSON NUTRITION C                           | Mead Johnson Nutrition Co                                                       | CUSIP: 582839AF3<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    228000 | PA      | $247408.54    | 0.01%             | 2039-11-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MEAD JOHNSON NUTRITION C                           | Mead Johnson Nutrition Co                                                       | CUSIP: 582839AG1<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    177000 | PA      | $159725.28    | 0.00%             | 2044-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                                   | MercadoLibre Inc                                                                | CUSIP: 58733RAF9<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |    270000 | PA      | $249754.56    | 0.01%             | 2031-01-14      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                     | Mercedes-Benz Auto Lease Trust 2025-A                                           | CUSIP: 58768YAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $406623.05    | 0.01%             | 2031-02-18      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| MERCK SHARP & DOHME CORP                           | Merck Sharp & Dohme Corp                                                        | CUSIP: 589331AE7<br>LEI: MZK1AT00SJV4XB7WNL71 | Long             | DBT              | CORP              | US        |    350000 | PA      | $370707.21    | 0.01%             | 2028-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MERCK SHARP & DOHME CORP                           | Merck Sharp & Dohme Corp                                                        | CUSIP: 589331AM9<br>LEI: MZK1AT00SJV4XB7WNL71 | Long             | DBT              | CORP              | US        |    142000 | PA      | $155249.29    | 0.00%             | 2036-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                     | Merck & Co Inc                                                                  | CUSIP: 589331AS6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82098.11     | 0.00%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                     | Merck & Co Inc                                                                  | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    385000 | PA      | $337340.39    | 0.01%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                     | Merck & Co Inc                                                                  | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    390000 | PA      | $316289.36    | 0.01%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                     | Merck & Co Inc                                                                  | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    115000 | PA      | $103985.24    | 0.00%             | 2039-03-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                     | Merck & Co Inc                                                                  | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    451000 | PA      | $370113.03    | 0.01%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                     | Merck & Co Inc                                                                  | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34449.92     | 0.00%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                     | Merck & Co Inc                                                                  | CUSIP: 58933YBB0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     75000 | PA      | $45225.51     | 0.00%             | 2050-06-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                     | Merck & Co Inc                                                                  | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    400000 | PA      | $254373.72    | 0.01%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                     | Merck & Co Inc                                                                  | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    690000 | PA      | $414346.51    | 0.01%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                     | Merck & Co Inc                                                                  | CUSIP: 58933YBK0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    315000 | PA      | $319915.28    | 0.01%             | 2033-05-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                     | Merck & Co Inc                                                                  | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52005.11     | 0.00%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                     | Merck & Co Inc                                                                  | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    285000 | PA      | $269420.37    | 0.01%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    575000 | PA      | $625629.44    | 0.01%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    475000 | PA      | $583366.01    | 0.01%             | 2038-05-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                        | MetLife Inc                                                                     | CUSIP: 59156RAE8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     25000 | PA      | $28180.80     | 0.00%             | 2032-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                        | MetLife Inc                                                                     | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16875.59     | 0.00%             | 2034-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                        | MetLife Inc                                                                     | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    125000 | PA      | $134047.56    | 0.00%             | 2035-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                        | MetLife Inc                                                                     | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    497000 | PA      | $521976.33    | 0.01%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                        | MetLife Inc                                                                     | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    240000 | PA      | $319553.58    | 0.01%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| METLIFE INC                                        | MetLife Inc                                                                     | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    135000 | PA      | $142788.55    | 0.00%             | 2041-02-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                        | MetLife Inc                                                                     | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60185.90     | 0.00%             | 2042-08-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                        | MetLife Inc                                                                     | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    167000 | PA      | $156533.16    | 0.00%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                        | MetLife Inc                                                                     | CUSIP: 59156RBL1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    162000 | PA      | $148484.67    | 0.00%             | 2044-12-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                        | MetLife Inc                                                                     | CUSIP: 59156RBN7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    273000 | PA      | $227594.69    | 0.01%             | 2045-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                        | MetLife Inc                                                                     | CUSIP: 59156RBR8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    165000 | PA      | $149378.52    | 0.00%             | 2046-05-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                        | MetLife Inc                                                                     | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    381000 | PA      | $389375.89    | 0.01%             | 2030-03-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                        | MetLife Inc                                                                     | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19332.90     | 0.00%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                        | MetLife Inc                                                                     | CUSIP: 59156RCE6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    155000 | PA      | $163622.27    | 0.00%             | 2033-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                        | MetLife Inc                                                                     | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    210000 | PA      | $219135.50    | 0.01%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                        | MetLife Inc                                                                     | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105600.95    | 0.00%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                     | Microsoft Corp                                                                  | CUSIP: 594918AJ3<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9888.62      | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                     | Microsoft Corp                                                                  | CUSIP: 594918AR5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41547.56     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                     | Microsoft Corp                                                                  | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    905000 | PA      | $862604.91    | 0.02%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                     | Microsoft Corp                                                                  | CUSIP: 594918BE3<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    120000 | PA      | $98573.18     | 0.00%             | 2055-02-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                     | Microsoft Corp                                                                  | CUSIP: 594918BK9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    335000 | PA      | $339099.68    | 0.01%             | 2035-11-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| MICROSOFT CORP                                     | Microsoft Corp                                                                  | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    605000 | PA      | $559566.85    | 0.01%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                     | Microsoft Corp                                                                  | CUSIP: 594918BU7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40535.86     | 0.00%             | 2056-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                     | Microsoft Corp                                                                  | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   3099000 | PA      | $3088065.21   | 0.07%             | 2027-02-06      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                     | Microsoft Corp                                                                  | CUSIP: 594918BZ6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    360000 | PA      | $353708.98    | 0.01%             | 2037-02-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                     | Microsoft Corp                                                                  | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    185000 | PA      | $117218.96    | 0.00%             | 2050-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                     | Microsoft Corp                                                                  | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    100000 | PA      | $59516.47     | 0.00%             | 2060-06-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                     | Microsoft Corp                                                                  | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    675000 | PA      | $457628.68    | 0.01%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                     | Microsoft Corp                                                                  | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     75000 | PA      | $48541.66     | 0.00%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                              | Micron Technology Inc                                                           | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30939.42     | 0.00%             | 2029-02-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                              | Micron Technology Inc                                                           | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5062.94      | 0.00%             | 2030-02-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                              | Micron Technology Inc                                                           | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    115000 | PA      | $103082.00    | 0.00%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                              | Micron Technology Inc                                                           | CUSIP: 595112BU6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    235000 | PA      | $166583.33    | 0.00%             | 2051-11-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                              | Micron Technology Inc                                                           | CUSIP: 595112BZ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     95000 | PA      | $101193.81    | 0.00%             | 2033-02-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                              | Micron Technology Inc                                                           | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80036.94     | 0.00%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                             | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AN4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     90000 | PA      | $89767.85     | 0.00%             | 2027-02-22      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                             | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AR5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    220000 | PA      | $217965.93    | 0.01%             | 2027-07-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                             | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AV6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      5000 | PA      | $5005.95      | 0.00%             | 2028-03-02      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                             | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BB9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    220000 | PA      | $211338.80    | 0.00%             | 2038-07-26      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                             | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BC7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    115000 | PA      | $115393.63    | 0.00%             | 2028-09-11      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                             | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BE3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    179000 | PA      | $168992.01    | 0.00%             | 2039-03-07      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                             | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BH6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    185000 | PA      | $183403.08    | 0.00%             | 2029-03-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                             | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    370000 | PA      | $326848.81    | 0.01%             | 2039-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                             | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    260000 | PA      | $251764.87    | 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        |      5000 | PA      | $4681.51      | 0.00%             | 2030-02-25      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                             | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    240000 | PA      | $214779.56    | 0.00%             | 2032-07-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                             | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    160000 | PA      | $143937.43    | 0.00%             | 2032-10-13      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                             | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    195000 | PA      | $191166.65    | 0.00%             | 2028-01-19      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                             | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CD4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $364062.52    | 0.01%             | 2033-01-19      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                             | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     15000 | PA      | $14996.80     | 0.00%             | 2028-04-19      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                             | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CG7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     35000 | PA      | $34572.49     | 0.00%             | 2033-04-19      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                             | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    145000 | PA      | $149894.69    | 0.00%             | 2033-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                             | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CR3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      5000 | PA      | $5263.93      | 0.00%             | 2033-09-13      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                             | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CS1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    385000 | PA      | $396235.32    | 0.01%             | 2029-02-22      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                             | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CX0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    120000 | PA      | $126199.58    | 0.00%             | 2034-02-22      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                             | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CY8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    205000 | PA      | $210469.81    | 0.00%             | 2029-04-19      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                             | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DC5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    110000 | PA      | $115733.63    | 0.00%             | 2034-04-19      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                             | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAK5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     90000 | PA      | $89669.22     | 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        |     75000 | PA      | $74037.15     | 0.00%             | 2027-09-11      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                             | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAR0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    260000 | PA      | $260690.65    | 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        |    364000 | PA      | $365220.26    | 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        |    237000 | PA      | $228349.86    | 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        |    120000 | PA      | $114176.60    | 0.00%             | 2030-09-13      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                             | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBE8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    202000 | PA      | $187702.25    | 0.00%             | 2031-05-25      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                             | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBH1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     15000 | PA      | $13664.54     | 0.00%             | 2031-07-10      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                             | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBL2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     40000 | PA      | $35944.11     | 0.00%             | 2031-09-08      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                             | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBQ1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    285000 | PA      | $253539.74    | 0.01%             | 2032-05-22      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                             | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBT5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    265000 | PA      | $236135.70    | 0.01%             | 2032-07-09      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                             | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    235000 | PA      | $210682.00    | 0.00%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                             | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBX6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     10000 | PA      | $9700.32      | 0.00%             | 2030-05-22      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                             | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCM9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $212746.30    | 0.00%             | 2033-09-13      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                             | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCP2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    115000 | PA      | $119217.81    | 0.00%             | 2029-05-27      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                             | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCT4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    135000 | PA      | $143800.44    | 0.00%             | 2034-05-27      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                             | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    315000 | PA      | $327943.10    | 0.01%             | 2029-07-06      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                             | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDB2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    225000 | PA      | $239903.58    | 0.01%             | 2034-07-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                             | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDE6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    205000 | PA      | $215842.62    | 0.00%             | 2035-05-26      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                             | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDF3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $207551.96    | 0.00%             | 2030-07-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                             | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDG1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    215000 | PA      | $226515.73    | 0.01%             | 2035-07-10      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                             | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDJ5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     40000 | PA      | $41671.33     | 0.00%             | 2036-05-13      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                             | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $405998.50    | 0.01%             | 2031-07-08      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                             | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDM8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    420000 | PA      | $435522.55    | 0.01%             | 2036-07-08      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                              | Molson Coors Beverage Co                                                        | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    402000 | PA      | $374790.06    | 0.01%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                              | Molson Coors Beverage Co                                                        | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    500000 | PA      | $409409.74    | 0.01%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                             | Mondelez International Inc                                                      | CUSIP: 609207AW5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    115000 | PA      | $69879.34     | 0.00%             | 2050-09-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                | Moody's Corp                                                                    | CUSIP: 615369AE5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    230000 | PA      | $222390.30    | 0.01%             | 2044-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                | Moody's Corp                                                                    | CUSIP: 615369AM7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83753.92     | 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        |      5000 | PA      | $5029.59      | 0.00%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                | Moody's Corp                                                                    | CUSIP: 615369AQ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    159000 | PA      | $144082.57    | 0.00%             | 2048-12-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                | Moody's Corp                                                                    | CUSIP: 615369AT2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    124000 | PA      | $85744.80     | 0.00%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                | Moody's Corp                                                                    | CUSIP: 615369AX3<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     90000 | PA      | $57066.56     | 0.00%             | 2061-11-29      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                | Moody's Corp                                                                    | CUSIP: 615369AY1<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     65000 | PA      | $49242.86     | 0.00%             | 2052-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                | Moody's Corp                                                                    | CUSIP: 615369AZ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14844.19     | 0.00%             | 2032-08-08      | 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        |    250000 | PA      | $254807.80    | 0.01%             | 2029-01-12      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                     | Morgan Stanley Capital I Trust 2021-L6                                          | CUSIP: 61692CBM9<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $883281.21    | 0.02%             | 2054-06-15      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    297000 | PA      | $299314.25    | 0.01%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    287000 | PA      | $269762.07    | 0.01%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    328000 | PA      | $334627.17    | 0.01%             | 2051-03-24      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    374000 | PA      | $364297.90    | 0.01%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    545000 | PA      | $480046.55    | 0.01%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    195000 | PA      | $171681.06    | 0.00%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    445000 | PA      | $288110.98    | 0.01%             | 2052-01-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 617446HD4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    800000 | PA      | $928071.22    | 0.02%             | 2032-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    732000 | PA      | $725300.06    | 0.02%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    845000 | PA      | $768797.93    | 0.02%             | 2038-07-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    634000 | PA      | $629754.88    | 0.01%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    655000 | PA      | $620211.64    | 0.01%             | 2039-04-22      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    570000 | PA      | $568163.55    | 0.01%             | 2027-01-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    612000 | PA      | $538603.41    | 0.01%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    830000 | PA      | $730852.67    | 0.02%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    505000 | PA      | $450517.46    | 0.01%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    110000 | PA      | $96908.16     | 0.00%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    465000 | PA      | $418920.71    | 0.01%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    210000 | PA      | $206217.34    | 0.00%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    255000 | PA      | $234028.81    | 0.01%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20030.60     | 0.00%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    420000 | PA      | $430331.53    | 0.01%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46078.74     | 0.00%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    325000 | PA      | $337744.24    | 0.01%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    305000 | PA      | $336971.80    | 0.01%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132791.28    | 0.00%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    425000 | PA      | $449467.95    | 0.01%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    365000 | PA      | $373657.95    | 0.01%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311462.62    | 0.01%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118877.46    | 0.00%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    365000 | PA      | $382906.08    | 0.01%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    140000 | PA      | $157428.74    | 0.00%             | 2034-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    270000 | PA      | $282845.73    | 0.01%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    420000 | PA      | $442996.54    | 0.01%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36590.14     | 0.00%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    595000 | PA      | $638337.12    | 0.01%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123268.46    | 0.00%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    260000 | PA      | $270155.42    | 0.01%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    305000 | PA      | $309596.01    | 0.01%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    285000 | PA      | $288273.84    | 0.01%             | 2055-11-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30602.12     | 0.00%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258933.56    | 0.01%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    140000 | PA      | $148647.13    | 0.00%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    596000 | PA      | $673596.07    | 0.02%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    185000 | PA      | $191351.04    | 0.00%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    205000 | PA      | $216468.46    | 0.01%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220176.99    | 0.01%             | 2031-10-22      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170599.87    | 0.00%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    510000 | PA      | $509939.23    | 0.01%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                          | MSBAM                                                                           | CUSIP: 61778GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    185000 | PA      | $193907.97    | 0.00%             | 2058-03-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                          | Mosaic Co/The                                                                   | CUSIP: 61945CAB9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13652.02     | 0.00%             | 2041-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                          | Mosaic Co/The                                                                   | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    280000 | PA      | $290109.60    | 0.01%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                          | Mosaic Co/The                                                                   | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126473.31    | 0.00%             | 2043-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                          | Mosaic Co/The                                                                   | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84968.56     | 0.00%             | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                             | Motorola Solutions Inc                                                          | CUSIP: 620076BE8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68880.13     | 0.00%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                             | Motorola Solutions Inc                                                          | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    233000 | PA      | $235420.03    | 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        |    160000 | PA      | $162010.74    | 0.00%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                             | Motorola Solutions Inc                                                          | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    145000 | PA      | $131562.05    | 0.00%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                             | Motorola Solutions Inc                                                          | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115932.85    | 0.00%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                             | Motorola Solutions Inc                                                          | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102057.83    | 0.00%             | 2030-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                             | Motorola Solutions Inc                                                          | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103229.89    | 0.00%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                             | Motorola Solutions Inc                                                          | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104192.05    | 0.00%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                             | NXP BV / NXP Funding LLC                                                        | CUSIP: 62947QBC1<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |   1820000 | PA      | $1884760.50   | 0.04%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                             | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAJ7<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    310000 | PA      | $277519.62    | 0.01%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                             | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAL2<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    400000 | PA      | $296236.64    | 0.01%             | 2042-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                             | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAN8<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    139000 | PA      | $93244.12     | 0.00%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                             | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAU2<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    135000 | PA      | $103035.08    | 0.00%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                             | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAV0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |   1090000 | PA      | $1091490.77   | 0.03%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                             | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAX6<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    205000 | PA      | $202109.32    | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                             | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAY4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    485000 | PA      | $467696.66    | 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: 62954HBA5<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    260000 | PA      | $235565.90    | 0.01%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                             | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBB3<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    420000 | PA      | $427100.72    | 0.01%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                             | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBE7<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    605000 | PA      | $607279.86    | 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        |    130000 | PA      | $130353.55    | 0.00%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                             | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBG2<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |     75000 | PA      | $75601.20     | 0.00%             | 2032-08-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                             | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBH0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    710000 | PA      | $721971.47    | 0.02%             | 2035-08-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                         | Nasdaq Inc                                                                      | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    167000 | PA      | $128719.05    | 0.00%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                         | Nasdaq Inc                                                                      | CUSIP: 63111XAB7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    145000 | PA      | $101319.93    | 0.00%             | 2050-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                         | Nasdaq Inc                                                                      | CUSIP: 63111XAD3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    460000 | PA      | $406395.51    | 0.01%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                         | Nasdaq Inc                                                                      | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    460000 | PA      | $474504.09    | 0.01%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                         | Nasdaq Inc                                                                      | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    464000 | PA      | $489132.72    | 0.01%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                         | Nasdaq Inc                                                                      | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73102.50     | 0.00%             | 2053-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                         | Nasdaq Inc                                                                      | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    130000 | PA      | $136425.06    | 0.00%             | 2063-06-28      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                            | National Bank of Canada                                                         | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   3873000 | PA      | $4046482.55   | 0.09%             | 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        |   3410000 | PA      | $3450492.86   | 0.08%             | 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        |    260000 | PA      | $262656.87    | 0.01%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                               | National Fuel Gas Co                                                            | CUSIP: 636180BN0<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54694.42     | 0.00%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                               | National Fuel Gas Co                                                            | CUSIP: 636180BP5<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201946.77    | 0.00%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                               | National Fuel Gas Co                                                            | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    287000 | PA      | $262363.98    | 0.01%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                  | National Grid PLC                                                               | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    655000 | PA      | $677097.34    | 0.02%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                  | National Grid PLC                                                               | CUSIP: 636274AE2<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |   1780000 | PA      | $1904627.48   | 0.04%             | 2033-06-12      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                  | National Grid PLC                                                               | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    755000 | PA      | $787138.22    | 0.02%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| NOV INC                                            | NOV Inc                                                                         | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    150000 | PA      | $119006.65    | 0.00%             | 2042-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NOV INC                                            | NOV Inc                                                                         | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    531000 | PA      | $518370.66    | 0.01%             | 2029-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                  | NatWest Group PLC                                                               | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    445000 | PA      | $410505.05    | 0.01%             | 2035-11-28      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                  | NatWest Group PLC                                                               | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $213731.84    | 0.00%             | 2029-09-13      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                  | NatWest Group PLC                                                               | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203524.51    | 0.00%             | 2028-03-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                  | NatWest Group PLC                                                               | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $287250.21    | 0.01%             | 2035-03-01      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                  | NatWest Group PLC                                                               | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $231232.35    | 0.01%             | 2034-06-01      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA LLC                             | NBCUniversal Media LLC                                                          | CUSIP: 63946BAF7<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $121162.63    | 0.00%             | 2040-04-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA LLC                             | NBCUniversal Media LLC                                                          | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    170000 | PA      | $146346.87    | 0.00%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                         | NetApp Inc                                                                      | CUSIP: 64110DAJ3<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73119.76     | 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        |   1400000 | PA      | $1305566.44   | 0.03%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                         | NetApp Inc                                                                      | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    170000 | PA      | $177821.03    | 0.00%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                         | NetApp Inc                                                                      | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    735000 | PA      | $773038.11    | 0.02%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                       | Newmont Corp                                                                    | CUSIP: 651639AP1<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    237000 | PA      | $228805.29    | 0.01%             | 2042-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                       | Newmont Corp                                                                    | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160941.85    | 0.00%             | 2044-06-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                       | Newmont Corp                                                                    | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36448.61     | 0.00%             | 2032-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                             | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1849000 | PA      | $1835699.74   | 0.04%             | 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        |     45000 | PA      | $43950.78     | 0.00%             | 2077-12-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAPITAL                             | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBJ8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    830000 | PA      | $813595.23    | 0.02%             | 2029-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                             | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1487000 | PA      | $1415406.70   | 0.03%             | 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        |   2144000 | PA      | $1972983.48   | 0.05%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                             | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102573.83    | 0.00%             | 2082-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                             | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    165000 | PA      | $169685.56    | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                             | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCM0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137518.10    | 0.00%             | 2028-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                             | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCN8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    145000 | PA      | $149813.23    | 0.00%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAPITAL                             | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCP3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154263.16    | 0.00%             | 2033-02-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                             | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCQ1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65907.23     | 0.00%             | 2053-02-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                             | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCT5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87168.22     | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                             | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCU2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144408.38    | 0.00%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                             | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCV0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24472.44     | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                             | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10396.45     | 0.00%             | 2054-09-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                             | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5355.63      | 0.00%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                             | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40736.16     | 0.00%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                             | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDJ6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51674.89     | 0.00%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                             | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57543.12     | 0.00%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                             | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51987.63     | 0.00%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                             | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    440000 | PA      | $453309.93    | 0.01%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                       | NiSource Inc                                                                    | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    235000 | PA      | $212330.72    | 0.00%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                       | NiSource Inc                                                                    | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31180.79     | 0.00%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                       | NiSource Inc                                                                    | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    325000 | PA      | $336644.94    | 0.01%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                       | NiSource Inc                                                                    | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    350000 | PA      | $364425.60    | 0.01%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                       | NiSource Inc                                                                    | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    410000 | PA      | $423401.35    | 0.01%             | 2055-03-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                       | NiSource Inc                                                                    | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    970000 | PA      | $984204.82    | 0.02%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                       | NiSource Inc                                                                    | CUSIP: 65473PAX3<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    325000 | PA      | $333772.40    | 0.01%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                       | NiSource Inc                                                                    | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126464.86    | 0.00%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                       | NiSource Inc                                                                    | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    220000 | PA      | $231068.71    | 0.01%             | 2041-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                       | NiSource Inc                                                                    | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62913.32     | 0.00%             | 2043-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOKIA OYJ                                          | Nokia Oyj                                                                       | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |   1655000 | PA      | $1779071.41   | 0.04%             | 2039-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NOKIA OYJ                                          | Nokia Oyj                                                                       | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |   1695000 | PA      | $1695819.89   | 0.04%             | 2027-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                | Nomura Holdings Inc                                                             | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    520000 | PA      | $495179.75    | 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        |    285000 | PA      | $263748.19    | 0.01%             | 2030-07-16      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                | Nomura Holdings Inc                                                             | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    395000 | PA      | $357794.59    | 0.01%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                | Nomura Holdings Inc                                                             | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    280000 | PA      | $266063.06    | 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        |    315000 | PA      | $308559.74    | 0.01%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                | Nomura Holdings Inc                                                             | CUSIP: 65535HBA6<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    210000 | PA      | $191321.38    | 0.00%             | 2032-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                | Nomura Holdings Inc                                                             | CUSIP: 65535HBB4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    350000 | PA      | $334502.49    | 0.01%             | 2029-01-22      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                | Nomura Holdings Inc                                                             | CUSIP: 65535HBF5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    265000 | PA      | $269793.72    | 0.01%             | 2027-07-06      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                | Nomura Holdings Inc                                                             | CUSIP: 65535HBK4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $217717.86    | 0.01%             | 2033-01-18      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                | Nomura Holdings Inc                                                             | CUSIP: 65535HBM0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    220000 | PA      | $230046.19    | 0.01%             | 2028-07-12      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                | Nomura Holdings Inc                                                             | CUSIP: 65535HBP3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $217447.48    | 0.01%             | 2033-07-12      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                | Nomura Holdings Inc                                                             | CUSIP: 65535HBR9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $204285.10    | 0.00%             | 2027-07-02      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                | Nomura Holdings Inc                                                             | CUSIP: 65535HBV0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    235000 | PA      | $250453.01    | 0.01%             | 2034-07-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                | Nomura Holdings Inc                                                             | CUSIP: 65535HBZ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203623.74    | 0.00%             | 2030-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                | Nomura Holdings Inc                                                             | CUSIP: 65535HCB3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $207968.99    | 0.00%             | 2035-06-29      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                             | Nordic Investment Bank                                                          | CUSIP: 65562QBV6<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    855000 | PA      | $851747.95    | 0.02%             | 2027-09-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                             | Nordic Investment Bank                                                          | CUSIP: 65562QBY0<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    410000 | PA      | $418252.99    | 0.01%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                             | Nordic Investment Bank                                                          | CUSIP: 65562QC29<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $201040.36    | 0.00%             | 2030-05-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                              | Norfolk Southern Corp                                                           | CUSIP: 655844BV9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    264000 | PA      | $209926.22    | 0.00%             | 2052-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                              | Norfolk Southern Corp                                                           | CUSIP: 655844CB2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35490.11     | 0.00%             | 2118-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                              | Norfolk Southern Corp                                                           | CUSIP: 655844CD8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    121000 | PA      | $87029.30     | 0.00%             | 2049-11-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                              | Norfolk Southern Corp                                                           | CUSIP: 655844CE6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     47000 | PA      | $44412.53     | 0.00%             | 2029-11-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                              | Norfolk Southern Corp                                                           | CUSIP: 655844CH9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    170000 | PA      | $112388.98    | 0.00%             | 2055-05-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                              | Norfolk Southern Corp                                                           | CUSIP: 655844CJ5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     85000 | PA      | $60515.58     | 0.00%             | 2121-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                              | Norfolk Southern Corp                                                           | CUSIP: 655844CL0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     66000 | PA      | $42558.93     | 0.00%             | 2051-08-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                              | Norfolk Southern Corp                                                           | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34554.27     | 0.00%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                              | Norfolk Southern Corp                                                           | CUSIP: 655844CQ9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50121.97     | 0.00%             | 2033-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                              | Norfolk Southern Corp                                                           | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    175000 | PA      | $181807.77    | 0.00%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                        | Equinor ASA                                                                     | CUSIP: 656531AM2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    225000 | PA      | $238414.07    | 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        |    725000 | PA      | $725583.97    | 0.02%             | 2030-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                | Northern Trust Corp                                                             | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122988.19    | 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        |    549000 | PA      | $547146.76    | 0.01%             | 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        |   1066000 | PA      | $1039714.29   | 0.02%             | 2029-05-03      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                | Northern Trust Corp                                                             | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54752.85     | 0.00%             | 2032-11-02      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                              | Northrop Grumman Corp                                                           | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    355000 | PA      | $326389.03    | 0.01%             | 2053-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                              | Northrop Grumman Corp                                                           | CUSIP: 666807CL4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    570000 | PA      | $581019.49    | 0.01%             | 2034-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                              | Northrop Grumman Corp                                                           | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    580000 | PA      | $553957.25    | 0.01%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NORTHWEST PIPELINE LLC                             | Northwest Pipeline LLC                                                          | CUSIP: 66775VAB1<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |    102000 | PA      | $101789.26    | 0.00%             | 2027-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                              | Novartis Capital Corp                                                           | CUSIP: 66989HAF5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50446.01     | 0.00%             | 2042-09-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                              | Novartis Capital Corp                                                           | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    115000 | PA      | $97766.72     | 0.00%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                              | Novartis Capital Corp                                                           | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    365000 | PA      | $239526.86    | 0.01%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                              | Novartis Capital Corp                                                           | CUSIP: 66989HAT5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184524.46    | 0.00%             | 2029-09-18      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                              | Novartis Capital Corp                                                           | CUSIP: 66989HAU2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174803.21    | 0.00%             | 2031-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                              | Novartis Capital Corp                                                           | CUSIP: 66989HAV0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1318032.28   | 0.03%             | 2034-09-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                              | Novartis Capital Corp                                                           | CUSIP: 66989HAW8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    545000 | PA      | $496019.14    | 0.01%             | 2054-09-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                              | Novartis Capital Corp                                                           | CUSIP: 66989HAX6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175809.64    | 0.00%             | 2028-11-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                              | Novartis Capital Corp                                                           | CUSIP: 66989HAY4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175719.99    | 0.00%             | 2030-11-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                              | Novartis Capital Corp                                                           | CUSIP: 66989HAZ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175391.89    | 0.00%             | 2032-11-05      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                              | Novartis Capital Corp                                                           | CUSIP: 66989HBA5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175053.70    | 0.00%             | 2035-11-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                              | Novartis Capital Corp                                                           | CUSIP: 66989HBB3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89689.51     | 0.00%             | 2045-11-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                              | Novartis Capital Corp                                                           | CUSIP: 66989HBC1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89213.79     | 0.00%             | 2055-11-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                  | NSTAR Electric Co                                                               | CUSIP: 67021CAF4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    270000 | PA      | $278522.23    | 0.01%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                  | NSTAR Electric Co                                                               | CUSIP: 67021CAJ6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    334000 | PA      | $294818.98    | 0.01%             | 2044-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                  | NSTAR Electric Co                                                               | CUSIP: 67021CAM9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $998843.63    | 0.02%             | 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        |    115000 | PA      | $111710.12    | 0.00%             | 2029-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                  | NSTAR Electric Co                                                               | CUSIP: 67021CAP2<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    510000 | PA      | $505401.82    | 0.01%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                  | NSTAR Electric Co                                                               | CUSIP: 67021CAQ0<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    245000 | PA      | $167864.92    | 0.00%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                  | NSTAR Electric Co                                                               | CUSIP: 67021CAR8<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    594000 | PA      | $525915.50    | 0.01%             | 2031-08-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                  | NSTAR Electric Co                                                               | CUSIP: 67021CAS6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    300000 | PA      | $259039.97    | 0.01%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                  | NSTAR Electric Co                                                               | CUSIP: 67021CAT4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9194.77      | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                  | NSTAR Electric Co                                                               | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98978.67     | 0.00%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                  | NSTAR Electric Co                                                               | CUSIP: 67021CAW7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102666.77    | 0.00%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                  | NSTAR Electric Co                                                               | CUSIP: 67021CAX5<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51329.32     | 0.00%             | 2030-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                         | Nucor Corp                                                                      | CUSIP: 670346AH8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16884.98     | 0.00%             | 2037-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                         | Nucor Corp                                                                      | CUSIP: 670346AN5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    162000 | PA      | $159721.59    | 0.00%             | 2043-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                         | Nucor Corp                                                                      | CUSIP: 670346AQ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    155000 | PA      | $134499.99    | 0.00%             | 2048-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                         | Nucor Corp                                                                      | CUSIP: 670346AU9<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $221301.07    | 0.01%             | 2055-12-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                         | Nucor Corp                                                                      | CUSIP: 670346AZ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127697.19    | 0.00%             | 2030-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                         | Nucor Corp                                                                      | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128193.51    | 0.00%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                        | NVIDIA Corp                                                                     | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1409444.14   | 0.03%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                        | NVIDIA Corp                                                                     | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    180000 | PA      | $155140.87    | 0.00%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                        | NVIDIA Corp                                                                     | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    317000 | PA      | $241767.23    | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                        | NVIDIA Corp                                                                     | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1089500.74   | 0.03%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                        | Nutrien Ltd                                                                     | CUSIP: 67077MAF5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $47758.02     | 0.00%             | 2036-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                        | Nutrien Ltd                                                                     | CUSIP: 67077MAG3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    173000 | PA      | $175996.07    | 0.00%             | 2040-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                        | Nutrien Ltd                                                                     | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    302000 | PA      | $281851.83    | 0.01%             | 2035-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                        | Nutrien Ltd                                                                     | CUSIP: 67077MAQ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $63482.30     | 0.00%             | 2041-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                        | Nutrien Ltd                                                                     | CUSIP: 67077MAR9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $110117.67    | 0.00%             | 2043-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                        | Nutrien Ltd                                                                     | CUSIP: 67077MAS7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    123000 | PA      | $117202.25    | 0.00%             | 2045-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                        | Nutrien Ltd                                                                     | CUSIP: 67077MAU2<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     73000 | PA      | $66781.73     | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                        | Nutrien Ltd                                                                     | CUSIP: 67077MBB3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    215000 | PA      | $219103.76    | 0.01%             | 2053-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                        | Nutrien Ltd                                                                     | CUSIP: 67077MBD9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $67419.58     | 0.00%             | 2034-06-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                        | Nutrien Ltd                                                                     | CUSIP: 67077MBF4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $154963.25    | 0.00%             | 2032-03-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                 | nVent Finance Sarl                                                              | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $104767.84    | 0.00%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                            | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     92000 | PA      | $91872.21     | 0.00%             | 2030-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NYSEG STORM FUNDING LLC                            | NYSEG Storm Funding LLC                                                         | CUSIP: 67122QAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $513141.95    | 0.01%             | 2032-05-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                           | Occidental Petroleum Corp                                                       | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    110000 | PA      | $87483.63     | 0.00%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                           | Occidental Petroleum Corp                                                       | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    155000 | PA      | $174751.36    | 0.00%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                           | Occidental Petroleum Corp                                                       | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     85000 | PA      | $97750.19     | 0.00%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                           | Occidental Petroleum Corp                                                       | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    325000 | PA      | $347033.92    | 0.01%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                           | Occidental Petroleum Corp                                                       | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     90000 | PA      | $106767.40    | 0.00%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                           | Occidental Petroleum Corp                                                       | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128012.98    | 0.00%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                           | Occidental Petroleum Corp                                                       | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208313.75    | 0.00%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                           | Occidental Petroleum Corp                                                       | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     45000 | PA      | $48453.40     | 0.00%             | 2030-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                           | Occidental Petroleum Corp                                                       | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97276.43     | 0.00%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON CO                                     | Ohio Edison Co                                                                  | CUSIP: 677347CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $190483.62    | 0.00%             | 2036-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                 | Ohio Power Co                                                                   | CUSIP: 677415CQ2<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    230000 | PA      | $183005.00    | 0.00%             | 2048-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                 | Ohio Power Co                                                                   | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    310000 | PA      | $241888.59    | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                 | Ohio Power Co                                                                   | CUSIP: 677415CT6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    830000 | PA      | $727067.59    | 0.02%             | 2031-01-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                 | Ohio Power Co                                                                   | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    585000 | PA      | $366563.30    | 0.01%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                 | Ohio Power Co                                                                   | CUSIP: 677415CV1<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30628.37     | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                 | Ohio Power Co                                                                   | CUSIP: 677415CW9<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    175000 | PA      | $183250.20    | 0.00%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                           | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    260000 | PA      | $231732.16    | 0.01%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| ONCOR ELECTRIC DELIVERY                            | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233DAP2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    132000 | PA      | $152585.74    | 0.00%             | 2033-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                            | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233DAT4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    121000 | PA      | $137766.77    | 0.00%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                            | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAF1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     55000 | PA      | $66720.05     | 0.00%             | 2038-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                            | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAH7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136569.00    | 0.00%             | 2040-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                            | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAS3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44598.42     | 0.00%             | 2042-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                            | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAT1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50195.89     | 0.00%             | 2041-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                            | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBB9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    119000 | PA      | $95050.30     | 0.00%             | 2045-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                            | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBD5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    153000 | PA      | $120317.56    | 0.00%             | 2047-09-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                            | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBG8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    255000 | PA      | $207961.16    | 0.00%             | 2048-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                            | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBP8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    175000 | PA      | $135017.16    | 0.00%             | 2049-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                            | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $135691.03    | 0.00%             | 2049-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                            | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCD4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    900000 | PA      | $550622.75    | 0.01%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                            | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCH5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    145000 | PA      | $123514.35    | 0.00%             | 2052-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                            | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    145000 | PA      | $132062.30    | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                            | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCS1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37474.41     | 0.00%             | 2033-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                            | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCU6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    215000 | PA      | $212961.24    | 0.00%             | 2054-06-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                            | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCW2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76510.65     | 0.00%             | 2029-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                            | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JDA9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56513.40     | 0.00%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                        | ONE Gas Inc                                                                     | CUSIP: 68235PAF5<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136021.10    | 0.00%             | 2044-02-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                        | ONE Gas Inc                                                                     | CUSIP: 68235PAG3<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    250000 | PA      | $216954.79    | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                        | ONE Gas Inc                                                                     | CUSIP: 68235PAH1<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    885000 | PA      | $813159.97    | 0.02%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                        | ONE Gas Inc                                                                     | CUSIP: 68235PAM0<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    860000 | PA      | $853131.47    | 0.02%             | 2032-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                        | ONE Gas Inc                                                                     | CUSIP: 68235PAN8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25799.78     | 0.00%             | 2029-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                          | ONEOK Inc                                                                       | CUSIP: 682680AN3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    140000 | PA      | $147611.63    | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                          | ONEOK Inc                                                                       | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    464000 | PA      | $463116.16    | 0.01%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                          | ONEOK Inc                                                                       | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    152000 | PA      | $134834.88    | 0.00%             | 2047-07-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                          | ONEOK Inc                                                                       | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    478000 | PA      | $482126.14    | 0.01%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                          | ONEOK Inc                                                                       | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    220000 | PA      | $200408.05    | 0.00%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                          | ONEOK Inc                                                                       | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175413.32    | 0.00%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                          | ONEOK Inc                                                                       | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116009.77    | 0.00%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                          | ONEOK Inc                                                                       | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    195000 | PA      | $158733.15    | 0.00%             | 2049-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                          | ONEOK Inc                                                                       | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    310000 | PA      | $294868.35    | 0.01%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                          | ONEOK Inc                                                                       | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    133000 | PA      | $109287.40    | 0.00%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                          | ONEOK Inc                                                                       | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    225000 | PA      | $241750.87    | 0.01%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                          | ONEOK Inc                                                                       | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5548.76      | 0.00%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                          | ONEOK Inc                                                                       | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    165000 | PA      | $176990.68    | 0.00%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                          | ONEOK Inc                                                                       | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    120000 | PA      | $126689.68    | 0.00%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                          | ONEOK Inc                                                                       | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    275000 | PA      | $293768.85    | 0.01%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                          | ONEOK Inc                                                                       | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68768.52     | 0.00%             | 2053-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                          | ONEOK Inc                                                                       | CUSIP: 682680BS1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    135000 | PA      | $128452.32    | 0.00%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                          | ONEOK Inc                                                                       | CUSIP: 682680BY8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    125000 | PA      | $98306.84     | 0.00%             | 2047-10-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                          | ONEOK Inc                                                                       | CUSIP: 682680BZ5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    104000 | PA      | $89358.18     | 0.00%             | 2049-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                          | ONEOK Inc                                                                       | CUSIP: 682680CA9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    165000 | PA      | $121099.61    | 0.00%             | 2050-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                          | ONEOK Inc                                                                       | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120587.02    | 0.00%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                          | ONEOK Inc                                                                       | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    555000 | PA      | $552559.38    | 0.01%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                          | ONEOK Inc                                                                       | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    295000 | PA      | $278281.93    | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                          | ONEOK Inc                                                                       | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52575.40     | 0.00%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                          | ONEOK Inc                                                                       | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    385000 | PA      | $396692.30    | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                          | ONEOK Inc                                                                       | CUSIP: 682680CU5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    670000 | PA      | $693243.82    | 0.02%             | 2034-09-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                          | ONEOK Inc                                                                       | CUSIP: 682680DB6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125983.98    | 0.00%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                          | ONEOK Inc                                                                       | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126799.98    | 0.00%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                          | ONEOK Inc                                                                       | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $355520.43    | 0.01%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                  | ONEOK Partners LP                                                               | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    265000 | PA      | $290689.42    | 0.01%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                  | ONEOK Partners LP                                                               | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    195000 | PA      | $216499.10    | 0.01%             | 2037-10-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                  | ONEOK Partners LP                                                               | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    156000 | PA      | $161374.13    | 0.00%             | 2041-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                  | ONEOK Partners LP                                                               | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    141000 | PA      | $144882.92    | 0.00%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                              | Province of Ontario Canada                                                      | CUSIP: 683234AR9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    940000 | PA      | $830367.19    | 0.02%             | 2030-10-07      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                              | Province of Ontario Canada                                                      | CUSIP: 683234AU2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1730000 | PA      | $1556612.81   | 0.04%             | 2032-01-21      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                              | Province of Ontario Canada                                                      | CUSIP: 683234AV0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    645000 | PA      | $681953.33    | 0.02%             | 2034-04-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                              | Province of Ontario Canada                                                      | CUSIP: 68323AFH2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1380000 | PA      | $1235311.89   | 0.03%             | 2031-02-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                              | Province of Ontario Canada                                                      | CUSIP: 68323AFJ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1740000 | PA      | $1547114.27   | 0.04%             | 2031-10-14      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp                                                                     | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    296000 | PA      | $310469.35    | 0.01%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp                                                                     | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    329000 | PA      | $332356.77    | 0.01%             | 2039-07-08      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp                                                                     | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    362000 | PA      | $338019.27    | 0.01%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp                                                                     | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    230000 | PA      | $213263.15    | 0.00%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp                                                                     | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    285000 | PA      | $228873.95    | 0.01%             | 2044-07-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp                                                                     | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    452000 | PA      | $400191.91    | 0.01%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp                                                                     | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    342000 | PA      | $258293.41    | 0.01%             | 2045-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp                                                                     | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    331000 | PA      | $242111.00    | 0.01%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp                                                                     | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    114000 | PA      | $98254.28     | 0.00%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp                                                                     | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    552000 | PA      | $403379.37    | 0.01%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp                                                                     | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    392000 | PA      | $326584.89    | 0.01%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp                                                                     | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    409000 | PA      | $298364.82    | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp                                                                     | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    287000 | PA      | $221505.28    | 0.01%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp                                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    667000 | PA      | $441412.02    | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp                                                                     | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    553000 | PA      | $361301.49    | 0.01%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    451000 | PA      | $313995.08    | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp                                                                     | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    224000 | PA      | $151238.08    | 0.00%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp                                                                     | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    265000 | PA      | $281321.76    | 0.01%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp                                                                     | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134983.43    | 0.00%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp                                                                     | CUSIP: 68389XCM5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40089.87     | 0.00%             | 2028-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp                                                                     | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    515000 | PA      | $505887.94    | 0.01%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp                                                                     | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $263009.69    | 0.01%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp                                                                     | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14782.42     | 0.00%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp                                                                     | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     95000 | PA      | $90153.30     | 0.00%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp                                                                     | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    225000 | PA      | $192471.72    | 0.00%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp                                                                     | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    325000 | PA      | $274866.29    | 0.01%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp                                                                     | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51087.98     | 0.00%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp                                                                     | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65355.18     | 0.00%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp                                                                     | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    260000 | PA      | $242052.83    | 0.01%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                          | ORIX Corp                                                                       | CUSIP: 686329AB9<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     25000 | PA      | $25970.28     | 0.00%             | 2035-02-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                          | ORIX Corp                                                                       | CUSIP: 686330AP6<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    140000 | PA      | $136410.34    | 0.00%             | 2032-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                          | ORIX Corp                                                                       | CUSIP: 686330AR2<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    405000 | PA      | $420833.09    | 0.01%             | 2032-09-13      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                          | ORIX Corp                                                                       | CUSIP: 686330AV3<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     25000 | PA      | $25149.29     | 0.00%             | 2030-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| OSHKOSH CORP                                       | Oshkosh Corp                                                                    | CUSIP: 688225AH4<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |    822000 | PA      | $786073.71    | 0.02%             | 2030-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| OSHKOSH CORP                                       | Oshkosh Corp                                                                    | CUSIP: 688239AF9<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |    833000 | PA      | $839881.15    | 0.02%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                | Otis Worldwide Corp                                                             | CUSIP: 68902VAM9<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17941.08     | 0.00%             | 2050-02-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                        | Ovintiv Inc                                                                     | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    190000 | PA      | $195693.63    | 0.00%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                        | Ovintiv Inc                                                                     | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    250000 | PA      | $264972.06    | 0.01%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                      | Owens Corning                                                                   | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    231000 | PA      | $265314.55    | 0.01%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                      | Owens Corning                                                                   | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    105000 | PA      | $86481.57     | 0.00%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                      | Owens Corning                                                                   | CUSIP: 690742AH4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    135000 | PA      | $112103.38    | 0.00%             | 2048-01-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                      | Owens Corning                                                                   | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    361000 | PA      | $358403.55    | 0.01%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                      | Owens Corning                                                                   | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58062.81     | 0.00%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                      | Owens Corning                                                                   | CUSIP: 690742AQ4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    390000 | PA      | $400144.21    | 0.01%             | 2054-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| PECO ENERGY CO                                     | PECO Energy Co                                                                  | CUSIP: 693304AS6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    282000 | PA      | $240720.10    | 0.01%             | 2044-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                     | PECO Energy Co                                                                  | CUSIP: 693304AV9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    381000 | PA      | $296349.34    | 0.01%             | 2047-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                     | PECO Energy Co                                                                  | CUSIP: 693304AW7<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    274000 | PA      | $219425.24    | 0.01%             | 2048-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                     | PECO Energy Co                                                                  | CUSIP: 693304AX5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    245000 | PA      | $164623.16    | 0.00%             | 2049-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                     | PECO Energy Co                                                                  | CUSIP: 693304AY3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    134000 | PA      | $86000.39     | 0.00%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                     | PECO Energy Co                                                                  | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    525000 | PA      | $334067.26    | 0.01%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                     | PECO Energy Co                                                                  | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87442.72     | 0.00%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                     | PECO Energy Co                                                                  | CUSIP: 693304BF3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77205.24     | 0.00%             | 2033-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                     | PECO Energy Co                                                                  | CUSIP: 693304BG1<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24138.79     | 0.00%             | 2054-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                     | PECO Energy Co                                                                  | CUSIP: 693304BH9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177122.72    | 0.00%             | 2035-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                     | PECO Energy Co                                                                  | CUSIP: 693304BJ5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    290000 | PA      | $295519.52    | 0.01%             | 2055-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                             | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AT2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    245000 | PA      | $242331.78    | 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        |    668000 | PA      | $658123.72    | 0.02%             | 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        |    515000 | PA      | $485459.68    | 0.01%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                             | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BA2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49631.47     | 0.00%             | 2032-04-23      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                             | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59655.94     | 0.00%             | 2033-06-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                             | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    230000 | PA      | $248999.11    | 0.01%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                             | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76850.92     | 0.00%             | 2028-12-02      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                             | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    295000 | PA      | $302854.63    | 0.01%             | 2034-01-24      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                             | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    321000 | PA      | $332750.05    | 0.01%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                             | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    255000 | PA      | $275202.35    | 0.01%             | 2034-08-18      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                             | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    410000 | PA      | $465865.06    | 0.01%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                             | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20271.21     | 0.00%             | 2028-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                             | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    235000 | PA      | $248685.97    | 0.01%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                             | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109446.22    | 0.00%             | 2030-05-14      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                             | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    305000 | PA      | $317625.39    | 0.01%             | 2035-07-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                             | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    240000 | PA      | $245012.32    | 0.01%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                             | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    260000 | PA      | $269449.20    | 0.01%             | 2031-01-29      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                             | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    135000 | PA      | $141832.90    | 0.00%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                             | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256177.66    | 0.01%             | 2031-05-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                             | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82915.29     | 0.00%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                        | PNC Bank NA                                                                     | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250041.49    | 0.01%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                 | PPG Industries Inc                                                              | CUSIP: 693506BP1<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    505000 | PA      | $503573.22    | 0.01%             | 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        |    179000 | PA      | $170834.27    | 0.00%             | 2029-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                 | PPG Industries Inc                                                              | CUSIP: 693506BY2<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150342.12    | 0.00%             | 2031-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                             | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAT0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51378.84     | 0.00%             | 2045-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                             | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAU7<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7349.58      | 0.00%             | 2047-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                             | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAV5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    225000 | PA      | $187990.54    | 0.00%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                             | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAW3<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    195000 | PA      | $132191.19    | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                             | PPL Electric Utilities Corp                                                     | CUSIP: 69351UBA0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154803.09    | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                             | PPL Electric Utilities Corp                                                     | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    845000 | PA      | $826693.92    | 0.02%             | 2053-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                             | PPL Electric Utilities Corp                                                     | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71478.65     | 0.00%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                             | PPL Electric Utilities Corp                                                     | CUSIP: 69351UBD4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151765.83    | 0.00%             | 2055-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                        | PNC Bank NA                                                                     | CUSIP: 69353RFG8<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    255000 | PA      | $251337.79    | 0.01%             | 2027-10-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                        | PNC Bank NA                                                                     | CUSIP: 69353RFJ2<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    215000 | PA      | $212665.34    | 0.00%             | 2028-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                        | PNC Bank NA                                                                     | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251516.81    | 0.01%             | 2028-07-21      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                             | Pacific Gas and Electric Co                                                     | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    105000 | PA      | $88049.58     | 0.00%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                             | Pacific Gas and Electric Co                                                     | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     85000 | PA      | $72186.96     | 0.00%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                             | Pacific Gas and Electric Co                                                     | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    120000 | PA      | $102845.94    | 0.00%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                             | Pacific Gas and Electric Co                                                     | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $120822.30    | 0.00%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                             | Pacific Gas and Electric Co                                                     | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    140000 | PA      | $110975.58    | 0.00%             | 2046-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                             | Pacific Gas and Electric Co                                                     | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    135000 | PA      | $101833.90    | 0.00%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                             | Pacific Gas and Electric Co                                                     | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    530000 | PA      | $364749.01    | 0.01%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                             | Pacific Gas and Electric Co                                                     | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174542.91    | 0.00%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                             | Pacific Gas and Electric Co                                                     | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    680000 | PA      | $586334.86    | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                             | Pacific Gas and Electric Co                                                     | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    280000 | PA      | $246220.99    | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                             | Pacific Gas and Electric Co                                                     | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    120000 | PA      | $99692.50     | 0.00%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                             | Pacific Gas and Electric Co                                                     | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    275000 | PA      | $244070.49    | 0.01%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                             | Pacific Gas and Electric Co                                                     | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    380000 | PA      | $399349.15    | 0.01%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                             | Pacific Gas and Electric Co                                                     | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    215000 | PA      | $233058.97    | 0.01%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                             | Pacific Gas and Electric Co                                                     | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    220000 | PA      | $236162.94    | 0.01%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                             | Pacific Gas and Electric Co                                                     | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34194.74     | 0.00%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                             | Pacific Gas and Electric Co                                                     | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45492.34     | 0.00%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds              | Panama Government International Bonds                                           | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    552000 | PA      | $407731.77    | 0.01%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds              | Panama Government International Bonds                                           | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    605000 | PA      | $460924.65    | 0.01%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds              | Panama Government International Bonds                                           | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    565000 | PA      | $371257.00    | 0.01%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds              | Panama Government International Bonds                                           | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    325000 | PA      | $241322.36    | 0.01%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds              | Panama Government International Bonds                                           | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    345000 | PA      | $254328.32    | 0.01%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds              | Panama Government International Bonds                                           | CUSIP: 698299BV5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    210000 | PA      | $216995.07    | 0.01%             | 2054-03-28      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                        | Ovintiv Inc                                                                     | CUSIP: 698900AG2<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    340000 | PA      | $377447.20    | 0.01%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                               | Parker-Hannifin Corp                                                            | CUSIP: 701094AJ3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64500.89     | 0.00%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                               | Parker-Hannifin Corp                                                            | CUSIP: 701094AL8<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     81000 | PA      | $68146.34     | 0.00%             | 2047-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                               | Parker-Hannifin Corp                                                            | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    285000 | PA      | $278107.00    | 0.01%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                               | Parker-Hannifin Corp                                                            | CUSIP: 701094AP9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    168000 | PA      | $137191.42    | 0.00%             | 2049-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                               | Parker-Hannifin Corp                                                            | CUSIP: 70109HAJ4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     45000 | PA      | $50740.49     | 0.00%             | 2038-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                               | Parker-Hannifin Corp                                                            | CUSIP: 70109HAM7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117524.25    | 0.00%             | 2034-11-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                               | Parker-Hannifin Corp                                                            | CUSIP: 70109HAN5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    118000 | PA      | $105370.44    | 0.00%             | 2044-11-21      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                | PayPal Holdings Inc                                                             | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114967.52    | 0.00%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                | PayPal Holdings Inc                                                             | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    336000 | PA      | $233801.59    | 0.01%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                | PayPal Holdings Inc                                                             | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     95000 | PA      | $88271.53     | 0.00%             | 2052-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                | PayPal Holdings Inc                                                             | CUSIP: 70450YAN3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79546.55     | 0.00%             | 2062-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PENTAIR FINANCE SARL                               | Pentair Finance Sarl                                                            | CUSIP: 709629AR0<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |    695000 | PA      | $699966.75    | 0.02%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PENTAIR FINANCE SARL                               | Pentair Finance Sarl                                                            | CUSIP: 709629AS8<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |   1135000 | PA      | $1207740.79   | 0.03%             | 2032-07-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                        | PepsiCo Inc                                                                     | CUSIP: 713448BP2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10593.09     | 0.00%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                        | PepsiCo Inc                                                                     | CUSIP: 713448BS6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295869.02    | 0.01%             | 2040-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                        | PepsiCo Inc                                                                     | CUSIP: 713448BZ0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    255000 | PA      | $223020.91    | 0.01%             | 2042-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                        | PepsiCo Inc                                                                     | CUSIP: 713448DD7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     90000 | PA      | $80914.66     | 0.00%             | 2046-04-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                        | PepsiCo Inc                                                                     | CUSIP: 713448DV7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    185000 | PA      | $154408.13    | 0.00%             | 2047-05-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                        | PepsiCo Inc                                                                     | CUSIP: 713448DY1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    834000 | PA      | $823756.85    | 0.02%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                        | PepsiCo Inc                                                                     | CUSIP: 713448EG9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5469.78      | 0.00%             | 2029-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                        | PepsiCo Inc                                                                     | CUSIP: 713448EL8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    805000 | PA      | $770063.15    | 0.02%             | 2029-07-29      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                        | PepsiCo Inc                                                                     | CUSIP: 713448EM6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    175000 | PA      | $129203.28    | 0.00%             | 2049-07-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                        | PepsiCo Inc                                                                     | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     80000 | PA      | $53938.39     | 0.00%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                        | PepsiCo Inc                                                                     | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    159000 | PA      | $151289.42    | 0.00%             | 2030-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                        | PepsiCo Inc                                                                     | CUSIP: 713448ET1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21338.02     | 0.00%             | 2040-03-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                        | PepsiCo Inc                                                                     | CUSIP: 713448EU8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    276000 | PA      | $212838.17    | 0.00%             | 2050-03-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                        | PepsiCo Inc                                                                     | CUSIP: 713448EV6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     55000 | PA      | $42660.80     | 0.00%             | 2060-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                        | PepsiCo Inc                                                                     | CUSIP: 713448FE3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48907.38     | 0.00%             | 2031-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                        | PepsiCo Inc                                                                     | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69139.86     | 0.00%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                        | PepsiCo Inc                                                                     | CUSIP: 713448FN3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20880.36     | 0.00%             | 2052-07-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                        | PepsiCo Inc                                                                     | CUSIP: 713448FR4<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106742.57    | 0.00%             | 2028-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                        | PepsiCo Inc                                                                     | CUSIP: 713448FS2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51039.01     | 0.00%             | 2033-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| PEPSICO INC                                        | PepsiCo Inc                                                                     | CUSIP: 713448FT0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40502.48     | 0.00%             | 2053-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                        | PepsiCo Inc                                                                     | CUSIP: 713448FX1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51093.85     | 0.00%             | 2029-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                        | PepsiCo Inc                                                                     | CUSIP: 713448FY9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46213.83     | 0.00%             | 2034-07-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                        | PepsiCo Inc                                                                     | CUSIP: 713448FZ6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44583.06     | 0.00%             | 2054-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                        | Revvity Inc                                                                     | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    168000 | PA      | $162125.89    | 0.00%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                        | Revvity Inc                                                                     | CUSIP: 714046AH2<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    145000 | PA      | $131215.80    | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                        | Revvity Inc                                                                     | CUSIP: 714046AJ8<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    140000 | PA      | $100737.32    | 0.00%             | 2051-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                        | Revvity Inc                                                                     | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    135000 | PA      | $119152.82    | 0.00%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                | Peru Government International Bonds                                             | CUSIP: 715638BM3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    400000 | PA      | $396606.72    | 0.01%             | 2050-11-18      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                | Peru Government International Bonds                                             | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1000000 | PA      | $562400.90    | 0.01%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                | Peru Government International Bonds                                             | CUSIP: 715638DR0<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    160000 | PA      | $90234.50     | 0.00%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                | Peru Government International Bonds                                             | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1000000 | PA      | $717278.69    | 0.02%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                | Peru Government International Bonds                                             | CUSIP: 715638DW9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    130000 | PA      | $83874.75     | 0.00%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                | Peru Government International Bonds                                             | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     55000 | PA      | $55400.74     | 0.00%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                            | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    660000 | PA      | $639364.00    | 0.01%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                            | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    935000 | PA      | $888420.33    | 0.02%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                         | Pfizer Inc                                                                      | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    185000 | PA      | $224172.85    | 0.01%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                         | Pfizer Inc                                                                      | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52105.92     | 0.00%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                         | Pfizer Inc                                                                      | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    135000 | PA      | $113384.04    | 0.00%             | 2046-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                         | Pfizer Inc                                                                      | CUSIP: 717081EJ8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    170000 | PA      | $157014.72    | 0.00%             | 2038-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                         | Pfizer Inc                                                                      | CUSIP: 717081EK5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    340000 | PA      | $286685.29    | 0.01%             | 2048-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                         | Pfizer Inc                                                                      | CUSIP: 717081EV1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    210000 | PA      | $171350.66    | 0.00%             | 2049-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                         | Pfizer Inc                                                                      | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    235000 | PA      | $150129.32    | 0.00%             | 2050-05-28      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FND LLC                              | PG&E Recovery Funding LLC                                                       | CUSIP: 71710TAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $567514.85    | 0.01%             | 2042-06-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FND LLC                              | PG&E Recovery Funding LLC                                                       | CUSIP: 71710TAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $710421.18    | 0.02%             | 2049-06-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                        | Phillips 66                                                                     | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    122000 | PA      | $123852.74    | 0.00%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                        | Phillips 66                                                                     | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     79000 | PA      | $77802.41     | 0.00%             | 2034-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                        | Phillips 66                                                                     | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    415000 | PA      | $368815.76    | 0.01%             | 2044-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                        | Phillips 66                                                                     | CUSIP: 718546AR5<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    405000 | PA      | $403157.76    | 0.01%             | 2028-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                        | Phillips 66                                                                     | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    145000 | PA      | $96382.62     | 0.00%             | 2052-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                     | Phillips 66 Co                                                                  | CUSIP: 718547AR3<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    345000 | PA      | $357123.65    | 0.01%             | 2033-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                     | Phillips 66 Co                                                                  | CUSIP: 718547AU6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78272.63     | 0.00%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                     | Phillips 66 Co                                                                  | CUSIP: 718547AW2<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143256.56    | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                     | Phillips 66 Co                                                                  | CUSIP: 718547AX0<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    160000 | PA      | $149111.73    | 0.00%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                     | Phillips 66 Co                                                                  | CUSIP: 718547AY8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144946.32    | 0.00%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                         | DOC DR LLC                                                                      | CUSIP: 71951QAB8<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |    225000 | PA      | $223770.10    | 0.01%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                         | DOC DR LLC                                                                      | CUSIP: 71951QAC6<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |     20000 | PA      | $17995.30     | 0.00%             | 2031-11-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                            | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    305000 | PA      | $214348.55    | 0.00%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                            | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    427000 | PA      | $387920.77    | 0.01%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                            | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AQ8<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83708.88     | 0.00%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                            | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AR6<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51166.26     | 0.00%             | 2035-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                           | Piedmont Operating Partnership LP                                               | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    160000 | PA      | $146618.14    | 0.00%             | 2030-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds  | Republic of Poland Government International Bonds                               | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    480000 | PA      | $488358.77    | 0.01%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds  | Republic of Poland Government International Bonds                               | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    440000 | PA      | $428566.39    | 0.01%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds  | Republic of Poland Government International Bonds                               | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    215000 | PA      | $220989.41    | 0.01%             | 2034-09-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds  | Republic of Poland Government International Bonds                               | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    550000 | PA      | $535731.42    | 0.01%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                             | Potomac Electric Power Co                                                       | CUSIP: 737679DB3<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    460000 | PA      | $521590.23    | 0.01%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                             | Potomac Electric Power Co                                                       | CUSIP: 737679DE7<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    400000 | PA      | $343227.58    | 0.01%             | 2043-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                             | Potomac Electric Power Co                                                       | CUSIP: 737679DH0<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25882.97     | 0.00%             | 2034-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                             | Potomac Electric Power Co                                                       | CUSIP: 737679DJ6<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    240000 | PA      | $237421.00    | 0.01%             | 2054-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                               | Booking Holdings Inc                                                            | CUSIP: 741503BC9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     54000 | PA      | $53565.38     | 0.00%             | 2028-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                            | Principal Financial Group Inc                                                   | CUSIP: 74251VAA0<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     74000 | PA      | $80933.87     | 0.00%             | 2036-10-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                            | Principal Financial Group Inc                                                   | CUSIP: 74251VAF9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    159000 | PA      | $145588.32    | 0.00%             | 2042-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                            | Principal Financial Group Inc                                                   | CUSIP: 74251VAJ1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    136000 | PA      | $118989.03    | 0.00%             | 2043-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                            | Principal Financial Group Inc                                                   | CUSIP: 74251VAN2<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    204000 | PA      | $174620.96    | 0.00%             | 2046-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                            | Principal Financial Group Inc                                                   | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     97000 | PA      | $95454.60     | 0.00%             | 2029-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                            | Procter & Gamble Co/The                                                         | CUSIP: 742718DB2<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    180000 | PA      | $198486.58    | 0.00%             | 2034-08-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                            | Procter & Gamble Co/The                                                         | CUSIP: 742718DF3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    326000 | PA      | $356634.34    | 0.01%             | 2037-03-05      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                            | Procter & Gamble Co/The                                                         | CUSIP: 742718EV7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    415000 | PA      | $409767.82    | 0.01%             | 2027-08-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                            | Procter & Gamble Co/The                                                         | CUSIP: 742718FK0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    130000 | PA      | $101234.74    | 0.00%             | 2050-03-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                            | Procter & Gamble Co/The                                                         | CUSIP: 742718GM5<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176218.70    | 0.00%             | 2030-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                            | Procter & Gamble Co/The                                                         | CUSIP: 742718GN3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178948.01    | 0.00%             | 2035-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                            | Procter & Gamble Co/The                                                         | CUSIP: 742718GP8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49963.07     | 0.00%             | 2032-11-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                            | Procter & Gamble Co/The                                                         | CUSIP: 742718GQ6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49862.13     | 0.00%             | 2035-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                   | Progressive Corp/The                                                            | CUSIP: 743315AL7<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33447.32     | 0.00%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                   | Progressive Corp/The                                                            | CUSIP: 743315AP8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    130000 | PA      | $115394.73    | 0.00%             | 2044-04-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                   | Progressive Corp/The                                                            | CUSIP: 743315AQ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    139000 | PA      | $111446.69    | 0.00%             | 2045-01-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                   | Progressive Corp/The                                                            | CUSIP: 743315AR4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     66000 | PA      | $64980.17     | 0.00%             | 2027-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                   | Progressive Corp/The                                                            | CUSIP: 743315AS2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    121000 | PA      | $102136.94    | 0.00%             | 2047-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                   | Progressive Corp/The                                                            | CUSIP: 743315AT0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    203000 | PA      | $172156.16    | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                   | Progressive Corp/The                                                            | CUSIP: 743315AV5<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    169000 | PA      | $169438.14    | 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        |    825000 | PA      | $796922.99    | 0.02%             | 2030-03-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                   | Progressive Corp/The                                                            | CUSIP: 743315AX1<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     90000 | PA      | $72303.65     | 0.00%             | 2050-03-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                   | Progressive Corp/The                                                            | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $927155.50    | 0.02%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                   | Progressive Corp/The                                                            | CUSIP: 743315BB8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1030185.29   | 0.02%             | 2033-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                        | Prologis LP                                                                     | CUSIP: 74340XBH3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    800000 | PA      | $799152.71    | 0.02%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                        | Prologis LP                                                                     | CUSIP: 74340XBJ9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    170000 | PA      | $145321.71    | 0.00%             | 2048-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                        | Prologis LP                                                                     | CUSIP: 74340XBL4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     85000 | PA      | $85831.48     | 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        |     15000 | PA      | $13925.77     | 0.00%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                        | Prologis LP                                                                     | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     25000 | PA      | $24416.36     | 0.00%             | 2027-04-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                        | Prologis LP                                                                     | CUSIP: 74340XBP5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    111000 | PA      | $74389.11     | 0.00%             | 2050-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                        | Prologis LP                                                                     | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     90000 | PA      | $49534.52     | 0.00%             | 2050-10-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                        | Prologis LP                                                                     | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    230000 | PA      | $232995.04    | 0.01%             | 2033-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                        | Prologis LP                                                                     | CUSIP: 74340XBX8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     20000 | PA      | $20039.60     | 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        |     45000 | PA      | $43059.66     | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                        | Prologis LP                                                                     | CUSIP: 74340XCB5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     45000 | PA      | $39868.27     | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                        | Prologis LP                                                                     | CUSIP: 74340XCC3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     51000 | PA      | $34592.32     | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                        | Prologis LP                                                                     | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    440000 | PA      | $446744.14    | 0.01%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                        | Prologis LP                                                                     | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    115000 | PA      | $117725.31    | 0.00%             | 2028-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                        | Prologis LP                                                                     | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    100000 | PA      | $103186.98    | 0.00%             | 2034-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                        | Prologis LP                                                                     | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     20000 | PA      | $19292.18     | 0.00%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                           | Prudential Financial Inc                                                        | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222048.77    | 0.01%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                           | Prudential Financial Inc                                                        | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    140000 | PA      | $112101.21    | 0.00%             | 2047-12-07      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                           | Prudential Financial Inc                                                        | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    280000 | PA      | $221195.80    | 0.01%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                           | Prudential Financial Inc                                                        | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50512.52     | 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        |    120000 | PA      | $111593.70    | 0.00%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                           | Prudential Financial Inc                                                        | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173429.59    | 0.00%             | 2052-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                           | Prudential Financial Inc                                                        | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108730.63    | 0.00%             | 2052-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                           | Prudential Financial Inc                                                        | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    105000 | PA      | $111645.83    | 0.00%             | 2053-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                           | Prudential Financial Inc                                                        | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84212.57     | 0.00%             | 2054-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                           | Prudential Financial Inc                                                        | CUSIP: 74432QAC9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    155000 | PA      | $167821.77    | 0.00%             | 2033-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                           | Prudential Financial Inc                                                        | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    215000 | PA      | $229960.96    | 0.01%             | 2036-12-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                           | Prudential Financial Inc                                                        | CUSIP: 74432QBD6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $114578.04    | 0.00%             | 2037-12-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                           | Prudential Financial Inc                                                        | CUSIP: 74432QBN4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    132000 | PA      | $152617.86    | 0.00%             | 2040-06-21      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                           | Prudential Financial Inc                                                        | CUSIP: 74432QCA1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    207000 | PA      | $185899.58    | 0.00%             | 2044-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                           | Prudential Financial Inc                                                        | CUSIP: 74432QCC7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     54000 | PA      | $53981.38     | 0.00%             | 2028-03-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                           | Prudential Financial Inc                                                        | CUSIP: 74432QCD5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    213000 | PA      | $183103.33    | 0.00%             | 2048-03-27      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                           | Prudential Financial Inc                                                        | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    235000 | PA      | $198386.78    | 0.00%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                           | Prudential Financial Inc                                                        | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    355000 | PA      | $268758.41    | 0.01%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                           | Prudential Financial Inc                                                        | CUSIP: 74432QCG8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46440.01     | 0.00%             | 2030-03-10      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                           | Prudential Financial Inc                                                        | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3927.81      | 0.00%             | 2040-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                           | Prudential Financial Inc                                                        | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    655000 | PA      | $674488.37    | 0.02%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING ASIA                            | Prudential Funding Asia PLC                                                     | CUSIP: 744330AA9<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |    155000 | PA      | $148747.81    | 0.00%             | 2030-04-14      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING ASIA                            | Prudential Funding Asia PLC                                                     | CUSIP: 744330AB7<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |    280000 | PA      | $266643.35    | 0.01%             | 2032-03-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                   | Public Service Co of New Hampshire                                              | CUSIP: 744482BM1<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    630000 | PA      | $472915.94    | 0.01%             | 2049-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                   | Public Service Co of New Hampshire                                              | CUSIP: 744482BP4<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    300000 | PA      | $284503.82    | 0.01%             | 2053-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                   | Public Service Co of New Hampshire                                              | CUSIP: 744538AE9<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    360000 | PA      | $324171.04    | 0.01%             | 2031-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                   | Public Service Co of New Hampshire                                              | CUSIP: 744538AF6<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104933.18    | 0.00%             | 2033-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                   | Public Service Co of New Hampshire                                              | CUSIP: 744538AH2<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75796.64     | 0.00%             | 2028-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                            | Public Service Electric and Gas Co                                              | CUSIP: 74456QAR7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    170000 | PA      | $183933.38    | 0.00%             | 2037-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                            | Public Service Electric and Gas Co                                              | CUSIP: 74456QAV8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155525.09    | 0.00%             | 2040-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                            | Public Service Electric and Gas Co                                              | CUSIP: 74456QAZ9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     90000 | PA      | $76944.29     | 0.00%             | 2042-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                            | Public Service Electric and Gas Co                                              | CUSIP: 74456QBA3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    105000 | PA      | $85867.11     | 0.00%             | 2042-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                            | Public Service Electric and Gas Co                                              | CUSIP: 74456QBB1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    105000 | PA      | $86733.41     | 0.00%             | 2043-01-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                            | Public Service Electric and Gas Co                                              | CUSIP: 74456QBQ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16064.70     | 0.00%             | 2046-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                            | Public Service Electric and Gas Co                                              | CUSIP: 74456QBT2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    275000 | PA      | $210799.40    | 0.00%             | 2047-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                            | Public Service Electric and Gas Co                                              | CUSIP: 74456QBV7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    130000 | PA      | $107060.36    | 0.00%             | 2048-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                            | Public Service Electric and Gas Co                                              | CUSIP: 74456QBX3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    340000 | PA      | $337333.71    | 0.01%             | 2028-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                            | Public Service Electric and Gas Co                                              | CUSIP: 74456QBZ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    235000 | PA      | $185457.19    | 0.00%             | 2049-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                            | Public Service Electric and Gas Co                                              | CUSIP: 74456QCA2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    275000 | PA      | $193519.46    | 0.00%             | 2049-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                            | Public Service Electric and Gas Co                                              | CUSIP: 74456QCB0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18848.39     | 0.00%             | 2030-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                            | Public Service Electric and Gas Co                                              | CUSIP: 74456QCC8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    180000 | PA      | $125229.67    | 0.00%             | 2050-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                            | Public Service Electric and Gas Co                                              | CUSIP: 74456QCD6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    102000 | PA      | $64626.29     | 0.00%             | 2050-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                            | Public Service Electric and Gas Co                                              | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    295000 | PA      | $162852.86    | 0.00%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                            | Public Service Electric and Gas Co                                              | CUSIP: 74456QCG9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     65000 | PA      | $43795.70     | 0.00%             | 2051-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                            | Public Service Electric and Gas Co                                              | CUSIP: 74456QCK0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97788.59     | 0.00%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                            | Public Service Electric and Gas Co                                              | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70752.38     | 0.00%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                            | Public Service Electric and Gas Co                                              | CUSIP: 74456QCM6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    375000 | PA      | $358490.11    | 0.01%             | 2053-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                            | Public Service Electric and Gas Co                                              | CUSIP: 74456QCQ7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51939.49     | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                            | Public Service Electric and Gas Co                                              | CUSIP: 74456QCR5<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39872.27     | 0.00%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                            | Public Service Electric and Gas Co                                              | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55133.79     | 0.00%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                           | Public Service Enterprise Group Inc                                             | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   2547000 | PA      | $2256802.21   | 0.05%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                           | Public Service Enterprise Group Inc                                             | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    885000 | PA      | $792361.52    | 0.02%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                           | Public Service Enterprise Group Inc                                             | CUSIP: 744573AX4<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    410000 | PA      | $444316.53    | 0.01%             | 2033-10-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                           | Public Service Enterprise Group Inc                                             | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87612.01     | 0.00%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                           | Public Service Enterprise Group Inc                                             | CUSIP: 744573AZ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    630000 | PA      | $656544.25    | 0.02%             | 2034-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                           | Public Service Enterprise Group Inc                                             | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71723.64     | 0.00%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                           | Public Service Enterprise Group Inc                                             | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103500.22    | 0.00%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                     | PulteGroup Inc                                                                  | CUSIP: 745867AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $11718.75     | 0.00%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                     | PulteGroup Inc                                                                  | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $104452.15    | 0.00%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                     | PulteGroup Inc                                                                  | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $81134.44     | 0.00%             | 2035-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                          | Qorvo Inc                                                                       | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    265000 | PA      | $260950.69    | 0.01%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                       | QUALCOMM Inc                                                                    | CUSIP: 747525AJ2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90922.18     | 0.00%             | 2035-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                       | QUALCOMM Inc                                                                    | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46579.65     | 0.00%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                       | QUALCOMM Inc                                                                    | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    370000 | PA      | $316435.34    | 0.01%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                       | QUALCOMM Inc                                                                    | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    160000 | PA      | $137971.94    | 0.00%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                       | QUALCOMM Inc                                                                    | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10745.82     | 0.00%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                | Quanta Services Inc                                                             | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    660000 | PA      | $620185.12    | 0.01%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                | Quanta Services Inc                                                             | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    335000 | PA      | $296510.07    | 0.01%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                | Quanta Services Inc                                                             | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25264.88     | 0.00%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                | Quanta Services Inc                                                             | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25876.42     | 0.00%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                 | Province of Quebec Canada                                                       | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    379000 | PA      | $429061.83    | 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        |   1360000 | PA      | $1226195.92   | 0.03%             | 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        |   1055000 | PA      | $1054777.09   | 0.02%             | 2028-04-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                 | Province of Quebec Canada                                                       | CUSIP: 748148SE4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1035000 | PA      | $1058912.00   | 0.02%             | 2033-09-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                 | Province of Quebec Canada                                                       | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     95000 | PA      | $93789.94     | 0.00%             | 2027-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                 | Province of Quebec Canada                                                       | CUSIP: 748149AR2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1910000 | PA      | $1726800.21   | 0.04%             | 2031-04-21      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                              | Quest Diagnostics Inc                                                           | CUSIP: 74834LAY6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    275000 | PA      | $252263.01    | 0.01%             | 2045-03-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                              | Quest Diagnostics Inc                                                           | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    391000 | PA      | $392628.46    | 0.01%             | 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        |    621000 | PA      | $588882.88    | 0.01%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                              | Quest Diagnostics Inc                                                           | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    635000 | PA      | $587243.89    | 0.01%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                              | Quest Diagnostics Inc                                                           | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    115000 | PA      | $128079.41    | 0.00%             | 2033-11-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                              | Quest Diagnostics Inc                                                           | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147900.76    | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                   | RELX Capital Inc                                                                | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |   2313000 | PA      | $2308916.84   | 0.05%             | 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        |   1795000 | PA      | $1707736.29   | 0.04%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                   | RELX Capital Inc                                                                | CUSIP: 74949LAE2<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76625.72     | 0.00%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                   | RELX Capital Inc                                                                | CUSIP: 74949LAF9<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102181.20    | 0.00%             | 2030-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                   | RELX Capital Inc                                                                | CUSIP: 74949LAG7<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41578.68     | 0.00%             | 2035-03-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                   | Radian Group Inc                                                                | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35105.73     | 0.00%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                            | Raymond James Financial Inc                                                     | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    210000 | PA      | $193936.99    | 0.00%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                            | Raymond James Financial Inc                                                     | CUSIP: 754730AG4<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    214000 | PA      | $218730.60    | 0.01%             | 2030-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                            | Raymond James Financial Inc                                                     | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    165000 | PA      | $123724.66    | 0.00%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                            | Raymond James Financial Inc                                                     | CUSIP: 754730AK5<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29657.96     | 0.00%             | 2055-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                           | RTX Corp                                                                        | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    236000 | PA      | $161414.54    | 0.00%             | 2050-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                           | RTX Corp                                                                        | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    709000 | PA      | $653907.24    | 0.02%             | 2030-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                           | RTX Corp                                                                        | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    205000 | PA      | $200720.17    | 0.00%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                           | RTX Corp                                                                        | CUSIP: 75513ECB5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    122000 | PA      | $114759.68    | 0.00%             | 2041-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                           | RTX Corp                                                                        | CUSIP: 75513ECJ8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187150.34    | 0.00%             | 2043-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                           | RTX Corp                                                                        | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    337000 | PA      | $289987.14    | 0.01%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                           | RTX Corp                                                                        | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39604.13     | 0.00%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                           | RTX Corp                                                                        | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31278.46     | 0.00%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                           | RTX Corp                                                                        | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92949.77     | 0.00%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                           | RTX Corp                                                                        | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21624.71     | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                           | RTX Corp                                                                        | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     35000 | PA      | $38637.24     | 0.00%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                           | RTX Corp                                                                        | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     70000 | PA      | $78474.68     | 0.00%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                 | Regency Centers LP                                                              | CUSIP: 75884RAV5<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     85000 | PA      | $84519.18     | 0.00%             | 2027-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                 | Regency Centers LP                                                              | CUSIP: 75884RAW3<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     80000 | PA      | $69167.33     | 0.00%             | 2047-02-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                 | Regency Centers LP                                                              | CUSIP: 75884RAX1<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     27000 | PA      | $27042.41     | 0.00%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                 | Regency Centers LP                                                              | CUSIP: 75884RAY9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    105000 | PA      | $92839.01     | 0.00%             | 2049-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                 | Regency Centers LP                                                              | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    235000 | PA      | $225331.97    | 0.01%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                           | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    104000 | PA      | $65280.92     | 0.00%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| REGIONS BANK                                       | Regions Bank/Birmingham AL                                                      | CUSIP: 75913MAA7<br>LEI: EQTWLK1G7ODGC2MGLV11 | Long             | DBT              | CORP              | US        |    268000 | PA      | $292658.35    | 0.01%             | 2037-06-26      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                             | Regions Financial Corp                                                          | CUSIP: 7591EPAE0<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    278000 | PA      | $321868.41    | 0.01%             | 2037-12-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                             | Regions Financial Corp                                                          | CUSIP: 7591EPAT7<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    165000 | PA      | $155392.46    | 0.00%             | 2028-08-12      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                              | Republic Services Inc                                                           | CUSIP: 760759AK6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     38000 | PA      | $42374.07     | 0.00%             | 2040-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                              | Republic Services Inc                                                           | CUSIP: 760759AN0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10499.58     | 0.00%             | 2041-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                              | Republic Services Inc                                                           | CUSIP: 760759AW0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     90000 | PA      | $62218.17     | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds             | Uruguay Government International Bonds                                          | CUSIP: 760942AS1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    518000 | PA      | $629874.83    | 0.01%             | 2036-03-21      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                           | Uruguay Government International Bond                                           | CUSIP: 760942AY8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    320000 | PA      | $283204.94    | 0.01%             | 2045-11-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds             | Uruguay Government International Bonds                                          | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    802000 | PA      | $767756.70    | 0.02%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds             | Uruguay Government International Bonds                                          | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    709000 | PA      | $654898.33    | 0.02%             | 2055-04-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds             | Uruguay Government International Bonds                                          | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    190000 | PA      | $202989.20    | 0.00%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                       | Oriental Republic of Uruguay                                                    | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    715000 | PA      | $679973.89    | 0.02%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds             | Uruguay Government International Bonds                                          | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     50000 | PA      | $52333.25     | 0.00%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                              | Rio Tinto Finance USA Ltd                                                       | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    320000 | PA      | $323064.25    | 0.01%             | 2040-11-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                              | Rio Tinto Finance USA Ltd                                                       | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |     30000 | PA      | $18885.90     | 0.00%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                              | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAD8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    135000 | PA      | $127649.77    | 0.00%             | 2042-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                              | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAN6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    115000 | PA      | $118766.60    | 0.00%             | 2033-03-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                              | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAP1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $217952.35    | 0.01%             | 2053-03-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                              | RIO TINTO FIN USA PLC                                                           | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $20684.54     | 0.00%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                | Rockwell Automation Inc                                                         | CUSIP: 773903AH2<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    344000 | PA      | $338831.53    | 0.01%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                | Rockwell Automation Inc                                                         | CUSIP: 773903AJ8<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    127000 | PA      | $107666.17    | 0.00%             | 2049-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                | Rockwell Automation Inc                                                         | CUSIP: 773903AM1<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     25000 | PA      | $14851.64     | 0.00%             | 2061-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                           | Rogers Communications Inc                                                       | CUSIP: 775109AL5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    227000 | PA      | $265443.19    | 0.01%             | 2038-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                           | Rogers Communications Inc                                                       | CUSIP: 775109AX9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    117000 | PA      | $99869.99     | 0.00%             | 2043-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                           | Rogers Communications Inc                                                       | CUSIP: 775109AZ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $100452.72    | 0.00%             | 2043-10-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                           | Rogers Communications Inc                                                       | CUSIP: 775109BB6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    215000 | PA      | $195477.54    | 0.00%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                           | Rogers Communications Inc                                                       | CUSIP: 775109BG5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $129979.02    | 0.00%             | 2048-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                           | Rogers Communications Inc                                                       | CUSIP: 775109BP5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $106146.84    | 0.00%             | 2049-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                           | Rogers Communications Inc                                                       | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $42567.03     | 0.00%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                           | Rogers Communications Inc                                                       | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $39057.95     | 0.00%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                           | Rogers Communications Inc                                                       | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $117797.54    | 0.00%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                  | NatWest Group PLC                                                               | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    540000 | PA      | $549152.43    | 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        |    734000 | PA      | $738029.65    | 0.02%             | 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        |    170000 | PA      | $167527.57    | 0.00%             | 2028-05-22      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                  | NatWest Group PLC                                                               | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    945000 | PA      | $967633.61    | 0.02%             | 2030-01-27      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                               | Royal Bank of Canada                                                            | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4507.88      | 0.00%             | 2031-11-03      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                               | Royal Bank of Canada                                                            | CUSIP: 78016EYV3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $88241.62     | 0.00%             | 2027-01-21      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                               | Royal Bank of Canada                                                            | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    285000 | PA      | $284158.21    | 0.01%             | 2027-05-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                               | Royal Bank of Canada                                                            | CUSIP: 78016FZQ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    195000 | PA      | $190043.60    | 0.00%             | 2032-05-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                               | Royal Bank of Canada                                                            | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    560000 | PA      | $563514.00    | 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        |    325000 | PA      | $337682.97    | 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        |    510000 | PA      | $520611.21    | 0.01%             | 2028-01-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                               | Royal Bank of Canada                                                            | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    605000 | PA      | $625604.50    | 0.01%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                               | Royal Bank of Canada                                                            | CUSIP: 78016HZQ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    385000 | PA      | $397968.52    | 0.01%             | 2033-05-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                               | Royal Bank of Canada                                                            | CUSIP: 78016HZS2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    320000 | PA      | $330329.23    | 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        |     80000 | PA      | $80885.22     | 0.00%             | 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        |    255000 | PA      | $262488.74    | 0.01%             | 2029-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                               | Royal Bank of Canada                                                            | CUSIP: 78016HZW3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $231103.13    | 0.01%             | 2034-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                               | Royal Bank of Canada                                                            | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $107650.66    | 0.00%             | 2030-08-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                               | Royal Bank of Canada                                                            | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101784.42    | 0.00%             | 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        |    100000 | PA      | $103234.55    | 0.00%             | 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        |    100000 | PA      | $100898.99    | 0.00%             | 2028-03-27      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                               | Royal Bank of Canada                                                            | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $102631.52    | 0.00%             | 2031-05-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                               | Royal Bank of Canada                                                            | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $76176.92     | 0.00%             | 2031-08-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                               | Royal Bank of Canada                                                            | CUSIP: 78017DAN8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $299528.39    | 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        |    300000 | PA      | $299786.06    | 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        |     45000 | PA      | $45409.12     | 0.00%             | 2028-10-18      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                               | Royal Bank of Canada                                                            | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $96435.04     | 0.00%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                 | Koninklijke KPN NV                                                              | CUSIP: 780641AH9<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |   1620000 | PA      | $1901868.66   | 0.04%             | 2030-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                 | Royalty Pharma PLC                                                              | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $25708.74     | 0.00%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                 | Royalty Pharma PLC                                                              | CUSIP: 78081BAS2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    255000 | PA      | $254835.25    | 0.01%             | 2054-09-02      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                 | Royalty Pharma PLC                                                              | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $24928.39     | 0.00%             | 2031-03-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                 | Royalty Pharma PLC                                                              | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $25285.33     | 0.00%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                 | Royalty Pharma PLC                                                              | CUSIP: 78081BAV5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     75000 | PA      | $75703.71     | 0.00%             | 2055-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                   | Ryder System Inc                                                                | CUSIP: 78355HKP3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39552.56     | 0.00%             | 2026-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                   | Ryder System Inc                                                                | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44317.56     | 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        |     95000 | PA      | $95291.95     | 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        |    295000 | PA      | $304947.79    | 0.01%             | 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        |    965000 | PA      | $991722.50    | 0.02%             | 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        |    390000 | PA      | $413607.87    | 0.01%             | 2028-12-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                   | Ryder System Inc                                                                | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1878029.75   | 0.04%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                   | Ryder System Inc                                                                | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    235000 | PA      | $243510.97    | 0.01%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                   | Ryder System Inc                                                                | CUSIP: 78355HLA5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101425.82    | 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        |    480000 | PA      | $501511.68    | 0.01%             | 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        |    270000 | PA      | $276537.62    | 0.01%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                   | Ryder System Inc                                                                | CUSIP: 78355HLD9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35778.42     | 0.00%             | 2029-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                   | Ryder System Inc                                                                | CUSIP: 78355HLE7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41106.44     | 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        |    100000 | PA      | $102274.48    | 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        |     60000 | PA      | $59923.91     | 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        |    120000 | PA      | $118763.65    | 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        |    100000 | PA      | $94337.82     | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                     | S&P Global Inc                                                                  | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    303000 | PA      | $217525.49    | 0.01%             | 2049-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                     | S&P Global Inc                                                                  | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    235000 | PA      | $122122.84    | 0.00%             | 2060-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                     | S&P Global Inc                                                                  | CUSIP: 78409VBM5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    165000 | PA      | $126441.05    | 0.00%             | 2062-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                           | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    252000 | PA      | $253490.38    | 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        |    277000 | PA      | $277522.90    | 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        |    346000 | PA      | $348150.40    | 0.01%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                           | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     53481 | PA      | $56742.82     | 0.00%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                               | Sabra Health Care LP                                                            | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |     45000 | PA      | $43981.62     | 0.00%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                               | Sabra Health Care LP                                                            | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |    130000 | PA      | $118960.81    | 0.00%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                  | Travelers Cos Inc/The                                                           | CUSIP: 792860AK4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    169000 | PA      | $196082.29    | 0.00%             | 2036-06-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                     | Salesforce Inc                                                                  | CUSIP: 79466LAF1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   5030000 | PA      | $5027380.17   | 0.12%             | 2028-04-11      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                     | Salesforce Inc                                                                  | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    290000 | PA      | $188259.58    | 0.00%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                    | San Diego Gas & Electric Co                                                     | CUSIP: 797440BK9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     70000 | PA      | $75742.86     | 0.00%             | 2039-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                    | San Diego Gas & Electric Co                                                     | CUSIP: 797440BM5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    137000 | PA      | $126450.74    | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                    | San Diego Gas & Electric Co                                                     | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    219000 | PA      | $168584.72    | 0.00%             | 2047-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                    | San Diego Gas & Electric Co                                                     | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    230000 | PA      | $186726.86    | 0.00%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                    | San Diego Gas & Electric Co                                                     | CUSIP: 797440BX1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    214000 | PA      | $172403.22    | 0.00%             | 2049-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                    | San Diego Gas & Electric Co                                                     | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    207000 | PA      | $145288.13    | 0.00%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                    | San Diego Gas & Electric Co                                                     | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    835000 | PA      | $745201.29    | 0.02%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                    | San Diego Gas & Electric Co                                                     | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    310000 | PA      | $201513.41    | 0.00%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                    | San Diego Gas & Electric Co                                                     | CUSIP: 797440CC6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     65000 | PA      | $47692.31     | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                    | Sands China Ltd                                                                 | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     70000 | PA      | $71091.88     | 0.00%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                    | Sands China Ltd                                                                 | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    385000 | PA      | $363176.85    | 0.01%             | 2029-03-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                    | Sands China Ltd                                                                 | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    330000 | PA      | $302153.22    | 0.01%             | 2031-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                           | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    410000 | PA      | $406782.34    | 0.01%             | 2028-11-03      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                           | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    155000 | PA      | $142654.59    | 0.00%             | 2032-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                           | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    490000 | PA      | $480502.18    | 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        |     65000 | PA      | $67984.03     | 0.00%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                           | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $10144.23     | 0.00%             | 2030-09-11      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                           | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     80000 | PA      | $83738.96     | 0.00%             | 2031-04-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                           | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200250.87    | 0.00%             | 2029-09-22      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                           | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAY1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199682.82    | 0.00%             | 2036-09-22      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                             | Santander Holdings USA Inc                                                      | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1187000 | PA      | $1190432.23   | 0.03%             | 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        |    560000 | PA      | $548707.42    | 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        |     45000 | PA      | $46901.42     | 0.00%             | 2029-03-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                             | Santander Holdings USA Inc                                                      | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     87000 | PA      | $91013.85     | 0.00%             | 2029-06-12      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                             | Santander Holdings USA Inc                                                      | CUSIP: 80282KBH8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     55000 | PA      | $61729.54     | 0.00%             | 2031-11-09      | Fixed         | 7.66%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                             | Santander Holdings USA Inc                                                      | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67892.23     | 0.00%             | 2030-01-09      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                             | Santander Holdings USA Inc                                                      | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     65000 | PA      | $69778.92     | 0.00%             | 2035-05-31      | Fixed         | 6.34%                 | No            |                  2 | On Loan: —       |
| SANTANDER HOLDINGS USA                             | Santander Holdings USA Inc                                                      | CUSIP: 80282KBM7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51159.63     | 0.00%             | 2030-09-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                             | Santander Holdings USA Inc                                                      | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178587.28    | 0.00%             | 2029-03-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                             | Santander Holdings USA Inc                                                      | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    205000 | PA      | $212287.39    | 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      | $502428.72    | 0.01%             | 2029-08-15      | Fixed         | 4.67%                 | 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        |    210000 | PA      | $210965.36    | 0.00%             | 2028-12-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER INVESTMENT                            | Schlumberger Investment SA                                                      | CUSIP: 806854AJ4<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |    365000 | PA      | $343139.50    | 0.01%             | 2030-06-26      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                | Charles Schwab Corp/The                                                         | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    400000 | PA      | $367673.42    | 0.01%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                | Charles Schwab Corp/The                                                         | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    170000 | PA      | $182617.00    | 0.00%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                | Charles Schwab Corp/The                                                         | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    110000 | PA      | $120195.72    | 0.00%             | 2034-08-24      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROU                           | Selective Insurance Group Inc                                                   | CUSIP: 816300AH0<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92865.34     | 0.00%             | 2049-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROU                           | Selective Insurance Group Inc                                                   | CUSIP: 816300AJ6<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |    155000 | PA      | $162453.35    | 0.00%             | 2035-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                             | Sempra                                                                          | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    244000 | PA      | $257024.07    | 0.01%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                             | Sempra                                                                          | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    437000 | PA      | $430548.61    | 0.01%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                             | Sempra                                                                          | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    103000 | PA      | $101437.14    | 0.00%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                             | Sempra                                                                          | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    524000 | PA      | $453409.55    | 0.01%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                             | Sempra                                                                          | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    259000 | PA      | $200359.19    | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                             | Sempra                                                                          | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    475000 | PA      | $463008.21    | 0.01%             | 2052-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                             | Sempra                                                                          | CUSIP: 816851BR9<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104979.05    | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                     | ServiceNow Inc                                                                  | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1432935.60   | 0.03%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                            | Shell International Finance BV                                                  | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    450000 | PA      | $503310.12    | 0.01%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                            | Shell International Finance BV                                                  | CUSIP: 822582BE1<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      5000 | PA      | $5013.75      | 0.00%             | 2035-05-11      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                            | Shell International Finance BV                                                  | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    575000 | PA      | $382184.15    | 0.01%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                               | Shell Finance US Inc                                                            | CUSIP: 822905AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $42395.06     | 0.00%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                | Sherwin-Williams Co/The                                                         | CUSIP: 824348AQ9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     73000 | PA      | $60973.60     | 0.00%             | 2042-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                | Sherwin-Williams Co/The                                                         | CUSIP: 824348AS5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130604.93    | 0.00%             | 2045-08-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                | Sherwin-Williams Co/The                                                         | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    369000 | PA      | $320197.31    | 0.01%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                | Sherwin-Williams Co/The                                                         | CUSIP: 824348BK1<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    180000 | PA      | $137675.99    | 0.00%             | 2049-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                | Sherwin-Williams Co/The                                                         | CUSIP: 824348BM7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     90000 | PA      | $62586.28     | 0.00%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                | Sherwin-Williams Co/The                                                         | CUSIP: 824348BN5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    120000 | PA      | $105606.84    | 0.00%             | 2032-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                | Sherwin-Williams Co/The                                                         | CUSIP: 824348BV7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50501.01     | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                | Sherwin-Williams Co/The                                                         | CUSIP: 824348BW5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51246.90     | 0.00%             | 2035-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                 | Smith & Nephew PLC                                                              | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    255000 | PA      | $229256.65    | 0.01%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                 | Smith & Nephew PLC                                                              | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |     80000 | PA      | $83507.56     | 0.00%             | 2034-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                      | J M Smucker Co/The                                                              | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    322000 | PA      | $305513.65    | 0.01%             | 2035-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                      | J M Smucker Co/The                                                              | CUSIP: 832696AP3<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    140000 | PA      | $118713.95    | 0.00%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                      | J M Smucker Co/The                                                              | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     90000 | PA      | $97944.16     | 0.00%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                      | J M Smucker Co/The                                                              | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    115000 | PA      | $126728.35    | 0.00%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| SMURFIT KAPPA TREASURY                             | Smurfit Kappa Treasury ULC                                                      | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $415908.76    | 0.01%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                     | Solventum Corp                                                                  | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156806.85    | 0.00%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                     | Solventum Corp                                                                  | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    235000 | PA      | $241162.34    | 0.01%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                 | Sonoco Products Co                                                              | CUSIP: 835495AJ1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50965.81     | 0.00%             | 2040-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                | Southern California Edison Co                                                   | CUSIP: 842400EB5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    185000 | PA      | $195038.92    | 0.00%             | 2029-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                | Southern California Edison Co                                                   | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    290000 | PA      | $305882.70    | 0.01%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                | Southern California Edison Co                                                   | CUSIP: 842400EV1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93640.10     | 0.00%             | 2035-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                | Southern California Edison Co                                                   | CUSIP: 842400FA6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96129.60     | 0.00%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                | Southern California Edison Co                                                   | CUSIP: 842400FC2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    122000 | PA      | $124298.10    | 0.00%             | 2036-02-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                | Southern California Edison Co                                                   | CUSIP: 842400FF5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151664.67    | 0.00%             | 2037-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                | Southern California Edison Co                                                   | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    137000 | PA      | $141059.47    | 0.00%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                | Southern California Edison Co                                                   | CUSIP: 842400FL2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    126000 | PA      | $131161.97    | 0.00%             | 2039-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                | Southern California Edison Co                                                   | CUSIP: 842400FP3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    154000 | PA      | $153133.00    | 0.00%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                | Southern California Edison Co                                                   | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    105000 | PA      | $93254.12     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                | Southern California Edison Co                                                   | CUSIP: 842400FV0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    169000 | PA      | $136839.15    | 0.00%             | 2042-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                | Southern California Edison Co                                                   | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    160000 | PA      | $125071.45    | 0.00%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                | Southern California Edison Co                                                   | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    161000 | PA      | $139022.65    | 0.00%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                | Southern California Edison Co                                                   | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     65000 | PA      | $47604.16     | 0.00%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                | Southern California Edison Co                                                   | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    417000 | PA      | $320216.30    | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                | Southern California Edison Co                                                   | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    341000 | PA      | $264671.24    | 0.01%             | 2048-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                | Southern California Edison Co                                                   | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104370.43    | 0.00%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                | Southern California Edison Co                                                   | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    139000 | PA      | $119286.78    | 0.00%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                | Southern California Edison Co                                                   | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    135000 | PA      | $127477.32    | 0.00%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                | Southern California Edison Co                                                   | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    363000 | PA      | $256787.69    | 0.01%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                | Southern California Edison Co                                                   | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    120000 | PA      | $108688.44    | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                | Southern California Edison Co                                                   | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    125000 | PA      | $84726.20     | 0.00%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                | Southern California Edison Co                                                   | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52063.34     | 0.00%             | 2053-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                | Southern California Edison Co                                                   | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136688.71    | 0.00%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                | Southern California Edison Co                                                   | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51003.69     | 0.00%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                | Southern California Edison Co                                                   | CUSIP: 842400JD6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    285000 | PA      | $272790.12    | 0.01%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                | Southern California Edison Co                                                   | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41393.99     | 0.00%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                | Southern California Edison Co                                                   | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25516.37     | 0.00%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                | Southern California Edison Co                                                   | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68959.21     | 0.00%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                | Southern California Edison Co                                                   | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51332.35     | 0.00%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                | Southern California Edison Co                                                   | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    315000 | PA      | $323337.24    | 0.01%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                              | Southern California Gas Co                                                      | CUSIP: 842434CJ9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173643.31    | 0.00%             | 2040-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                              | Southern California Gas Co                                                      | CUSIP: 842434CK6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    190000 | PA      | $154648.82    | 0.00%             | 2042-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                              | Southern California Gas Co                                                      | CUSIP: 842434CR1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    210000 | PA      | $170721.04    | 0.00%             | 2048-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                              | Southern California Gas Co                                                      | CUSIP: 842434CS9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    165000 | PA      | $137752.19    | 0.00%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                              | Southern California Gas Co                                                      | CUSIP: 842434CT7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    272000 | PA      | $211496.06    | 0.00%             | 2050-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                              | Southern California Gas Co                                                      | CUSIP: 842434CY6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101454.05    | 0.00%             | 2053-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                              | Southern California Gas Co                                                      | CUSIP: 842434CZ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103703.03    | 0.00%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                 | Southwest Gas Corp                                                              | CUSIP: 844895AX0<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    155000 | PA      | $119678.79    | 0.00%             | 2046-09-29      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                 | Southwest Gas Corp                                                              | CUSIP: 845011AA3<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64398.93     | 0.00%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                 | Southwest Gas Corp                                                              | CUSIP: 845011AB1<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    166000 | PA      | $134761.94    | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                 | Southwest Gas Corp                                                              | CUSIP: 845011AD7<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10447.94     | 0.00%             | 2051-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                 | Southwest Gas Corp                                                              | CUSIP: 845011AF2<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102952.61    | 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        |     35000 | PA      | $35942.74     | 0.00%             | 2028-03-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                            | Spectra Energy Partners LP                                                      | CUSIP: 84756NAE9<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    287000 | PA      | $292450.91    | 0.01%             | 2043-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                            | Spectra Energy Partners LP                                                      | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    169000 | PA      | $145379.10    | 0.00%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SPIRE MISSOURI INC                                 | Spire Missouri Inc                                                              | CUSIP: 84859DAD9<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129356.74    | 0.00%             | 2034-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                           | Stanley Black & Decker Inc                                                      | CUSIP: 854502AJ0<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35289.27     | 0.00%             | 2048-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                     | Starbucks Corp                                                                  | CUSIP: 855244AH2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    102000 | PA      | $87155.53     | 0.00%             | 2045-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                     | Starbucks Corp                                                                  | CUSIP: 855244AM1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     80000 | PA      | $61206.43     | 0.00%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                     | Starbucks Corp                                                                  | CUSIP: 855244AP4<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     86000 | PA      | $85135.74     | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                     | Starbucks Corp                                                                  | CUSIP: 855244AS8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    220000 | PA      | $187052.42    | 0.00%             | 2048-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                     | Starbucks Corp                                                                  | CUSIP: 855244AT6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68846.57     | 0.00%             | 2029-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                     | Starbucks Corp                                                                  | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    241000 | PA      | $203222.53    | 0.00%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                     | Starbucks Corp                                                                  | CUSIP: 855244AW9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41590.02     | 0.00%             | 2030-03-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                     | Starbucks Corp                                                                  | CUSIP: 855244AX7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    260000 | PA      | $181667.22    | 0.00%             | 2050-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                     | Starbucks Corp                                                                  | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    415000 | PA      | $296364.93    | 0.01%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                     | Starbucks Corp                                                                  | CUSIP: 855244BF5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101769.24    | 0.00%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                  | State Street Corp                                                               | CUSIP: 857477BD4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    317000 | PA      | $318663.34    | 0.01%             | 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        |    338000 | PA      | $319271.07    | 0.01%             | 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        |    995000 | PA      | $940184.30    | 0.02%             | 2030-01-24      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                  | State Street Corp                                                               | CUSIP: 857477BT9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     85000 | PA      | $77024.40     | 0.00%             | 2033-02-07      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                  | State Street Corp                                                               | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19667.38     | 0.00%             | 2033-08-04      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                  | State Street Corp                                                               | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15272.71     | 0.00%             | 2034-01-26      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                  | State Street Corp                                                               | CUSIP: 857477CC5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20810.14     | 0.00%             | 2034-05-18      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                  | State Street Corp                                                               | CUSIP: 857477CF8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62925.19     | 0.00%             | 2029-11-21      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                  | State Street Corp                                                               | CUSIP: 857477CR2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40840.28     | 0.00%             | 2032-10-22      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                  | State Street Corp                                                               | CUSIP: 857477CU5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55842.52     | 0.00%             | 2028-02-28      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                  | State Street Corp                                                               | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51284.00     | 0.00%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                  | State Street Corp                                                               | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20609.16     | 0.00%             | 2036-02-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                  | State Street Corp                                                               | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51563.90     | 0.00%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                  | State Street Corp                                                               | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75213.75     | 0.00%             | 2036-10-23      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds  | Republic of Poland Government International Bonds                               | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    180000 | PA      | $193795.09    | 0.00%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds  | Republic of Poland Government International Bonds                               | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    200000 | PA      | $208849.58    | 0.00%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                        | Equinor ASA                                                                     | CUSIP: 85771PAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    300000 | PA      | $303106.54    | 0.01%             | 2040-08-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                        | Equinor ASA                                                                     | CUSIP: 85771PAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    192000 | PA      | $172807.96    | 0.00%             | 2041-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                        | Equinor ASA                                                                     | CUSIP: 85771PAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    112000 | PA      | $95963.85     | 0.00%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                        | Equinor ASA                                                                     | CUSIP: 85771PAQ5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    150000 | PA      | $142225.77    | 0.00%             | 2043-11-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                 | Steel Dynamics Inc                                                              | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    245000 | PA      | $236935.47    | 0.01%             | 2030-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                 | Steel Dynamics Inc                                                              | CUSIP: 858119BP4<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     65000 | PA      | $45110.94     | 0.00%             | 2050-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                 | Steel Dynamics Inc                                                              | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26037.62     | 0.00%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                 | Steel Dynamics Inc                                                              | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87323.03     | 0.00%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                 | Steel Dynamics Inc                                                              | CUSIP: 858119BT6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55964.97     | 0.00%             | 2055-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                 | Steel Dynamics Inc                                                              | CUSIP: 858119BU3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149639.31    | 0.00%             | 2028-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                         | STERIS Irish FinCo UnLtd Co                                                     | CUSIP: 85917PAA5<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    620000 | PA      | $571108.11    | 0.01%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                         | STERIS Irish FinCo UnLtd Co                                                     | CUSIP: 85917PAB3<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    340000 | PA      | $254474.94    | 0.01%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERV                           | Stewart Information Services Corp                                               | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |    480000 | PA      | $429747.59    | 0.01%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                       | Stryker Corp                                                                    | CUSIP: 863667AE1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43196.97     | 0.00%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                       | Stryker Corp                                                                    | CUSIP: 863667AG6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     89000 | PA      | $78628.09     | 0.00%             | 2044-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                       | Stryker Corp                                                                    | CUSIP: 863667AJ0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    159000 | PA      | $143979.40    | 0.00%             | 2046-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                       | Stryker Corp                                                                    | CUSIP: 863667AZ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    155000 | PA      | $104156.22    | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                           | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAN0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    227000 | PA      | $225687.35    | 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        |    283000 | PA      | $280494.33    | 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        |    272000 | PA      | $269045.55    | 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        |    190000 | PA      | $188488.19    | 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        |    175000 | PA      | $175101.86    | 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        |    213000 | PA      | $214897.67    | 0.00%             | 2028-10-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                           | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    535000 | PA      | $514751.27    | 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        |    100000 | PA      | $95037.19     | 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        |    190000 | PA      | $179528.46    | 0.00%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                           | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBZ2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     55000 | PA      | $49791.88     | 0.00%             | 2030-09-23      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                           | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1020000 | PA      | $930519.45    | 0.02%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                           | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCE8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1050000 | PA      | $924111.09    | 0.02%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                           | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCF5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    450000 | PA      | $319964.64    | 0.01%             | 2041-01-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                           | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    495000 | PA      | $467427.30    | 0.01%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                           | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCN8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     55000 | PA      | $52509.14     | 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        |    140000 | PA      | $144408.43    | 0.00%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                           | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    410000 | PA      | $439436.93    | 0.01%             | 2033-01-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                           | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCW8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     10000 | PA      | $10558.86     | 0.00%             | 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        |    205000 | PA      | $214065.92    | 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        |    200000 | PA      | $213727.78    | 0.00%             | 2030-07-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                           | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDD9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $268330.39    | 0.01%             | 2033-07-13      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                           | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDJ6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    140000 | PA      | $150822.86    | 0.00%             | 2033-09-14      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                           | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDN7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $105110.73    | 0.00%             | 2031-07-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                           | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDP2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    530000 | PA      | $562109.99    | 0.01%             | 2034-07-09      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                           | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDU1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    575000 | PA      | $614447.43    | 0.01%             | 2035-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                           | SUMITOMO MITSUI FINL GRP                                                        | CUSIP: 86562MEA4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    470000 | PA      | $485098.48    | 0.01%             | 2036-07-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                       | Synopsys Inc                                                                    | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51100.04     | 0.00%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                       | Synopsys Inc                                                                    | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10250.72     | 0.00%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                       | Synopsys Inc                                                                    | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1083241.38   | 0.03%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                       | Synopsys Inc                                                                    | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    340000 | PA      | $341074.07    | 0.01%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                | Synchrony Financial                                                             | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    706000 | PA      | $700134.57    | 0.02%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                | Synchrony Financial                                                             | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    432000 | PA      | $438948.78    | 0.01%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                | Synchrony Financial                                                             | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    365000 | PA      | $326524.83    | 0.01%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                | Synchrony Financial                                                             | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    215000 | PA      | $223410.86    | 0.01%             | 2030-08-02      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                | Synchrony Financial                                                             | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154147.50    | 0.00%             | 2036-07-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                     | Synchrony Bank                                                                  | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    545000 | PA      | $556021.31    | 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        |    300000 | PA      | $303783.29    | 0.01%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                  | Sysco Corp                                                                      | CUSIP: 871829AJ6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     62000 | PA      | $64578.67     | 0.00%             | 2035-09-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                  | Sysco Corp                                                                      | CUSIP: 871829AY3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68748.74     | 0.00%             | 2045-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                  | Sysco Corp                                                                      | CUSIP: 871829BD8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    124000 | PA      | $108009.96    | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                  | Sysco Corp                                                                      | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4940.13      | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                  | Sysco Corp                                                                      | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    142000 | PA      | $122301.42    | 0.00%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                  | Sysco Corp                                                                      | CUSIP: 871829BJ5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    198000 | PA      | $139341.16    | 0.00%             | 2050-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                  | Sysco Corp                                                                      | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    315000 | PA      | $293420.98    | 0.01%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                  | Sysco Corp                                                                      | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    190000 | PA      | $201702.84    | 0.00%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                  | Sysco Corp                                                                      | CUSIP: 871829BM8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    105000 | PA      | $118052.60    | 0.00%             | 2040-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                  | Sysco Corp                                                                      | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    240000 | PA      | $266919.23    | 0.01%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| TC PIPELINES LP                                    | TC PipeLines LP                                                                 | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164321.23    | 0.00%             | 2027-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                        | TJX Cos Inc/The                                                                 | CUSIP: 872540AT6<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39796.87     | 0.00%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                        | TJX Cos Inc/The                                                                 | CUSIP: 872540AU3<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     96000 | PA      | $84491.87     | 0.00%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| TSMC ARIZONA CORP                                  | TSMC Arizona Corp                                                               | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1423700.26   | 0.03%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                  | TSMC Arizona Corp                                                               | CUSIP: 872898AD3<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24582.80     | 0.00%             | 2041-10-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                  | TSMC Arizona Corp                                                               | CUSIP: 872898AE1<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    235000 | PA      | $181995.02    | 0.00%             | 2051-10-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                  | TSMC Arizona Corp                                                               | CUSIP: 872898AF8<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    535000 | PA      | $534364.77    | 0.01%             | 2027-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                  | TSMC Arizona Corp                                                               | CUSIP: 872898AH4<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    435000 | PA      | $438833.83    | 0.01%             | 2032-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                  | TSMC Arizona Corp                                                               | CUSIP: 872898AJ0<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    235000 | PA      | $225257.63    | 0.01%             | 2052-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                              | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    190000 | PA      | $194668.79    | 0.00%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                              | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    420000 | PA      | $285974.59    | 0.01%             | 2050-07-09      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                              | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060BD7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    265000 | PA      | $173361.09    | 0.00%             | 2060-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                              | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060BN5<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $250934.70    | 0.01%             | 2064-07-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                  | Tampa Electric Co                                                               | CUSIP: 875127BJ0<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14423.32     | 0.00%             | 2051-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                  | Tampa Electric Co                                                               | CUSIP: 875127BL5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    205000 | PA      | $188671.78    | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                       | Tapestry Inc                                                                    | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25689.04     | 0.00%             | 2030-03-11      | Fixed         | 5.10%                 | 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        |    290000 | PA      | $295197.26    | 0.01%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                           | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $206073.73    | 0.00%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                           | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $602343.84    | 0.01%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                        | Target Corp                                                                     | CUSIP: 87612EAR7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    220000 | PA      | $252601.05    | 0.01%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                        | Target Corp                                                                     | CUSIP: 87612EAU0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    230000 | PA      | $270940.58    | 0.01%             | 2038-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                        | Target Corp                                                                     | CUSIP: 87612EBA3<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    226000 | PA      | $193327.20    | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                        | Target Corp                                                                     | CUSIP: 87612EBF2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    291000 | PA      | $225663.39    | 0.01%             | 2046-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                        | Target Corp                                                                     | CUSIP: 87612EBG0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    230000 | PA      | $183846.82    | 0.00%             | 2047-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                        | Target Corp                                                                     | CUSIP: 87612EBH8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68745.42     | 0.00%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                        | Target Corp                                                                     | CUSIP: 87612EBJ4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79631.70     | 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        |    255000 | PA      | $239451.53    | 0.01%             | 2030-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                        | Target Corp                                                                     | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    205000 | PA      | $133208.22    | 0.00%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                        | Target Corp                                                                     | CUSIP: 87612EBQ8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    310000 | PA      | $310284.51    | 0.01%             | 2033-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                        | Target Corp                                                                     | CUSIP: 87612EBR6<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    190000 | PA      | $171494.58    | 0.00%             | 2053-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                        | Target Corp                                                                     | CUSIP: 87612EBT2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101867.97    | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| TARGET CORP                                        | Target Corp                                                                     | CUSIP: 87612EBU9<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55609.86     | 0.00%             | 2028-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                        | Target Corp                                                                     | CUSIP: 87612EBV7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103261.21    | 0.00%             | 2036-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                               | Targa Resources Corp                                                            | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    520000 | PA      | $498423.13    | 0.01%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                               | Targa Resources Corp                                                            | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    175000 | PA      | $149896.24    | 0.00%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                               | Targa Resources Corp                                                            | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     70000 | PA      | $75013.48     | 0.00%             | 2033-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                               | Targa Resources Corp                                                            | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263914.02    | 0.01%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                               | Targa Resources Corp                                                            | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    340000 | PA      | $373644.86    | 0.01%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                               | Targa Resources Corp                                                            | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56426.68     | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                               | Targa Resources Corp                                                            | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256802.57    | 0.01%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                               | Targa Resources Corp                                                            | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160922.73    | 0.00%             | 2055-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                               | Targa Resources Corp                                                            | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203894.22    | 0.00%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                               | Targa Resources Corp                                                            | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206532.34    | 0.00%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                               | Targa Resources Corp                                                            | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150520.72    | 0.00%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                               | Targa Resources Corp                                                            | CUSIP: 87612GAS0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176856.47    | 0.00%             | 2036-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                           | Teledyne Technologies Inc                                                       | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1400205.17   | 0.03%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                           | Telefonica Emisiones SA                                                         | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    428000 | PA      | $482942.88    | 0.01%             | 2036-06-20      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                           | Telefonica Emisiones SA                                                         | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     55000 | PA      | $49037.52     | 0.00%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                           | Telefonica Emisiones SA                                                         | CUSIP: 87938WAV5<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    210000 | PA      | $193484.03    | 0.00%             | 2038-03-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                           | Telefonica Emisiones SA                                                         | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     35000 | PA      | $32280.79     | 0.00%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                         | TELUS Corp                                                                      | CUSIP: 87971MBD4<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    310000 | PA      | $304974.00    | 0.01%             | 2027-02-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                         | TELUS Corp                                                                      | CUSIP: 87971MBF9<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    630000 | PA      | $625377.36    | 0.01%             | 2027-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                             | Tennessee Gas Pipeline Co LLC                                                   | CUSIP: 880451AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $72593.14     | 0.00%             | 2027-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                             | Tennessee Gas Pipeline Co LLC                                                   | CUSIP: 880451AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $83461.25     | 0.00%             | 2037-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                             | Tennessee Gas Pipeline Co LLC                                                   | CUSIP: 880451AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $26918.79     | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TEXAS EASTERN TRANSMISSI                           | Texas Eastern Transmission LP                                                   | CUSIP: 882389CC1<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |    327000 | PA      | $368944.69    | 0.01%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                              | Texas Instruments Inc                                                           | CUSIP: 882508BC7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    875000 | PA      | $863814.16    | 0.02%             | 2027-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                              | Texas Instruments Inc                                                           | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    365000 | PA      | $305877.07    | 0.01%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                              | Texas Instruments Inc                                                           | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    278000 | PA      | $250956.17    | 0.01%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                              | Texas Instruments Inc                                                           | CUSIP: 882508BG8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    679000 | PA      | $640353.97    | 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        |    830000 | PA      | $755410.35    | 0.02%             | 2030-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                              | Texas Instruments Inc                                                           | CUSIP: 882508BL7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    340000 | PA      | $302633.28    | 0.01%             | 2031-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                              | Texas Instruments Inc                                                           | CUSIP: 882508BM5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    235000 | PA      | $147313.41    | 0.00%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                              | Texas Instruments Inc                                                           | CUSIP: 882508BP8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    965000 | PA      | $930732.70    | 0.02%             | 2032-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                              | Texas Instruments Inc                                                           | CUSIP: 882508BQ6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40830.62     | 0.00%             | 2052-08-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                              | Texas Instruments Inc                                                           | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60976.91     | 0.00%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                              | Texas Instruments Inc                                                           | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    540000 | PA      | $559320.53    | 0.01%             | 2033-03-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                              | Texas Instruments Inc                                                           | CUSIP: 882508CC6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42146.88     | 0.00%             | 2053-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                              | Texas Instruments Inc                                                           | CUSIP: 882508CE2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75636.88     | 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        |    190000 | PA      | $194427.47    | 0.00%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                              | Texas Instruments Inc                                                           | CUSIP: 882508CH5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185862.32    | 0.00%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                              | Texas Instruments Inc                                                           | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    155000 | PA      | $149013.97    | 0.00%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| TEXAS INSTRUMENTS INC                              | Texas Instruments Inc                                                           | CUSIP: 882508CK8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122497.79    | 0.00%             | 2030-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                              | Texas Instruments Inc                                                           | CUSIP: 882508CM4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129596.48    | 0.00%             | 2035-05-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                              | Texas Instruments Inc                                                           | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68953.76     | 0.00%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                        | Textron Inc                                                                     | CUSIP: 883203BX8<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24851.48     | 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        |     45000 | PA      | $44237.67     | 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        |    117000 | PA      | $115373.28    | 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        |     71000 | PA      | $67438.82     | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                             | Williams Cos Inc/The                                                            | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    355000 | PA      | $362361.34    | 0.01%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                         | 3M Co                                                                           | CUSIP: 88579EAC9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    165000 | PA      | $176660.98    | 0.00%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                         | 3M Co                                                                           | CUSIP: 88579YAY7<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1413968.04   | 0.03%             | 2027-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                         | 3M Co                                                                           | CUSIP: 88579YAZ4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    104000 | PA      | $79517.04     | 0.00%             | 2047-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                         | 3M Co                                                                           | CUSIP: 88579YBC4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    705000 | PA      | $700498.55    | 0.02%             | 2028-09-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                         | 3M Co                                                                           | CUSIP: 88579YBG5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    264000 | PA      | $258874.80    | 0.01%             | 2029-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                         | 3M Co                                                                           | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    709000 | PA      | $668065.12    | 0.02%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                         | 3M Co                                                                           | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    480000 | PA      | $459555.42    | 0.01%             | 2030-04-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                         | 3M Co                                                                           | CUSIP: 88579YBP5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7593.38      | 0.00%             | 2050-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                         | 3M Co                                                                           | CUSIP: 88579YBQ3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76928.13     | 0.00%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                         | 3M Co                                                                           | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    305000 | PA      | $315649.69    | 0.01%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TOLEDO EDISON COMPANY                              | Toledo Edison Co/The                                                            | CUSIP: 889175BD6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     45000 | PA      | $49514.58     | 0.00%             | 2037-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                              | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $170140.20    | 0.00%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                              | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $62701.35     | 0.00%             | 2032-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                              | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $65463.49     | 0.00%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                              | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    365000 | PA      | $365959.04    | 0.01%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                              | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $358025.82    | 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        |    540000 | PA      | $560062.21    | 0.01%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                              | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2Y7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $113078.26    | 0.00%             | 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        |     90000 | PA      | $92247.08     | 0.00%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                              | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $183609.97    | 0.00%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                              | Toronto-Dominion Bank/The                                                       | CUSIP: 89115KAB6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $204673.84    | 0.00%             | 2030-06-03      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                              | Toronto-Dominion Bank/The                                                       | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50569.29     | 0.00%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                              | Toronto-Dominion Bank/The                                                       | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50798.68     | 0.00%             | 2034-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                           | TotalEnergies Capital SA                                                        | CUSIP: 89152UAH5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |      5000 | PA      | $5009.15      | 0.00%             | 2028-10-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                             | TotalEnergies Capital International SA                                          | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    130000 | PA      | $124192.16    | 0.00%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                             | TotalEnergies Capital International SA                                          | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    270000 | PA      | $196538.11    | 0.00%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                             | TotalEnergies Capital International SA                                          | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    513000 | PA      | $351134.87    | 0.01%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                             | TotalEnergies Capital International SA                                          | CUSIP: 89153VAW9<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    520000 | PA      | $346476.96    | 0.01%             | 2060-06-29      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                             | TotalEnergies Capital International SA                                          | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     65000 | PA      | $49650.87     | 0.00%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                           | TotalEnergies Capital SA                                                        | CUSIP: 89157XAA9<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    125000 | PA      | $130629.29    | 0.00%             | 2034-04-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                           | TotalEnergies Capital SA                                                        | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    240000 | PA      | $236777.20    | 0.01%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                           | TotalEnergies Capital SA                                                        | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    360000 | PA      | $358235.22    | 0.01%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                           | TotalEnergies Capital SA                                                        | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    255000 | PA      | $245364.15    | 0.01%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                           | TotalEnergies Capital SA                                                        | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    145000 | PA      | $139067.07    | 0.00%             | 2064-09-10      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                | Toyota Auto Receivables 2023-A Owner Trust                                      | CUSIP: 891940AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $251173.38    | 0.01%             | 2028-08-15      | Fixed         | 4.42%                 | 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      | $100823.73    | 0.00%             | 2029-11-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                                  | Tractor Supply Co                                                               | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |   1174000 | PA      | $1040957.33   | 0.02%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                                  | Tractor Supply Co                                                               | CUSIP: 892356AB2<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1834308.41   | 0.04%             | 2033-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                 | Trane Technologies Financing Ltd                                                | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |   1095000 | PA      | $1145484.25   | 0.03%             | 2033-03-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                 | Trane Technologies Financing Ltd                                                | CUSIP: 892938AB7<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |   2235000 | PA      | $2309471.74   | 0.05%             | 2034-06-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                              | TransCanada PipeLines Ltd                                                       | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $216494.44    | 0.01%             | 2039-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                              | TransCanada PipeLines Ltd                                                       | CUSIP: 893526DF7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $62536.29     | 0.00%             | 2034-03-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                              | TransCanada PipeLines Ltd                                                       | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $111458.91    | 0.00%             | 2040-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                              | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAB5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $121016.01    | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                              | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    274000 | PA      | $295537.77    | 0.01%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                              | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAE9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    184000 | PA      | $214055.40    | 0.00%             | 2038-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                              | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $176567.65    | 0.00%             | 2034-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                              | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $165428.71    | 0.00%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                              | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAY5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $68299.65     | 0.00%             | 2048-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                              | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAZ2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    129000 | PA      | $121253.58    | 0.00%             | 2049-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                              | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    219000 | PA      | $216970.23    | 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        |     15000 | PA      | $15361.80     | 0.00%             | 2065-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                            | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AB9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     93000 | PA      | $92851.86     | 0.00%             | 2041-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                            | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AF0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     27000 | PA      | $23927.02     | 0.00%             | 2042-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                            | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $39947.09     | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                            | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    257000 | PA      | $224923.69    | 0.01%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                            | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AR4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    175000 | PA      | $136752.00    | 0.00%             | 2050-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                  | Travelers Cos Inc/The                                                           | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    372000 | PA      | $416784.78    | 0.01%             | 2037-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                  | Travelers Cos Inc/The                                                           | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    305000 | PA      | $313098.58    | 0.01%             | 2040-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                  | Travelers Cos Inc/The                                                           | CUSIP: 89417EAJ8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    112000 | PA      | $101963.27    | 0.00%             | 2043-08-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                  | Travelers Cos Inc/The                                                           | CUSIP: 89417EAK5<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173591.00    | 0.00%             | 2045-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                  | Travelers Cos Inc/The                                                           | CUSIP: 89417EAL3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    133000 | PA      | $105937.43    | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                  | Travelers Cos Inc/The                                                           | CUSIP: 89417EAM1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    192000 | PA      | $158197.80    | 0.00%             | 2047-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                  | Travelers Cos Inc/The                                                           | CUSIP: 89417EAN9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    160000 | PA      | $131714.65    | 0.00%             | 2048-03-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                  | Travelers Cos Inc/The                                                           | CUSIP: 89417EAP4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    115000 | PA      | $94861.14     | 0.00%             | 2049-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                  | Travelers Cos Inc/The                                                           | CUSIP: 89417EAQ2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    110000 | PA      | $67916.78     | 0.00%             | 2050-04-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| TRAVELERS PPTY CASUALTY                            | Travelers Property Casualty Corp                                                | CUSIP: 89420GAE9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    190000 | PA      | $215056.27    | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                        | Trimble Inc                                                                     | CUSIP: 896239AC4<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    599000 | PA      | $608096.71    | 0.01%             | 2028-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER/TAL INT                           | Triton Container International Ltd / TAL International Container Corp           | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    910000 | PA      | $821996.10    | 0.02%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                        | Truist Bank                                                                     | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229762.74    | 0.01%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                              | Truist Financial Corp                                                           | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158214.79    | 0.00%             | 2034-01-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                              | Truist Financial Corp                                                           | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    215000 | PA      | $229195.81    | 0.01%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                              | Truist Financial Corp                                                           | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79271.34     | 0.00%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                              | Truist Financial Corp                                                           | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    470000 | PA      | $471053.47    | 0.01%             | 2033-07-28      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                           | Tyco Electronics Group SA                                                       | CUSIP: 902133AG2<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    140000 | PA      | $166131.75    | 0.00%             | 2037-10-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                           | Tyco Electronics Group SA                                                       | CUSIP: 902133AU1<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    700000 | PA      | $692455.80    | 0.02%             | 2027-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                      | UBS AG/London                                                                   | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   1120000 | PA      | $1170417.44   | 0.03%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                      | UBS Commercial Mortgage Trust 2018-C15                                          | CUSIP: 90278LBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $247026.78    | 0.01%             | 2051-12-15      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                      | UBS Commercial Mortgage Trust 2018-C12                                          | CUSIP: 90353DAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    204718 | PA      | $204311.63    | 0.00%             | 2051-08-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                      | UBS Commercial Mortgage Trust 2018-C12                                          | CUSIP: 90353DAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1986787.08   | 0.05%             | 2051-08-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                              | Uber Technologies Inc                                                           | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4851.23      | 0.00%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                              | Unilever Capital Corp                                                           | CUSIP: 904764AH0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    505000 | PA      | $554559.75    | 0.01%             | 2032-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                              | Unilever Capital Corp                                                           | CUSIP: 904764AY3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187861.06    | 0.00%             | 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        |    480000 | PA      | $476892.10    | 0.01%             | 2028-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                              | Unilever Capital Corp                                                           | CUSIP: 904764BQ9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    445000 | PA      | $393528.87    | 0.01%             | 2031-08-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                              | Unilever Capital Corp                                                           | CUSIP: 904764BR7<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    355000 | PA      | $223222.23    | 0.01%             | 2051-08-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                              | Unilever Capital Corp                                                           | CUSIP: 904764BT3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    575000 | PA      | $599347.50    | 0.01%             | 2033-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                              | Unilever Capital Corp                                                           | CUSIP: 904764BU0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100776.26    | 0.00%             | 2027-08-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                              | Unilever Capital Corp                                                           | CUSIP: 904764BV8<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101299.69    | 0.00%             | 2034-08-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                 | Union Pacific Corp                                                              | CUSIP: 907818EB0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90928.81     | 0.00%             | 2035-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                 | Union Pacific Corp                                                              | CUSIP: 907818EC8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    210000 | PA      | $161524.16    | 0.00%             | 2055-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                 | Union Pacific Corp                                                              | CUSIP: 907818EF1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    194000 | PA      | $162130.07    | 0.00%             | 2045-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                 | Union Pacific Corp                                                              | CUSIP: 907818EJ3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    177000 | PA      | $147158.45    | 0.00%             | 2046-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                 | Union Pacific Corp                                                              | CUSIP: 907818EK0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     99000 | PA      | $73509.36     | 0.00%             | 2046-08-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                 | Union Pacific Corp                                                              | CUSIP: 907818EM6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    284000 | PA      | $219095.13    | 0.01%             | 2051-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                 | Union Pacific Corp                                                              | CUSIP: 907818EN4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    115000 | PA      | $93926.91     | 0.00%             | 2047-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                 | Union Pacific Corp                                                              | CUSIP: 907818EQ7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67305.15     | 0.00%             | 2037-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                 | Union Pacific Corp                                                              | CUSIP: 907818ER5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    230000 | PA      | $175843.52    | 0.00%             | 2067-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                 | Union Pacific Corp                                                              | CUSIP: 907818EW4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56691.22     | 0.00%             | 2048-09-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                 | Union Pacific Corp                                                              | CUSIP: 907818FC7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    210000 | PA      | $176772.95    | 0.00%             | 2049-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                 | Union Pacific Corp                                                              | CUSIP: 907818FD5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4314.97      | 0.00%             | 2039-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                 | Union Pacific Corp                                                              | CUSIP: 907818FE3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $152131.14    | 0.00%             | 2059-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                 | Union Pacific Corp                                                              | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    367000 | PA      | $271535.86    | 0.01%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                 | Union Pacific Corp                                                              | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    340000 | PA      | $240073.56    | 0.01%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                 | Union Pacific Corp                                                              | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    207000 | PA      | $143485.76    | 0.00%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                 | Union Pacific Corp                                                              | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $59864.06     | 0.00%             | 2062-09-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                 | Union Pacific Corp                                                              | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    300000 | PA      | $211467.26    | 0.00%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                 | Union Pacific Corp                                                              | CUSIP: 907818FV5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     35000 | PA      | $24179.54     | 0.00%             | 2061-05-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                 | Union Pacific Corp                                                              | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    115000 | PA      | $83360.48     | 0.00%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                 | Union Pacific Corp                                                              | CUSIP: 907818GA0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $106731.92    | 0.00%             | 2072-02-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                 | Union Pacific Corp                                                              | CUSIP: 907818GF9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65261.88     | 0.00%             | 2053-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                 | Union Pacific Corp                                                              | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    175000 | PA      | $181672.16    | 0.00%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                 | Union Pacific Corp                                                              | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177958.53    | 0.00%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds              | Mexico Government International Bonds                                           | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      5000 | PA      | $5004.14      | 0.00%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds              | Mexico Government International Bonds                                           | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $343970.56    | 0.01%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds              | Mexico Government International Bonds                                           | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1000000 | PA      | $831960.08    | 0.02%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds              | Mexico Government International Bonds                                           | CUSIP: 91086QBE7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    100000 | PA      | $93240.60     | 0.00%             | 2045-01-21      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds              | Mexico Government International Bonds                                           | CUSIP: 91086QBF4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     55000 | PA      | $43925.03     | 0.00%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds              | Mexico Government International Bonds                                           | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     70000 | PA      | $53817.37     | 0.00%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds              | Mexico Government International Bonds                                           | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     90000 | PA      | $73525.92     | 0.00%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds              | Mexico Government International Bonds                                           | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2025000 | PA      | $1267658.44   | 0.03%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds              | Mexico Government International Bonds                                           | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     80000 | PA      | $64799.41     | 0.00%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds              | Mexico Government International Bonds                                           | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2000000 | PA      | $1480968.84   | 0.03%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds              | Mexico Government International Bonds                                           | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $387902.94    | 0.01%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds              | Mexico Government International Bonds                                           | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $215527.68    | 0.00%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds              | Mexico Government International Bonds                                           | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      5000 | PA      | $5485.19      | 0.00%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                              | Mexico Government International Bond                                            | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      5000 | PA      | $5271.24      | 0.00%             | 2038-01-29      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                         | US Bancorp                                                                      | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    395000 | PA      | $344625.94    | 0.01%             | 2036-11-03      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                         | US Bancorp                                                                      | CUSIP: 91159HJD3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54188.43     | 0.00%             | 2033-01-27      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                         | US Bancorp                                                                      | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146282.55    | 0.00%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                         | US Bancorp                                                                      | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    245000 | PA      | $262667.39    | 0.01%             | 2033-10-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                         | US Bancorp                                                                      | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    295000 | PA      | $298790.71    | 0.01%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                         | US Bancorp                                                                      | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    220000 | PA      | $228917.49    | 0.01%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                         | US Bancorp                                                                      | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    108000 | PA      | $115915.39    | 0.00%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                         | US Bancorp                                                                      | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    110000 | PA      | $116869.27    | 0.00%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810FA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $835781.25    | 0.02%             | 2027-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810FJ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1085781.25   | 0.03%             | 2029-08-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $110742.19    | 0.00%             | 2030-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810FP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1080078.13   | 0.02%             | 2031-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $940078.13    | 0.02%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $530625.00    | 0.01%             | 2037-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2400000 | PA      | $2600250.00   | 0.06%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810PW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2400000 | PA      | $2452500.00   | 0.06%             | 2038-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6052000 | PA      | $6246798.75   | 0.14%             | 2038-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1350000 | PA      | $1248328.13   | 0.03%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1193062.50   | 0.03%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2033750.00   | 0.05%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $150187.50    | 0.00%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $256484.38    | 0.01%             | 2040-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $249375.00    | 0.01%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $282140.63    | 0.01%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $244921.88    | 0.01%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $495234.38    | 0.01%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    825000 | PA      | $694675.78    | 0.02%             | 2041-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810QU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $838593.75    | 0.02%             | 2042-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    170000 | PA      | $139479.69    | 0.00%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1475000 | PA      | $1162023.44   | 0.03%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3425000 | PA      | $2687019.53   | 0.06%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2062500.00   | 0.05%             | 2043-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1267000.00   | 0.03%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1225000 | PA      | $1079339.84   | 0.02%             | 2043-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $268359.38    | 0.01%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    720000 | PA      | $631237.50    | 0.01%             | 2044-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1020000 | PA      | $860146.88    | 0.02%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1295000.00   | 0.03%             | 2044-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1265750.00   | 0.03%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2250000 | PA      | $1630898.44   | 0.04%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1665000 | PA      | $1311187.50   | 0.03%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3395000 | PA      | $2608314.84   | 0.06%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4316000 | PA      | $3377944.38   | 0.08%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6050000 | PA      | $4319132.81   | 0.10%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4950000 | PA      | $3522234.38   | 0.08%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6855000 | PA      | $4629267.19   | 0.11%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3800000 | PA      | $2879687.50   | 0.07%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4475000 | PA      | $3456238.28   | 0.08%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3900000 | PA      | $3004828.13   | 0.07%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4300000 | PA      | $3153781.25   | 0.07%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $4021875.00   | 0.09%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11765000 | PA      | $8989195.31   | 0.21%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10450000 | PA      | $8149367.19   | 0.19%             | 2048-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3855000 | PA      | $2930402.34   | 0.07%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8400000 | PA      | $6819750.00   | 0.16%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2225000 | PA      | $1684046.88   | 0.04%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1435000 | PA      | $1058312.50   | 0.02%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3400000 | PA      | $2195125.00   | 0.05%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3690000 | PA      | $2441165.63   | 0.06%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4450000 | PA      | $2692250.00   | 0.06%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7410000 | PA      | $3676054.69   | 0.08%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7620000 | PA      | $3881437.50   | 0.09%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10130000 | PA      | $6483200.00   | 0.15%             | 2040-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7410000 | PA      | $4793343.75   | 0.11%             | 2040-05-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7649000 | PA      | $4155558.28   | 0.10%             | 2050-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7971000 | PA      | $5274560.16   | 0.12%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8634000 | PA      | $4991531.25   | 0.12%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8656000 | PA      | $6167400.00   | 0.14%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8937000 | PA      | $5818824.84   | 0.13%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8042000 | PA      | $6034013.13   | 0.14%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12748000 | PA      | $7559165.63   | 0.17%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11115000 | PA      | $7645035.94   | 0.18%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12126000 | PA      | $6940240.31   | 0.16%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10797000 | PA      | $7686114.38   | 0.18%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11167000 | PA      | $7005547.66   | 0.16%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7250200 | PA      | $5441048.53   | 0.13%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7610000 | PA      | $5489901.56   | 0.13%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6628600 | PA      | $5635345.72   | 0.13%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8700000 | PA      | $6432562.50   | 0.15%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4913000 | PA      | $4234391.88   | 0.10%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6800000 | PA      | $6071125.00   | 0.14%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5300000 | PA      | $4953843.75   | 0.11%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13402000 | PA      | $11190670.00  | 0.26%             | 2053-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5119000 | PA      | $4699881.88   | 0.11%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10610000 | PA      | $8849403.13   | 0.20%             | 2053-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5452000 | PA      | $4994543.13   | 0.12%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7648000 | PA      | $6979995.00   | 0.16%             | 2053-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7067000 | PA      | $6892533.44   | 0.16%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8191000 | PA      | $8274189.84   | 0.19%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7211000 | PA      | $7358600.16   | 0.17%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12286000 | PA      | $11452855.63  | 0.26%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6187000 | PA      | $6115462.81   | 0.14%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8598000 | PA      | $8532171.56   | 0.20%             | 2054-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5585000 | PA      | $5601580.47   | 0.13%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12502000 | PA      | $11652254.69  | 0.27%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6349000 | PA      | $5955163.59   | 0.14%             | 2044-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8591000 | PA      | $8352062.81   | 0.19%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5374000 | PA      | $5379877.81   | 0.12%             | 2044-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8441000 | PA      | $8377692.50   | 0.19%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6725000 | PA      | $6836382.81   | 0.16%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8581000 | PA      | $8692284.84   | 0.20%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5521000 | PA      | $5792736.72   | 0.13%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8345000 | PA      | $8457135.94   | 0.20%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bonds                                                             | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5288000 | PA      | $5457381.25   | 0.13%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2100000 | PA      | $2055621.10   | 0.05%             | 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        |   5070000 | PA      | $4949785.53   | 0.11%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4225000 | PA      | $4158654.32   | 0.10%             | 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        |   7057600 | PA      | $6955595.66   | 0.16%             | 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        |   6900000 | PA      | $6791109.38   | 0.16%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    275000 | PA      | $272142.58    | 0.01%             | 2028-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5215000 | PA      | $5075254.32   | 0.12%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6090000 | PA      | $5864003.94   | 0.14%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4150000 | PA      | $4085318.35   | 0.09%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5900000 | PA      | $5806890.63   | 0.13%             | 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        |   6750000 | PA      | $6637675.82   | 0.15%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 912828YQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3436152.34   | 0.08%             | 2026-10-31      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 912828YU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2744875.00   | 0.06%             | 2026-11-30      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 912828YX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4750000 | PA      | $4655556.65   | 0.11%             | 2026-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11629000 | PA      | $11350085.76  | 0.26%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4200000 | PA      | $3864984.40   | 0.09%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 912828ZB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2850000 | PA      | $2764945.31   | 0.06%             | 2027-02-28      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $962031.25    | 0.02%             | 2027-03-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2350000 | PA      | $2251501.96   | 0.05%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2600000 | PA      | $2285765.64   | 0.05%             | 2030-05-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2080000 | PA      | $1988106.24   | 0.05%             | 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        |   1900000 | PA      | $1812050.79   | 0.04%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7300000 | PA      | $6368109.38   | 0.15%             | 2030-08-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6300000 | PA      | $5979093.75   | 0.14%             | 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        |   5400000 | PA      | $5101523.42   | 0.12%             | 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        |   9250000 | PA      | $8737998.07   | 0.20%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7967000 | PA      | $6987930.43   | 0.16%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7450000 | PA      | $7039376.93   | 0.16%             | 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        |  10300000 | PA      | $9710164.11   | 0.22%             | 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        |   6300000 | PA      | $5942671.88   | 0.14%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14700000 | PA      | $12994570.39  | 0.30%             | 2031-02-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6958000 | PA      | $6605207.69   | 0.15%             | 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        |   7100000 | PA      | $6747773.47   | 0.16%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6080000 | PA      | $5766975.03   | 0.13%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10430000 | PA      | $9392703.96   | 0.22%             | 2031-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7902000 | PA      | $7481588.95   | 0.17%             | 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        |   7770000 | PA      | $7343257.07   | 0.17%             | 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        |   7714000 | PA      | $7228259.06   | 0.17%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12400000 | PA      | $10858718.81  | 0.25%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8750000 | PA      | $8211328.13   | 0.19%             | 2028-08-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12200000 | PA      | $11468000.00  | 0.27%             | 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        |   6961000 | PA      | $6554760.43   | 0.15%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1465898.45   | 0.03%             | 2026-10-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17668000 | PA      | $15482965.40  | 0.36%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7200000 | PA      | $7031812.54   | 0.16%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6488000 | PA      | $6122036.25   | 0.14%             | 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        |   5750000 | PA      | $5397363.31   | 0.12%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8600000 | PA      | $8384328.17   | 0.19%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7200000 | PA      | $6822562.54   | 0.16%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10600000 | PA      | $9517640.68   | 0.22%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6212000 | PA      | $5901400.00   | 0.14%             | 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        |   5800000 | PA      | $5679695.30   | 0.13%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6200000 | PA      | $5978156.25   | 0.14%             | 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        |   7051000 | PA      | $6952396.21   | 0.16%             | 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        |   5440000 | PA      | $5326950.00   | 0.12%             | 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        |   6220000 | PA      | $6150267.95   | 0.14%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10100000 | PA      | $9598156.25   | 0.22%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4700000 | PA      | $4581031.25   | 0.11%             | 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        |   7524000 | PA      | $7422896.25   | 0.17%             | 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        |   5500000 | PA      | $5447148.47   | 0.13%             | 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        |   6540000 | PA      | $6510621.08   | 0.15%             | 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        |   7000000 | PA      | $6910859.41   | 0.16%             | 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        |   3285000 | PA      | $3182857.03   | 0.07%             | 2029-07-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $10338281.25  | 0.24%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5564000 | PA      | $5525530.17   | 0.13%             | 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        |   6900000 | PA      | $6799195.35   | 0.16%             | 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        |  12672000 | PA      | $12818520.00  | 0.30%             | 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        |   5371000 | PA      | $5427857.08   | 0.13%             | 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        |  11057000 | PA      | $11236676.25  | 0.26%             | 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        |   4800000 | PA      | $4854187.49   | 0.11%             | 2027-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10861000 | PA      | $11086705.16  | 0.26%             | 2032-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3800000 | PA      | $3844531.25   | 0.09%             | 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        |  17994000 | PA      | $18121223.16  | 0.42%             | 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        |   8000000 | PA      | $8095000.00   | 0.19%             | 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        |   9505000 | PA      | $9576287.50   | 0.22%             | 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        |   7000000 | PA      | $7000000.00   | 0.16%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8400000 | PA      | $8379000.00   | 0.19%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13501000 | PA      | $13241527.66  | 0.31%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $8086875.04   | 0.19%             | 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        |  15400000 | PA      | $15659875.00  | 0.36%             | 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        |   5180000 | PA      | $5190117.21   | 0.12%             | 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        |   8500000 | PA      | $8526562.50   | 0.20%             | 2028-03-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $8970468.75   | 0.21%             | 2030-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5400000 | PA      | $5401265.65   | 0.12%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13850000 | PA      | $13447484.38  | 0.31%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $9029531.25   | 0.21%             | 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        |  10000000 | PA      | $10067968.80  | 0.23%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $6041250.00   | 0.14%             | 2030-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10146000 | PA      | $10274410.31  | 0.24%             | 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        |  11582000 | PA      | $11767493.03  | 0.27%             | 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        |   4349000 | PA      | $4424767.76   | 0.10%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15595000 | PA      | $15629114.06  | 0.36%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6200000 | PA      | $6340468.75   | 0.15%             | 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        |  11011000 | PA      | $11262188.44  | 0.26%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6255000 | PA      | $6535497.66   | 0.15%             | 2030-09-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10937000 | PA      | $11269382.32  | 0.26%             | 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        |   5694000 | PA      | $5908859.56   | 0.14%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5283203.15   | 0.12%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16210000 | PA      | $16921720.31  | 0.39%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5825000 | PA      | $5877561.54   | 0.14%             | 2026-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $6206718.78   | 0.14%             | 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        |   7600000 | PA      | $7787625.00   | 0.18%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5808400 | PA      | $5851509.25   | 0.14%             | 2026-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4806000 | PA      | $4834535.63   | 0.11%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7147000 | PA      | $7200044.18   | 0.17%             | 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        |   7155000 | PA      | $7185464.63   | 0.17%             | 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        |   6981000 | PA      | $7081897.30   | 0.16%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9424000 | PA      | $9587447.50   | 0.22%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16413000 | PA      | $16548920.16  | 0.38%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CKA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6536000 | PA      | $6576594.70   | 0.15%             | 2027-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5200000 | PA      | $5352343.78   | 0.12%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7864000 | PA      | $8039711.25   | 0.19%             | 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        |   7278000 | PA      | $7337986.66   | 0.17%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4537000 | PA      | $4642981.51   | 0.11%             | 2031-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8484000 | PA      | $8644400.63   | 0.20%             | 2029-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9484000 | PA      | $9599956.70   | 0.22%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5212000 | PA      | $5461198.75   | 0.13%             | 2031-04-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $9317109.42   | 0.22%             | 2029-04-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16163000 | PA      | $16718603.13  | 0.39%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9182000 | PA      | $9303948.44   | 0.22%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8783000 | PA      | $9062958.13   | 0.21%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5239453.15   | 0.12%             | 2031-05-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7994000 | PA      | $8121716.62   | 0.19%             | 2027-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10997000 | PA      | $11320896.07  | 0.26%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8144000 | PA      | $8339965.00   | 0.19%             | 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        |   8218000 | PA      | $8325219.26   | 0.19%             | 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        |   8300000 | PA      | $8430335.98   | 0.19%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10676000 | PA      | $10922882.50  | 0.25%             | 2031-07-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16714000 | PA      | $16651322.50  | 0.38%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7403000 | PA      | $7429315.37   | 0.17%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9079000 | PA      | $9112337.00   | 0.21%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8745000 | PA      | $8769595.31   | 0.20%             | 2029-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13170000 | PA      | $13136560.58  | 0.30%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6668000 | PA      | $6647162.50   | 0.15%             | 2031-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9318000 | PA      | $9302712.70   | 0.22%             | 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        |   6457000 | PA      | $6498365.16   | 0.15%             | 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        |  17861000 | PA      | $18230778.60  | 0.42%             | 2029-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6061000 | PA      | $6084675.78   | 0.14%             | 2026-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $9203906.25   | 0.21%             | 2031-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18766000 | PA      | $19194099.38  | 0.44%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5887000 | PA      | $5954838.49   | 0.14%             | 2027-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5378000 | PA      | $5409091.56   | 0.13%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9241000 | PA      | $9450366.41   | 0.22%             | 2031-11-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8402000 | PA      | $8578573.32   | 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        |  14025000 | PA      | $14163058.59  | 0.33%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6546000 | PA      | $6825739.25   | 0.16%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8348000 | PA      | $8604309.73   | 0.20%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11796000 | PA      | $11872028.88  | 0.27%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6854000 | PA      | $6957880.94   | 0.16%             | 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        |   7911000 | PA      | $8118663.75   | 0.19%             | 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        |   6698000 | PA      | $6736984.44   | 0.16%             | 2027-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7320000 | PA      | $7583062.50   | 0.18%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19112000 | PA      | $20085517.50  | 0.46%             | 2035-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13356000 | PA      | $13567817.88  | 0.31%             | 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        |  11264000 | PA      | $11335280.06  | 0.26%             | 2027-02-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9329000 | PA      | $9535258.41   | 0.22%             | 2032-02-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6282000 | PA      | $6335985.94   | 0.15%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5132000 | PA      | $5244663.46   | 0.12%             | 2032-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8017000 | PA      | $8152913.24   | 0.19%             | 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        |  12265000 | PA      | $12310514.68  | 0.28%             | 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        |   5593000 | PA      | $5625334.53   | 0.13%             | 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        |  10917000 | PA      | $10943439.66  | 0.25%             | 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        |  14900000 | PA      | $15082757.89  | 0.35%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5944000 | PA      | $6032695.65   | 0.14%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16323000 | PA      | $16667313.28  | 0.39%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5658000 | PA      | $5692920.50   | 0.13%             | 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        |  11979000 | PA      | $12034215.76  | 0.28%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9330000 | PA      | $9532635.94   | 0.22%             | 2032-05-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8459000 | PA      | $8606371.68   | 0.20%             | 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        |  12174000 | PA      | $12290033.44  | 0.28%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6720000 | PA      | $6816600.00   | 0.16%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8988000 | PA      | $9096839.11   | 0.21%             | 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        |   7399000 | PA      | $7422410.88   | 0.17%             | 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        |   6613000 | PA      | $6676546.83   | 0.15%             | 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        |  13302000 | PA      | $13464118.13  | 0.31%             | 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        |   8519000 | PA      | $8564589.94   | 0.20%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8195000 | PA      | $8308961.72   | 0.19%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16046000 | PA      | $16366920.00  | 0.38%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8082000 | PA      | $8111044.69   | 0.19%             | 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        |   8666000 | PA      | $8680217.70   | 0.20%             | 2027-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3595000 | PA      | $3617468.75   | 0.08%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9247000 | PA      | $9258558.75   | 0.21%             | 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        |   5891000 | PA      | $5873511.09   | 0.14%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3337000 | PA      | $3356813.44   | 0.08%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10518000 | PA      | $10530325.83  | 0.24%             | 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        |   8206000 | PA      | $8203435.63   | 0.19%             | 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        |  11234000 | PA      | $11236633.02  | 0.26%             | 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        |   3135000 | PA      | $3138428.91   | 0.07%             | 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        |   4728000 | PA      | $4726891.90   | 0.11%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                             | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2036000 | PA      | $2031864.38   | 0.05%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                           | RTX Corp                                                                        | CUSIP: 913017BA6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     45000 | PA      | $50281.57     | 0.00%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                           | RTX Corp                                                                        | CUSIP: 913017BJ7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    145000 | PA      | $153507.14    | 0.00%             | 2035-05-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                           | RTX Corp                                                                        | CUSIP: 913017BK4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     85000 | PA      | $93380.89     | 0.00%             | 2036-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                           | RTX Corp                                                                        | CUSIP: 913017BP3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    260000 | PA      | $288135.06    | 0.01%             | 2038-07-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                           | RTX Corp                                                                        | CUSIP: 913017BS7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     95000 | PA      | $100830.27    | 0.00%             | 2040-04-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                           | RTX Corp                                                                        | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    418000 | PA      | $381685.71    | 0.01%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                           | RTX Corp                                                                        | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    225000 | PA      | $190418.27    | 0.00%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                           | RTX Corp                                                                        | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    282000 | PA      | $222177.79    | 0.01%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                           | RTX Corp                                                                        | CUSIP: 913017CP2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    292000 | PA      | $240151.40    | 0.01%             | 2047-05-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                           | RTX Corp                                                                        | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    330000 | PA      | $313611.45    | 0.01%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                           | RTX Corp                                                                        | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    244000 | PA      | $216416.75    | 0.01%             | 2048-11-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES PLC                               | United Utilities PLC                                                            | CUSIP: 91311QAC9<br>LEI: 213800KYT12UFB2VE455 | Long             | DBT              | CORP              | GB        |     40000 | PA      | $42735.67     | 0.00%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                          | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    230000 | PA      | $247246.10    | 0.01%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                          | CUSIP: 91324PAX0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     74000 | PA      | $83611.76     | 0.00%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                          | CUSIP: 91324PBE1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    175000 | PA      | $200174.61    | 0.00%             | 2037-11-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                          | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    185000 | PA      | $215719.54    | 0.00%             | 2038-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                          | CUSIP: 91324PBN1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5281.04      | 0.00%             | 2040-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                          | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53537.48     | 0.00%             | 2041-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                          | CUSIP: 91324PBU5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    156000 | PA      | $144602.86    | 0.00%             | 2041-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                          | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    115000 | PA      | $102974.77    | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                          | CUSIP: 91324PCA8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33646.80     | 0.00%             | 2042-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                          | CUSIP: 91324PCD2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130602.43    | 0.00%             | 2043-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                          | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    281000 | PA      | $279934.14    | 0.01%             | 2035-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                          | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    217000 | PA      | $198179.89    | 0.00%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                          | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    224000 | PA      | $186666.73    | 0.00%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                          | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    227000 | PA      | $190411.82    | 0.00%             | 2047-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                          | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    225000 | PA      | $174688.46    | 0.00%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                          | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    270000 | PA      | $225075.49    | 0.01%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                          | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    239000 | PA      | $204676.13    | 0.00%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                          | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    195000 | PA      | $164693.39    | 0.00%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                          | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    301000 | PA      | $227724.17    | 0.01%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                          | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    283000 | PA      | $208483.75    | 0.00%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                          | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     95000 | PA      | $72026.80     | 0.00%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                          | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    120000 | PA      | $77925.00     | 0.00%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                          | CUSIP: 91324PEA6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    182000 | PA      | $113561.83    | 0.00%             | 2060-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                          | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    285000 | PA      | $196793.46    | 0.00%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                          | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    245000 | PA      | $216328.20    | 0.01%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                          | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    205000 | PA      | $180324.11    | 0.00%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                          | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $524226.00    | 0.01%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185230.23    | 0.00%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                          | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    180000 | PA      | $188556.78    | 0.00%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                          | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    725000 | PA      | $722358.21    | 0.02%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                          | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    330000 | PA      | $303433.70    | 0.01%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                          | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    470000 | PA      | $480974.51    | 0.01%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                          | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    225000 | PA      | $217450.20    | 0.01%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                          | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    205000 | PA      | $197293.54    | 0.00%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                          | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    485000 | PA      | $499290.81    | 0.01%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                          | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    665000 | PA      | $687132.99    | 0.02%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                          | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    555000 | PA      | $555891.38    | 0.01%             | 2054-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                          | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    270000 | PA      | $270724.66    | 0.01%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                         | Unum Group                                                                      | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100355.69    | 0.00%             | 2042-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                         | Unum Group                                                                      | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34651.44     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                         | Unum Group                                                                      | CUSIP: 91529YAP1<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65362.25     | 0.00%             | 2049-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                 | Valero Energy Corp                                                              | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    191000 | PA      | $220736.52    | 0.01%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                 | Valero Energy Corp                                                              | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    430000 | PA      | $479771.86    | 0.01%             | 2037-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                 | Valero Energy Corp                                                              | CUSIP: 91913YAT7<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    101000 | PA      | $91359.24     | 0.00%             | 2045-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                 | Valero Energy Corp                                                              | CUSIP: 91913YAW0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74524.45     | 0.00%             | 2029-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                 | Valero Energy Corp                                                              | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    385000 | PA      | $269923.54    | 0.01%             | 2051-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY PARTNERS                             | Valero Energy Partners LP                                                       | CUSIP: 91914JAB8<br>LEI: 549300WH1375KZXLJ231 | Long             | DBT              | CORP              | US        |    215000 | PA      | $216584.84    | 0.01%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VALMONT INDUSTRIES INC                             | Valmont Industries Inc                                                          | CUSIP: 920253AE1<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114184.01    | 0.00%             | 2054-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VALMONT INDUSTRIES INC                             | Valmont Industries Inc                                                          | CUSIP: 920253AF8<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |    144000 | PA      | $135923.56    | 0.00%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                   | Ventas Realty LP                                                                | CUSIP: 92277GAB3<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    143000 | PA      | $143670.97    | 0.00%             | 2043-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                   | Ventas Realty LP                                                                | CUSIP: 92277GAF4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     86000 | PA      | $72990.07     | 0.00%             | 2045-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                   | Ventas Realty LP                                                                | CUSIP: 92277GAQ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    149000 | PA      | $132206.84    | 0.00%             | 2049-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                       | Veralto Corp                                                                    | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    685000 | PA      | $707312.79    | 0.02%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                       | Veralto Corp                                                                    | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    755000 | PA      | $792773.53    | 0.02%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                       | VeriSign Inc                                                                    | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72681.39     | 0.00%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                             | Verizon Communications Inc                                                      | CUSIP: 92343VBE3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    219000 | PA      | $201367.43    | 0.00%             | 2041-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                             | Verizon Communications Inc                                                      | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    391000 | PA      | $316770.26    | 0.01%             | 2042-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                             | Verizon Communications Inc                                                      | CUSIP: 92343VBS2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11097.78     | 0.00%             | 2033-09-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                             | Verizon Communications Inc                                                      | CUSIP: 92343VBT0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    145000 | PA      | $160939.65    | 0.00%             | 2043-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                             | Verizon Communications Inc                                                      | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    638000 | PA      | $576290.55    | 0.01%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                             | Verizon Communications Inc                                                      | CUSIP: 92343VCM4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    450000 | PA      | $404958.24    | 0.01%             | 2054-08-21      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                             | Verizon Communications Inc                                                      | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    551000 | PA      | $535359.86    | 0.01%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                             | Verizon Communications Inc                                                      | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118054.38    | 0.00%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                             | Verizon Communications Inc                                                      | CUSIP: 92343VCX0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    285000 | PA      | $243284.42    | 0.01%             | 2048-09-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                             | Verizon Communications Inc                                                      | CUSIP: 92343VCZ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    335000 | PA      | $284796.83    | 0.01%             | 2055-03-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                             | Verizon Communications Inc                                                      | CUSIP: 92343VDC5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    204000 | PA      | $166063.51    | 0.00%             | 2046-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                             | Verizon Communications Inc                                                      | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    342000 | PA      | $329447.91    | 0.01%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                             | Verizon Communications Inc                                                      | CUSIP: 92343VDS0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182948.15    | 0.00%             | 2049-04-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                             | Verizon Communications Inc                                                      | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    745000 | PA      | $756963.96    | 0.02%             | 2037-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                             | Verizon Communications Inc                                                      | CUSIP: 92343VDV3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    287000 | PA      | $281484.31    | 0.01%             | 2047-03-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                             | Verizon Communications Inc                                                      | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    519000 | PA      | $514685.68    | 0.01%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                             | Verizon Communications Inc                                                      | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    185000 | PA      | $116964.74    | 0.00%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                             | Verizon Communications Inc                                                      | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    711000 | PA      | $425272.80    | 0.01%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                             | Verizon Communications Inc                                                      | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    641000 | PA      | $390559.45    | 0.01%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                             | Verizon Communications Inc                                                      | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    495000 | PA      | $359038.59    | 0.01%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                             | Verizon Communications Inc                                                      | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    757000 | PA      | $525720.77    | 0.01%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                             | Verizon Communications Inc                                                      | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    261000 | PA      | $238819.08    | 0.01%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                             | Verizon Communications Inc                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39771.67     | 0.00%             | 2032-03-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                             | Verizon Communications Inc                                                      | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113448.39    | 0.00%             | 2033-05-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                             | Verizon Communications Inc                                                      | CUSIP: 92344GAM8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     25000 | PA      | $28779.51     | 0.00%             | 2030-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                             | Verizon Communications Inc                                                      | CUSIP: 92344GAX4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    180000 | PA      | $193335.06    | 0.00%             | 2035-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                               | Verisk Analytics Inc                                                            | CUSIP: 92345YAE6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25774.02     | 0.00%             | 2045-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                               | Verisk Analytics Inc                                                            | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40007.36     | 0.00%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                               | Verisk Analytics Inc                                                            | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25575.91     | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                               | Verisk Analytics Inc                                                            | CUSIP: 92345YAN6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76039.58     | 0.00%             | 2036-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                               | Verizon Master Trust                                                            | CUSIP: 92348KDE0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1206431.14   | 0.03%             | 2030-08-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                   | Paramount Global                                                                | CUSIP: 925524AV2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     62000 | PA      | $61064.74     | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                   | Paramount Global                                                                | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    227000 | PA      | $238351.72    | 0.01%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                   | Paramount Global                                                                | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    127000 | PA      | $96033.86     | 0.00%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                   | Paramount Global                                                                | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    170000 | PA      | $152919.43    | 0.00%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                   | Paramount Global                                                                | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    128000 | PA      | $103924.76    | 0.00%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                   | Paramount Global                                                                | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138197.15    | 0.00%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                   | Paramount Global                                                                | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    245000 | PA      | $190662.79    | 0.00%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                 | VICI Properties LP                                                              | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    140000 | PA      | $141739.24    | 0.00%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                 | VICI Properties LP                                                              | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    235000 | PA      | $237047.93    | 0.01%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                 | VICI Properties LP                                                              | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    240000 | PA      | $225516.51    | 0.01%             | 2052-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VISA INC                                           | Visa Inc                                                                        | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    424000 | PA      | $413317.30    | 0.01%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| VISA INC                                           | Visa Inc                                                                        | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    801000 | PA      | $709366.56    | 0.02%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VISA INC                                           | Visa Inc                                                                        | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39646.52     | 0.00%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VISA INC                                           | Visa Inc                                                                        | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    225000 | PA      | $174744.51    | 0.00%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VISA INC                                           | Visa Inc                                                                        | CUSIP: 92826CAL6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117177.92    | 0.00%             | 2027-04-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| VISA INC                                           | Visa Inc                                                                        | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    160000 | PA      | $148273.34    | 0.00%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| VISA INC                                           | Visa Inc                                                                        | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     90000 | PA      | $49829.00     | 0.00%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                         | VMware LLC                                                                      | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    995000 | PA      | $993470.32    | 0.02%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                         | VMware LLC                                                                      | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    698000 | PA      | $709723.77    | 0.02%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                 | Vodafone Group PLC                                                              | CUSIP: 92857TAH0<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $343377.07    | 0.01%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                 | Vodafone Group PLC                                                              | CUSIP: 92857WAB6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     95000 | PA      | $103600.92    | 0.00%             | 2032-11-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                 | Vodafone Group PLC                                                              | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    235000 | PA      | $257388.94    | 0.01%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                 | Vodafone Group PLC                                                              | CUSIP: 92857WBD1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $17287.03     | 0.00%             | 2043-02-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                 | Vodafone Group PLC                                                              | CUSIP: 92857WBL3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198201.22    | 0.00%             | 2038-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                 | Vodafone Group PLC                                                              | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    295000 | PA      | $277497.95    | 0.01%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                 | Vodafone Group PLC                                                              | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $238726.27    | 0.01%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                 | Vodafone Group PLC                                                              | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    242000 | PA      | $192392.72    | 0.00%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust                        | Volkswagen Auto Lease Trust 2025-B                                              | CUSIP: 92868BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $200384.56    | 0.00%             | 2029-01-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust                        | Volkswagen Auto Lease Trust 2025-A                                              | CUSIP: 92868WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $252241.33    | 0.01%             | 2028-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                       | Vontier Corp                                                                    | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    450000 | PA      | $429887.38    | 0.01%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                       | Vontier Corp                                                                    | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    250000 | PA      | $228764.75    | 0.01%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                 | Voya Financial Inc                                                              | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    210000 | PA      | $198492.26    | 0.00%             | 2048-01-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                | Vulcan Materials Co                                                             | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    139000 | PA      | $121764.12    | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                | Vulcan Materials Co                                                             | CUSIP: 929160AY5<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    110000 | PA      | $98406.44     | 0.00%             | 2048-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                | Vulcan Materials Co                                                             | CUSIP: 929160BC2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26045.11     | 0.00%             | 2034-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                | Vulcan Materials Co                                                             | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107118.20    | 0.00%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                       | WP Carey Inc                                                                    | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |     60000 | PA      | $59243.24     | 0.00%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                          | WRKCo Inc                                                                       | CUSIP: 92940PAF1<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24379.96     | 0.00%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                          | WRKCo Inc                                                                       | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    195000 | PA      | $174399.90    | 0.00%             | 2033-06-15      | Fixed         | 3.00%                 | 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        |   1100000 | PA      | $1110114.24   | 0.03%             | 2029-10-15      | Fixed         | 4.29%                 | 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        | 194822565 | NS      | $194919976.10 | 4.51%             |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON GAS LIGHT CO                            | Washington Gas Light Co                                                         | CUSIP: 93884PDW7<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |    110000 | PA      | $85997.93     | 0.00%             | 2046-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WASHINGTON GAS LIGHT CO                            | Washington Gas Light Co                                                         | CUSIP: 93884PDY3<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |    214000 | PA      | $158826.10    | 0.00%             | 2049-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                              | Waste Connections Inc                                                           | CUSIP: 94106BAB7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    107000 | PA      | $72867.47     | 0.00%             | 2050-04-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                              | Waste Connections Inc                                                           | CUSIP: 94106BAD3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $55999.24     | 0.00%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                               | Waste Management Inc                                                            | CUSIP: 94106LBC2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29874.60     | 0.00%             | 2045-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                               | Waste Management Inc                                                            | CUSIP: 94106LBK4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    182000 | PA      | $152761.49    | 0.00%             | 2049-07-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                               | Waste Management Inc                                                            | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     45000 | PA      | $27460.82     | 0.00%             | 2050-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                               | Waste Management Inc                                                            | CUSIP: 94106LBT5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102115.07    | 0.00%             | 2030-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                               | Waste Management Inc                                                            | CUSIP: 94106LBU2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35614.44     | 0.00%             | 2033-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                               | Waste Management Inc                                                            | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19871.90     | 0.00%             | 2054-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                | Elevance Health Inc                                                             | CUSIP: 94973VAH0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    145000 | PA      | $155859.45    | 0.00%             | 2034-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                | Elevance Health Inc                                                             | CUSIP: 94973VAL1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    120000 | PA      | $127883.01    | 0.00%             | 2036-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                | Elevance Health Inc                                                             | CUSIP: 94973VAN7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     44000 | PA      | $48304.97     | 0.00%             | 2037-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                | Elevance Health Inc                                                             | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    207000 | PA      | $187254.74    | 0.00%             | 2042-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                | Elevance Health Inc                                                             | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    220000 | PA      | $198743.30    | 0.00%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                | Elevance Health Inc                                                             | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    186000 | PA      | $176962.99    | 0.00%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                | Elevance Health Inc                                                             | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    122000 | PA      | $108612.42    | 0.00%             | 2044-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co                                                                | CUSIP: 949746NL1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    235000 | PA      | $245738.25    | 0.01%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co                                                                | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    315000 | PA      | $317314.53    | 0.01%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co                                                                | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177975.06    | 0.00%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co                                                                | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    710000 | PA      | $603991.66    | 0.01%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co                                                                | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    545000 | PA      | $486358.64    | 0.01%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust 2018-C44                                  | CUSIP: 95001JAV9<br>LEI: 549300AGZIS1CJS4RM30 | Long             | ABS-MBS          | CORP              | US        |    478429 | PA      | $477776.92    | 0.01%             | 2051-05-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust 2018-C43                                  | CUSIP: 95001LAX0<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $492234.86    | 0.01%             | 2051-03-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust 2018-C46                                  | CUSIP: 95001QAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $248004.56    | 0.01%             | 2051-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust 2019-C51                                  | CUSIP: 95001VAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1908504.18   | 0.04%             | 2052-06-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust 2019-C54                                  | CUSIP: 95001YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $956272.58    | 0.02%             | 2052-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust 2020-C56                                  | CUSIP: 95002RAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $120914.61    | 0.00%             | 2053-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust 2021-C60                                  | CUSIP: 95003DBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    460000 | PA      | $411072.74    | 0.01%             | 2054-08-15      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust 2024-5C2                                  | CUSIP: 95003UAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $527148.33    | 0.01%             | 2057-11-15      | Variable      | 5.92%                 | 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      | $513108.96    | 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        |    285000 | PA      | $287209.65    | 0.01%             | 2028-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                   | Welltower OP LLC                                                                | CUSIP: 95040QAF1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    163000 | PA      | $154117.18    | 0.00%             | 2048-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                   | Welltower OP LLC                                                                | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110272.06    | 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        |    255000 | PA      | $245283.66    | 0.01%             | 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        |    275000 | PA      | $271189.34    | 0.01%             | 2027-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                   | Welltower OP LLC                                                                | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    185000 | PA      | $172646.63    | 0.00%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                   | Welltower OP LLC                                                                | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    145000 | PA      | $134713.73    | 0.00%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                   | Welltower OP LLC                                                                | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    455000 | PA      | $415043.80    | 0.01%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                   | Welltower OP LLC                                                                | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    315000 | PA      | $305084.56    | 0.01%             | 2032-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                   | Welltower OP LLC                                                                | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     50000 | PA      | $50641.66     | 0.00%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                   | Welltower OP LLC                                                                | CUSIP: 95041AAG3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     50000 | PA      | $51410.87     | 0.00%             | 2035-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                               | Western Digital Corp                                                            | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    795000 | PA      | $755978.28    | 0.02%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                               | Western Digital Corp                                                            | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1374071.22   | 0.03%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                           | Western Midstream Operating LP                                                  | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    115000 | PA      | $105417.09    | 0.00%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                           | Western Midstream Operating LP                                                  | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150498.36    | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                           | Western Midstream Operating LP                                                  | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4348.67      | 0.00%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                           | Western Midstream Operating LP                                                  | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    115000 | PA      | $101957.03    | 0.00%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                           | Western Midstream Operating LP                                                  | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    240000 | PA      | $208228.34    | 0.00%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                           | Western Midstream Operating LP                                                  | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    205000 | PA      | $201283.44    | 0.00%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                           | Western Midstream Operating LP                                                  | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    585000 | PA      | $620752.39    | 0.01%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                           | Western Midstream Operating LP                                                  | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166537.14    | 0.00%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                               | Western Union Co/The                                                            | CUSIP: 959802AH2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    277000 | PA      | $290892.47    | 0.01%             | 2036-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| WESTPAC BANKING CORP                               | Westpac Banking Corp                                                            | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    469000 | PA      | $468406.06    | 0.01%             | 2031-11-23      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                               | Westpac Banking Corp                                                            | CUSIP: 961214DK6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    338000 | PA      | $336210.26    | 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        |    652000 | PA      | $646571.28    | 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        |    209000 | PA      | $205882.59    | 0.00%             | 2034-07-24      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                               | Westpac Banking Corp                                                            | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    190000 | PA      | $172086.96    | 0.00%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                               | Westpac Banking Corp                                                            | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    335000 | PA      | $303107.30    | 0.01%             | 2036-11-18      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                               | Westpac Banking Corp                                                            | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     70000 | PA      | $72642.26     | 0.00%             | 2033-08-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| WESTROCK MWV LLC                                   | WestRock MWV LLC                                                                | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5719.13      | 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        |     20000 | PA      | $21041.81     | 0.00%             | 2027-10-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                    | Weyerhaeuser Co                                                                 | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    380000 | PA      | $433779.10    | 0.01%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                    | Weyerhaeuser Co                                                                 | CUSIP: 962166BX1<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    459000 | PA      | $455083.76    | 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        |    172000 | PA      | $170062.16    | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                             | Williams Cos Inc/The                                                            | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     57000 | PA      | $64562.97     | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                             | Williams Cos Inc/The                                                            | CUSIP: 969457BM1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    138000 | PA      | $167651.15    | 0.00%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                             | Williams Cos Inc/The                                                            | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70727.74     | 0.00%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                             | Williams Cos Inc/The                                                            | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9379.24      | 0.00%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                             | Williams Cos Inc/The                                                            | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     90000 | PA      | $95092.26     | 0.00%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                             | Williams Cos Inc/The                                                            | CUSIP: 969457CN8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110905.97    | 0.00%             | 2054-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                             | Williams Cos Inc/The                                                            | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    190000 | PA      | $198508.90    | 0.00%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                             | Williams Cos Inc/The                                                            | CUSIP: 969457CQ1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46496.33     | 0.00%             | 2055-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                             | Williams Cos Inc/The                                                            | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176941.15    | 0.00%             | 2030-06-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                             | Williams Cos Inc/The                                                            | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204776.21    | 0.00%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                             | Williams Cos Inc/The                                                            | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    266000 | PA      | $247043.80    | 0.01%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                             | Williams Cos Inc/The                                                            | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    202000 | PA      | $200732.05    | 0.00%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                             | Williams Cos Inc/The                                                            | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    240000 | PA      | $213493.68    | 0.00%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                             | Williams Cos Inc/The                                                            | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    290000 | PA      | $316292.73    | 0.01%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                             | Williams Cos Inc/The                                                            | CUSIP: 96950FAK0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71692.04     | 0.00%             | 2043-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                             | Williams Cos Inc/The                                                            | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    198000 | PA      | $192692.97    | 0.00%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                             | Williams Cos Inc/The                                                            | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     97000 | PA      | $88204.93     | 0.00%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                           | Willis North America Inc                                                        | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    124000 | PA      | $124970.99    | 0.00%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                           | Willis North America Inc                                                        | CUSIP: 970648AH4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    158000 | PA      | $144671.85    | 0.00%             | 2048-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                           | Willis North America Inc                                                        | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38096.58     | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                           | Willis North America Inc                                                        | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    203000 | PA      | $154068.02    | 0.00%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                           | Willis North America Inc                                                        | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5194.15      | 0.00%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                           | Willis North America Inc                                                        | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    235000 | PA      | $238080.69    | 0.01%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                               | Woodside Finance Ltd                                                            | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   1225000 | PA      | $1220044.43   | 0.03%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                               | Woodside Finance Ltd                                                            | CUSIP: 980236AS2<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    170000 | PA      | $162950.10    | 0.00%             | 2054-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                               | Woodside Finance Ltd                                                            | CUSIP: 980236AU7<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    225000 | PA      | $234517.34    | 0.01%             | 2032-05-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                               | Woodside Finance Ltd                                                            | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   4005000 | PA      | $4199897.52   | 0.10%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES     | BlackRock Cash Funds: Treasury, SL Agency Shares                                | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |    100000 | NS      | $100000.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKDAY INC                                        | Workday Inc                                                                     | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    530000 | PA      | $526384.80    | 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        |    560000 | PA      | $552924.00    | 0.01%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                        | Workday Inc                                                                     | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    800000 | PA      | $768173.42    | 0.02%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                  | World Omni Auto Receivables Trust 2025-B                                        | CUSIP: 98164TAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $503918.10    | 0.01%             | 2030-09-16      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                          | Xylem Inc/NY                                                                    | CUSIP: 98419MAK6<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47437.75     | 0.00%             | 2046-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                          | Xylem Inc/NY                                                                    | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1260656.61   | 0.03%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| XYLEM INC                                          | Xylem Inc/NY                                                                    | CUSIP: 98419MAM2<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |   1648000 | PA      | $1582717.20   | 0.04%             | 2028-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| XL GROUP LTD                                       | XL Group Ltd                                                                    | CUSIP: 98420EAB1<br>LEI: 213800AJ4DD69YLNL348 | Long             | DBT              | CORP              | BM        |   1039000 | PA      | $993715.24    | 0.02%             | 2043-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| YAMANA GOLD INC                                    | Yamana Gold Inc                                                                 | CUSIP: 98462YAF7<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $71894.57     | 0.00%             | 2031-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                             | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAB8<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99810.34     | 0.00%             | 2039-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                             | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAH5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    169000 | PA      | $148554.42    | 0.00%             | 2045-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                             | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    770000 | PA      | $695898.48    | 0.02%             | 2031-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                             | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25657.53     | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                             | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25781.95     | 0.00%             | 2030-02-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                             | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PBC5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26111.14     | 0.00%             | 2035-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                         | Zoetis Inc                                                                      | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   4810000 | PA      | $4466100.10   | 0.10%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                         | Zoetis Inc                                                                      | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1166668.75   | 0.03%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                         | Zoetis Inc                                                                      | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    345000 | PA      | $281249.32    | 0.01%             | 2047-09-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                         | Zoetis Inc                                                                      | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    341000 | PA      | $341041.90    | 0.01%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                         | Zoetis Inc                                                                      | CUSIP: 98978VAP8<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1101000 | PA      | $960003.17    | 0.02%             | 2048-08-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                         | Zoetis Inc                                                                      | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    640000 | PA      | $587125.36    | 0.01%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                         | Zoetis Inc                                                                      | CUSIP: 98978VAT0<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $739000.47    | 0.02%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                         | Zoetis Inc                                                                      | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    920000 | PA      | $982593.94    | 0.02%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                         | Zoetis Inc                                                                      | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150916.71    | 0.00%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                         | Zoetis Inc                                                                      | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152680.82    | 0.00%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** iShares Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer